FreeStatistics.org

Free Statistics

of Irreproducible Research!

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, 28 May 2012 17:47:54 -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/May/28/t1338241728byjedtbkklhvtvr.htm/, Retrieved Thu, 02 May 2024 13:24:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=167892, Retrieved Thu, 02 May 2024 13:24:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W12
Estimated Impact84

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 2.1] [2012-05-28 21:47:54] [919141dca056cde38faaf6352f12d0de] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
115,43
115,55
117,14
119,09
119,55
119,8
121,32
121,48
119,63
118,61
118,82
119,93
118,7
119,99
116,67
116,84
115,17
114,21
114,77
115,59
116,64
118,79
125,63
127,42
131,17
137,68
144,41
146,09
151,26
156,56
158,38
154,21
158,06
154,83
150,89
149,22
148,34
143,88
134,48
133,73
130,08
123,11
122,08
126,83
123,17
123,82
125,6
126,32
129,15
130,09
133,81
136,83
138,34
138,67
137,86
138,56
141,65
142,42
143,12
146,17
147,8
151,87
157,12
158,97
161,4
165,81
165,1
164,64
167,88
167,14
169,83
169,71

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167892&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167892&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167892&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9463828.03030
20.8786257.45540
30.8047796.82880
40.7135726.05490
50.6146435.21541e-06
60.5125514.34912.2e-05
70.4066113.45020.00047
80.3024412.56630.00618
90.2032291.72450.044459
100.1131640.96020.170077
110.0370860.31470.376957
12-0.025934-0.22010.413224
13-0.074255-0.63010.265319
14-0.109175-0.92640.178673
15-0.140945-1.1960.117818
16-0.163602-1.38820.084676
17-0.175611-1.49010.070281
18-0.185287-1.57220.060143
19-0.191949-1.62870.053868
20-0.196206-1.66490.050143
21-0.196233-1.66510.05012
22-0.189116-1.60470.056469
23-0.171416-1.45450.075075
24-0.151477-1.28530.101399
25-0.123336-1.04650.149406
26-0.088816-0.75360.226765
27-0.046888-0.39790.345957
28-0.002095-0.01780.492931
290.0422990.35890.360353
300.0987910.83830.202327
310.1537631.30470.098071
320.1938781.64510.052153
330.2309021.95930.026977
340.2594332.20140.015458
350.267492.26970.01311
360.2645412.24470.01393
370.2546552.16080.017018
380.2339391.9850.025475
390.1943371.6490.051752
400.1449361.22980.111384
410.0930720.78970.216137
420.0249230.21150.416554
43-0.043544-0.36950.356426
44-0.101331-0.85980.196371
45-0.156082-1.32440.09478
46-0.208334-1.76780.040668
47-0.249629-2.11820.018806
48-0.279504-2.37170.010192

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.946382 & 8.0303 & 0 \tabularnewline
2 & 0.878625 & 7.4554 & 0 \tabularnewline
3 & 0.804779 & 6.8288 & 0 \tabularnewline
4 & 0.713572 & 6.0549 & 0 \tabularnewline
5 & 0.614643 & 5.2154 & 1e-06 \tabularnewline
6 & 0.512551 & 4.3491 & 2.2e-05 \tabularnewline
7 & 0.406611 & 3.4502 & 0.00047 \tabularnewline
8 & 0.302441 & 2.5663 & 0.00618 \tabularnewline
9 & 0.203229 & 1.7245 & 0.044459 \tabularnewline
10 & 0.113164 & 0.9602 & 0.170077 \tabularnewline
11 & 0.037086 & 0.3147 & 0.376957 \tabularnewline
12 & -0.025934 & -0.2201 & 0.413224 \tabularnewline
13 & -0.074255 & -0.6301 & 0.265319 \tabularnewline
14 & -0.109175 & -0.9264 & 0.178673 \tabularnewline
15 & -0.140945 & -1.196 & 0.117818 \tabularnewline
16 & -0.163602 & -1.3882 & 0.084676 \tabularnewline
17 & -0.175611 & -1.4901 & 0.070281 \tabularnewline
18 & -0.185287 & -1.5722 & 0.060143 \tabularnewline
19 & -0.191949 & -1.6287 & 0.053868 \tabularnewline
20 & -0.196206 & -1.6649 & 0.050143 \tabularnewline
21 & -0.196233 & -1.6651 & 0.05012 \tabularnewline
22 & -0.189116 & -1.6047 & 0.056469 \tabularnewline
23 & -0.171416 & -1.4545 & 0.075075 \tabularnewline
24 & -0.151477 & -1.2853 & 0.101399 \tabularnewline
25 & -0.123336 & -1.0465 & 0.149406 \tabularnewline
26 & -0.088816 & -0.7536 & 0.226765 \tabularnewline
27 & -0.046888 & -0.3979 & 0.345957 \tabularnewline
28 & -0.002095 & -0.0178 & 0.492931 \tabularnewline
29 & 0.042299 & 0.3589 & 0.360353 \tabularnewline
30 & 0.098791 & 0.8383 & 0.202327 \tabularnewline
31 & 0.153763 & 1.3047 & 0.098071 \tabularnewline
32 & 0.193878 & 1.6451 & 0.052153 \tabularnewline
33 & 0.230902 & 1.9593 & 0.026977 \tabularnewline
34 & 0.259433 & 2.2014 & 0.015458 \tabularnewline
35 & 0.26749 & 2.2697 & 0.01311 \tabularnewline
36 & 0.264541 & 2.2447 & 0.01393 \tabularnewline
37 & 0.254655 & 2.1608 & 0.017018 \tabularnewline
38 & 0.233939 & 1.985 & 0.025475 \tabularnewline
39 & 0.194337 & 1.649 & 0.051752 \tabularnewline
40 & 0.144936 & 1.2298 & 0.111384 \tabularnewline
41 & 0.093072 & 0.7897 & 0.216137 \tabularnewline
42 & 0.024923 & 0.2115 & 0.416554 \tabularnewline
43 & -0.043544 & -0.3695 & 0.356426 \tabularnewline
44 & -0.101331 & -0.8598 & 0.196371 \tabularnewline
45 & -0.156082 & -1.3244 & 0.09478 \tabularnewline
46 & -0.208334 & -1.7678 & 0.040668 \tabularnewline
47 & -0.249629 & -2.1182 & 0.018806 \tabularnewline
48 & -0.279504 & -2.3717 & 0.010192 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167892&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]0.946382[/C][C]8.0303[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.878625[/C][C]7.4554[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.804779[/C][C]6.8288[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.713572[/C][C]6.0549[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.614643[/C][C]5.2154[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.512551[/C][C]4.3491[/C][C]2.2e-05[/C][/ROW]
[ROW][C]7[/C][C]0.406611[/C][C]3.4502[/C][C]0.00047[/C][/ROW]
[ROW][C]8[/C][C]0.302441[/C][C]2.5663[/C][C]0.00618[/C][/ROW]
[ROW][C]9[/C][C]0.203229[/C][C]1.7245[/C][C]0.044459[/C][/ROW]
[ROW][C]10[/C][C]0.113164[/C][C]0.9602[/C][C]0.170077[/C][/ROW]
[ROW][C]11[/C][C]0.037086[/C][C]0.3147[/C][C]0.376957[/C][/ROW]
[ROW][C]12[/C][C]-0.025934[/C][C]-0.2201[/C][C]0.413224[/C][/ROW]
[ROW][C]13[/C][C]-0.074255[/C][C]-0.6301[/C][C]0.265319[/C][/ROW]
[ROW][C]14[/C][C]-0.109175[/C][C]-0.9264[/C][C]0.178673[/C][/ROW]
[ROW][C]15[/C][C]-0.140945[/C][C]-1.196[/C][C]0.117818[/C][/ROW]
[ROW][C]16[/C][C]-0.163602[/C][C]-1.3882[/C][C]0.084676[/C][/ROW]
[ROW][C]17[/C][C]-0.175611[/C][C]-1.4901[/C][C]0.070281[/C][/ROW]
[ROW][C]18[/C][C]-0.185287[/C][C]-1.5722[/C][C]0.060143[/C][/ROW]
[ROW][C]19[/C][C]-0.191949[/C][C]-1.6287[/C][C]0.053868[/C][/ROW]
[ROW][C]20[/C][C]-0.196206[/C][C]-1.6649[/C][C]0.050143[/C][/ROW]
[ROW][C]21[/C][C]-0.196233[/C][C]-1.6651[/C][C]0.05012[/C][/ROW]
[ROW][C]22[/C][C]-0.189116[/C][C]-1.6047[/C][C]0.056469[/C][/ROW]
[ROW][C]23[/C][C]-0.171416[/C][C]-1.4545[/C][C]0.075075[/C][/ROW]
[ROW][C]24[/C][C]-0.151477[/C][C]-1.2853[/C][C]0.101399[/C][/ROW]
[ROW][C]25[/C][C]-0.123336[/C][C]-1.0465[/C][C]0.149406[/C][/ROW]
[ROW][C]26[/C][C]-0.088816[/C][C]-0.7536[/C][C]0.226765[/C][/ROW]
[ROW][C]27[/C][C]-0.046888[/C][C]-0.3979[/C][C]0.345957[/C][/ROW]
[ROW][C]28[/C][C]-0.002095[/C][C]-0.0178[/C][C]0.492931[/C][/ROW]
[ROW][C]29[/C][C]0.042299[/C][C]0.3589[/C][C]0.360353[/C][/ROW]
[ROW][C]30[/C][C]0.098791[/C][C]0.8383[/C][C]0.202327[/C][/ROW]
[ROW][C]31[/C][C]0.153763[/C][C]1.3047[/C][C]0.098071[/C][/ROW]
[ROW][C]32[/C][C]0.193878[/C][C]1.6451[/C][C]0.052153[/C][/ROW]
[ROW][C]33[/C][C]0.230902[/C][C]1.9593[/C][C]0.026977[/C][/ROW]
[ROW][C]34[/C][C]0.259433[/C][C]2.2014[/C][C]0.015458[/C][/ROW]
[ROW][C]35[/C][C]0.26749[/C][C]2.2697[/C][C]0.01311[/C][/ROW]
[ROW][C]36[/C][C]0.264541[/C][C]2.2447[/C][C]0.01393[/C][/ROW]
[ROW][C]37[/C][C]0.254655[/C][C]2.1608[/C][C]0.017018[/C][/ROW]
[ROW][C]38[/C][C]0.233939[/C][C]1.985[/C][C]0.025475[/C][/ROW]
[ROW][C]39[/C][C]0.194337[/C][C]1.649[/C][C]0.051752[/C][/ROW]
[ROW][C]40[/C][C]0.144936[/C][C]1.2298[/C][C]0.111384[/C][/ROW]
[ROW][C]41[/C][C]0.093072[/C][C]0.7897[/C][C]0.216137[/C][/ROW]
[ROW][C]42[/C][C]0.024923[/C][C]0.2115[/C][C]0.416554[/C][/ROW]
[ROW][C]43[/C][C]-0.043544[/C][C]-0.3695[/C][C]0.356426[/C][/ROW]
[ROW][C]44[/C][C]-0.101331[/C][C]-0.8598[/C][C]0.196371[/C][/ROW]
[ROW][C]45[/C][C]-0.156082[/C][C]-1.3244[/C][C]0.09478[/C][/ROW]
[ROW][C]46[/C][C]-0.208334[/C][C]-1.7678[/C][C]0.040668[/C][/ROW]
[ROW][C]47[/C][C]-0.249629[/C][C]-2.1182[/C][C]0.018806[/C][/ROW]
[ROW][C]48[/C][C]-0.279504[/C][C]-2.3717[/C][C]0.010192[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167892&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167892&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
10.9463828.03030
20.8786257.45540
30.8047796.82880
40.7135726.05490
50.6146435.21541e-06
60.5125514.34912.2e-05
70.4066113.45020.00047
80.3024412.56630.00618
90.2032291.72450.044459
100.1131640.96020.170077
110.0370860.31470.376957
12-0.025934-0.22010.413224
13-0.074255-0.63010.265319
14-0.109175-0.92640.178673
15-0.140945-1.1960.117818
16-0.163602-1.38820.084676
17-0.175611-1.49010.070281
18-0.185287-1.57220.060143
19-0.191949-1.62870.053868
20-0.196206-1.66490.050143
21-0.196233-1.66510.05012
22-0.189116-1.60470.056469
23-0.171416-1.45450.075075
24-0.151477-1.28530.101399
25-0.123336-1.04650.149406
26-0.088816-0.75360.226765
27-0.046888-0.39790.345957
28-0.002095-0.01780.492931
290.0422990.35890.360353
300.0987910.83830.202327
310.1537631.30470.098071
320.1938781.64510.052153
330.2309021.95930.026977
340.2594332.20140.015458
350.267492.26970.01311
360.2645412.24470.01393
370.2546552.16080.017018
380.2339391.9850.025475
390.1943371.6490.051752
400.1449361.22980.111384
410.0930720.78970.216137
420.0249230.21150.416554
43-0.043544-0.36950.356426
44-0.101331-0.85980.196371
45-0.156082-1.32440.09478
46-0.208334-1.76780.040668
47-0.249629-2.11820.018806
48-0.279504-2.37170.010192






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9463828.03030
2-0.163022-1.38330.085426
3-0.078841-0.6690.25282
4-0.200778-1.70370.046379
5-0.095235-0.80810.210849
6-0.075014-0.63650.263231
7-0.080348-0.68180.248785
8-0.039351-0.33390.36971
9-0.027423-0.23270.408331
100.0107480.09120.463794
110.0438460.3720.355476
120.023910.20290.419899
130.0367130.31150.378153
140.0122390.10390.458788
15-0.087114-0.73920.231099
16-0.013938-0.11830.453093
170.0001059e-040.499646
18-0.049752-0.42220.337082
19-0.032985-0.27990.390185
20-0.036061-0.3060.380248
210.0168210.14270.443451
220.0516870.43860.331141
230.0968730.8220.206896
240.0061190.05190.479366
250.0691150.58650.279702
260.0350410.29730.383533
270.0683650.58010.281831
280.0065710.05580.477843
29-0.008276-0.07020.472104
300.1293841.09790.137961
31-0.009769-0.08290.467082
32-0.096635-0.820.207467
330.0180810.15340.439247
34-0.022912-0.19440.423199
35-0.106417-0.9030.184774
36-0.028082-0.23830.406168
370.0124190.10540.458186
380.0070640.05990.476185
39-0.119593-1.01480.156803
40-0.038271-0.32470.37316
410.015660.13290.447331
42-0.156952-1.33180.093567
430.010620.09010.464223
440.0472530.4010.344821
45-0.012469-0.10580.458017
46-0.027672-0.23480.407514
470.019220.16310.435454
480.0263490.22360.411859

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.946382 & 8.0303 & 0 \tabularnewline
2 & -0.163022 & -1.3833 & 0.085426 \tabularnewline
3 & -0.078841 & -0.669 & 0.25282 \tabularnewline
4 & -0.200778 & -1.7037 & 0.046379 \tabularnewline
5 & -0.095235 & -0.8081 & 0.210849 \tabularnewline
6 & -0.075014 & -0.6365 & 0.263231 \tabularnewline
7 & -0.080348 & -0.6818 & 0.248785 \tabularnewline
8 & -0.039351 & -0.3339 & 0.36971 \tabularnewline
9 & -0.027423 & -0.2327 & 0.408331 \tabularnewline
10 & 0.010748 & 0.0912 & 0.463794 \tabularnewline
11 & 0.043846 & 0.372 & 0.355476 \tabularnewline
12 & 0.02391 & 0.2029 & 0.419899 \tabularnewline
13 & 0.036713 & 0.3115 & 0.378153 \tabularnewline
14 & 0.012239 & 0.1039 & 0.458788 \tabularnewline
15 & -0.087114 & -0.7392 & 0.231099 \tabularnewline
16 & -0.013938 & -0.1183 & 0.453093 \tabularnewline
17 & 0.000105 & 9e-04 & 0.499646 \tabularnewline
18 & -0.049752 & -0.4222 & 0.337082 \tabularnewline
19 & -0.032985 & -0.2799 & 0.390185 \tabularnewline
20 & -0.036061 & -0.306 & 0.380248 \tabularnewline
21 & 0.016821 & 0.1427 & 0.443451 \tabularnewline
22 & 0.051687 & 0.4386 & 0.331141 \tabularnewline
23 & 0.096873 & 0.822 & 0.206896 \tabularnewline
24 & 0.006119 & 0.0519 & 0.479366 \tabularnewline
25 & 0.069115 & 0.5865 & 0.279702 \tabularnewline
26 & 0.035041 & 0.2973 & 0.383533 \tabularnewline
27 & 0.068365 & 0.5801 & 0.281831 \tabularnewline
28 & 0.006571 & 0.0558 & 0.477843 \tabularnewline
29 & -0.008276 & -0.0702 & 0.472104 \tabularnewline
30 & 0.129384 & 1.0979 & 0.137961 \tabularnewline
31 & -0.009769 & -0.0829 & 0.467082 \tabularnewline
32 & -0.096635 & -0.82 & 0.207467 \tabularnewline
33 & 0.018081 & 0.1534 & 0.439247 \tabularnewline
34 & -0.022912 & -0.1944 & 0.423199 \tabularnewline
35 & -0.106417 & -0.903 & 0.184774 \tabularnewline
36 & -0.028082 & -0.2383 & 0.406168 \tabularnewline
37 & 0.012419 & 0.1054 & 0.458186 \tabularnewline
38 & 0.007064 & 0.0599 & 0.476185 \tabularnewline
39 & -0.119593 & -1.0148 & 0.156803 \tabularnewline
40 & -0.038271 & -0.3247 & 0.37316 \tabularnewline
41 & 0.01566 & 0.1329 & 0.447331 \tabularnewline
42 & -0.156952 & -1.3318 & 0.093567 \tabularnewline
43 & 0.01062 & 0.0901 & 0.464223 \tabularnewline
44 & 0.047253 & 0.401 & 0.344821 \tabularnewline
45 & -0.012469 & -0.1058 & 0.458017 \tabularnewline
46 & -0.027672 & -0.2348 & 0.407514 \tabularnewline
47 & 0.01922 & 0.1631 & 0.435454 \tabularnewline
48 & 0.026349 & 0.2236 & 0.411859 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167892&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]0.946382[/C][C]8.0303[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.163022[/C][C]-1.3833[/C][C]0.085426[/C][/ROW]
[ROW][C]3[/C][C]-0.078841[/C][C]-0.669[/C][C]0.25282[/C][/ROW]
[ROW][C]4[/C][C]-0.200778[/C][C]-1.7037[/C][C]0.046379[/C][/ROW]
[ROW][C]5[/C][C]-0.095235[/C][C]-0.8081[/C][C]0.210849[/C][/ROW]
[ROW][C]6[/C][C]-0.075014[/C][C]-0.6365[/C][C]0.263231[/C][/ROW]
[ROW][C]7[/C][C]-0.080348[/C][C]-0.6818[/C][C]0.248785[/C][/ROW]
[ROW][C]8[/C][C]-0.039351[/C][C]-0.3339[/C][C]0.36971[/C][/ROW]
[ROW][C]9[/C][C]-0.027423[/C][C]-0.2327[/C][C]0.408331[/C][/ROW]
[ROW][C]10[/C][C]0.010748[/C][C]0.0912[/C][C]0.463794[/C][/ROW]
[ROW][C]11[/C][C]0.043846[/C][C]0.372[/C][C]0.355476[/C][/ROW]
[ROW][C]12[/C][C]0.02391[/C][C]0.2029[/C][C]0.419899[/C][/ROW]
[ROW][C]13[/C][C]0.036713[/C][C]0.3115[/C][C]0.378153[/C][/ROW]
[ROW][C]14[/C][C]0.012239[/C][C]0.1039[/C][C]0.458788[/C][/ROW]
[ROW][C]15[/C][C]-0.087114[/C][C]-0.7392[/C][C]0.231099[/C][/ROW]
[ROW][C]16[/C][C]-0.013938[/C][C]-0.1183[/C][C]0.453093[/C][/ROW]
[ROW][C]17[/C][C]0.000105[/C][C]9e-04[/C][C]0.499646[/C][/ROW]
[ROW][C]18[/C][C]-0.049752[/C][C]-0.4222[/C][C]0.337082[/C][/ROW]
[ROW][C]19[/C][C]-0.032985[/C][C]-0.2799[/C][C]0.390185[/C][/ROW]
[ROW][C]20[/C][C]-0.036061[/C][C]-0.306[/C][C]0.380248[/C][/ROW]
[ROW][C]21[/C][C]0.016821[/C][C]0.1427[/C][C]0.443451[/C][/ROW]
[ROW][C]22[/C][C]0.051687[/C][C]0.4386[/C][C]0.331141[/C][/ROW]
[ROW][C]23[/C][C]0.096873[/C][C]0.822[/C][C]0.206896[/C][/ROW]
[ROW][C]24[/C][C]0.006119[/C][C]0.0519[/C][C]0.479366[/C][/ROW]
[ROW][C]25[/C][C]0.069115[/C][C]0.5865[/C][C]0.279702[/C][/ROW]
[ROW][C]26[/C][C]0.035041[/C][C]0.2973[/C][C]0.383533[/C][/ROW]
[ROW][C]27[/C][C]0.068365[/C][C]0.5801[/C][C]0.281831[/C][/ROW]
[ROW][C]28[/C][C]0.006571[/C][C]0.0558[/C][C]0.477843[/C][/ROW]
[ROW][C]29[/C][C]-0.008276[/C][C]-0.0702[/C][C]0.472104[/C][/ROW]
[ROW][C]30[/C][C]0.129384[/C][C]1.0979[/C][C]0.137961[/C][/ROW]
[ROW][C]31[/C][C]-0.009769[/C][C]-0.0829[/C][C]0.467082[/C][/ROW]
[ROW][C]32[/C][C]-0.096635[/C][C]-0.82[/C][C]0.207467[/C][/ROW]
[ROW][C]33[/C][C]0.018081[/C][C]0.1534[/C][C]0.439247[/C][/ROW]
[ROW][C]34[/C][C]-0.022912[/C][C]-0.1944[/C][C]0.423199[/C][/ROW]
[ROW][C]35[/C][C]-0.106417[/C][C]-0.903[/C][C]0.184774[/C][/ROW]
[ROW][C]36[/C][C]-0.028082[/C][C]-0.2383[/C][C]0.406168[/C][/ROW]
[ROW][C]37[/C][C]0.012419[/C][C]0.1054[/C][C]0.458186[/C][/ROW]
[ROW][C]38[/C][C]0.007064[/C][C]0.0599[/C][C]0.476185[/C][/ROW]
[ROW][C]39[/C][C]-0.119593[/C][C]-1.0148[/C][C]0.156803[/C][/ROW]
[ROW][C]40[/C][C]-0.038271[/C][C]-0.3247[/C][C]0.37316[/C][/ROW]
[ROW][C]41[/C][C]0.01566[/C][C]0.1329[/C][C]0.447331[/C][/ROW]
[ROW][C]42[/C][C]-0.156952[/C][C]-1.3318[/C][C]0.093567[/C][/ROW]
[ROW][C]43[/C][C]0.01062[/C][C]0.0901[/C][C]0.464223[/C][/ROW]
[ROW][C]44[/C][C]0.047253[/C][C]0.401[/C][C]0.344821[/C][/ROW]
[ROW][C]45[/C][C]-0.012469[/C][C]-0.1058[/C][C]0.458017[/C][/ROW]
[ROW][C]46[/C][C]-0.027672[/C][C]-0.2348[/C][C]0.407514[/C][/ROW]
[ROW][C]47[/C][C]0.01922[/C][C]0.1631[/C][C]0.435454[/C][/ROW]
[ROW][C]48[/C][C]0.026349[/C][C]0.2236[/C][C]0.411859[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167892&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167892&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
10.9463828.03030
2-0.163022-1.38330.085426
3-0.078841-0.6690.25282
4-0.200778-1.70370.046379
5-0.095235-0.80810.210849
6-0.075014-0.63650.263231
7-0.080348-0.68180.248785
8-0.039351-0.33390.36971
9-0.027423-0.23270.408331
100.0107480.09120.463794
110.0438460.3720.355476
120.023910.20290.419899
130.0367130.31150.378153
140.0122390.10390.458788
15-0.087114-0.73920.231099
16-0.013938-0.11830.453093
170.0001059e-040.499646
18-0.049752-0.42220.337082
19-0.032985-0.27990.390185
20-0.036061-0.3060.380248
210.0168210.14270.443451
220.0516870.43860.331141
230.0968730.8220.206896
240.0061190.05190.479366
250.0691150.58650.279702
260.0350410.29730.383533
270.0683650.58010.281831
280.0065710.05580.477843
29-0.008276-0.07020.472104
300.1293841.09790.137961
31-0.009769-0.08290.467082
32-0.096635-0.820.207467
330.0180810.15340.439247
34-0.022912-0.19440.423199
35-0.106417-0.9030.184774
36-0.028082-0.23830.406168
370.0124190.10540.458186
380.0070640.05990.476185
39-0.119593-1.01480.156803
40-0.038271-0.32470.37316
410.015660.13290.447331
42-0.156952-1.33180.093567
430.010620.09010.464223
440.0472530.4010.344821
45-0.012469-0.10580.458017
46-0.027672-0.23480.407514
470.019220.16310.435454
480.0263490.22360.411859


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')