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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, 26 Mar 2012 06:09:18 -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/Mar/26/t1332756651wwbberk688j57wi.htm/, Retrieved Wed, 01 May 2024 23:25:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=164134, Retrieved Wed, 01 May 2024 23:25:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact85

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] [Autocorrelatie St...] [2012-03-26 10:09:18] [c7c61aaff161b25e5153c41aabf1c02e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
98.01
99.2
100.7
106.41
107.51
107.1
99.75
98.96
107.26
107.11
107.2
107.65
104.78
105.56
107.95
107.11
107.47
107.06
99.71
99.6
107.19
107.26
113.24
113.52
110.48
111.41
115.5
118.32
118.42
117.5
110.23
109.19
118.41
118.3
116.1
114.11
113.41
114.33
116.61
123.64
123.77
123.39
116.03
114.95
123.4
123.53
114.45
114.26
114.35
112.77
115.31
114.93
116.38
115.07
105
103.43
114.52
115.04
117.16
115

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=164134&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=164134&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164134&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
10.0617850.47460.31842
2-0.43007-3.30340.000813
3-0.18031-1.3850.085635
4-0.131476-1.00990.158337
50.1490641.1450.12842
60.2890452.22020.01513
70.0183220.14070.44428
8-0.082796-0.6360.263629
9-0.134418-1.03250.153029
10-0.365225-2.80530.003398
110.062220.47790.317237
120.5698174.37682.5e-05
130.0747410.57410.284042
14-0.332292-2.55240.006654
15-0.211621-1.62550.054694
16-0.080236-0.61630.270033
170.1719911.32110.095787
180.2410961.85190.034523
190.1383781.06290.146079
20-0.179114-1.37580.087042
21-0.144547-1.11030.135689
22-0.167039-1.28310.102246
230.0259510.19930.421345
240.3956383.0390.001767
250.0594410.45660.324826
26-0.292813-2.24910.014125
27-0.156274-1.20040.117398
280.0118150.09080.463997
290.0751720.57740.282931
300.1673931.28580.101773
310.0746220.57320.284349
32-0.18174-1.3960.083977
33-0.092289-0.70890.240593
34-0.060235-0.46270.322651
350.0172280.13230.447586
360.3366252.58570.006104
370.026650.20470.419254
38-0.207954-1.59730.057768
39-0.056976-0.43760.331623
400.0232510.17860.429434
410.0310910.23880.406039
420.0766390.58870.279164
43-0.029314-0.22520.411314
44-0.044276-0.34010.367497
45-0.020115-0.15450.438869
46-0.10508-0.80710.211415
470.0198030.15210.439811
480.1634181.25520.10717

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.061785 & 0.4746 & 0.31842 \tabularnewline
2 & -0.43007 & -3.3034 & 0.000813 \tabularnewline
3 & -0.18031 & -1.385 & 0.085635 \tabularnewline
4 & -0.131476 & -1.0099 & 0.158337 \tabularnewline
5 & 0.149064 & 1.145 & 0.12842 \tabularnewline
6 & 0.289045 & 2.2202 & 0.01513 \tabularnewline
7 & 0.018322 & 0.1407 & 0.44428 \tabularnewline
8 & -0.082796 & -0.636 & 0.263629 \tabularnewline
9 & -0.134418 & -1.0325 & 0.153029 \tabularnewline
10 & -0.365225 & -2.8053 & 0.003398 \tabularnewline
11 & 0.06222 & 0.4779 & 0.317237 \tabularnewline
12 & 0.569817 & 4.3768 & 2.5e-05 \tabularnewline
13 & 0.074741 & 0.5741 & 0.284042 \tabularnewline
14 & -0.332292 & -2.5524 & 0.006654 \tabularnewline
15 & -0.211621 & -1.6255 & 0.054694 \tabularnewline
16 & -0.080236 & -0.6163 & 0.270033 \tabularnewline
17 & 0.171991 & 1.3211 & 0.095787 \tabularnewline
18 & 0.241096 & 1.8519 & 0.034523 \tabularnewline
19 & 0.138378 & 1.0629 & 0.146079 \tabularnewline
20 & -0.179114 & -1.3758 & 0.087042 \tabularnewline
21 & -0.144547 & -1.1103 & 0.135689 \tabularnewline
22 & -0.167039 & -1.2831 & 0.102246 \tabularnewline
23 & 0.025951 & 0.1993 & 0.421345 \tabularnewline
24 & 0.395638 & 3.039 & 0.001767 \tabularnewline
25 & 0.059441 & 0.4566 & 0.324826 \tabularnewline
26 & -0.292813 & -2.2491 & 0.014125 \tabularnewline
27 & -0.156274 & -1.2004 & 0.117398 \tabularnewline
28 & 0.011815 & 0.0908 & 0.463997 \tabularnewline
29 & 0.075172 & 0.5774 & 0.282931 \tabularnewline
30 & 0.167393 & 1.2858 & 0.101773 \tabularnewline
31 & 0.074622 & 0.5732 & 0.284349 \tabularnewline
32 & -0.18174 & -1.396 & 0.083977 \tabularnewline
33 & -0.092289 & -0.7089 & 0.240593 \tabularnewline
34 & -0.060235 & -0.4627 & 0.322651 \tabularnewline
35 & 0.017228 & 0.1323 & 0.447586 \tabularnewline
36 & 0.336625 & 2.5857 & 0.006104 \tabularnewline
37 & 0.02665 & 0.2047 & 0.419254 \tabularnewline
38 & -0.207954 & -1.5973 & 0.057768 \tabularnewline
39 & -0.056976 & -0.4376 & 0.331623 \tabularnewline
40 & 0.023251 & 0.1786 & 0.429434 \tabularnewline
41 & 0.031091 & 0.2388 & 0.406039 \tabularnewline
42 & 0.076639 & 0.5887 & 0.279164 \tabularnewline
43 & -0.029314 & -0.2252 & 0.411314 \tabularnewline
44 & -0.044276 & -0.3401 & 0.367497 \tabularnewline
45 & -0.020115 & -0.1545 & 0.438869 \tabularnewline
46 & -0.10508 & -0.8071 & 0.211415 \tabularnewline
47 & 0.019803 & 0.1521 & 0.439811 \tabularnewline
48 & 0.163418 & 1.2552 & 0.10717 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164134&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]0.061785[/C][C]0.4746[/C][C]0.31842[/C][/ROW]
[ROW][C]2[/C][C]-0.43007[/C][C]-3.3034[/C][C]0.000813[/C][/ROW]
[ROW][C]3[/C][C]-0.18031[/C][C]-1.385[/C][C]0.085635[/C][/ROW]
[ROW][C]4[/C][C]-0.131476[/C][C]-1.0099[/C][C]0.158337[/C][/ROW]
[ROW][C]5[/C][C]0.149064[/C][C]1.145[/C][C]0.12842[/C][/ROW]
[ROW][C]6[/C][C]0.289045[/C][C]2.2202[/C][C]0.01513[/C][/ROW]
[ROW][C]7[/C][C]0.018322[/C][C]0.1407[/C][C]0.44428[/C][/ROW]
[ROW][C]8[/C][C]-0.082796[/C][C]-0.636[/C][C]0.263629[/C][/ROW]
[ROW][C]9[/C][C]-0.134418[/C][C]-1.0325[/C][C]0.153029[/C][/ROW]
[ROW][C]10[/C][C]-0.365225[/C][C]-2.8053[/C][C]0.003398[/C][/ROW]
[ROW][C]11[/C][C]0.06222[/C][C]0.4779[/C][C]0.317237[/C][/ROW]
[ROW][C]12[/C][C]0.569817[/C][C]4.3768[/C][C]2.5e-05[/C][/ROW]
[ROW][C]13[/C][C]0.074741[/C][C]0.5741[/C][C]0.284042[/C][/ROW]
[ROW][C]14[/C][C]-0.332292[/C][C]-2.5524[/C][C]0.006654[/C][/ROW]
[ROW][C]15[/C][C]-0.211621[/C][C]-1.6255[/C][C]0.054694[/C][/ROW]
[ROW][C]16[/C][C]-0.080236[/C][C]-0.6163[/C][C]0.270033[/C][/ROW]
[ROW][C]17[/C][C]0.171991[/C][C]1.3211[/C][C]0.095787[/C][/ROW]
[ROW][C]18[/C][C]0.241096[/C][C]1.8519[/C][C]0.034523[/C][/ROW]
[ROW][C]19[/C][C]0.138378[/C][C]1.0629[/C][C]0.146079[/C][/ROW]
[ROW][C]20[/C][C]-0.179114[/C][C]-1.3758[/C][C]0.087042[/C][/ROW]
[ROW][C]21[/C][C]-0.144547[/C][C]-1.1103[/C][C]0.135689[/C][/ROW]
[ROW][C]22[/C][C]-0.167039[/C][C]-1.2831[/C][C]0.102246[/C][/ROW]
[ROW][C]23[/C][C]0.025951[/C][C]0.1993[/C][C]0.421345[/C][/ROW]
[ROW][C]24[/C][C]0.395638[/C][C]3.039[/C][C]0.001767[/C][/ROW]
[ROW][C]25[/C][C]0.059441[/C][C]0.4566[/C][C]0.324826[/C][/ROW]
[ROW][C]26[/C][C]-0.292813[/C][C]-2.2491[/C][C]0.014125[/C][/ROW]
[ROW][C]27[/C][C]-0.156274[/C][C]-1.2004[/C][C]0.117398[/C][/ROW]
[ROW][C]28[/C][C]0.011815[/C][C]0.0908[/C][C]0.463997[/C][/ROW]
[ROW][C]29[/C][C]0.075172[/C][C]0.5774[/C][C]0.282931[/C][/ROW]
[ROW][C]30[/C][C]0.167393[/C][C]1.2858[/C][C]0.101773[/C][/ROW]
[ROW][C]31[/C][C]0.074622[/C][C]0.5732[/C][C]0.284349[/C][/ROW]
[ROW][C]32[/C][C]-0.18174[/C][C]-1.396[/C][C]0.083977[/C][/ROW]
[ROW][C]33[/C][C]-0.092289[/C][C]-0.7089[/C][C]0.240593[/C][/ROW]
[ROW][C]34[/C][C]-0.060235[/C][C]-0.4627[/C][C]0.322651[/C][/ROW]
[ROW][C]35[/C][C]0.017228[/C][C]0.1323[/C][C]0.447586[/C][/ROW]
[ROW][C]36[/C][C]0.336625[/C][C]2.5857[/C][C]0.006104[/C][/ROW]
[ROW][C]37[/C][C]0.02665[/C][C]0.2047[/C][C]0.419254[/C][/ROW]
[ROW][C]38[/C][C]-0.207954[/C][C]-1.5973[/C][C]0.057768[/C][/ROW]
[ROW][C]39[/C][C]-0.056976[/C][C]-0.4376[/C][C]0.331623[/C][/ROW]
[ROW][C]40[/C][C]0.023251[/C][C]0.1786[/C][C]0.429434[/C][/ROW]
[ROW][C]41[/C][C]0.031091[/C][C]0.2388[/C][C]0.406039[/C][/ROW]
[ROW][C]42[/C][C]0.076639[/C][C]0.5887[/C][C]0.279164[/C][/ROW]
[ROW][C]43[/C][C]-0.029314[/C][C]-0.2252[/C][C]0.411314[/C][/ROW]
[ROW][C]44[/C][C]-0.044276[/C][C]-0.3401[/C][C]0.367497[/C][/ROW]
[ROW][C]45[/C][C]-0.020115[/C][C]-0.1545[/C][C]0.438869[/C][/ROW]
[ROW][C]46[/C][C]-0.10508[/C][C]-0.8071[/C][C]0.211415[/C][/ROW]
[ROW][C]47[/C][C]0.019803[/C][C]0.1521[/C][C]0.439811[/C][/ROW]
[ROW][C]48[/C][C]0.163418[/C][C]1.2552[/C][C]0.10717[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164134&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164134&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
10.0617850.47460.31842
2-0.43007-3.30340.000813
3-0.18031-1.3850.085635
4-0.131476-1.00990.158337
50.1490641.1450.12842
60.2890452.22020.01513
70.0183220.14070.44428
8-0.082796-0.6360.263629
9-0.134418-1.03250.153029
10-0.365225-2.80530.003398
110.062220.47790.317237
120.5698174.37682.5e-05
130.0747410.57410.284042
14-0.332292-2.55240.006654
15-0.211621-1.62550.054694
16-0.080236-0.61630.270033
170.1719911.32110.095787
180.2410961.85190.034523
190.1383781.06290.146079
20-0.179114-1.37580.087042
21-0.144547-1.11030.135689
22-0.167039-1.28310.102246
230.0259510.19930.421345
240.3956383.0390.001767
250.0594410.45660.324826
26-0.292813-2.24910.014125
27-0.156274-1.20040.117398
280.0118150.09080.463997
290.0751720.57740.282931
300.1673931.28580.101773
310.0746220.57320.284349
32-0.18174-1.3960.083977
33-0.092289-0.70890.240593
34-0.060235-0.46270.322651
350.0172280.13230.447586
360.3366252.58570.006104
370.026650.20470.419254
38-0.207954-1.59730.057768
39-0.056976-0.43760.331623
400.0232510.17860.429434
410.0310910.23880.406039
420.0766390.58870.279164
43-0.029314-0.22520.411314
44-0.044276-0.34010.367497
45-0.020115-0.15450.438869
46-0.10508-0.80710.211415
470.0198030.15210.439811
480.1634181.25520.10717






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0617850.47460.31842
2-0.43555-3.34550.000716
3-0.142783-1.09670.138606
4-0.379066-2.91170.002534
50.0097670.0750.470227
60.0438460.33680.368735
70.0471960.36250.359129
80.1102710.8470.200207
9-0.012686-0.09740.461353
10-0.393943-3.02590.001835
11-0.083179-0.63890.262676
120.2800482.15110.017788
13-0.010927-0.08390.466697
14-0.128047-0.98360.164676
15-0.054098-0.41550.339628
16-0.027277-0.20950.417381
17-0.049752-0.38220.351861
18-0.030381-0.23340.408144
190.2969682.28110.013086
20-0.215138-1.65250.051872
210.1344961.03310.152891
22-0.008399-0.06450.474388
230.0216290.16610.434309
24-0.067882-0.52140.302017
25-0.047217-0.36270.359069
26-0.048934-0.37590.354181
27-0.057778-0.44380.329405
280.0738990.56760.28622
29-0.017244-0.13250.447539
30-0.103762-0.7970.214319
31-0.030122-0.23140.408913
32-0.061227-0.47030.319938
330.0371990.28570.388043
34-0.059911-0.46020.323536
350.0385930.29640.383969
360.0344460.26460.396125
37-0.036627-0.28130.389718
380.0845690.64960.259239
390.1399271.07480.143419
40-0.015396-0.11830.453133
41-0.015554-0.11950.452654
42-0.060002-0.46090.323287
43-0.150528-1.15620.126124
440.1474661.13270.130959
45-0.070393-0.54070.295376
46-0.015113-0.11610.45399
47-0.060374-0.46370.32227
48-0.042335-0.32520.373096

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.061785 & 0.4746 & 0.31842 \tabularnewline
2 & -0.43555 & -3.3455 & 0.000716 \tabularnewline
3 & -0.142783 & -1.0967 & 0.138606 \tabularnewline
4 & -0.379066 & -2.9117 & 0.002534 \tabularnewline
5 & 0.009767 & 0.075 & 0.470227 \tabularnewline
6 & 0.043846 & 0.3368 & 0.368735 \tabularnewline
7 & 0.047196 & 0.3625 & 0.359129 \tabularnewline
8 & 0.110271 & 0.847 & 0.200207 \tabularnewline
9 & -0.012686 & -0.0974 & 0.461353 \tabularnewline
10 & -0.393943 & -3.0259 & 0.001835 \tabularnewline
11 & -0.083179 & -0.6389 & 0.262676 \tabularnewline
12 & 0.280048 & 2.1511 & 0.017788 \tabularnewline
13 & -0.010927 & -0.0839 & 0.466697 \tabularnewline
14 & -0.128047 & -0.9836 & 0.164676 \tabularnewline
15 & -0.054098 & -0.4155 & 0.339628 \tabularnewline
16 & -0.027277 & -0.2095 & 0.417381 \tabularnewline
17 & -0.049752 & -0.3822 & 0.351861 \tabularnewline
18 & -0.030381 & -0.2334 & 0.408144 \tabularnewline
19 & 0.296968 & 2.2811 & 0.013086 \tabularnewline
20 & -0.215138 & -1.6525 & 0.051872 \tabularnewline
21 & 0.134496 & 1.0331 & 0.152891 \tabularnewline
22 & -0.008399 & -0.0645 & 0.474388 \tabularnewline
23 & 0.021629 & 0.1661 & 0.434309 \tabularnewline
24 & -0.067882 & -0.5214 & 0.302017 \tabularnewline
25 & -0.047217 & -0.3627 & 0.359069 \tabularnewline
26 & -0.048934 & -0.3759 & 0.354181 \tabularnewline
27 & -0.057778 & -0.4438 & 0.329405 \tabularnewline
28 & 0.073899 & 0.5676 & 0.28622 \tabularnewline
29 & -0.017244 & -0.1325 & 0.447539 \tabularnewline
30 & -0.103762 & -0.797 & 0.214319 \tabularnewline
31 & -0.030122 & -0.2314 & 0.408913 \tabularnewline
32 & -0.061227 & -0.4703 & 0.319938 \tabularnewline
33 & 0.037199 & 0.2857 & 0.388043 \tabularnewline
34 & -0.059911 & -0.4602 & 0.323536 \tabularnewline
35 & 0.038593 & 0.2964 & 0.383969 \tabularnewline
36 & 0.034446 & 0.2646 & 0.396125 \tabularnewline
37 & -0.036627 & -0.2813 & 0.389718 \tabularnewline
38 & 0.084569 & 0.6496 & 0.259239 \tabularnewline
39 & 0.139927 & 1.0748 & 0.143419 \tabularnewline
40 & -0.015396 & -0.1183 & 0.453133 \tabularnewline
41 & -0.015554 & -0.1195 & 0.452654 \tabularnewline
42 & -0.060002 & -0.4609 & 0.323287 \tabularnewline
43 & -0.150528 & -1.1562 & 0.126124 \tabularnewline
44 & 0.147466 & 1.1327 & 0.130959 \tabularnewline
45 & -0.070393 & -0.5407 & 0.295376 \tabularnewline
46 & -0.015113 & -0.1161 & 0.45399 \tabularnewline
47 & -0.060374 & -0.4637 & 0.32227 \tabularnewline
48 & -0.042335 & -0.3252 & 0.373096 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164134&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]0.061785[/C][C]0.4746[/C][C]0.31842[/C][/ROW]
[ROW][C]2[/C][C]-0.43555[/C][C]-3.3455[/C][C]0.000716[/C][/ROW]
[ROW][C]3[/C][C]-0.142783[/C][C]-1.0967[/C][C]0.138606[/C][/ROW]
[ROW][C]4[/C][C]-0.379066[/C][C]-2.9117[/C][C]0.002534[/C][/ROW]
[ROW][C]5[/C][C]0.009767[/C][C]0.075[/C][C]0.470227[/C][/ROW]
[ROW][C]6[/C][C]0.043846[/C][C]0.3368[/C][C]0.368735[/C][/ROW]
[ROW][C]7[/C][C]0.047196[/C][C]0.3625[/C][C]0.359129[/C][/ROW]
[ROW][C]8[/C][C]0.110271[/C][C]0.847[/C][C]0.200207[/C][/ROW]
[ROW][C]9[/C][C]-0.012686[/C][C]-0.0974[/C][C]0.461353[/C][/ROW]
[ROW][C]10[/C][C]-0.393943[/C][C]-3.0259[/C][C]0.001835[/C][/ROW]
[ROW][C]11[/C][C]-0.083179[/C][C]-0.6389[/C][C]0.262676[/C][/ROW]
[ROW][C]12[/C][C]0.280048[/C][C]2.1511[/C][C]0.017788[/C][/ROW]
[ROW][C]13[/C][C]-0.010927[/C][C]-0.0839[/C][C]0.466697[/C][/ROW]
[ROW][C]14[/C][C]-0.128047[/C][C]-0.9836[/C][C]0.164676[/C][/ROW]
[ROW][C]15[/C][C]-0.054098[/C][C]-0.4155[/C][C]0.339628[/C][/ROW]
[ROW][C]16[/C][C]-0.027277[/C][C]-0.2095[/C][C]0.417381[/C][/ROW]
[ROW][C]17[/C][C]-0.049752[/C][C]-0.3822[/C][C]0.351861[/C][/ROW]
[ROW][C]18[/C][C]-0.030381[/C][C]-0.2334[/C][C]0.408144[/C][/ROW]
[ROW][C]19[/C][C]0.296968[/C][C]2.2811[/C][C]0.013086[/C][/ROW]
[ROW][C]20[/C][C]-0.215138[/C][C]-1.6525[/C][C]0.051872[/C][/ROW]
[ROW][C]21[/C][C]0.134496[/C][C]1.0331[/C][C]0.152891[/C][/ROW]
[ROW][C]22[/C][C]-0.008399[/C][C]-0.0645[/C][C]0.474388[/C][/ROW]
[ROW][C]23[/C][C]0.021629[/C][C]0.1661[/C][C]0.434309[/C][/ROW]
[ROW][C]24[/C][C]-0.067882[/C][C]-0.5214[/C][C]0.302017[/C][/ROW]
[ROW][C]25[/C][C]-0.047217[/C][C]-0.3627[/C][C]0.359069[/C][/ROW]
[ROW][C]26[/C][C]-0.048934[/C][C]-0.3759[/C][C]0.354181[/C][/ROW]
[ROW][C]27[/C][C]-0.057778[/C][C]-0.4438[/C][C]0.329405[/C][/ROW]
[ROW][C]28[/C][C]0.073899[/C][C]0.5676[/C][C]0.28622[/C][/ROW]
[ROW][C]29[/C][C]-0.017244[/C][C]-0.1325[/C][C]0.447539[/C][/ROW]
[ROW][C]30[/C][C]-0.103762[/C][C]-0.797[/C][C]0.214319[/C][/ROW]
[ROW][C]31[/C][C]-0.030122[/C][C]-0.2314[/C][C]0.408913[/C][/ROW]
[ROW][C]32[/C][C]-0.061227[/C][C]-0.4703[/C][C]0.319938[/C][/ROW]
[ROW][C]33[/C][C]0.037199[/C][C]0.2857[/C][C]0.388043[/C][/ROW]
[ROW][C]34[/C][C]-0.059911[/C][C]-0.4602[/C][C]0.323536[/C][/ROW]
[ROW][C]35[/C][C]0.038593[/C][C]0.2964[/C][C]0.383969[/C][/ROW]
[ROW][C]36[/C][C]0.034446[/C][C]0.2646[/C][C]0.396125[/C][/ROW]
[ROW][C]37[/C][C]-0.036627[/C][C]-0.2813[/C][C]0.389718[/C][/ROW]
[ROW][C]38[/C][C]0.084569[/C][C]0.6496[/C][C]0.259239[/C][/ROW]
[ROW][C]39[/C][C]0.139927[/C][C]1.0748[/C][C]0.143419[/C][/ROW]
[ROW][C]40[/C][C]-0.015396[/C][C]-0.1183[/C][C]0.453133[/C][/ROW]
[ROW][C]41[/C][C]-0.015554[/C][C]-0.1195[/C][C]0.452654[/C][/ROW]
[ROW][C]42[/C][C]-0.060002[/C][C]-0.4609[/C][C]0.323287[/C][/ROW]
[ROW][C]43[/C][C]-0.150528[/C][C]-1.1562[/C][C]0.126124[/C][/ROW]
[ROW][C]44[/C][C]0.147466[/C][C]1.1327[/C][C]0.130959[/C][/ROW]
[ROW][C]45[/C][C]-0.070393[/C][C]-0.5407[/C][C]0.295376[/C][/ROW]
[ROW][C]46[/C][C]-0.015113[/C][C]-0.1161[/C][C]0.45399[/C][/ROW]
[ROW][C]47[/C][C]-0.060374[/C][C]-0.4637[/C][C]0.32227[/C][/ROW]
[ROW][C]48[/C][C]-0.042335[/C][C]-0.3252[/C][C]0.373096[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164134&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164134&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
10.0617850.47460.31842
2-0.43555-3.34550.000716
3-0.142783-1.09670.138606
4-0.379066-2.91170.002534
50.0097670.0750.470227
60.0438460.33680.368735
70.0471960.36250.359129
80.1102710.8470.200207
9-0.012686-0.09740.461353
10-0.393943-3.02590.001835
11-0.083179-0.63890.262676
120.2800482.15110.017788
13-0.010927-0.08390.466697
14-0.128047-0.98360.164676
15-0.054098-0.41550.339628
16-0.027277-0.20950.417381
17-0.049752-0.38220.351861
18-0.030381-0.23340.408144
190.2969682.28110.013086
20-0.215138-1.65250.051872
210.1344961.03310.152891
22-0.008399-0.06450.474388
230.0216290.16610.434309
24-0.067882-0.52140.302017
25-0.047217-0.36270.359069
26-0.048934-0.37590.354181
27-0.057778-0.44380.329405
280.0738990.56760.28622
29-0.017244-0.13250.447539
30-0.103762-0.7970.214319
31-0.030122-0.23140.408913
32-0.061227-0.47030.319938
330.0371990.28570.388043
34-0.059911-0.46020.323536
350.0385930.29640.383969
360.0344460.26460.396125
37-0.036627-0.28130.389718
380.0845690.64960.259239
390.1399271.07480.143419
40-0.015396-0.11830.453133
41-0.015554-0.11950.452654
42-0.060002-0.46090.323287
43-0.150528-1.15620.126124
440.1474661.13270.130959
45-0.070393-0.54070.295376
46-0.015113-0.11610.45399
47-0.060374-0.46370.32227
48-0.042335-0.32520.373096


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')