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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, 30 Dec 2014 20:58:42 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2014/Dec/30/t1419973174rcjf3a2l0i8r6wk.htm/, Retrieved Fri, 17 May 2024 16:29:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=271761, Retrieved Fri, 17 May 2024 16:29:07 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact116

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] [] [2014-12-30 20:58:42] [77e76d07a5b02a0482982fb19d5d5436] [Current]
- R PD    [(Partial) Autocorrelation Function] [] [2015-01-04 19:41:09] [74be16979710d4c4e7c6647856088456]
- R PD    [(Partial) Autocorrelation Function] [] [2015-01-04 19:41:09] [8ae5f3921d0f515f24933d117e773272]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
21,94
21,95
21,96
22,1
22,13
22,18
22,18
22,27
22,3
22,04
22,05
22,06
22,06
22,06
21,97
22,03
22,08
22,13
22,13
22,4
22,4
22,12
22,22
22,14
22,14
22,19
22,29
22,24
22,26
22,29
22,29
22,29
22,29
22,35
22,39
22,43
22,43
22,11
22,12
22,05
22,05
22,08
22,08
22,09
22,09
22,24
22,25
22,24
22,24
22,25
22,28
22,23
22,29
22,31
22,31
22,31
22,39
22,42
22,42
22,42
22,15
21,95
21,96
21,97
21,66
21,66
21,68
21,75
21,55
21,59
21,54
21,54

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=271761&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=271761&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=271761&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
10.848287.19790
20.6996955.93710
30.5749624.87873e-06
40.4342633.68480.00022
50.3043712.58270.005918
60.1871491.5880.058333
70.0858530.72850.23434
8-0.026747-0.2270.410549
9-0.063918-0.54240.294623
10-0.122766-1.04170.150517
11-0.178551-1.51510.067068
12-0.192895-1.63680.053022
13-0.177623-1.50720.06807
14-0.155249-1.31730.095952
15-0.151623-1.28660.101184
16-0.131461-1.11550.134177
17-0.141342-1.19930.117167
18-0.144821-1.22890.111565
19-0.120394-1.02160.1552
20-0.073151-0.62070.268376
21-0.015058-0.12780.449344
220.0321430.27270.392915
230.0787040.66780.253191
240.0897230.76130.224476
250.0951990.80780.210935
260.1068990.90710.183699
270.1161220.98530.16388
280.077070.6540.25761
290.0145710.12360.450972
30-0.040153-0.34070.367156
31-0.094655-0.80320.212259
32-0.16391-1.39080.084282
33-0.21559-1.82930.035744
34-0.260325-2.20890.015181
35-0.289555-2.4570.008211
36-0.24349-2.06610.02121
37-0.176565-1.49820.069226
38-0.151932-1.28920.10073
39-0.12924-1.09660.138228
40-0.130399-1.10650.136102
41-0.149077-1.2650.104983
42-0.158237-1.34270.091795
43-0.146176-1.24030.109438
44-0.154254-1.30890.097367
45-0.155959-1.32340.094952
46-0.117826-0.99980.160381
47-0.087996-0.74670.228847
48-0.083076-0.70490.241566

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.84828 & 7.1979 & 0 \tabularnewline
2 & 0.699695 & 5.9371 & 0 \tabularnewline
3 & 0.574962 & 4.8787 & 3e-06 \tabularnewline
4 & 0.434263 & 3.6848 & 0.00022 \tabularnewline
5 & 0.304371 & 2.5827 & 0.005918 \tabularnewline
6 & 0.187149 & 1.588 & 0.058333 \tabularnewline
7 & 0.085853 & 0.7285 & 0.23434 \tabularnewline
8 & -0.026747 & -0.227 & 0.410549 \tabularnewline
9 & -0.063918 & -0.5424 & 0.294623 \tabularnewline
10 & -0.122766 & -1.0417 & 0.150517 \tabularnewline
11 & -0.178551 & -1.5151 & 0.067068 \tabularnewline
12 & -0.192895 & -1.6368 & 0.053022 \tabularnewline
13 & -0.177623 & -1.5072 & 0.06807 \tabularnewline
14 & -0.155249 & -1.3173 & 0.095952 \tabularnewline
15 & -0.151623 & -1.2866 & 0.101184 \tabularnewline
16 & -0.131461 & -1.1155 & 0.134177 \tabularnewline
17 & -0.141342 & -1.1993 & 0.117167 \tabularnewline
18 & -0.144821 & -1.2289 & 0.111565 \tabularnewline
19 & -0.120394 & -1.0216 & 0.1552 \tabularnewline
20 & -0.073151 & -0.6207 & 0.268376 \tabularnewline
21 & -0.015058 & -0.1278 & 0.449344 \tabularnewline
22 & 0.032143 & 0.2727 & 0.392915 \tabularnewline
23 & 0.078704 & 0.6678 & 0.253191 \tabularnewline
24 & 0.089723 & 0.7613 & 0.224476 \tabularnewline
25 & 0.095199 & 0.8078 & 0.210935 \tabularnewline
26 & 0.106899 & 0.9071 & 0.183699 \tabularnewline
27 & 0.116122 & 0.9853 & 0.16388 \tabularnewline
28 & 0.07707 & 0.654 & 0.25761 \tabularnewline
29 & 0.014571 & 0.1236 & 0.450972 \tabularnewline
30 & -0.040153 & -0.3407 & 0.367156 \tabularnewline
31 & -0.094655 & -0.8032 & 0.212259 \tabularnewline
32 & -0.16391 & -1.3908 & 0.084282 \tabularnewline
33 & -0.21559 & -1.8293 & 0.035744 \tabularnewline
34 & -0.260325 & -2.2089 & 0.015181 \tabularnewline
35 & -0.289555 & -2.457 & 0.008211 \tabularnewline
36 & -0.24349 & -2.0661 & 0.02121 \tabularnewline
37 & -0.176565 & -1.4982 & 0.069226 \tabularnewline
38 & -0.151932 & -1.2892 & 0.10073 \tabularnewline
39 & -0.12924 & -1.0966 & 0.138228 \tabularnewline
40 & -0.130399 & -1.1065 & 0.136102 \tabularnewline
41 & -0.149077 & -1.265 & 0.104983 \tabularnewline
42 & -0.158237 & -1.3427 & 0.091795 \tabularnewline
43 & -0.146176 & -1.2403 & 0.109438 \tabularnewline
44 & -0.154254 & -1.3089 & 0.097367 \tabularnewline
45 & -0.155959 & -1.3234 & 0.094952 \tabularnewline
46 & -0.117826 & -0.9998 & 0.160381 \tabularnewline
47 & -0.087996 & -0.7467 & 0.228847 \tabularnewline
48 & -0.083076 & -0.7049 & 0.241566 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=271761&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]0.84828[/C][C]7.1979[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.699695[/C][C]5.9371[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.574962[/C][C]4.8787[/C][C]3e-06[/C][/ROW]
[ROW][C]4[/C][C]0.434263[/C][C]3.6848[/C][C]0.00022[/C][/ROW]
[ROW][C]5[/C][C]0.304371[/C][C]2.5827[/C][C]0.005918[/C][/ROW]
[ROW][C]6[/C][C]0.187149[/C][C]1.588[/C][C]0.058333[/C][/ROW]
[ROW][C]7[/C][C]0.085853[/C][C]0.7285[/C][C]0.23434[/C][/ROW]
[ROW][C]8[/C][C]-0.026747[/C][C]-0.227[/C][C]0.410549[/C][/ROW]
[ROW][C]9[/C][C]-0.063918[/C][C]-0.5424[/C][C]0.294623[/C][/ROW]
[ROW][C]10[/C][C]-0.122766[/C][C]-1.0417[/C][C]0.150517[/C][/ROW]
[ROW][C]11[/C][C]-0.178551[/C][C]-1.5151[/C][C]0.067068[/C][/ROW]
[ROW][C]12[/C][C]-0.192895[/C][C]-1.6368[/C][C]0.053022[/C][/ROW]
[ROW][C]13[/C][C]-0.177623[/C][C]-1.5072[/C][C]0.06807[/C][/ROW]
[ROW][C]14[/C][C]-0.155249[/C][C]-1.3173[/C][C]0.095952[/C][/ROW]
[ROW][C]15[/C][C]-0.151623[/C][C]-1.2866[/C][C]0.101184[/C][/ROW]
[ROW][C]16[/C][C]-0.131461[/C][C]-1.1155[/C][C]0.134177[/C][/ROW]
[ROW][C]17[/C][C]-0.141342[/C][C]-1.1993[/C][C]0.117167[/C][/ROW]
[ROW][C]18[/C][C]-0.144821[/C][C]-1.2289[/C][C]0.111565[/C][/ROW]
[ROW][C]19[/C][C]-0.120394[/C][C]-1.0216[/C][C]0.1552[/C][/ROW]
[ROW][C]20[/C][C]-0.073151[/C][C]-0.6207[/C][C]0.268376[/C][/ROW]
[ROW][C]21[/C][C]-0.015058[/C][C]-0.1278[/C][C]0.449344[/C][/ROW]
[ROW][C]22[/C][C]0.032143[/C][C]0.2727[/C][C]0.392915[/C][/ROW]
[ROW][C]23[/C][C]0.078704[/C][C]0.6678[/C][C]0.253191[/C][/ROW]
[ROW][C]24[/C][C]0.089723[/C][C]0.7613[/C][C]0.224476[/C][/ROW]
[ROW][C]25[/C][C]0.095199[/C][C]0.8078[/C][C]0.210935[/C][/ROW]
[ROW][C]26[/C][C]0.106899[/C][C]0.9071[/C][C]0.183699[/C][/ROW]
[ROW][C]27[/C][C]0.116122[/C][C]0.9853[/C][C]0.16388[/C][/ROW]
[ROW][C]28[/C][C]0.07707[/C][C]0.654[/C][C]0.25761[/C][/ROW]
[ROW][C]29[/C][C]0.014571[/C][C]0.1236[/C][C]0.450972[/C][/ROW]
[ROW][C]30[/C][C]-0.040153[/C][C]-0.3407[/C][C]0.367156[/C][/ROW]
[ROW][C]31[/C][C]-0.094655[/C][C]-0.8032[/C][C]0.212259[/C][/ROW]
[ROW][C]32[/C][C]-0.16391[/C][C]-1.3908[/C][C]0.084282[/C][/ROW]
[ROW][C]33[/C][C]-0.21559[/C][C]-1.8293[/C][C]0.035744[/C][/ROW]
[ROW][C]34[/C][C]-0.260325[/C][C]-2.2089[/C][C]0.015181[/C][/ROW]
[ROW][C]35[/C][C]-0.289555[/C][C]-2.457[/C][C]0.008211[/C][/ROW]
[ROW][C]36[/C][C]-0.24349[/C][C]-2.0661[/C][C]0.02121[/C][/ROW]
[ROW][C]37[/C][C]-0.176565[/C][C]-1.4982[/C][C]0.069226[/C][/ROW]
[ROW][C]38[/C][C]-0.151932[/C][C]-1.2892[/C][C]0.10073[/C][/ROW]
[ROW][C]39[/C][C]-0.12924[/C][C]-1.0966[/C][C]0.138228[/C][/ROW]
[ROW][C]40[/C][C]-0.130399[/C][C]-1.1065[/C][C]0.136102[/C][/ROW]
[ROW][C]41[/C][C]-0.149077[/C][C]-1.265[/C][C]0.104983[/C][/ROW]
[ROW][C]42[/C][C]-0.158237[/C][C]-1.3427[/C][C]0.091795[/C][/ROW]
[ROW][C]43[/C][C]-0.146176[/C][C]-1.2403[/C][C]0.109438[/C][/ROW]
[ROW][C]44[/C][C]-0.154254[/C][C]-1.3089[/C][C]0.097367[/C][/ROW]
[ROW][C]45[/C][C]-0.155959[/C][C]-1.3234[/C][C]0.094952[/C][/ROW]
[ROW][C]46[/C][C]-0.117826[/C][C]-0.9998[/C][C]0.160381[/C][/ROW]
[ROW][C]47[/C][C]-0.087996[/C][C]-0.7467[/C][C]0.228847[/C][/ROW]
[ROW][C]48[/C][C]-0.083076[/C][C]-0.7049[/C][C]0.241566[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=271761&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=271761&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
10.848287.19790
20.6996955.93710
30.5749624.87873e-06
40.4342633.68480.00022
50.3043712.58270.005918
60.1871491.5880.058333
70.0858530.72850.23434
8-0.026747-0.2270.410549
9-0.063918-0.54240.294623
10-0.122766-1.04170.150517
11-0.178551-1.51510.067068
12-0.192895-1.63680.053022
13-0.177623-1.50720.06807
14-0.155249-1.31730.095952
15-0.151623-1.28660.101184
16-0.131461-1.11550.134177
17-0.141342-1.19930.117167
18-0.144821-1.22890.111565
19-0.120394-1.02160.1552
20-0.073151-0.62070.268376
21-0.015058-0.12780.449344
220.0321430.27270.392915
230.0787040.66780.253191
240.0897230.76130.224476
250.0951990.80780.210935
260.1068990.90710.183699
270.1161220.98530.16388
280.077070.6540.25761
290.0145710.12360.450972
30-0.040153-0.34070.367156
31-0.094655-0.80320.212259
32-0.16391-1.39080.084282
33-0.21559-1.82930.035744
34-0.260325-2.20890.015181
35-0.289555-2.4570.008211
36-0.24349-2.06610.02121
37-0.176565-1.49820.069226
38-0.151932-1.28920.10073
39-0.12924-1.09660.138228
40-0.130399-1.10650.136102
41-0.149077-1.2650.104983
42-0.158237-1.34270.091795
43-0.146176-1.24030.109438
44-0.154254-1.30890.097367
45-0.155959-1.32340.094952
46-0.117826-0.99980.160381
47-0.087996-0.74670.228847
48-0.083076-0.70490.241566






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.848287.19790
2-0.070907-0.60170.274643
3-0.001836-0.01560.493808
4-0.136094-1.15480.125996
5-0.052929-0.44910.327348
6-0.061566-0.52240.301497
7-0.033433-0.28370.388733
8-0.137467-1.16640.123642
90.1711461.45220.075392
10-0.16811-1.42650.079029
11-0.017348-0.14720.441693
120.0212950.18070.428559
130.0814890.69150.24575
14-0.010976-0.09310.463028
15-0.070306-0.59660.276334
16-0.015166-0.12870.448983
17-0.076397-0.64830.259442
18-0.036644-0.31090.378375
190.0655360.55610.289936
200.1210151.02680.153966
210.07540.63980.26217
22-0.011268-0.09560.462048
23-0.008716-0.0740.470623
24-0.058384-0.49540.310912
25-0.025049-0.21250.416139
260.034030.28880.386799
270.0459240.38970.348962
28-0.167148-1.41830.080208
29-0.113716-0.96490.168909
30-0.055237-0.46870.320349
310.0419670.35610.361402
32-0.1074-0.91130.182584
330.0343140.29120.385882
34-0.068559-0.58170.281279
35-0.005969-0.05060.479873
360.1327131.12610.131929
370.0977550.82950.204787
38-0.089459-0.75910.225141
39-0.023969-0.20340.419705
40-0.230242-1.95370.027313
41-0.076808-0.65170.258323
42-0.043462-0.36880.356686
430.0594960.50480.307606
44-0.025151-0.21340.415805
450.0325350.27610.391642
460.0268180.22760.410317
470.0176450.14970.440702
48-0.121901-1.03440.152215

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.84828 & 7.1979 & 0 \tabularnewline
2 & -0.070907 & -0.6017 & 0.274643 \tabularnewline
3 & -0.001836 & -0.0156 & 0.493808 \tabularnewline
4 & -0.136094 & -1.1548 & 0.125996 \tabularnewline
5 & -0.052929 & -0.4491 & 0.327348 \tabularnewline
6 & -0.061566 & -0.5224 & 0.301497 \tabularnewline
7 & -0.033433 & -0.2837 & 0.388733 \tabularnewline
8 & -0.137467 & -1.1664 & 0.123642 \tabularnewline
9 & 0.171146 & 1.4522 & 0.075392 \tabularnewline
10 & -0.16811 & -1.4265 & 0.079029 \tabularnewline
11 & -0.017348 & -0.1472 & 0.441693 \tabularnewline
12 & 0.021295 & 0.1807 & 0.428559 \tabularnewline
13 & 0.081489 & 0.6915 & 0.24575 \tabularnewline
14 & -0.010976 & -0.0931 & 0.463028 \tabularnewline
15 & -0.070306 & -0.5966 & 0.276334 \tabularnewline
16 & -0.015166 & -0.1287 & 0.448983 \tabularnewline
17 & -0.076397 & -0.6483 & 0.259442 \tabularnewline
18 & -0.036644 & -0.3109 & 0.378375 \tabularnewline
19 & 0.065536 & 0.5561 & 0.289936 \tabularnewline
20 & 0.121015 & 1.0268 & 0.153966 \tabularnewline
21 & 0.0754 & 0.6398 & 0.26217 \tabularnewline
22 & -0.011268 & -0.0956 & 0.462048 \tabularnewline
23 & -0.008716 & -0.074 & 0.470623 \tabularnewline
24 & -0.058384 & -0.4954 & 0.310912 \tabularnewline
25 & -0.025049 & -0.2125 & 0.416139 \tabularnewline
26 & 0.03403 & 0.2888 & 0.386799 \tabularnewline
27 & 0.045924 & 0.3897 & 0.348962 \tabularnewline
28 & -0.167148 & -1.4183 & 0.080208 \tabularnewline
29 & -0.113716 & -0.9649 & 0.168909 \tabularnewline
30 & -0.055237 & -0.4687 & 0.320349 \tabularnewline
31 & 0.041967 & 0.3561 & 0.361402 \tabularnewline
32 & -0.1074 & -0.9113 & 0.182584 \tabularnewline
33 & 0.034314 & 0.2912 & 0.385882 \tabularnewline
34 & -0.068559 & -0.5817 & 0.281279 \tabularnewline
35 & -0.005969 & -0.0506 & 0.479873 \tabularnewline
36 & 0.132713 & 1.1261 & 0.131929 \tabularnewline
37 & 0.097755 & 0.8295 & 0.204787 \tabularnewline
38 & -0.089459 & -0.7591 & 0.225141 \tabularnewline
39 & -0.023969 & -0.2034 & 0.419705 \tabularnewline
40 & -0.230242 & -1.9537 & 0.027313 \tabularnewline
41 & -0.076808 & -0.6517 & 0.258323 \tabularnewline
42 & -0.043462 & -0.3688 & 0.356686 \tabularnewline
43 & 0.059496 & 0.5048 & 0.307606 \tabularnewline
44 & -0.025151 & -0.2134 & 0.415805 \tabularnewline
45 & 0.032535 & 0.2761 & 0.391642 \tabularnewline
46 & 0.026818 & 0.2276 & 0.410317 \tabularnewline
47 & 0.017645 & 0.1497 & 0.440702 \tabularnewline
48 & -0.121901 & -1.0344 & 0.152215 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=271761&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]0.84828[/C][C]7.1979[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.070907[/C][C]-0.6017[/C][C]0.274643[/C][/ROW]
[ROW][C]3[/C][C]-0.001836[/C][C]-0.0156[/C][C]0.493808[/C][/ROW]
[ROW][C]4[/C][C]-0.136094[/C][C]-1.1548[/C][C]0.125996[/C][/ROW]
[ROW][C]5[/C][C]-0.052929[/C][C]-0.4491[/C][C]0.327348[/C][/ROW]
[ROW][C]6[/C][C]-0.061566[/C][C]-0.5224[/C][C]0.301497[/C][/ROW]
[ROW][C]7[/C][C]-0.033433[/C][C]-0.2837[/C][C]0.388733[/C][/ROW]
[ROW][C]8[/C][C]-0.137467[/C][C]-1.1664[/C][C]0.123642[/C][/ROW]
[ROW][C]9[/C][C]0.171146[/C][C]1.4522[/C][C]0.075392[/C][/ROW]
[ROW][C]10[/C][C]-0.16811[/C][C]-1.4265[/C][C]0.079029[/C][/ROW]
[ROW][C]11[/C][C]-0.017348[/C][C]-0.1472[/C][C]0.441693[/C][/ROW]
[ROW][C]12[/C][C]0.021295[/C][C]0.1807[/C][C]0.428559[/C][/ROW]
[ROW][C]13[/C][C]0.081489[/C][C]0.6915[/C][C]0.24575[/C][/ROW]
[ROW][C]14[/C][C]-0.010976[/C][C]-0.0931[/C][C]0.463028[/C][/ROW]
[ROW][C]15[/C][C]-0.070306[/C][C]-0.5966[/C][C]0.276334[/C][/ROW]
[ROW][C]16[/C][C]-0.015166[/C][C]-0.1287[/C][C]0.448983[/C][/ROW]
[ROW][C]17[/C][C]-0.076397[/C][C]-0.6483[/C][C]0.259442[/C][/ROW]
[ROW][C]18[/C][C]-0.036644[/C][C]-0.3109[/C][C]0.378375[/C][/ROW]
[ROW][C]19[/C][C]0.065536[/C][C]0.5561[/C][C]0.289936[/C][/ROW]
[ROW][C]20[/C][C]0.121015[/C][C]1.0268[/C][C]0.153966[/C][/ROW]
[ROW][C]21[/C][C]0.0754[/C][C]0.6398[/C][C]0.26217[/C][/ROW]
[ROW][C]22[/C][C]-0.011268[/C][C]-0.0956[/C][C]0.462048[/C][/ROW]
[ROW][C]23[/C][C]-0.008716[/C][C]-0.074[/C][C]0.470623[/C][/ROW]
[ROW][C]24[/C][C]-0.058384[/C][C]-0.4954[/C][C]0.310912[/C][/ROW]
[ROW][C]25[/C][C]-0.025049[/C][C]-0.2125[/C][C]0.416139[/C][/ROW]
[ROW][C]26[/C][C]0.03403[/C][C]0.2888[/C][C]0.386799[/C][/ROW]
[ROW][C]27[/C][C]0.045924[/C][C]0.3897[/C][C]0.348962[/C][/ROW]
[ROW][C]28[/C][C]-0.167148[/C][C]-1.4183[/C][C]0.080208[/C][/ROW]
[ROW][C]29[/C][C]-0.113716[/C][C]-0.9649[/C][C]0.168909[/C][/ROW]
[ROW][C]30[/C][C]-0.055237[/C][C]-0.4687[/C][C]0.320349[/C][/ROW]
[ROW][C]31[/C][C]0.041967[/C][C]0.3561[/C][C]0.361402[/C][/ROW]
[ROW][C]32[/C][C]-0.1074[/C][C]-0.9113[/C][C]0.182584[/C][/ROW]
[ROW][C]33[/C][C]0.034314[/C][C]0.2912[/C][C]0.385882[/C][/ROW]
[ROW][C]34[/C][C]-0.068559[/C][C]-0.5817[/C][C]0.281279[/C][/ROW]
[ROW][C]35[/C][C]-0.005969[/C][C]-0.0506[/C][C]0.479873[/C][/ROW]
[ROW][C]36[/C][C]0.132713[/C][C]1.1261[/C][C]0.131929[/C][/ROW]
[ROW][C]37[/C][C]0.097755[/C][C]0.8295[/C][C]0.204787[/C][/ROW]
[ROW][C]38[/C][C]-0.089459[/C][C]-0.7591[/C][C]0.225141[/C][/ROW]
[ROW][C]39[/C][C]-0.023969[/C][C]-0.2034[/C][C]0.419705[/C][/ROW]
[ROW][C]40[/C][C]-0.230242[/C][C]-1.9537[/C][C]0.027313[/C][/ROW]
[ROW][C]41[/C][C]-0.076808[/C][C]-0.6517[/C][C]0.258323[/C][/ROW]
[ROW][C]42[/C][C]-0.043462[/C][C]-0.3688[/C][C]0.356686[/C][/ROW]
[ROW][C]43[/C][C]0.059496[/C][C]0.5048[/C][C]0.307606[/C][/ROW]
[ROW][C]44[/C][C]-0.025151[/C][C]-0.2134[/C][C]0.415805[/C][/ROW]
[ROW][C]45[/C][C]0.032535[/C][C]0.2761[/C][C]0.391642[/C][/ROW]
[ROW][C]46[/C][C]0.026818[/C][C]0.2276[/C][C]0.410317[/C][/ROW]
[ROW][C]47[/C][C]0.017645[/C][C]0.1497[/C][C]0.440702[/C][/ROW]
[ROW][C]48[/C][C]-0.121901[/C][C]-1.0344[/C][C]0.152215[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=271761&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=271761&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
10.848287.19790
2-0.070907-0.60170.274643
3-0.001836-0.01560.493808
4-0.136094-1.15480.125996
5-0.052929-0.44910.327348
6-0.061566-0.52240.301497
7-0.033433-0.28370.388733
8-0.137467-1.16640.123642
90.1711461.45220.075392
10-0.16811-1.42650.079029
11-0.017348-0.14720.441693
120.0212950.18070.428559
130.0814890.69150.24575
14-0.010976-0.09310.463028
15-0.070306-0.59660.276334
16-0.015166-0.12870.448983
17-0.076397-0.64830.259442
18-0.036644-0.31090.378375
190.0655360.55610.289936
200.1210151.02680.153966
210.07540.63980.26217
22-0.011268-0.09560.462048
23-0.008716-0.0740.470623
24-0.058384-0.49540.310912
25-0.025049-0.21250.416139
260.034030.28880.386799
270.0459240.38970.348962
28-0.167148-1.41830.080208
29-0.113716-0.96490.168909
30-0.055237-0.46870.320349
310.0419670.35610.361402
32-0.1074-0.91130.182584
330.0343140.29120.385882
34-0.068559-0.58170.281279
35-0.005969-0.05060.479873
360.1327131.12610.131929
370.0977550.82950.204787
38-0.089459-0.75910.225141
39-0.023969-0.20340.419705
40-0.230242-1.95370.027313
41-0.076808-0.65170.258323
42-0.043462-0.36880.356686
430.0594960.50480.307606
44-0.025151-0.21340.415805
450.0325350.27610.391642
460.0268180.22760.410317
470.0176450.14970.440702
48-0.121901-1.03440.152215


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')