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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 computationFri, 23 Oct 2015 19:42:46 +0100
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/Oct/23/t14456258445c63nrbiy5gfruh.htm/, Retrieved Tue, 14 May 2024 21:53:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=282965, Retrieved Tue, 14 May 2024 21:53:55 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact103

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2015-10-02 20:20:26] [102949d3707834b83d58a354234a805f]
- RMP     [(Partial) Autocorrelation Function] [] [2015-10-23 18:42:46] [7e1e09e1787c74b32ad6066a9a323b17] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
92.44
94.36
93.42
92.97
94.83
91.47
88.42
86.36
86.01
87.87
89.81
88.41
86.33
89.64
89.53
88.3
99.49
98.81
90.97
92.58
92.98
95
92.47
88.65
84.81
88.6
89.31
92.34
91.53
96.95
95.44
89.59
89.86
91.66
92.7
90.54
86.17
89.15
89.73
91.07
93.36
96.27
95
94.72
97.16
100.92
98.66
95.87
94.6
98.41
98.05
99.82
106.96
107.45
100.25
99.28
101.38
101
97.43
95.38
95.17
94.13
96.43
105.38
98.39
99.8
94.43
90.16
85.49
90.57
88.22
89.66

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'George Udny Yule' @ yule.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 & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=282965&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=282965&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=282965&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'George Udny Yule' @ yule.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7620026.46580
20.5462974.63558e-06
30.4459913.78440.000158
40.3612573.06540.00153
50.2680292.27430.012965
60.2616152.21990.014788
70.2349151.99330.025008
80.2013321.70840.045939
90.1776631.50750.068026
100.2073321.75930.04139
110.248542.10890.019215
120.2533782.150.017458
130.1510241.28150.102069
14-0.008543-0.07250.471207
15-0.103605-0.87910.191131
16-0.107524-0.91240.182309
17-0.113432-0.96250.16951
18-0.101919-0.86480.195007
19-0.12068-1.0240.154631
20-0.139934-1.18740.11949
21-0.164567-1.39640.083442
22-0.126154-1.07050.143995
23-0.061538-0.52220.301577
24-0.031051-0.26350.396469
25-0.077288-0.65580.257018
26-0.129291-1.09710.138133
27-0.153694-1.30410.09817
28-0.108595-0.92150.179944
29-0.099393-0.84340.200906
30-0.085393-0.72460.235528
31-0.081843-0.69450.244813
32-0.089218-0.7570.225749
33-0.084867-0.72010.236891
34-0.079581-0.67530.250835
35-0.04452-0.37780.35336
36-0.01936-0.16430.434987
37-0.123449-1.04750.149187
38-0.219354-1.86130.033393
39-0.241721-2.05110.02195
40-0.216709-1.83880.035032
41-0.219681-1.86410.033196
42-0.178924-1.51820.066669
43-0.159932-1.35710.0895
44-0.162155-1.37590.086554
45-0.183267-1.55510.062157
46-0.128769-1.09260.139096
47-0.101831-0.86410.195211
48-0.118226-1.00320.159568

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.762002 & 6.4658 & 0 \tabularnewline
2 & 0.546297 & 4.6355 & 8e-06 \tabularnewline
3 & 0.445991 & 3.7844 & 0.000158 \tabularnewline
4 & 0.361257 & 3.0654 & 0.00153 \tabularnewline
5 & 0.268029 & 2.2743 & 0.012965 \tabularnewline
6 & 0.261615 & 2.2199 & 0.014788 \tabularnewline
7 & 0.234915 & 1.9933 & 0.025008 \tabularnewline
8 & 0.201332 & 1.7084 & 0.045939 \tabularnewline
9 & 0.177663 & 1.5075 & 0.068026 \tabularnewline
10 & 0.207332 & 1.7593 & 0.04139 \tabularnewline
11 & 0.24854 & 2.1089 & 0.019215 \tabularnewline
12 & 0.253378 & 2.15 & 0.017458 \tabularnewline
13 & 0.151024 & 1.2815 & 0.102069 \tabularnewline
14 & -0.008543 & -0.0725 & 0.471207 \tabularnewline
15 & -0.103605 & -0.8791 & 0.191131 \tabularnewline
16 & -0.107524 & -0.9124 & 0.182309 \tabularnewline
17 & -0.113432 & -0.9625 & 0.16951 \tabularnewline
18 & -0.101919 & -0.8648 & 0.195007 \tabularnewline
19 & -0.12068 & -1.024 & 0.154631 \tabularnewline
20 & -0.139934 & -1.1874 & 0.11949 \tabularnewline
21 & -0.164567 & -1.3964 & 0.083442 \tabularnewline
22 & -0.126154 & -1.0705 & 0.143995 \tabularnewline
23 & -0.061538 & -0.5222 & 0.301577 \tabularnewline
24 & -0.031051 & -0.2635 & 0.396469 \tabularnewline
25 & -0.077288 & -0.6558 & 0.257018 \tabularnewline
26 & -0.129291 & -1.0971 & 0.138133 \tabularnewline
27 & -0.153694 & -1.3041 & 0.09817 \tabularnewline
28 & -0.108595 & -0.9215 & 0.179944 \tabularnewline
29 & -0.099393 & -0.8434 & 0.200906 \tabularnewline
30 & -0.085393 & -0.7246 & 0.235528 \tabularnewline
31 & -0.081843 & -0.6945 & 0.244813 \tabularnewline
32 & -0.089218 & -0.757 & 0.225749 \tabularnewline
33 & -0.084867 & -0.7201 & 0.236891 \tabularnewline
34 & -0.079581 & -0.6753 & 0.250835 \tabularnewline
35 & -0.04452 & -0.3778 & 0.35336 \tabularnewline
36 & -0.01936 & -0.1643 & 0.434987 \tabularnewline
37 & -0.123449 & -1.0475 & 0.149187 \tabularnewline
38 & -0.219354 & -1.8613 & 0.033393 \tabularnewline
39 & -0.241721 & -2.0511 & 0.02195 \tabularnewline
40 & -0.216709 & -1.8388 & 0.035032 \tabularnewline
41 & -0.219681 & -1.8641 & 0.033196 \tabularnewline
42 & -0.178924 & -1.5182 & 0.066669 \tabularnewline
43 & -0.159932 & -1.3571 & 0.0895 \tabularnewline
44 & -0.162155 & -1.3759 & 0.086554 \tabularnewline
45 & -0.183267 & -1.5551 & 0.062157 \tabularnewline
46 & -0.128769 & -1.0926 & 0.139096 \tabularnewline
47 & -0.101831 & -0.8641 & 0.195211 \tabularnewline
48 & -0.118226 & -1.0032 & 0.159568 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=282965&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]0.762002[/C][C]6.4658[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.546297[/C][C]4.6355[/C][C]8e-06[/C][/ROW]
[ROW][C]3[/C][C]0.445991[/C][C]3.7844[/C][C]0.000158[/C][/ROW]
[ROW][C]4[/C][C]0.361257[/C][C]3.0654[/C][C]0.00153[/C][/ROW]
[ROW][C]5[/C][C]0.268029[/C][C]2.2743[/C][C]0.012965[/C][/ROW]
[ROW][C]6[/C][C]0.261615[/C][C]2.2199[/C][C]0.014788[/C][/ROW]
[ROW][C]7[/C][C]0.234915[/C][C]1.9933[/C][C]0.025008[/C][/ROW]
[ROW][C]8[/C][C]0.201332[/C][C]1.7084[/C][C]0.045939[/C][/ROW]
[ROW][C]9[/C][C]0.177663[/C][C]1.5075[/C][C]0.068026[/C][/ROW]
[ROW][C]10[/C][C]0.207332[/C][C]1.7593[/C][C]0.04139[/C][/ROW]
[ROW][C]11[/C][C]0.24854[/C][C]2.1089[/C][C]0.019215[/C][/ROW]
[ROW][C]12[/C][C]0.253378[/C][C]2.15[/C][C]0.017458[/C][/ROW]
[ROW][C]13[/C][C]0.151024[/C][C]1.2815[/C][C]0.102069[/C][/ROW]
[ROW][C]14[/C][C]-0.008543[/C][C]-0.0725[/C][C]0.471207[/C][/ROW]
[ROW][C]15[/C][C]-0.103605[/C][C]-0.8791[/C][C]0.191131[/C][/ROW]
[ROW][C]16[/C][C]-0.107524[/C][C]-0.9124[/C][C]0.182309[/C][/ROW]
[ROW][C]17[/C][C]-0.113432[/C][C]-0.9625[/C][C]0.16951[/C][/ROW]
[ROW][C]18[/C][C]-0.101919[/C][C]-0.8648[/C][C]0.195007[/C][/ROW]
[ROW][C]19[/C][C]-0.12068[/C][C]-1.024[/C][C]0.154631[/C][/ROW]
[ROW][C]20[/C][C]-0.139934[/C][C]-1.1874[/C][C]0.11949[/C][/ROW]
[ROW][C]21[/C][C]-0.164567[/C][C]-1.3964[/C][C]0.083442[/C][/ROW]
[ROW][C]22[/C][C]-0.126154[/C][C]-1.0705[/C][C]0.143995[/C][/ROW]
[ROW][C]23[/C][C]-0.061538[/C][C]-0.5222[/C][C]0.301577[/C][/ROW]
[ROW][C]24[/C][C]-0.031051[/C][C]-0.2635[/C][C]0.396469[/C][/ROW]
[ROW][C]25[/C][C]-0.077288[/C][C]-0.6558[/C][C]0.257018[/C][/ROW]
[ROW][C]26[/C][C]-0.129291[/C][C]-1.0971[/C][C]0.138133[/C][/ROW]
[ROW][C]27[/C][C]-0.153694[/C][C]-1.3041[/C][C]0.09817[/C][/ROW]
[ROW][C]28[/C][C]-0.108595[/C][C]-0.9215[/C][C]0.179944[/C][/ROW]
[ROW][C]29[/C][C]-0.099393[/C][C]-0.8434[/C][C]0.200906[/C][/ROW]
[ROW][C]30[/C][C]-0.085393[/C][C]-0.7246[/C][C]0.235528[/C][/ROW]
[ROW][C]31[/C][C]-0.081843[/C][C]-0.6945[/C][C]0.244813[/C][/ROW]
[ROW][C]32[/C][C]-0.089218[/C][C]-0.757[/C][C]0.225749[/C][/ROW]
[ROW][C]33[/C][C]-0.084867[/C][C]-0.7201[/C][C]0.236891[/C][/ROW]
[ROW][C]34[/C][C]-0.079581[/C][C]-0.6753[/C][C]0.250835[/C][/ROW]
[ROW][C]35[/C][C]-0.04452[/C][C]-0.3778[/C][C]0.35336[/C][/ROW]
[ROW][C]36[/C][C]-0.01936[/C][C]-0.1643[/C][C]0.434987[/C][/ROW]
[ROW][C]37[/C][C]-0.123449[/C][C]-1.0475[/C][C]0.149187[/C][/ROW]
[ROW][C]38[/C][C]-0.219354[/C][C]-1.8613[/C][C]0.033393[/C][/ROW]
[ROW][C]39[/C][C]-0.241721[/C][C]-2.0511[/C][C]0.02195[/C][/ROW]
[ROW][C]40[/C][C]-0.216709[/C][C]-1.8388[/C][C]0.035032[/C][/ROW]
[ROW][C]41[/C][C]-0.219681[/C][C]-1.8641[/C][C]0.033196[/C][/ROW]
[ROW][C]42[/C][C]-0.178924[/C][C]-1.5182[/C][C]0.066669[/C][/ROW]
[ROW][C]43[/C][C]-0.159932[/C][C]-1.3571[/C][C]0.0895[/C][/ROW]
[ROW][C]44[/C][C]-0.162155[/C][C]-1.3759[/C][C]0.086554[/C][/ROW]
[ROW][C]45[/C][C]-0.183267[/C][C]-1.5551[/C][C]0.062157[/C][/ROW]
[ROW][C]46[/C][C]-0.128769[/C][C]-1.0926[/C][C]0.139096[/C][/ROW]
[ROW][C]47[/C][C]-0.101831[/C][C]-0.8641[/C][C]0.195211[/C][/ROW]
[ROW][C]48[/C][C]-0.118226[/C][C]-1.0032[/C][C]0.159568[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=282965&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=282965&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
10.7620026.46580
20.5462974.63558e-06
30.4459913.78440.000158
40.3612573.06540.00153
50.2680292.27430.012965
60.2616152.21990.014788
70.2349151.99330.025008
80.2013321.70840.045939
90.1776631.50750.068026
100.2073321.75930.04139
110.248542.10890.019215
120.2533782.150.017458
130.1510241.28150.102069
14-0.008543-0.07250.471207
15-0.103605-0.87910.191131
16-0.107524-0.91240.182309
17-0.113432-0.96250.16951
18-0.101919-0.86480.195007
19-0.12068-1.0240.154631
20-0.139934-1.18740.11949
21-0.164567-1.39640.083442
22-0.126154-1.07050.143995
23-0.061538-0.52220.301577
24-0.031051-0.26350.396469
25-0.077288-0.65580.257018
26-0.129291-1.09710.138133
27-0.153694-1.30410.09817
28-0.108595-0.92150.179944
29-0.099393-0.84340.200906
30-0.085393-0.72460.235528
31-0.081843-0.69450.244813
32-0.089218-0.7570.225749
33-0.084867-0.72010.236891
34-0.079581-0.67530.250835
35-0.04452-0.37780.35336
36-0.01936-0.16430.434987
37-0.123449-1.04750.149187
38-0.219354-1.86130.033393
39-0.241721-2.05110.02195
40-0.216709-1.83880.035032
41-0.219681-1.86410.033196
42-0.178924-1.51820.066669
43-0.159932-1.35710.0895
44-0.162155-1.37590.086554
45-0.183267-1.55510.062157
46-0.128769-1.09260.139096
47-0.101831-0.86410.195211
48-0.118226-1.00320.159568






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7620026.46580
2-0.081912-0.6950.244631
30.1393161.18210.12052
4-0.02493-0.21150.416533
5-0.033625-0.28530.388111
60.1550321.31550.096259
7-0.059472-0.50460.307679
80.0407750.3460.365181
9-0.001504-0.01280.494927
100.1191531.0110.157689
110.0972040.82480.206104
12-0.0159-0.13490.446526
13-0.208532-1.76940.040527
14-0.237304-2.01360.023895
15-0.02547-0.21610.414752
160.0834470.70810.240594
17-0.00991-0.08410.466609
180.0174320.14790.441412
19-0.133379-1.13180.130745
200.0063650.0540.478539
21-0.046485-0.39440.347212
220.0790540.67080.252247
230.0666850.56580.286632
24-0.00303-0.02570.489779
25-0.032439-0.27530.391955
26-0.010824-0.09180.463539
270.0170510.14470.442682
280.0781610.66320.254655
29-0.128535-1.09070.13953
300.0196420.16670.43405
31-0.017048-0.14470.442693
320.0297860.25270.400594
330.0488280.41430.339937
34-0.164399-1.3950.083657
350.0305430.25920.398123
36-0.042189-0.3580.360701
37-0.205905-1.74720.042436
38-0.025414-0.21560.414937
39-0.075613-0.64160.261587
400.0549460.46620.321228
41-0.077559-0.65810.256284
420.0822280.69770.243797
43-0.025246-0.21420.415491
44-0.036232-0.30740.379699
45-0.02527-0.21440.415412
460.060520.51350.304576
470.0075340.06390.474601
48-0.046139-0.39150.348292

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.762002 & 6.4658 & 0 \tabularnewline
2 & -0.081912 & -0.695 & 0.244631 \tabularnewline
3 & 0.139316 & 1.1821 & 0.12052 \tabularnewline
4 & -0.02493 & -0.2115 & 0.416533 \tabularnewline
5 & -0.033625 & -0.2853 & 0.388111 \tabularnewline
6 & 0.155032 & 1.3155 & 0.096259 \tabularnewline
7 & -0.059472 & -0.5046 & 0.307679 \tabularnewline
8 & 0.040775 & 0.346 & 0.365181 \tabularnewline
9 & -0.001504 & -0.0128 & 0.494927 \tabularnewline
10 & 0.119153 & 1.011 & 0.157689 \tabularnewline
11 & 0.097204 & 0.8248 & 0.206104 \tabularnewline
12 & -0.0159 & -0.1349 & 0.446526 \tabularnewline
13 & -0.208532 & -1.7694 & 0.040527 \tabularnewline
14 & -0.237304 & -2.0136 & 0.023895 \tabularnewline
15 & -0.02547 & -0.2161 & 0.414752 \tabularnewline
16 & 0.083447 & 0.7081 & 0.240594 \tabularnewline
17 & -0.00991 & -0.0841 & 0.466609 \tabularnewline
18 & 0.017432 & 0.1479 & 0.441412 \tabularnewline
19 & -0.133379 & -1.1318 & 0.130745 \tabularnewline
20 & 0.006365 & 0.054 & 0.478539 \tabularnewline
21 & -0.046485 & -0.3944 & 0.347212 \tabularnewline
22 & 0.079054 & 0.6708 & 0.252247 \tabularnewline
23 & 0.066685 & 0.5658 & 0.286632 \tabularnewline
24 & -0.00303 & -0.0257 & 0.489779 \tabularnewline
25 & -0.032439 & -0.2753 & 0.391955 \tabularnewline
26 & -0.010824 & -0.0918 & 0.463539 \tabularnewline
27 & 0.017051 & 0.1447 & 0.442682 \tabularnewline
28 & 0.078161 & 0.6632 & 0.254655 \tabularnewline
29 & -0.128535 & -1.0907 & 0.13953 \tabularnewline
30 & 0.019642 & 0.1667 & 0.43405 \tabularnewline
31 & -0.017048 & -0.1447 & 0.442693 \tabularnewline
32 & 0.029786 & 0.2527 & 0.400594 \tabularnewline
33 & 0.048828 & 0.4143 & 0.339937 \tabularnewline
34 & -0.164399 & -1.395 & 0.083657 \tabularnewline
35 & 0.030543 & 0.2592 & 0.398123 \tabularnewline
36 & -0.042189 & -0.358 & 0.360701 \tabularnewline
37 & -0.205905 & -1.7472 & 0.042436 \tabularnewline
38 & -0.025414 & -0.2156 & 0.414937 \tabularnewline
39 & -0.075613 & -0.6416 & 0.261587 \tabularnewline
40 & 0.054946 & 0.4662 & 0.321228 \tabularnewline
41 & -0.077559 & -0.6581 & 0.256284 \tabularnewline
42 & 0.082228 & 0.6977 & 0.243797 \tabularnewline
43 & -0.025246 & -0.2142 & 0.415491 \tabularnewline
44 & -0.036232 & -0.3074 & 0.379699 \tabularnewline
45 & -0.02527 & -0.2144 & 0.415412 \tabularnewline
46 & 0.06052 & 0.5135 & 0.304576 \tabularnewline
47 & 0.007534 & 0.0639 & 0.474601 \tabularnewline
48 & -0.046139 & -0.3915 & 0.348292 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=282965&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]0.762002[/C][C]6.4658[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.081912[/C][C]-0.695[/C][C]0.244631[/C][/ROW]
[ROW][C]3[/C][C]0.139316[/C][C]1.1821[/C][C]0.12052[/C][/ROW]
[ROW][C]4[/C][C]-0.02493[/C][C]-0.2115[/C][C]0.416533[/C][/ROW]
[ROW][C]5[/C][C]-0.033625[/C][C]-0.2853[/C][C]0.388111[/C][/ROW]
[ROW][C]6[/C][C]0.155032[/C][C]1.3155[/C][C]0.096259[/C][/ROW]
[ROW][C]7[/C][C]-0.059472[/C][C]-0.5046[/C][C]0.307679[/C][/ROW]
[ROW][C]8[/C][C]0.040775[/C][C]0.346[/C][C]0.365181[/C][/ROW]
[ROW][C]9[/C][C]-0.001504[/C][C]-0.0128[/C][C]0.494927[/C][/ROW]
[ROW][C]10[/C][C]0.119153[/C][C]1.011[/C][C]0.157689[/C][/ROW]
[ROW][C]11[/C][C]0.097204[/C][C]0.8248[/C][C]0.206104[/C][/ROW]
[ROW][C]12[/C][C]-0.0159[/C][C]-0.1349[/C][C]0.446526[/C][/ROW]
[ROW][C]13[/C][C]-0.208532[/C][C]-1.7694[/C][C]0.040527[/C][/ROW]
[ROW][C]14[/C][C]-0.237304[/C][C]-2.0136[/C][C]0.023895[/C][/ROW]
[ROW][C]15[/C][C]-0.02547[/C][C]-0.2161[/C][C]0.414752[/C][/ROW]
[ROW][C]16[/C][C]0.083447[/C][C]0.7081[/C][C]0.240594[/C][/ROW]
[ROW][C]17[/C][C]-0.00991[/C][C]-0.0841[/C][C]0.466609[/C][/ROW]
[ROW][C]18[/C][C]0.017432[/C][C]0.1479[/C][C]0.441412[/C][/ROW]
[ROW][C]19[/C][C]-0.133379[/C][C]-1.1318[/C][C]0.130745[/C][/ROW]
[ROW][C]20[/C][C]0.006365[/C][C]0.054[/C][C]0.478539[/C][/ROW]
[ROW][C]21[/C][C]-0.046485[/C][C]-0.3944[/C][C]0.347212[/C][/ROW]
[ROW][C]22[/C][C]0.079054[/C][C]0.6708[/C][C]0.252247[/C][/ROW]
[ROW][C]23[/C][C]0.066685[/C][C]0.5658[/C][C]0.286632[/C][/ROW]
[ROW][C]24[/C][C]-0.00303[/C][C]-0.0257[/C][C]0.489779[/C][/ROW]
[ROW][C]25[/C][C]-0.032439[/C][C]-0.2753[/C][C]0.391955[/C][/ROW]
[ROW][C]26[/C][C]-0.010824[/C][C]-0.0918[/C][C]0.463539[/C][/ROW]
[ROW][C]27[/C][C]0.017051[/C][C]0.1447[/C][C]0.442682[/C][/ROW]
[ROW][C]28[/C][C]0.078161[/C][C]0.6632[/C][C]0.254655[/C][/ROW]
[ROW][C]29[/C][C]-0.128535[/C][C]-1.0907[/C][C]0.13953[/C][/ROW]
[ROW][C]30[/C][C]0.019642[/C][C]0.1667[/C][C]0.43405[/C][/ROW]
[ROW][C]31[/C][C]-0.017048[/C][C]-0.1447[/C][C]0.442693[/C][/ROW]
[ROW][C]32[/C][C]0.029786[/C][C]0.2527[/C][C]0.400594[/C][/ROW]
[ROW][C]33[/C][C]0.048828[/C][C]0.4143[/C][C]0.339937[/C][/ROW]
[ROW][C]34[/C][C]-0.164399[/C][C]-1.395[/C][C]0.083657[/C][/ROW]
[ROW][C]35[/C][C]0.030543[/C][C]0.2592[/C][C]0.398123[/C][/ROW]
[ROW][C]36[/C][C]-0.042189[/C][C]-0.358[/C][C]0.360701[/C][/ROW]
[ROW][C]37[/C][C]-0.205905[/C][C]-1.7472[/C][C]0.042436[/C][/ROW]
[ROW][C]38[/C][C]-0.025414[/C][C]-0.2156[/C][C]0.414937[/C][/ROW]
[ROW][C]39[/C][C]-0.075613[/C][C]-0.6416[/C][C]0.261587[/C][/ROW]
[ROW][C]40[/C][C]0.054946[/C][C]0.4662[/C][C]0.321228[/C][/ROW]
[ROW][C]41[/C][C]-0.077559[/C][C]-0.6581[/C][C]0.256284[/C][/ROW]
[ROW][C]42[/C][C]0.082228[/C][C]0.6977[/C][C]0.243797[/C][/ROW]
[ROW][C]43[/C][C]-0.025246[/C][C]-0.2142[/C][C]0.415491[/C][/ROW]
[ROW][C]44[/C][C]-0.036232[/C][C]-0.3074[/C][C]0.379699[/C][/ROW]
[ROW][C]45[/C][C]-0.02527[/C][C]-0.2144[/C][C]0.415412[/C][/ROW]
[ROW][C]46[/C][C]0.06052[/C][C]0.5135[/C][C]0.304576[/C][/ROW]
[ROW][C]47[/C][C]0.007534[/C][C]0.0639[/C][C]0.474601[/C][/ROW]
[ROW][C]48[/C][C]-0.046139[/C][C]-0.3915[/C][C]0.348292[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=282965&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=282965&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
10.7620026.46580
2-0.081912-0.6950.244631
30.1393161.18210.12052
4-0.02493-0.21150.416533
5-0.033625-0.28530.388111
60.1550321.31550.096259
7-0.059472-0.50460.307679
80.0407750.3460.365181
9-0.001504-0.01280.494927
100.1191531.0110.157689
110.0972040.82480.206104
12-0.0159-0.13490.446526
13-0.208532-1.76940.040527
14-0.237304-2.01360.023895
15-0.02547-0.21610.414752
160.0834470.70810.240594
17-0.00991-0.08410.466609
180.0174320.14790.441412
19-0.133379-1.13180.130745
200.0063650.0540.478539
21-0.046485-0.39440.347212
220.0790540.67080.252247
230.0666850.56580.286632
24-0.00303-0.02570.489779
25-0.032439-0.27530.391955
26-0.010824-0.09180.463539
270.0170510.14470.442682
280.0781610.66320.254655
29-0.128535-1.09070.13953
300.0196420.16670.43405
31-0.017048-0.14470.442693
320.0297860.25270.400594
330.0488280.41430.339937
34-0.164399-1.3950.083657
350.0305430.25920.398123
36-0.042189-0.3580.360701
37-0.205905-1.74720.042436
38-0.025414-0.21560.414937
39-0.075613-0.64160.261587
400.0549460.46620.321228
41-0.077559-0.65810.256284
420.0822280.69770.243797
43-0.025246-0.21420.415491
44-0.036232-0.30740.379699
45-0.02527-0.21440.415412
460.060520.51350.304576
470.0075340.06390.474601
48-0.046139-0.39150.348292


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')