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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 computationSat, 24 Oct 2015 09:39:24 +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/24/t1445676059phd4fast5g2myw9.htm/, Retrieved Thu, 16 May 2024 01:08:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=283006, Retrieved Thu, 16 May 2024 01:08:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact98

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] [OPDRACHT 7 alexan...] [2015-10-24 08:39:24] [48da048a5e5e3f4e8c34faa6148f9354] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
78.46
78.59
81.37
83.61
84.65
84.56
83.85
84.08
85.41
85.75
86.38
88.87
90.37
92.21
95.75
97.29
98.29
99.51
99.04
98.9
100.74
100.3
101.68
101.3
103.13
104.17
105.98
106.25
104.01
101.68
101.93
104.41
105.51
104.71
103.14
102.66
102.68
101.89
101.37
101.16
99.34
99.35
99.88
99.31
99.91
98.39
98.02
98.7
98.01
98.42
98.2
93.5
93.17
93.42
93.13
92.31
92.09
92.62
91.43
89.38

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'Gwilym Jenkins' @ jenkins.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=283006&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=283006&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=283006&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'Gwilym Jenkins' @ jenkins.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3670512.81940.003271
20.082790.63590.263643
30.0954360.73310.233212
40.0810110.62230.268085
50.2392781.83790.035554
60.2753392.11490.019335
70.1320611.01440.157271
80.1871761.43770.077897
90.1014820.77950.2194
100.1928051.4810.071968
110.3543232.72160.004263
120.2082221.59940.057539
130.0774690.5950.277044
14-0.009865-0.07580.469928
15-0.028617-0.21980.413389
160.0418230.32120.37458
170.1122120.86190.196111
180.078490.60290.274446
19-0.042656-0.32760.37217
20-0.12922-0.99260.16249
21-0.041685-0.32020.374977
220.1766561.35690.089987
230.07170.55070.291946
24-0.038712-0.29740.38362
25-0.177957-1.36690.088419
26-0.247025-1.89740.031334
27-0.151951-1.16720.123921
28-0.034568-0.26550.395766
29-0.051554-0.3960.34677
300.035260.27080.393732
31-0.144075-1.10670.136466
32-0.127165-0.97680.166336
33-0.053487-0.41080.341339
34-0.14752-1.13310.130874
35-0.131407-1.00940.158463
36-0.113518-0.87190.193386
37-0.230336-1.76920.04101
38-0.157257-1.20790.11595
39-0.100519-0.77210.221569
40-0.116552-0.89530.187145
41-0.089059-0.68410.248303
42-0.08681-0.66680.25375
43-0.140747-1.08110.142026
44-0.100463-0.77170.221695
45-0.056043-0.43050.334209
46-0.051197-0.39330.347776
47-0.098537-0.75690.226067
48-0.148916-1.14380.128654

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.367051 & 2.8194 & 0.003271 \tabularnewline
2 & 0.08279 & 0.6359 & 0.263643 \tabularnewline
3 & 0.095436 & 0.7331 & 0.233212 \tabularnewline
4 & 0.081011 & 0.6223 & 0.268085 \tabularnewline
5 & 0.239278 & 1.8379 & 0.035554 \tabularnewline
6 & 0.275339 & 2.1149 & 0.019335 \tabularnewline
7 & 0.132061 & 1.0144 & 0.157271 \tabularnewline
8 & 0.187176 & 1.4377 & 0.077897 \tabularnewline
9 & 0.101482 & 0.7795 & 0.2194 \tabularnewline
10 & 0.192805 & 1.481 & 0.071968 \tabularnewline
11 & 0.354323 & 2.7216 & 0.004263 \tabularnewline
12 & 0.208222 & 1.5994 & 0.057539 \tabularnewline
13 & 0.077469 & 0.595 & 0.277044 \tabularnewline
14 & -0.009865 & -0.0758 & 0.469928 \tabularnewline
15 & -0.028617 & -0.2198 & 0.413389 \tabularnewline
16 & 0.041823 & 0.3212 & 0.37458 \tabularnewline
17 & 0.112212 & 0.8619 & 0.196111 \tabularnewline
18 & 0.07849 & 0.6029 & 0.274446 \tabularnewline
19 & -0.042656 & -0.3276 & 0.37217 \tabularnewline
20 & -0.12922 & -0.9926 & 0.16249 \tabularnewline
21 & -0.041685 & -0.3202 & 0.374977 \tabularnewline
22 & 0.176656 & 1.3569 & 0.089987 \tabularnewline
23 & 0.0717 & 0.5507 & 0.291946 \tabularnewline
24 & -0.038712 & -0.2974 & 0.38362 \tabularnewline
25 & -0.177957 & -1.3669 & 0.088419 \tabularnewline
26 & -0.247025 & -1.8974 & 0.031334 \tabularnewline
27 & -0.151951 & -1.1672 & 0.123921 \tabularnewline
28 & -0.034568 & -0.2655 & 0.395766 \tabularnewline
29 & -0.051554 & -0.396 & 0.34677 \tabularnewline
30 & 0.03526 & 0.2708 & 0.393732 \tabularnewline
31 & -0.144075 & -1.1067 & 0.136466 \tabularnewline
32 & -0.127165 & -0.9768 & 0.166336 \tabularnewline
33 & -0.053487 & -0.4108 & 0.341339 \tabularnewline
34 & -0.14752 & -1.1331 & 0.130874 \tabularnewline
35 & -0.131407 & -1.0094 & 0.158463 \tabularnewline
36 & -0.113518 & -0.8719 & 0.193386 \tabularnewline
37 & -0.230336 & -1.7692 & 0.04101 \tabularnewline
38 & -0.157257 & -1.2079 & 0.11595 \tabularnewline
39 & -0.100519 & -0.7721 & 0.221569 \tabularnewline
40 & -0.116552 & -0.8953 & 0.187145 \tabularnewline
41 & -0.089059 & -0.6841 & 0.248303 \tabularnewline
42 & -0.08681 & -0.6668 & 0.25375 \tabularnewline
43 & -0.140747 & -1.0811 & 0.142026 \tabularnewline
44 & -0.100463 & -0.7717 & 0.221695 \tabularnewline
45 & -0.056043 & -0.4305 & 0.334209 \tabularnewline
46 & -0.051197 & -0.3933 & 0.347776 \tabularnewline
47 & -0.098537 & -0.7569 & 0.226067 \tabularnewline
48 & -0.148916 & -1.1438 & 0.128654 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=283006&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]0.367051[/C][C]2.8194[/C][C]0.003271[/C][/ROW]
[ROW][C]2[/C][C]0.08279[/C][C]0.6359[/C][C]0.263643[/C][/ROW]
[ROW][C]3[/C][C]0.095436[/C][C]0.7331[/C][C]0.233212[/C][/ROW]
[ROW][C]4[/C][C]0.081011[/C][C]0.6223[/C][C]0.268085[/C][/ROW]
[ROW][C]5[/C][C]0.239278[/C][C]1.8379[/C][C]0.035554[/C][/ROW]
[ROW][C]6[/C][C]0.275339[/C][C]2.1149[/C][C]0.019335[/C][/ROW]
[ROW][C]7[/C][C]0.132061[/C][C]1.0144[/C][C]0.157271[/C][/ROW]
[ROW][C]8[/C][C]0.187176[/C][C]1.4377[/C][C]0.077897[/C][/ROW]
[ROW][C]9[/C][C]0.101482[/C][C]0.7795[/C][C]0.2194[/C][/ROW]
[ROW][C]10[/C][C]0.192805[/C][C]1.481[/C][C]0.071968[/C][/ROW]
[ROW][C]11[/C][C]0.354323[/C][C]2.7216[/C][C]0.004263[/C][/ROW]
[ROW][C]12[/C][C]0.208222[/C][C]1.5994[/C][C]0.057539[/C][/ROW]
[ROW][C]13[/C][C]0.077469[/C][C]0.595[/C][C]0.277044[/C][/ROW]
[ROW][C]14[/C][C]-0.009865[/C][C]-0.0758[/C][C]0.469928[/C][/ROW]
[ROW][C]15[/C][C]-0.028617[/C][C]-0.2198[/C][C]0.413389[/C][/ROW]
[ROW][C]16[/C][C]0.041823[/C][C]0.3212[/C][C]0.37458[/C][/ROW]
[ROW][C]17[/C][C]0.112212[/C][C]0.8619[/C][C]0.196111[/C][/ROW]
[ROW][C]18[/C][C]0.07849[/C][C]0.6029[/C][C]0.274446[/C][/ROW]
[ROW][C]19[/C][C]-0.042656[/C][C]-0.3276[/C][C]0.37217[/C][/ROW]
[ROW][C]20[/C][C]-0.12922[/C][C]-0.9926[/C][C]0.16249[/C][/ROW]
[ROW][C]21[/C][C]-0.041685[/C][C]-0.3202[/C][C]0.374977[/C][/ROW]
[ROW][C]22[/C][C]0.176656[/C][C]1.3569[/C][C]0.089987[/C][/ROW]
[ROW][C]23[/C][C]0.0717[/C][C]0.5507[/C][C]0.291946[/C][/ROW]
[ROW][C]24[/C][C]-0.038712[/C][C]-0.2974[/C][C]0.38362[/C][/ROW]
[ROW][C]25[/C][C]-0.177957[/C][C]-1.3669[/C][C]0.088419[/C][/ROW]
[ROW][C]26[/C][C]-0.247025[/C][C]-1.8974[/C][C]0.031334[/C][/ROW]
[ROW][C]27[/C][C]-0.151951[/C][C]-1.1672[/C][C]0.123921[/C][/ROW]
[ROW][C]28[/C][C]-0.034568[/C][C]-0.2655[/C][C]0.395766[/C][/ROW]
[ROW][C]29[/C][C]-0.051554[/C][C]-0.396[/C][C]0.34677[/C][/ROW]
[ROW][C]30[/C][C]0.03526[/C][C]0.2708[/C][C]0.393732[/C][/ROW]
[ROW][C]31[/C][C]-0.144075[/C][C]-1.1067[/C][C]0.136466[/C][/ROW]
[ROW][C]32[/C][C]-0.127165[/C][C]-0.9768[/C][C]0.166336[/C][/ROW]
[ROW][C]33[/C][C]-0.053487[/C][C]-0.4108[/C][C]0.341339[/C][/ROW]
[ROW][C]34[/C][C]-0.14752[/C][C]-1.1331[/C][C]0.130874[/C][/ROW]
[ROW][C]35[/C][C]-0.131407[/C][C]-1.0094[/C][C]0.158463[/C][/ROW]
[ROW][C]36[/C][C]-0.113518[/C][C]-0.8719[/C][C]0.193386[/C][/ROW]
[ROW][C]37[/C][C]-0.230336[/C][C]-1.7692[/C][C]0.04101[/C][/ROW]
[ROW][C]38[/C][C]-0.157257[/C][C]-1.2079[/C][C]0.11595[/C][/ROW]
[ROW][C]39[/C][C]-0.100519[/C][C]-0.7721[/C][C]0.221569[/C][/ROW]
[ROW][C]40[/C][C]-0.116552[/C][C]-0.8953[/C][C]0.187145[/C][/ROW]
[ROW][C]41[/C][C]-0.089059[/C][C]-0.6841[/C][C]0.248303[/C][/ROW]
[ROW][C]42[/C][C]-0.08681[/C][C]-0.6668[/C][C]0.25375[/C][/ROW]
[ROW][C]43[/C][C]-0.140747[/C][C]-1.0811[/C][C]0.142026[/C][/ROW]
[ROW][C]44[/C][C]-0.100463[/C][C]-0.7717[/C][C]0.221695[/C][/ROW]
[ROW][C]45[/C][C]-0.056043[/C][C]-0.4305[/C][C]0.334209[/C][/ROW]
[ROW][C]46[/C][C]-0.051197[/C][C]-0.3933[/C][C]0.347776[/C][/ROW]
[ROW][C]47[/C][C]-0.098537[/C][C]-0.7569[/C][C]0.226067[/C][/ROW]
[ROW][C]48[/C][C]-0.148916[/C][C]-1.1438[/C][C]0.128654[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=283006&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=283006&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
10.3670512.81940.003271
20.082790.63590.263643
30.0954360.73310.233212
40.0810110.62230.268085
50.2392781.83790.035554
60.2753392.11490.019335
70.1320611.01440.157271
80.1871761.43770.077897
90.1014820.77950.2194
100.1928051.4810.071968
110.3543232.72160.004263
120.2082221.59940.057539
130.0774690.5950.277044
14-0.009865-0.07580.469928
15-0.028617-0.21980.413389
160.0418230.32120.37458
170.1122120.86190.196111
180.078490.60290.274446
19-0.042656-0.32760.37217
20-0.12922-0.99260.16249
21-0.041685-0.32020.374977
220.1766561.35690.089987
230.07170.55070.291946
24-0.038712-0.29740.38362
25-0.177957-1.36690.088419
26-0.247025-1.89740.031334
27-0.151951-1.16720.123921
28-0.034568-0.26550.395766
29-0.051554-0.3960.34677
300.035260.27080.393732
31-0.144075-1.10670.136466
32-0.127165-0.97680.166336
33-0.053487-0.41080.341339
34-0.14752-1.13310.130874
35-0.131407-1.00940.158463
36-0.113518-0.87190.193386
37-0.230336-1.76920.04101
38-0.157257-1.20790.11595
39-0.100519-0.77210.221569
40-0.116552-0.89530.187145
41-0.089059-0.68410.248303
42-0.08681-0.66680.25375
43-0.140747-1.08110.142026
44-0.100463-0.77170.221695
45-0.056043-0.43050.334209
46-0.051197-0.39330.347776
47-0.098537-0.75690.226067
48-0.148916-1.14380.128654






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3670512.81940.003271
2-0.060023-0.4610.323232
30.0988860.75960.225271
40.0177690.13650.44595
50.23731.82270.036706
60.1242220.95420.171946
7-0.005553-0.04270.48306
80.1562291.20.117465
9-0.04709-0.36170.359433
100.1790551.37530.087112
110.1960991.50630.068668
12-0.002381-0.01830.492736
13-0.040545-0.31140.378285
14-0.122895-0.9440.174517
15-0.057325-0.44030.330657
16-0.120869-0.92840.178489
170.002460.01890.492496
18-0.04925-0.37830.353285
19-0.168767-1.29630.099956
20-0.126558-0.97210.167482
21-0.044205-0.33950.367702
220.1823871.40090.083235
23-0.092485-0.71040.24013
240.0367660.28240.389311
25-0.123672-0.94990.173009
26-0.100614-0.77280.221355
27-0.043612-0.3350.369409
28-0.011598-0.08910.464659
290.00350.02690.489321
300.1573151.20840.115866
31-0.044185-0.33940.36776
320.0697170.53550.297156
33-0.0633-0.48620.314306
34-0.096759-0.74320.230149
35-0.03012-0.23140.40892
360.0516090.39640.346614
37-0.037151-0.28540.388184
38-0.015778-0.12120.451975
39-0.034254-0.26310.396693
40-0.122328-0.93960.175621
41-0.058223-0.44720.328177
420.1116510.85760.197291
43-0.040196-0.30880.379299
440.0080560.06190.475434
450.0633030.48620.314298
460.0189520.14560.442378
47-0.037513-0.28810.387123
480.0083470.06410.474548

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.367051 & 2.8194 & 0.003271 \tabularnewline
2 & -0.060023 & -0.461 & 0.323232 \tabularnewline
3 & 0.098886 & 0.7596 & 0.225271 \tabularnewline
4 & 0.017769 & 0.1365 & 0.44595 \tabularnewline
5 & 0.2373 & 1.8227 & 0.036706 \tabularnewline
6 & 0.124222 & 0.9542 & 0.171946 \tabularnewline
7 & -0.005553 & -0.0427 & 0.48306 \tabularnewline
8 & 0.156229 & 1.2 & 0.117465 \tabularnewline
9 & -0.04709 & -0.3617 & 0.359433 \tabularnewline
10 & 0.179055 & 1.3753 & 0.087112 \tabularnewline
11 & 0.196099 & 1.5063 & 0.068668 \tabularnewline
12 & -0.002381 & -0.0183 & 0.492736 \tabularnewline
13 & -0.040545 & -0.3114 & 0.378285 \tabularnewline
14 & -0.122895 & -0.944 & 0.174517 \tabularnewline
15 & -0.057325 & -0.4403 & 0.330657 \tabularnewline
16 & -0.120869 & -0.9284 & 0.178489 \tabularnewline
17 & 0.00246 & 0.0189 & 0.492496 \tabularnewline
18 & -0.04925 & -0.3783 & 0.353285 \tabularnewline
19 & -0.168767 & -1.2963 & 0.099956 \tabularnewline
20 & -0.126558 & -0.9721 & 0.167482 \tabularnewline
21 & -0.044205 & -0.3395 & 0.367702 \tabularnewline
22 & 0.182387 & 1.4009 & 0.083235 \tabularnewline
23 & -0.092485 & -0.7104 & 0.24013 \tabularnewline
24 & 0.036766 & 0.2824 & 0.389311 \tabularnewline
25 & -0.123672 & -0.9499 & 0.173009 \tabularnewline
26 & -0.100614 & -0.7728 & 0.221355 \tabularnewline
27 & -0.043612 & -0.335 & 0.369409 \tabularnewline
28 & -0.011598 & -0.0891 & 0.464659 \tabularnewline
29 & 0.0035 & 0.0269 & 0.489321 \tabularnewline
30 & 0.157315 & 1.2084 & 0.115866 \tabularnewline
31 & -0.044185 & -0.3394 & 0.36776 \tabularnewline
32 & 0.069717 & 0.5355 & 0.297156 \tabularnewline
33 & -0.0633 & -0.4862 & 0.314306 \tabularnewline
34 & -0.096759 & -0.7432 & 0.230149 \tabularnewline
35 & -0.03012 & -0.2314 & 0.40892 \tabularnewline
36 & 0.051609 & 0.3964 & 0.346614 \tabularnewline
37 & -0.037151 & -0.2854 & 0.388184 \tabularnewline
38 & -0.015778 & -0.1212 & 0.451975 \tabularnewline
39 & -0.034254 & -0.2631 & 0.396693 \tabularnewline
40 & -0.122328 & -0.9396 & 0.175621 \tabularnewline
41 & -0.058223 & -0.4472 & 0.328177 \tabularnewline
42 & 0.111651 & 0.8576 & 0.197291 \tabularnewline
43 & -0.040196 & -0.3088 & 0.379299 \tabularnewline
44 & 0.008056 & 0.0619 & 0.475434 \tabularnewline
45 & 0.063303 & 0.4862 & 0.314298 \tabularnewline
46 & 0.018952 & 0.1456 & 0.442378 \tabularnewline
47 & -0.037513 & -0.2881 & 0.387123 \tabularnewline
48 & 0.008347 & 0.0641 & 0.474548 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=283006&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]0.367051[/C][C]2.8194[/C][C]0.003271[/C][/ROW]
[ROW][C]2[/C][C]-0.060023[/C][C]-0.461[/C][C]0.323232[/C][/ROW]
[ROW][C]3[/C][C]0.098886[/C][C]0.7596[/C][C]0.225271[/C][/ROW]
[ROW][C]4[/C][C]0.017769[/C][C]0.1365[/C][C]0.44595[/C][/ROW]
[ROW][C]5[/C][C]0.2373[/C][C]1.8227[/C][C]0.036706[/C][/ROW]
[ROW][C]6[/C][C]0.124222[/C][C]0.9542[/C][C]0.171946[/C][/ROW]
[ROW][C]7[/C][C]-0.005553[/C][C]-0.0427[/C][C]0.48306[/C][/ROW]
[ROW][C]8[/C][C]0.156229[/C][C]1.2[/C][C]0.117465[/C][/ROW]
[ROW][C]9[/C][C]-0.04709[/C][C]-0.3617[/C][C]0.359433[/C][/ROW]
[ROW][C]10[/C][C]0.179055[/C][C]1.3753[/C][C]0.087112[/C][/ROW]
[ROW][C]11[/C][C]0.196099[/C][C]1.5063[/C][C]0.068668[/C][/ROW]
[ROW][C]12[/C][C]-0.002381[/C][C]-0.0183[/C][C]0.492736[/C][/ROW]
[ROW][C]13[/C][C]-0.040545[/C][C]-0.3114[/C][C]0.378285[/C][/ROW]
[ROW][C]14[/C][C]-0.122895[/C][C]-0.944[/C][C]0.174517[/C][/ROW]
[ROW][C]15[/C][C]-0.057325[/C][C]-0.4403[/C][C]0.330657[/C][/ROW]
[ROW][C]16[/C][C]-0.120869[/C][C]-0.9284[/C][C]0.178489[/C][/ROW]
[ROW][C]17[/C][C]0.00246[/C][C]0.0189[/C][C]0.492496[/C][/ROW]
[ROW][C]18[/C][C]-0.04925[/C][C]-0.3783[/C][C]0.353285[/C][/ROW]
[ROW][C]19[/C][C]-0.168767[/C][C]-1.2963[/C][C]0.099956[/C][/ROW]
[ROW][C]20[/C][C]-0.126558[/C][C]-0.9721[/C][C]0.167482[/C][/ROW]
[ROW][C]21[/C][C]-0.044205[/C][C]-0.3395[/C][C]0.367702[/C][/ROW]
[ROW][C]22[/C][C]0.182387[/C][C]1.4009[/C][C]0.083235[/C][/ROW]
[ROW][C]23[/C][C]-0.092485[/C][C]-0.7104[/C][C]0.24013[/C][/ROW]
[ROW][C]24[/C][C]0.036766[/C][C]0.2824[/C][C]0.389311[/C][/ROW]
[ROW][C]25[/C][C]-0.123672[/C][C]-0.9499[/C][C]0.173009[/C][/ROW]
[ROW][C]26[/C][C]-0.100614[/C][C]-0.7728[/C][C]0.221355[/C][/ROW]
[ROW][C]27[/C][C]-0.043612[/C][C]-0.335[/C][C]0.369409[/C][/ROW]
[ROW][C]28[/C][C]-0.011598[/C][C]-0.0891[/C][C]0.464659[/C][/ROW]
[ROW][C]29[/C][C]0.0035[/C][C]0.0269[/C][C]0.489321[/C][/ROW]
[ROW][C]30[/C][C]0.157315[/C][C]1.2084[/C][C]0.115866[/C][/ROW]
[ROW][C]31[/C][C]-0.044185[/C][C]-0.3394[/C][C]0.36776[/C][/ROW]
[ROW][C]32[/C][C]0.069717[/C][C]0.5355[/C][C]0.297156[/C][/ROW]
[ROW][C]33[/C][C]-0.0633[/C][C]-0.4862[/C][C]0.314306[/C][/ROW]
[ROW][C]34[/C][C]-0.096759[/C][C]-0.7432[/C][C]0.230149[/C][/ROW]
[ROW][C]35[/C][C]-0.03012[/C][C]-0.2314[/C][C]0.40892[/C][/ROW]
[ROW][C]36[/C][C]0.051609[/C][C]0.3964[/C][C]0.346614[/C][/ROW]
[ROW][C]37[/C][C]-0.037151[/C][C]-0.2854[/C][C]0.388184[/C][/ROW]
[ROW][C]38[/C][C]-0.015778[/C][C]-0.1212[/C][C]0.451975[/C][/ROW]
[ROW][C]39[/C][C]-0.034254[/C][C]-0.2631[/C][C]0.396693[/C][/ROW]
[ROW][C]40[/C][C]-0.122328[/C][C]-0.9396[/C][C]0.175621[/C][/ROW]
[ROW][C]41[/C][C]-0.058223[/C][C]-0.4472[/C][C]0.328177[/C][/ROW]
[ROW][C]42[/C][C]0.111651[/C][C]0.8576[/C][C]0.197291[/C][/ROW]
[ROW][C]43[/C][C]-0.040196[/C][C]-0.3088[/C][C]0.379299[/C][/ROW]
[ROW][C]44[/C][C]0.008056[/C][C]0.0619[/C][C]0.475434[/C][/ROW]
[ROW][C]45[/C][C]0.063303[/C][C]0.4862[/C][C]0.314298[/C][/ROW]
[ROW][C]46[/C][C]0.018952[/C][C]0.1456[/C][C]0.442378[/C][/ROW]
[ROW][C]47[/C][C]-0.037513[/C][C]-0.2881[/C][C]0.387123[/C][/ROW]
[ROW][C]48[/C][C]0.008347[/C][C]0.0641[/C][C]0.474548[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=283006&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=283006&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
10.3670512.81940.003271
2-0.060023-0.4610.323232
30.0988860.75960.225271
40.0177690.13650.44595
50.23731.82270.036706
60.1242220.95420.171946
7-0.005553-0.04270.48306
80.1562291.20.117465
9-0.04709-0.36170.359433
100.1790551.37530.087112
110.1960991.50630.068668
12-0.002381-0.01830.492736
13-0.040545-0.31140.378285
14-0.122895-0.9440.174517
15-0.057325-0.44030.330657
16-0.120869-0.92840.178489
170.002460.01890.492496
18-0.04925-0.37830.353285
19-0.168767-1.29630.099956
20-0.126558-0.97210.167482
21-0.044205-0.33950.367702
220.1823871.40090.083235
23-0.092485-0.71040.24013
240.0367660.28240.389311
25-0.123672-0.94990.173009
26-0.100614-0.77280.221355
27-0.043612-0.3350.369409
28-0.011598-0.08910.464659
290.00350.02690.489321
300.1573151.20840.115866
31-0.044185-0.33940.36776
320.0697170.53550.297156
33-0.0633-0.48620.314306
34-0.096759-0.74320.230149
35-0.03012-0.23140.40892
360.0516090.39640.346614
37-0.037151-0.28540.388184
38-0.015778-0.12120.451975
39-0.034254-0.26310.396693
40-0.122328-0.93960.175621
41-0.058223-0.44720.328177
420.1116510.85760.197291
43-0.040196-0.30880.379299
440.0080560.06190.475434
450.0633030.48620.314298
460.0189520.14560.442378
47-0.037513-0.28810.387123
480.0083470.06410.474548


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)
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')