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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 computationMon, 14 Dec 2015 17:05:51 +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/2015/Dec/14/t1450112783o34mcezb7y9f9zk.htm/, Retrieved Thu, 16 May 2024 14:01:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=286346, Retrieved Thu, 16 May 2024 14:01:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact60

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] [] [2015-12-14 17:05:51] [237b8e3b7b7bc12136ba0893525d9132] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
71.83
71.39
73.71
74.13
74.45
74.95
75.09
75.23
76.11
76.64
76.97
78.23
77.15
76.33
70.19
68.42
66.49
63.41
62.92
65.53
65.26
68.25
74.39
78.71
82.15
86.05
89.46
89.32
88.94
93.35
94.72
96.11
104.06
104.11
103.9
110.75
110.82
107.59
96.03
95.69
90.63
75.87
75.57
78.78
74.93
75.85
75.49
76.87
78.18
79.37
80.59
81.18
81.02
82.75
83.63
85.35
90.52
90.66
90.69
92.56
92.87
93.82
96.32
96.03
96.53
102.96
102.38
102.66
106.83
106.5
106.78
108.49
108.77
110.43
110.84
110.52
110.11
109.42
109.06
108.98
108.36
108.11
108.44
107.76
106.27
101.07
100.79
100.97
99.33
99.35
99.23
98.14
98.17
98.48
99
99.19
99.1
100.13
100.07
95.26
94.72
94.25
89.46
88.38
88.57
93.82
93.94
93.92

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=286346&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]1 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=286346&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=286346&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 time1 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2861842.96030.001893
20.118571.22650.111351
30.4268974.41591.2e-05
40.1339951.38610.084306
5-0.082043-0.84870.198982
6-0.09715-1.00490.158601
7-0.016595-0.17170.432013
8-0.052786-0.5460.293094
9-0.203029-2.10010.019033
10-0.004632-0.04790.480938
11-0.007504-0.07760.469135
12-0.19617-2.02920.02246
13-0.006068-0.06280.475036
14-0.047848-0.49490.310826
15-0.299208-3.0950.001256
16-0.186684-1.93110.02806
17-0.131552-1.36080.088221
18-0.226758-2.34560.01042
19-0.161933-1.6750.048422
20-0.096683-1.00010.159761
21-0.024361-0.2520.400767
220.0097960.10130.459739
230.0492490.50940.305749
240.0987871.02190.154576
250.0634970.65680.256354
260.0805720.83340.203225
270.0250270.25890.398111
28-0.0111-0.11480.454402
29-0.027612-0.28560.387862
300.0235650.24380.403943
31-0.045329-0.46890.320053
32-0.00304-0.03140.487485
330.0732020.75720.225294
34-0.035009-0.36210.358983
35-0.026186-0.27090.393505
360.0411680.42580.33554
370.0060930.0630.474933
38-0.003346-0.03460.486228
390.0300160.31050.378399
400.0572350.5920.277535
410.0333470.34490.365407
42-0.002896-0.030.48808
430.059930.61990.268312
440.1044341.08030.141224
450.0289050.2990.382763
460.0340340.3520.362748
470.0915740.94730.172822
48-0.01008-0.10430.458576

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.286184 & 2.9603 & 0.001893 \tabularnewline
2 & 0.11857 & 1.2265 & 0.111351 \tabularnewline
3 & 0.426897 & 4.4159 & 1.2e-05 \tabularnewline
4 & 0.133995 & 1.3861 & 0.084306 \tabularnewline
5 & -0.082043 & -0.8487 & 0.198982 \tabularnewline
6 & -0.09715 & -1.0049 & 0.158601 \tabularnewline
7 & -0.016595 & -0.1717 & 0.432013 \tabularnewline
8 & -0.052786 & -0.546 & 0.293094 \tabularnewline
9 & -0.203029 & -2.1001 & 0.019033 \tabularnewline
10 & -0.004632 & -0.0479 & 0.480938 \tabularnewline
11 & -0.007504 & -0.0776 & 0.469135 \tabularnewline
12 & -0.19617 & -2.0292 & 0.02246 \tabularnewline
13 & -0.006068 & -0.0628 & 0.475036 \tabularnewline
14 & -0.047848 & -0.4949 & 0.310826 \tabularnewline
15 & -0.299208 & -3.095 & 0.001256 \tabularnewline
16 & -0.186684 & -1.9311 & 0.02806 \tabularnewline
17 & -0.131552 & -1.3608 & 0.088221 \tabularnewline
18 & -0.226758 & -2.3456 & 0.01042 \tabularnewline
19 & -0.161933 & -1.675 & 0.048422 \tabularnewline
20 & -0.096683 & -1.0001 & 0.159761 \tabularnewline
21 & -0.024361 & -0.252 & 0.400767 \tabularnewline
22 & 0.009796 & 0.1013 & 0.459739 \tabularnewline
23 & 0.049249 & 0.5094 & 0.305749 \tabularnewline
24 & 0.098787 & 1.0219 & 0.154576 \tabularnewline
25 & 0.063497 & 0.6568 & 0.256354 \tabularnewline
26 & 0.080572 & 0.8334 & 0.203225 \tabularnewline
27 & 0.025027 & 0.2589 & 0.398111 \tabularnewline
28 & -0.0111 & -0.1148 & 0.454402 \tabularnewline
29 & -0.027612 & -0.2856 & 0.387862 \tabularnewline
30 & 0.023565 & 0.2438 & 0.403943 \tabularnewline
31 & -0.045329 & -0.4689 & 0.320053 \tabularnewline
32 & -0.00304 & -0.0314 & 0.487485 \tabularnewline
33 & 0.073202 & 0.7572 & 0.225294 \tabularnewline
34 & -0.035009 & -0.3621 & 0.358983 \tabularnewline
35 & -0.026186 & -0.2709 & 0.393505 \tabularnewline
36 & 0.041168 & 0.4258 & 0.33554 \tabularnewline
37 & 0.006093 & 0.063 & 0.474933 \tabularnewline
38 & -0.003346 & -0.0346 & 0.486228 \tabularnewline
39 & 0.030016 & 0.3105 & 0.378399 \tabularnewline
40 & 0.057235 & 0.592 & 0.277535 \tabularnewline
41 & 0.033347 & 0.3449 & 0.365407 \tabularnewline
42 & -0.002896 & -0.03 & 0.48808 \tabularnewline
43 & 0.05993 & 0.6199 & 0.268312 \tabularnewline
44 & 0.104434 & 1.0803 & 0.141224 \tabularnewline
45 & 0.028905 & 0.299 & 0.382763 \tabularnewline
46 & 0.034034 & 0.352 & 0.362748 \tabularnewline
47 & 0.091574 & 0.9473 & 0.172822 \tabularnewline
48 & -0.01008 & -0.1043 & 0.458576 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=286346&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]0.286184[/C][C]2.9603[/C][C]0.001893[/C][/ROW]
[ROW][C]2[/C][C]0.11857[/C][C]1.2265[/C][C]0.111351[/C][/ROW]
[ROW][C]3[/C][C]0.426897[/C][C]4.4159[/C][C]1.2e-05[/C][/ROW]
[ROW][C]4[/C][C]0.133995[/C][C]1.3861[/C][C]0.084306[/C][/ROW]
[ROW][C]5[/C][C]-0.082043[/C][C]-0.8487[/C][C]0.198982[/C][/ROW]
[ROW][C]6[/C][C]-0.09715[/C][C]-1.0049[/C][C]0.158601[/C][/ROW]
[ROW][C]7[/C][C]-0.016595[/C][C]-0.1717[/C][C]0.432013[/C][/ROW]
[ROW][C]8[/C][C]-0.052786[/C][C]-0.546[/C][C]0.293094[/C][/ROW]
[ROW][C]9[/C][C]-0.203029[/C][C]-2.1001[/C][C]0.019033[/C][/ROW]
[ROW][C]10[/C][C]-0.004632[/C][C]-0.0479[/C][C]0.480938[/C][/ROW]
[ROW][C]11[/C][C]-0.007504[/C][C]-0.0776[/C][C]0.469135[/C][/ROW]
[ROW][C]12[/C][C]-0.19617[/C][C]-2.0292[/C][C]0.02246[/C][/ROW]
[ROW][C]13[/C][C]-0.006068[/C][C]-0.0628[/C][C]0.475036[/C][/ROW]
[ROW][C]14[/C][C]-0.047848[/C][C]-0.4949[/C][C]0.310826[/C][/ROW]
[ROW][C]15[/C][C]-0.299208[/C][C]-3.095[/C][C]0.001256[/C][/ROW]
[ROW][C]16[/C][C]-0.186684[/C][C]-1.9311[/C][C]0.02806[/C][/ROW]
[ROW][C]17[/C][C]-0.131552[/C][C]-1.3608[/C][C]0.088221[/C][/ROW]
[ROW][C]18[/C][C]-0.226758[/C][C]-2.3456[/C][C]0.01042[/C][/ROW]
[ROW][C]19[/C][C]-0.161933[/C][C]-1.675[/C][C]0.048422[/C][/ROW]
[ROW][C]20[/C][C]-0.096683[/C][C]-1.0001[/C][C]0.159761[/C][/ROW]
[ROW][C]21[/C][C]-0.024361[/C][C]-0.252[/C][C]0.400767[/C][/ROW]
[ROW][C]22[/C][C]0.009796[/C][C]0.1013[/C][C]0.459739[/C][/ROW]
[ROW][C]23[/C][C]0.049249[/C][C]0.5094[/C][C]0.305749[/C][/ROW]
[ROW][C]24[/C][C]0.098787[/C][C]1.0219[/C][C]0.154576[/C][/ROW]
[ROW][C]25[/C][C]0.063497[/C][C]0.6568[/C][C]0.256354[/C][/ROW]
[ROW][C]26[/C][C]0.080572[/C][C]0.8334[/C][C]0.203225[/C][/ROW]
[ROW][C]27[/C][C]0.025027[/C][C]0.2589[/C][C]0.398111[/C][/ROW]
[ROW][C]28[/C][C]-0.0111[/C][C]-0.1148[/C][C]0.454402[/C][/ROW]
[ROW][C]29[/C][C]-0.027612[/C][C]-0.2856[/C][C]0.387862[/C][/ROW]
[ROW][C]30[/C][C]0.023565[/C][C]0.2438[/C][C]0.403943[/C][/ROW]
[ROW][C]31[/C][C]-0.045329[/C][C]-0.4689[/C][C]0.320053[/C][/ROW]
[ROW][C]32[/C][C]-0.00304[/C][C]-0.0314[/C][C]0.487485[/C][/ROW]
[ROW][C]33[/C][C]0.073202[/C][C]0.7572[/C][C]0.225294[/C][/ROW]
[ROW][C]34[/C][C]-0.035009[/C][C]-0.3621[/C][C]0.358983[/C][/ROW]
[ROW][C]35[/C][C]-0.026186[/C][C]-0.2709[/C][C]0.393505[/C][/ROW]
[ROW][C]36[/C][C]0.041168[/C][C]0.4258[/C][C]0.33554[/C][/ROW]
[ROW][C]37[/C][C]0.006093[/C][C]0.063[/C][C]0.474933[/C][/ROW]
[ROW][C]38[/C][C]-0.003346[/C][C]-0.0346[/C][C]0.486228[/C][/ROW]
[ROW][C]39[/C][C]0.030016[/C][C]0.3105[/C][C]0.378399[/C][/ROW]
[ROW][C]40[/C][C]0.057235[/C][C]0.592[/C][C]0.277535[/C][/ROW]
[ROW][C]41[/C][C]0.033347[/C][C]0.3449[/C][C]0.365407[/C][/ROW]
[ROW][C]42[/C][C]-0.002896[/C][C]-0.03[/C][C]0.48808[/C][/ROW]
[ROW][C]43[/C][C]0.05993[/C][C]0.6199[/C][C]0.268312[/C][/ROW]
[ROW][C]44[/C][C]0.104434[/C][C]1.0803[/C][C]0.141224[/C][/ROW]
[ROW][C]45[/C][C]0.028905[/C][C]0.299[/C][C]0.382763[/C][/ROW]
[ROW][C]46[/C][C]0.034034[/C][C]0.352[/C][C]0.362748[/C][/ROW]
[ROW][C]47[/C][C]0.091574[/C][C]0.9473[/C][C]0.172822[/C][/ROW]
[ROW][C]48[/C][C]-0.01008[/C][C]-0.1043[/C][C]0.458576[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=286346&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=286346&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
10.2861842.96030.001893
20.118571.22650.111351
30.4268974.41591.2e-05
40.1339951.38610.084306
5-0.082043-0.84870.198982
6-0.09715-1.00490.158601
7-0.016595-0.17170.432013
8-0.052786-0.5460.293094
9-0.203029-2.10010.019033
10-0.004632-0.04790.480938
11-0.007504-0.07760.469135
12-0.19617-2.02920.02246
13-0.006068-0.06280.475036
14-0.047848-0.49490.310826
15-0.299208-3.0950.001256
16-0.186684-1.93110.02806
17-0.131552-1.36080.088221
18-0.226758-2.34560.01042
19-0.161933-1.6750.048422
20-0.096683-1.00010.159761
21-0.024361-0.2520.400767
220.0097960.10130.459739
230.0492490.50940.305749
240.0987871.02190.154576
250.0634970.65680.256354
260.0805720.83340.203225
270.0250270.25890.398111
28-0.0111-0.11480.454402
29-0.027612-0.28560.387862
300.0235650.24380.403943
31-0.045329-0.46890.320053
32-0.00304-0.03140.487485
330.0732020.75720.225294
34-0.035009-0.36210.358983
35-0.026186-0.27090.393505
360.0411680.42580.33554
370.0060930.0630.474933
38-0.003346-0.03460.486228
390.0300160.31050.378399
400.0572350.5920.277535
410.0333470.34490.365407
42-0.002896-0.030.48808
430.059930.61990.268312
440.1044341.08030.141224
450.0289050.2990.382763
460.0340340.3520.362748
470.0915740.94730.172822
48-0.01008-0.10430.458576






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2861842.96030.001893
20.039940.41310.340165
30.4177124.32081.7e-05
4-0.114768-1.18720.118895
5-0.144138-1.4910.069455
6-0.28318-2.92920.002077
70.0749140.77490.220048
80.0748930.77470.220112
9-0.044423-0.45950.3234
100.0823940.85230.197979
11-0.102135-1.05650.146562
12-0.134994-1.39640.082743
130.0486170.50290.308033
14-0.081495-0.8430.200556
15-0.241537-2.49850.006997
16-0.111932-1.15780.124754
17-0.04756-0.4920.311877
180.0011210.01160.495385
190.0807660.83550.202663
20-0.067645-0.69970.242808
21-0.059967-0.62030.268187
220.0263310.27240.39293
230.0681180.70460.241291
24-0.036371-0.37620.353748
25-0.026383-0.27290.392723
26-0.034435-0.35620.361197
27-0.152196-1.57430.059182
280.0410240.42440.336079
29-0.07311-0.75630.22558
300.0505380.52280.301107
31-0.127572-1.31960.094891
320.0405360.41930.337917
33-0.042428-0.43890.330817
34-0.088569-0.91620.18082
35-0.094768-0.98030.164578
36-0.071646-0.74110.230125
370.0646930.66920.252408
380.0791160.81840.20748
390.0747460.77320.220561
40-0.012078-0.12490.450403
41-0.016778-0.17360.431271
42-0.067458-0.69780.243411
43-0.007557-0.07820.46892
440.1160981.20090.116216
450.0016530.01710.493195
46-0.052187-0.53980.295221
47-0.018488-0.19120.424349
48-0.049508-0.51210.304812

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.286184 & 2.9603 & 0.001893 \tabularnewline
2 & 0.03994 & 0.4131 & 0.340165 \tabularnewline
3 & 0.417712 & 4.3208 & 1.7e-05 \tabularnewline
4 & -0.114768 & -1.1872 & 0.118895 \tabularnewline
5 & -0.144138 & -1.491 & 0.069455 \tabularnewline
6 & -0.28318 & -2.9292 & 0.002077 \tabularnewline
7 & 0.074914 & 0.7749 & 0.220048 \tabularnewline
8 & 0.074893 & 0.7747 & 0.220112 \tabularnewline
9 & -0.044423 & -0.4595 & 0.3234 \tabularnewline
10 & 0.082394 & 0.8523 & 0.197979 \tabularnewline
11 & -0.102135 & -1.0565 & 0.146562 \tabularnewline
12 & -0.134994 & -1.3964 & 0.082743 \tabularnewline
13 & 0.048617 & 0.5029 & 0.308033 \tabularnewline
14 & -0.081495 & -0.843 & 0.200556 \tabularnewline
15 & -0.241537 & -2.4985 & 0.006997 \tabularnewline
16 & -0.111932 & -1.1578 & 0.124754 \tabularnewline
17 & -0.04756 & -0.492 & 0.311877 \tabularnewline
18 & 0.001121 & 0.0116 & 0.495385 \tabularnewline
19 & 0.080766 & 0.8355 & 0.202663 \tabularnewline
20 & -0.067645 & -0.6997 & 0.242808 \tabularnewline
21 & -0.059967 & -0.6203 & 0.268187 \tabularnewline
22 & 0.026331 & 0.2724 & 0.39293 \tabularnewline
23 & 0.068118 & 0.7046 & 0.241291 \tabularnewline
24 & -0.036371 & -0.3762 & 0.353748 \tabularnewline
25 & -0.026383 & -0.2729 & 0.392723 \tabularnewline
26 & -0.034435 & -0.3562 & 0.361197 \tabularnewline
27 & -0.152196 & -1.5743 & 0.059182 \tabularnewline
28 & 0.041024 & 0.4244 & 0.336079 \tabularnewline
29 & -0.07311 & -0.7563 & 0.22558 \tabularnewline
30 & 0.050538 & 0.5228 & 0.301107 \tabularnewline
31 & -0.127572 & -1.3196 & 0.094891 \tabularnewline
32 & 0.040536 & 0.4193 & 0.337917 \tabularnewline
33 & -0.042428 & -0.4389 & 0.330817 \tabularnewline
34 & -0.088569 & -0.9162 & 0.18082 \tabularnewline
35 & -0.094768 & -0.9803 & 0.164578 \tabularnewline
36 & -0.071646 & -0.7411 & 0.230125 \tabularnewline
37 & 0.064693 & 0.6692 & 0.252408 \tabularnewline
38 & 0.079116 & 0.8184 & 0.20748 \tabularnewline
39 & 0.074746 & 0.7732 & 0.220561 \tabularnewline
40 & -0.012078 & -0.1249 & 0.450403 \tabularnewline
41 & -0.016778 & -0.1736 & 0.431271 \tabularnewline
42 & -0.067458 & -0.6978 & 0.243411 \tabularnewline
43 & -0.007557 & -0.0782 & 0.46892 \tabularnewline
44 & 0.116098 & 1.2009 & 0.116216 \tabularnewline
45 & 0.001653 & 0.0171 & 0.493195 \tabularnewline
46 & -0.052187 & -0.5398 & 0.295221 \tabularnewline
47 & -0.018488 & -0.1912 & 0.424349 \tabularnewline
48 & -0.049508 & -0.5121 & 0.304812 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=286346&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]0.286184[/C][C]2.9603[/C][C]0.001893[/C][/ROW]
[ROW][C]2[/C][C]0.03994[/C][C]0.4131[/C][C]0.340165[/C][/ROW]
[ROW][C]3[/C][C]0.417712[/C][C]4.3208[/C][C]1.7e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.114768[/C][C]-1.1872[/C][C]0.118895[/C][/ROW]
[ROW][C]5[/C][C]-0.144138[/C][C]-1.491[/C][C]0.069455[/C][/ROW]
[ROW][C]6[/C][C]-0.28318[/C][C]-2.9292[/C][C]0.002077[/C][/ROW]
[ROW][C]7[/C][C]0.074914[/C][C]0.7749[/C][C]0.220048[/C][/ROW]
[ROW][C]8[/C][C]0.074893[/C][C]0.7747[/C][C]0.220112[/C][/ROW]
[ROW][C]9[/C][C]-0.044423[/C][C]-0.4595[/C][C]0.3234[/C][/ROW]
[ROW][C]10[/C][C]0.082394[/C][C]0.8523[/C][C]0.197979[/C][/ROW]
[ROW][C]11[/C][C]-0.102135[/C][C]-1.0565[/C][C]0.146562[/C][/ROW]
[ROW][C]12[/C][C]-0.134994[/C][C]-1.3964[/C][C]0.082743[/C][/ROW]
[ROW][C]13[/C][C]0.048617[/C][C]0.5029[/C][C]0.308033[/C][/ROW]
[ROW][C]14[/C][C]-0.081495[/C][C]-0.843[/C][C]0.200556[/C][/ROW]
[ROW][C]15[/C][C]-0.241537[/C][C]-2.4985[/C][C]0.006997[/C][/ROW]
[ROW][C]16[/C][C]-0.111932[/C][C]-1.1578[/C][C]0.124754[/C][/ROW]
[ROW][C]17[/C][C]-0.04756[/C][C]-0.492[/C][C]0.311877[/C][/ROW]
[ROW][C]18[/C][C]0.001121[/C][C]0.0116[/C][C]0.495385[/C][/ROW]
[ROW][C]19[/C][C]0.080766[/C][C]0.8355[/C][C]0.202663[/C][/ROW]
[ROW][C]20[/C][C]-0.067645[/C][C]-0.6997[/C][C]0.242808[/C][/ROW]
[ROW][C]21[/C][C]-0.059967[/C][C]-0.6203[/C][C]0.268187[/C][/ROW]
[ROW][C]22[/C][C]0.026331[/C][C]0.2724[/C][C]0.39293[/C][/ROW]
[ROW][C]23[/C][C]0.068118[/C][C]0.7046[/C][C]0.241291[/C][/ROW]
[ROW][C]24[/C][C]-0.036371[/C][C]-0.3762[/C][C]0.353748[/C][/ROW]
[ROW][C]25[/C][C]-0.026383[/C][C]-0.2729[/C][C]0.392723[/C][/ROW]
[ROW][C]26[/C][C]-0.034435[/C][C]-0.3562[/C][C]0.361197[/C][/ROW]
[ROW][C]27[/C][C]-0.152196[/C][C]-1.5743[/C][C]0.059182[/C][/ROW]
[ROW][C]28[/C][C]0.041024[/C][C]0.4244[/C][C]0.336079[/C][/ROW]
[ROW][C]29[/C][C]-0.07311[/C][C]-0.7563[/C][C]0.22558[/C][/ROW]
[ROW][C]30[/C][C]0.050538[/C][C]0.5228[/C][C]0.301107[/C][/ROW]
[ROW][C]31[/C][C]-0.127572[/C][C]-1.3196[/C][C]0.094891[/C][/ROW]
[ROW][C]32[/C][C]0.040536[/C][C]0.4193[/C][C]0.337917[/C][/ROW]
[ROW][C]33[/C][C]-0.042428[/C][C]-0.4389[/C][C]0.330817[/C][/ROW]
[ROW][C]34[/C][C]-0.088569[/C][C]-0.9162[/C][C]0.18082[/C][/ROW]
[ROW][C]35[/C][C]-0.094768[/C][C]-0.9803[/C][C]0.164578[/C][/ROW]
[ROW][C]36[/C][C]-0.071646[/C][C]-0.7411[/C][C]0.230125[/C][/ROW]
[ROW][C]37[/C][C]0.064693[/C][C]0.6692[/C][C]0.252408[/C][/ROW]
[ROW][C]38[/C][C]0.079116[/C][C]0.8184[/C][C]0.20748[/C][/ROW]
[ROW][C]39[/C][C]0.074746[/C][C]0.7732[/C][C]0.220561[/C][/ROW]
[ROW][C]40[/C][C]-0.012078[/C][C]-0.1249[/C][C]0.450403[/C][/ROW]
[ROW][C]41[/C][C]-0.016778[/C][C]-0.1736[/C][C]0.431271[/C][/ROW]
[ROW][C]42[/C][C]-0.067458[/C][C]-0.6978[/C][C]0.243411[/C][/ROW]
[ROW][C]43[/C][C]-0.007557[/C][C]-0.0782[/C][C]0.46892[/C][/ROW]
[ROW][C]44[/C][C]0.116098[/C][C]1.2009[/C][C]0.116216[/C][/ROW]
[ROW][C]45[/C][C]0.001653[/C][C]0.0171[/C][C]0.493195[/C][/ROW]
[ROW][C]46[/C][C]-0.052187[/C][C]-0.5398[/C][C]0.295221[/C][/ROW]
[ROW][C]47[/C][C]-0.018488[/C][C]-0.1912[/C][C]0.424349[/C][/ROW]
[ROW][C]48[/C][C]-0.049508[/C][C]-0.5121[/C][C]0.304812[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=286346&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=286346&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
10.2861842.96030.001893
20.039940.41310.340165
30.4177124.32081.7e-05
4-0.114768-1.18720.118895
5-0.144138-1.4910.069455
6-0.28318-2.92920.002077
70.0749140.77490.220048
80.0748930.77470.220112
9-0.044423-0.45950.3234
100.0823940.85230.197979
11-0.102135-1.05650.146562
12-0.134994-1.39640.082743
130.0486170.50290.308033
14-0.081495-0.8430.200556
15-0.241537-2.49850.006997
16-0.111932-1.15780.124754
17-0.04756-0.4920.311877
180.0011210.01160.495385
190.0807660.83550.202663
20-0.067645-0.69970.242808
21-0.059967-0.62030.268187
220.0263310.27240.39293
230.0681180.70460.241291
24-0.036371-0.37620.353748
25-0.026383-0.27290.392723
26-0.034435-0.35620.361197
27-0.152196-1.57430.059182
280.0410240.42440.336079
29-0.07311-0.75630.22558
300.0505380.52280.301107
31-0.127572-1.31960.094891
320.0405360.41930.337917
33-0.042428-0.43890.330817
34-0.088569-0.91620.18082
35-0.094768-0.98030.164578
36-0.071646-0.74110.230125
370.0646930.66920.252408
380.0791160.81840.20748
390.0747460.77320.220561
40-0.012078-0.12490.450403
41-0.016778-0.17360.431271
42-0.067458-0.69780.243411
43-0.007557-0.07820.46892
440.1160981.20090.116216
450.0016530.01710.493195
46-0.052187-0.53980.295221
47-0.018488-0.19120.424349
48-0.049508-0.51210.304812


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;
R code (references can be found in the software module):
if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
x <- na.omit(x)
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')