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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 computationWed, 04 Apr 2012 08:35:32 -0400
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Apr/04/t1333542988navhe04el5engqm.htm/, Retrieved Mon, 29 Apr 2024 07:08:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=164295, Retrieved Mon, 29 Apr 2024 07:08:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W12
Estimated Impact166

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] [Opgave 6 BIS oef 2] [2012-04-04 12:35:32] [921480865c2f7a3cce0a5eeacc6bbad6] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
34,74
34,89
34,98
34,93
35,01
35,03
35,03
34,98
34,92
35,04
35,21
35,21
35,21
35,26
35,45
35,53
35,53
35,57
35,57
35,57
35,63
35,92
36,05
36,1
36,1
36,02
36,07
36,17
36,52
36,49
36,49
36,48
36,62
36,63
36,7
36,7
36,7
36,69
36,86
36,85
36,83
36,88
36,88
36,92
36,93
37,06
37,1
37,09
37,09
37,15
37,27
37,43
37,42
37,4
37,4
37,39
37,42
37,7
37,85
37,88

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'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164295&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164295&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164295&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'Gwilym Jenkins' @ jenkins.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1285610.98750.163716
2-0.247743-1.90290.030965
3-0.359466-2.76110.003833
4-0.058346-0.44820.327838
5-0.009261-0.07110.471765
60.19041.46250.074457
70.2033881.56230.061788
8-0.037419-0.28740.3874
9-0.184517-1.41730.080826
10-0.069153-0.53120.298647
110.0486090.37340.355106
120.085180.65430.257738
130.1100530.84530.200669
14-0.086947-0.66790.253415
15-0.194067-1.49070.07069
16-0.149053-1.14490.128437
170.1339791.02910.153814
180.0696650.53510.297293
190.058420.44870.327635
20-0.143358-1.10120.137651
21-0.170571-1.31020.097606
220.0210960.1620.435915
230.1181270.90730.183956
240.063540.48810.313659
25-0.121243-0.93130.177751
26-0.119989-0.92170.180231
27-0.076057-0.58420.280654
280.0276450.21230.416285
290.2175141.67080.050034
300.1448311.11250.135225
31-0.008445-0.06490.47425
32-0.123251-0.94670.173824
33-0.118451-0.90980.183304
34-0.042779-0.32860.371815
350.0355090.27270.392999
360.238111.8290.036231
370.1209310.92890.178366
38-0.115145-0.88440.190023
39-0.074951-0.57570.2835
400.0003650.00280.498886
410.0280260.21530.415148
42-0.022037-0.16930.433082
430.0205450.15780.437572
440.0221280.170.432807
45-0.03681-0.28270.38918
46-0.039959-0.30690.37999
470.0695140.53390.297693
480.0735120.56470.287224

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.128561 & 0.9875 & 0.163716 \tabularnewline
2 & -0.247743 & -1.9029 & 0.030965 \tabularnewline
3 & -0.359466 & -2.7611 & 0.003833 \tabularnewline
4 & -0.058346 & -0.4482 & 0.327838 \tabularnewline
5 & -0.009261 & -0.0711 & 0.471765 \tabularnewline
6 & 0.1904 & 1.4625 & 0.074457 \tabularnewline
7 & 0.203388 & 1.5623 & 0.061788 \tabularnewline
8 & -0.037419 & -0.2874 & 0.3874 \tabularnewline
9 & -0.184517 & -1.4173 & 0.080826 \tabularnewline
10 & -0.069153 & -0.5312 & 0.298647 \tabularnewline
11 & 0.048609 & 0.3734 & 0.355106 \tabularnewline
12 & 0.08518 & 0.6543 & 0.257738 \tabularnewline
13 & 0.110053 & 0.8453 & 0.200669 \tabularnewline
14 & -0.086947 & -0.6679 & 0.253415 \tabularnewline
15 & -0.194067 & -1.4907 & 0.07069 \tabularnewline
16 & -0.149053 & -1.1449 & 0.128437 \tabularnewline
17 & 0.133979 & 1.0291 & 0.153814 \tabularnewline
18 & 0.069665 & 0.5351 & 0.297293 \tabularnewline
19 & 0.05842 & 0.4487 & 0.327635 \tabularnewline
20 & -0.143358 & -1.1012 & 0.137651 \tabularnewline
21 & -0.170571 & -1.3102 & 0.097606 \tabularnewline
22 & 0.021096 & 0.162 & 0.435915 \tabularnewline
23 & 0.118127 & 0.9073 & 0.183956 \tabularnewline
24 & 0.06354 & 0.4881 & 0.313659 \tabularnewline
25 & -0.121243 & -0.9313 & 0.177751 \tabularnewline
26 & -0.119989 & -0.9217 & 0.180231 \tabularnewline
27 & -0.076057 & -0.5842 & 0.280654 \tabularnewline
28 & 0.027645 & 0.2123 & 0.416285 \tabularnewline
29 & 0.217514 & 1.6708 & 0.050034 \tabularnewline
30 & 0.144831 & 1.1125 & 0.135225 \tabularnewline
31 & -0.008445 & -0.0649 & 0.47425 \tabularnewline
32 & -0.123251 & -0.9467 & 0.173824 \tabularnewline
33 & -0.118451 & -0.9098 & 0.183304 \tabularnewline
34 & -0.042779 & -0.3286 & 0.371815 \tabularnewline
35 & 0.035509 & 0.2727 & 0.392999 \tabularnewline
36 & 0.23811 & 1.829 & 0.036231 \tabularnewline
37 & 0.120931 & 0.9289 & 0.178366 \tabularnewline
38 & -0.115145 & -0.8844 & 0.190023 \tabularnewline
39 & -0.074951 & -0.5757 & 0.2835 \tabularnewline
40 & 0.000365 & 0.0028 & 0.498886 \tabularnewline
41 & 0.028026 & 0.2153 & 0.415148 \tabularnewline
42 & -0.022037 & -0.1693 & 0.433082 \tabularnewline
43 & 0.020545 & 0.1578 & 0.437572 \tabularnewline
44 & 0.022128 & 0.17 & 0.432807 \tabularnewline
45 & -0.03681 & -0.2827 & 0.38918 \tabularnewline
46 & -0.039959 & -0.3069 & 0.37999 \tabularnewline
47 & 0.069514 & 0.5339 & 0.297693 \tabularnewline
48 & 0.073512 & 0.5647 & 0.287224 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164295&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]0.128561[/C][C]0.9875[/C][C]0.163716[/C][/ROW]
[ROW][C]2[/C][C]-0.247743[/C][C]-1.9029[/C][C]0.030965[/C][/ROW]
[ROW][C]3[/C][C]-0.359466[/C][C]-2.7611[/C][C]0.003833[/C][/ROW]
[ROW][C]4[/C][C]-0.058346[/C][C]-0.4482[/C][C]0.327838[/C][/ROW]
[ROW][C]5[/C][C]-0.009261[/C][C]-0.0711[/C][C]0.471765[/C][/ROW]
[ROW][C]6[/C][C]0.1904[/C][C]1.4625[/C][C]0.074457[/C][/ROW]
[ROW][C]7[/C][C]0.203388[/C][C]1.5623[/C][C]0.061788[/C][/ROW]
[ROW][C]8[/C][C]-0.037419[/C][C]-0.2874[/C][C]0.3874[/C][/ROW]
[ROW][C]9[/C][C]-0.184517[/C][C]-1.4173[/C][C]0.080826[/C][/ROW]
[ROW][C]10[/C][C]-0.069153[/C][C]-0.5312[/C][C]0.298647[/C][/ROW]
[ROW][C]11[/C][C]0.048609[/C][C]0.3734[/C][C]0.355106[/C][/ROW]
[ROW][C]12[/C][C]0.08518[/C][C]0.6543[/C][C]0.257738[/C][/ROW]
[ROW][C]13[/C][C]0.110053[/C][C]0.8453[/C][C]0.200669[/C][/ROW]
[ROW][C]14[/C][C]-0.086947[/C][C]-0.6679[/C][C]0.253415[/C][/ROW]
[ROW][C]15[/C][C]-0.194067[/C][C]-1.4907[/C][C]0.07069[/C][/ROW]
[ROW][C]16[/C][C]-0.149053[/C][C]-1.1449[/C][C]0.128437[/C][/ROW]
[ROW][C]17[/C][C]0.133979[/C][C]1.0291[/C][C]0.153814[/C][/ROW]
[ROW][C]18[/C][C]0.069665[/C][C]0.5351[/C][C]0.297293[/C][/ROW]
[ROW][C]19[/C][C]0.05842[/C][C]0.4487[/C][C]0.327635[/C][/ROW]
[ROW][C]20[/C][C]-0.143358[/C][C]-1.1012[/C][C]0.137651[/C][/ROW]
[ROW][C]21[/C][C]-0.170571[/C][C]-1.3102[/C][C]0.097606[/C][/ROW]
[ROW][C]22[/C][C]0.021096[/C][C]0.162[/C][C]0.435915[/C][/ROW]
[ROW][C]23[/C][C]0.118127[/C][C]0.9073[/C][C]0.183956[/C][/ROW]
[ROW][C]24[/C][C]0.06354[/C][C]0.4881[/C][C]0.313659[/C][/ROW]
[ROW][C]25[/C][C]-0.121243[/C][C]-0.9313[/C][C]0.177751[/C][/ROW]
[ROW][C]26[/C][C]-0.119989[/C][C]-0.9217[/C][C]0.180231[/C][/ROW]
[ROW][C]27[/C][C]-0.076057[/C][C]-0.5842[/C][C]0.280654[/C][/ROW]
[ROW][C]28[/C][C]0.027645[/C][C]0.2123[/C][C]0.416285[/C][/ROW]
[ROW][C]29[/C][C]0.217514[/C][C]1.6708[/C][C]0.050034[/C][/ROW]
[ROW][C]30[/C][C]0.144831[/C][C]1.1125[/C][C]0.135225[/C][/ROW]
[ROW][C]31[/C][C]-0.008445[/C][C]-0.0649[/C][C]0.47425[/C][/ROW]
[ROW][C]32[/C][C]-0.123251[/C][C]-0.9467[/C][C]0.173824[/C][/ROW]
[ROW][C]33[/C][C]-0.118451[/C][C]-0.9098[/C][C]0.183304[/C][/ROW]
[ROW][C]34[/C][C]-0.042779[/C][C]-0.3286[/C][C]0.371815[/C][/ROW]
[ROW][C]35[/C][C]0.035509[/C][C]0.2727[/C][C]0.392999[/C][/ROW]
[ROW][C]36[/C][C]0.23811[/C][C]1.829[/C][C]0.036231[/C][/ROW]
[ROW][C]37[/C][C]0.120931[/C][C]0.9289[/C][C]0.178366[/C][/ROW]
[ROW][C]38[/C][C]-0.115145[/C][C]-0.8844[/C][C]0.190023[/C][/ROW]
[ROW][C]39[/C][C]-0.074951[/C][C]-0.5757[/C][C]0.2835[/C][/ROW]
[ROW][C]40[/C][C]0.000365[/C][C]0.0028[/C][C]0.498886[/C][/ROW]
[ROW][C]41[/C][C]0.028026[/C][C]0.2153[/C][C]0.415148[/C][/ROW]
[ROW][C]42[/C][C]-0.022037[/C][C]-0.1693[/C][C]0.433082[/C][/ROW]
[ROW][C]43[/C][C]0.020545[/C][C]0.1578[/C][C]0.437572[/C][/ROW]
[ROW][C]44[/C][C]0.022128[/C][C]0.17[/C][C]0.432807[/C][/ROW]
[ROW][C]45[/C][C]-0.03681[/C][C]-0.2827[/C][C]0.38918[/C][/ROW]
[ROW][C]46[/C][C]-0.039959[/C][C]-0.3069[/C][C]0.37999[/C][/ROW]
[ROW][C]47[/C][C]0.069514[/C][C]0.5339[/C][C]0.297693[/C][/ROW]
[ROW][C]48[/C][C]0.073512[/C][C]0.5647[/C][C]0.287224[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164295&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164295&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
10.1285610.98750.163716
2-0.247743-1.90290.030965
3-0.359466-2.76110.003833
4-0.058346-0.44820.327838
5-0.009261-0.07110.471765
60.19041.46250.074457
70.2033881.56230.061788
8-0.037419-0.28740.3874
9-0.184517-1.41730.080826
10-0.069153-0.53120.298647
110.0486090.37340.355106
120.085180.65430.257738
130.1100530.84530.200669
14-0.086947-0.66790.253415
15-0.194067-1.49070.07069
16-0.149053-1.14490.128437
170.1339791.02910.153814
180.0696650.53510.297293
190.058420.44870.327635
20-0.143358-1.10120.137651
21-0.170571-1.31020.097606
220.0210960.1620.435915
230.1181270.90730.183956
240.063540.48810.313659
25-0.121243-0.93130.177751
26-0.119989-0.92170.180231
27-0.076057-0.58420.280654
280.0276450.21230.416285
290.2175141.67080.050034
300.1448311.11250.135225
31-0.008445-0.06490.47425
32-0.123251-0.94670.173824
33-0.118451-0.90980.183304
34-0.042779-0.32860.371815
350.0355090.27270.392999
360.238111.8290.036231
370.1209310.92890.178366
38-0.115145-0.88440.190023
39-0.074951-0.57570.2835
400.0003650.00280.498886
410.0280260.21530.415148
42-0.022037-0.16930.433082
430.0205450.15780.437572
440.0221280.170.432807
45-0.03681-0.28270.38918
46-0.039959-0.30690.37999
470.0695140.53390.297693
480.0735120.56470.287224






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1285610.98750.163716
2-0.268712-2.0640.021711
3-0.311808-2.3950.009906
4-0.053072-0.40770.342501
5-0.191677-1.47230.073128
60.0785570.60340.274276
70.1319311.01340.157509
8-0.074841-0.57490.283784
9-0.020587-0.15810.437447
100.0380940.29260.385426
11-0.001338-0.01030.495919
120.0385560.29620.384075
130.0835530.64180.261749
14-0.129052-0.99130.162802
15-0.107798-0.8280.205501
16-0.115047-0.88370.190225
170.0164720.12650.449872
18-0.12095-0.9290.178328
19-0.021534-0.16540.434594
20-0.184489-1.41710.080858
21-0.180947-1.38990.084893
220.093610.7190.23748
23-0.070234-0.53950.295794
24-0.074191-0.56990.285465
25-0.14445-1.10950.135849
26-0.155849-1.19710.118028
27-0.09823-0.75450.226769
28-0.082819-0.63610.263571
290.0735520.5650.287121
30-0.054601-0.41940.338224
310.0453220.34810.364494
320.041820.32120.374588
33-0.033841-0.25990.397909
34-0.035072-0.26940.394284
35-0.133951-1.02890.153864
360.050840.39050.348784
370.0342210.26290.396789
38-0.071427-0.54860.292661
390.0623610.4790.316852
40-0.041411-0.31810.375773
41-0.104006-0.79890.213781
42-0.105351-0.80920.210821
43-0.107255-0.82380.206675
44-0.036525-0.28060.390017
45-0.074673-0.57360.284219
46-0.168113-1.29130.100818
470.0359340.2760.39175
48-0.003674-0.02820.488791

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.128561 & 0.9875 & 0.163716 \tabularnewline
2 & -0.268712 & -2.064 & 0.021711 \tabularnewline
3 & -0.311808 & -2.395 & 0.009906 \tabularnewline
4 & -0.053072 & -0.4077 & 0.342501 \tabularnewline
5 & -0.191677 & -1.4723 & 0.073128 \tabularnewline
6 & 0.078557 & 0.6034 & 0.274276 \tabularnewline
7 & 0.131931 & 1.0134 & 0.157509 \tabularnewline
8 & -0.074841 & -0.5749 & 0.283784 \tabularnewline
9 & -0.020587 & -0.1581 & 0.437447 \tabularnewline
10 & 0.038094 & 0.2926 & 0.385426 \tabularnewline
11 & -0.001338 & -0.0103 & 0.495919 \tabularnewline
12 & 0.038556 & 0.2962 & 0.384075 \tabularnewline
13 & 0.083553 & 0.6418 & 0.261749 \tabularnewline
14 & -0.129052 & -0.9913 & 0.162802 \tabularnewline
15 & -0.107798 & -0.828 & 0.205501 \tabularnewline
16 & -0.115047 & -0.8837 & 0.190225 \tabularnewline
17 & 0.016472 & 0.1265 & 0.449872 \tabularnewline
18 & -0.12095 & -0.929 & 0.178328 \tabularnewline
19 & -0.021534 & -0.1654 & 0.434594 \tabularnewline
20 & -0.184489 & -1.4171 & 0.080858 \tabularnewline
21 & -0.180947 & -1.3899 & 0.084893 \tabularnewline
22 & 0.09361 & 0.719 & 0.23748 \tabularnewline
23 & -0.070234 & -0.5395 & 0.295794 \tabularnewline
24 & -0.074191 & -0.5699 & 0.285465 \tabularnewline
25 & -0.14445 & -1.1095 & 0.135849 \tabularnewline
26 & -0.155849 & -1.1971 & 0.118028 \tabularnewline
27 & -0.09823 & -0.7545 & 0.226769 \tabularnewline
28 & -0.082819 & -0.6361 & 0.263571 \tabularnewline
29 & 0.073552 & 0.565 & 0.287121 \tabularnewline
30 & -0.054601 & -0.4194 & 0.338224 \tabularnewline
31 & 0.045322 & 0.3481 & 0.364494 \tabularnewline
32 & 0.04182 & 0.3212 & 0.374588 \tabularnewline
33 & -0.033841 & -0.2599 & 0.397909 \tabularnewline
34 & -0.035072 & -0.2694 & 0.394284 \tabularnewline
35 & -0.133951 & -1.0289 & 0.153864 \tabularnewline
36 & 0.05084 & 0.3905 & 0.348784 \tabularnewline
37 & 0.034221 & 0.2629 & 0.396789 \tabularnewline
38 & -0.071427 & -0.5486 & 0.292661 \tabularnewline
39 & 0.062361 & 0.479 & 0.316852 \tabularnewline
40 & -0.041411 & -0.3181 & 0.375773 \tabularnewline
41 & -0.104006 & -0.7989 & 0.213781 \tabularnewline
42 & -0.105351 & -0.8092 & 0.210821 \tabularnewline
43 & -0.107255 & -0.8238 & 0.206675 \tabularnewline
44 & -0.036525 & -0.2806 & 0.390017 \tabularnewline
45 & -0.074673 & -0.5736 & 0.284219 \tabularnewline
46 & -0.168113 & -1.2913 & 0.100818 \tabularnewline
47 & 0.035934 & 0.276 & 0.39175 \tabularnewline
48 & -0.003674 & -0.0282 & 0.488791 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164295&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]0.128561[/C][C]0.9875[/C][C]0.163716[/C][/ROW]
[ROW][C]2[/C][C]-0.268712[/C][C]-2.064[/C][C]0.021711[/C][/ROW]
[ROW][C]3[/C][C]-0.311808[/C][C]-2.395[/C][C]0.009906[/C][/ROW]
[ROW][C]4[/C][C]-0.053072[/C][C]-0.4077[/C][C]0.342501[/C][/ROW]
[ROW][C]5[/C][C]-0.191677[/C][C]-1.4723[/C][C]0.073128[/C][/ROW]
[ROW][C]6[/C][C]0.078557[/C][C]0.6034[/C][C]0.274276[/C][/ROW]
[ROW][C]7[/C][C]0.131931[/C][C]1.0134[/C][C]0.157509[/C][/ROW]
[ROW][C]8[/C][C]-0.074841[/C][C]-0.5749[/C][C]0.283784[/C][/ROW]
[ROW][C]9[/C][C]-0.020587[/C][C]-0.1581[/C][C]0.437447[/C][/ROW]
[ROW][C]10[/C][C]0.038094[/C][C]0.2926[/C][C]0.385426[/C][/ROW]
[ROW][C]11[/C][C]-0.001338[/C][C]-0.0103[/C][C]0.495919[/C][/ROW]
[ROW][C]12[/C][C]0.038556[/C][C]0.2962[/C][C]0.384075[/C][/ROW]
[ROW][C]13[/C][C]0.083553[/C][C]0.6418[/C][C]0.261749[/C][/ROW]
[ROW][C]14[/C][C]-0.129052[/C][C]-0.9913[/C][C]0.162802[/C][/ROW]
[ROW][C]15[/C][C]-0.107798[/C][C]-0.828[/C][C]0.205501[/C][/ROW]
[ROW][C]16[/C][C]-0.115047[/C][C]-0.8837[/C][C]0.190225[/C][/ROW]
[ROW][C]17[/C][C]0.016472[/C][C]0.1265[/C][C]0.449872[/C][/ROW]
[ROW][C]18[/C][C]-0.12095[/C][C]-0.929[/C][C]0.178328[/C][/ROW]
[ROW][C]19[/C][C]-0.021534[/C][C]-0.1654[/C][C]0.434594[/C][/ROW]
[ROW][C]20[/C][C]-0.184489[/C][C]-1.4171[/C][C]0.080858[/C][/ROW]
[ROW][C]21[/C][C]-0.180947[/C][C]-1.3899[/C][C]0.084893[/C][/ROW]
[ROW][C]22[/C][C]0.09361[/C][C]0.719[/C][C]0.23748[/C][/ROW]
[ROW][C]23[/C][C]-0.070234[/C][C]-0.5395[/C][C]0.295794[/C][/ROW]
[ROW][C]24[/C][C]-0.074191[/C][C]-0.5699[/C][C]0.285465[/C][/ROW]
[ROW][C]25[/C][C]-0.14445[/C][C]-1.1095[/C][C]0.135849[/C][/ROW]
[ROW][C]26[/C][C]-0.155849[/C][C]-1.1971[/C][C]0.118028[/C][/ROW]
[ROW][C]27[/C][C]-0.09823[/C][C]-0.7545[/C][C]0.226769[/C][/ROW]
[ROW][C]28[/C][C]-0.082819[/C][C]-0.6361[/C][C]0.263571[/C][/ROW]
[ROW][C]29[/C][C]0.073552[/C][C]0.565[/C][C]0.287121[/C][/ROW]
[ROW][C]30[/C][C]-0.054601[/C][C]-0.4194[/C][C]0.338224[/C][/ROW]
[ROW][C]31[/C][C]0.045322[/C][C]0.3481[/C][C]0.364494[/C][/ROW]
[ROW][C]32[/C][C]0.04182[/C][C]0.3212[/C][C]0.374588[/C][/ROW]
[ROW][C]33[/C][C]-0.033841[/C][C]-0.2599[/C][C]0.397909[/C][/ROW]
[ROW][C]34[/C][C]-0.035072[/C][C]-0.2694[/C][C]0.394284[/C][/ROW]
[ROW][C]35[/C][C]-0.133951[/C][C]-1.0289[/C][C]0.153864[/C][/ROW]
[ROW][C]36[/C][C]0.05084[/C][C]0.3905[/C][C]0.348784[/C][/ROW]
[ROW][C]37[/C][C]0.034221[/C][C]0.2629[/C][C]0.396789[/C][/ROW]
[ROW][C]38[/C][C]-0.071427[/C][C]-0.5486[/C][C]0.292661[/C][/ROW]
[ROW][C]39[/C][C]0.062361[/C][C]0.479[/C][C]0.316852[/C][/ROW]
[ROW][C]40[/C][C]-0.041411[/C][C]-0.3181[/C][C]0.375773[/C][/ROW]
[ROW][C]41[/C][C]-0.104006[/C][C]-0.7989[/C][C]0.213781[/C][/ROW]
[ROW][C]42[/C][C]-0.105351[/C][C]-0.8092[/C][C]0.210821[/C][/ROW]
[ROW][C]43[/C][C]-0.107255[/C][C]-0.8238[/C][C]0.206675[/C][/ROW]
[ROW][C]44[/C][C]-0.036525[/C][C]-0.2806[/C][C]0.390017[/C][/ROW]
[ROW][C]45[/C][C]-0.074673[/C][C]-0.5736[/C][C]0.284219[/C][/ROW]
[ROW][C]46[/C][C]-0.168113[/C][C]-1.2913[/C][C]0.100818[/C][/ROW]
[ROW][C]47[/C][C]0.035934[/C][C]0.276[/C][C]0.39175[/C][/ROW]
[ROW][C]48[/C][C]-0.003674[/C][C]-0.0282[/C][C]0.488791[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164295&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164295&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
10.1285610.98750.163716
2-0.268712-2.0640.021711
3-0.311808-2.3950.009906
4-0.053072-0.40770.342501
5-0.191677-1.47230.073128
60.0785570.60340.274276
70.1319311.01340.157509
8-0.074841-0.57490.283784
9-0.020587-0.15810.437447
100.0380940.29260.385426
11-0.001338-0.01030.495919
120.0385560.29620.384075
130.0835530.64180.261749
14-0.129052-0.99130.162802
15-0.107798-0.8280.205501
16-0.115047-0.88370.190225
170.0164720.12650.449872
18-0.12095-0.9290.178328
19-0.021534-0.16540.434594
20-0.184489-1.41710.080858
21-0.180947-1.38990.084893
220.093610.7190.23748
23-0.070234-0.53950.295794
24-0.074191-0.56990.285465
25-0.14445-1.10950.135849
26-0.155849-1.19710.118028
27-0.09823-0.75450.226769
28-0.082819-0.63610.263571
290.0735520.5650.287121
30-0.054601-0.41940.338224
310.0453220.34810.364494
320.041820.32120.374588
33-0.033841-0.25990.397909
34-0.035072-0.26940.394284
35-0.133951-1.02890.153864
360.050840.39050.348784
370.0342210.26290.396789
38-0.071427-0.54860.292661
390.0623610.4790.316852
40-0.041411-0.31810.375773
41-0.104006-0.79890.213781
42-0.105351-0.80920.210821
43-0.107255-0.82380.206675
44-0.036525-0.28060.390017
45-0.074673-0.57360.284219
46-0.168113-1.29130.100818
470.0359340.2760.39175
48-0.003674-0.02820.488791


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')