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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 computationTue, 19 Mar 2013 18:17:20 -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/2013/Mar/19/t1363731505ljwrq6dfjyb4pp1.htm/, Retrieved Tue, 30 Apr 2024 05:25:47 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=207958, Retrieved Tue, 30 Apr 2024 05:25:47 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact50

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] [Histogram Goudkoe...] [2013-03-19 22:17:20] [38b7061a49f7215900abdc4599fce3db] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
14.544
14.931
14.886
16.005
17.064
15.168
16.050
15.839
15.137
14.954
15.648
15.305
15.579
16.348
15.928
16.171
15.937
15.713
15.594
15.683
16.438
17.032
17.696
17.745
19.394
20.148
20.108
18.584
18.441
18.391
19.178
18.079
18.483
19.644
19.195
19.650
20.830
23.595
22.937
21.814
21.928
21.777
21.383
21.467
22.052
22.680
24.320
24.977
25.204
25.739
26.434
27.525
30.695
32.436
30.160
30.236
31.293
31.077
32.226
33.865
32.810
32.242
32.700
32.819
33.947
34.148
35.261
39.506
41.591
39.148
41.216
40.225

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207958&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207958&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207958&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 time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0183850.15490.438664
2-0.191106-1.61030.055886
30.0875850.7380.231472
4-0.039911-0.33630.36882
5-0.135398-1.14090.128875
60.0432480.36440.358317
7-0.034203-0.28820.387016
8-0.018482-0.15570.438343
90.0800620.67460.251056
10-0.14874-1.25330.107103
110.0653950.5510.291673
120.1017160.85710.197145
13-0.114268-0.96280.169448
140.0108530.09150.463696
150.30612.57920.005987
160.0860290.72490.23545
17-0.090761-0.76480.223474
18-0.03044-0.25650.399157
19-0.079507-0.66990.252536
200.0245810.20710.418253
210.040360.34010.367399
220.1299411.09490.138629
230.0119470.10070.460048
24-0.067101-0.56540.286791
25-0.161606-1.36170.088797
260.0113590.09570.46201
270.0691060.58230.281105
28-0.098041-0.82610.205756
29-0.032552-0.27430.392329
300.1069910.90150.185179
310.1094190.9220.17983
32-0.115179-0.97050.167541
330.0545330.45950.323639
340.0703880.59310.2775
35-0.028654-0.24140.404954
36-0.142298-1.1990.117252
370.0010670.0090.496425
38-0.001609-0.01360.494611
39-0.111205-0.9370.17596
40-0.033792-0.28470.388339
41-0.123577-1.04130.150639
420.0651530.5490.292369
430.0734580.6190.268958
44-0.031912-0.26890.394396
45-0.049334-0.41570.339443
460.0986580.83130.204295
47-0.065999-0.55610.289938
48-0.046562-0.39230.347992

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.018385 & 0.1549 & 0.438664 \tabularnewline
2 & -0.191106 & -1.6103 & 0.055886 \tabularnewline
3 & 0.087585 & 0.738 & 0.231472 \tabularnewline
4 & -0.039911 & -0.3363 & 0.36882 \tabularnewline
5 & -0.135398 & -1.1409 & 0.128875 \tabularnewline
6 & 0.043248 & 0.3644 & 0.358317 \tabularnewline
7 & -0.034203 & -0.2882 & 0.387016 \tabularnewline
8 & -0.018482 & -0.1557 & 0.438343 \tabularnewline
9 & 0.080062 & 0.6746 & 0.251056 \tabularnewline
10 & -0.14874 & -1.2533 & 0.107103 \tabularnewline
11 & 0.065395 & 0.551 & 0.291673 \tabularnewline
12 & 0.101716 & 0.8571 & 0.197145 \tabularnewline
13 & -0.114268 & -0.9628 & 0.169448 \tabularnewline
14 & 0.010853 & 0.0915 & 0.463696 \tabularnewline
15 & 0.3061 & 2.5792 & 0.005987 \tabularnewline
16 & 0.086029 & 0.7249 & 0.23545 \tabularnewline
17 & -0.090761 & -0.7648 & 0.223474 \tabularnewline
18 & -0.03044 & -0.2565 & 0.399157 \tabularnewline
19 & -0.079507 & -0.6699 & 0.252536 \tabularnewline
20 & 0.024581 & 0.2071 & 0.418253 \tabularnewline
21 & 0.04036 & 0.3401 & 0.367399 \tabularnewline
22 & 0.129941 & 1.0949 & 0.138629 \tabularnewline
23 & 0.011947 & 0.1007 & 0.460048 \tabularnewline
24 & -0.067101 & -0.5654 & 0.286791 \tabularnewline
25 & -0.161606 & -1.3617 & 0.088797 \tabularnewline
26 & 0.011359 & 0.0957 & 0.46201 \tabularnewline
27 & 0.069106 & 0.5823 & 0.281105 \tabularnewline
28 & -0.098041 & -0.8261 & 0.205756 \tabularnewline
29 & -0.032552 & -0.2743 & 0.392329 \tabularnewline
30 & 0.106991 & 0.9015 & 0.185179 \tabularnewline
31 & 0.109419 & 0.922 & 0.17983 \tabularnewline
32 & -0.115179 & -0.9705 & 0.167541 \tabularnewline
33 & 0.054533 & 0.4595 & 0.323639 \tabularnewline
34 & 0.070388 & 0.5931 & 0.2775 \tabularnewline
35 & -0.028654 & -0.2414 & 0.404954 \tabularnewline
36 & -0.142298 & -1.199 & 0.117252 \tabularnewline
37 & 0.001067 & 0.009 & 0.496425 \tabularnewline
38 & -0.001609 & -0.0136 & 0.494611 \tabularnewline
39 & -0.111205 & -0.937 & 0.17596 \tabularnewline
40 & -0.033792 & -0.2847 & 0.388339 \tabularnewline
41 & -0.123577 & -1.0413 & 0.150639 \tabularnewline
42 & 0.065153 & 0.549 & 0.292369 \tabularnewline
43 & 0.073458 & 0.619 & 0.268958 \tabularnewline
44 & -0.031912 & -0.2689 & 0.394396 \tabularnewline
45 & -0.049334 & -0.4157 & 0.339443 \tabularnewline
46 & 0.098658 & 0.8313 & 0.204295 \tabularnewline
47 & -0.065999 & -0.5561 & 0.289938 \tabularnewline
48 & -0.046562 & -0.3923 & 0.347992 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207958&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]0.018385[/C][C]0.1549[/C][C]0.438664[/C][/ROW]
[ROW][C]2[/C][C]-0.191106[/C][C]-1.6103[/C][C]0.055886[/C][/ROW]
[ROW][C]3[/C][C]0.087585[/C][C]0.738[/C][C]0.231472[/C][/ROW]
[ROW][C]4[/C][C]-0.039911[/C][C]-0.3363[/C][C]0.36882[/C][/ROW]
[ROW][C]5[/C][C]-0.135398[/C][C]-1.1409[/C][C]0.128875[/C][/ROW]
[ROW][C]6[/C][C]0.043248[/C][C]0.3644[/C][C]0.358317[/C][/ROW]
[ROW][C]7[/C][C]-0.034203[/C][C]-0.2882[/C][C]0.387016[/C][/ROW]
[ROW][C]8[/C][C]-0.018482[/C][C]-0.1557[/C][C]0.438343[/C][/ROW]
[ROW][C]9[/C][C]0.080062[/C][C]0.6746[/C][C]0.251056[/C][/ROW]
[ROW][C]10[/C][C]-0.14874[/C][C]-1.2533[/C][C]0.107103[/C][/ROW]
[ROW][C]11[/C][C]0.065395[/C][C]0.551[/C][C]0.291673[/C][/ROW]
[ROW][C]12[/C][C]0.101716[/C][C]0.8571[/C][C]0.197145[/C][/ROW]
[ROW][C]13[/C][C]-0.114268[/C][C]-0.9628[/C][C]0.169448[/C][/ROW]
[ROW][C]14[/C][C]0.010853[/C][C]0.0915[/C][C]0.463696[/C][/ROW]
[ROW][C]15[/C][C]0.3061[/C][C]2.5792[/C][C]0.005987[/C][/ROW]
[ROW][C]16[/C][C]0.086029[/C][C]0.7249[/C][C]0.23545[/C][/ROW]
[ROW][C]17[/C][C]-0.090761[/C][C]-0.7648[/C][C]0.223474[/C][/ROW]
[ROW][C]18[/C][C]-0.03044[/C][C]-0.2565[/C][C]0.399157[/C][/ROW]
[ROW][C]19[/C][C]-0.079507[/C][C]-0.6699[/C][C]0.252536[/C][/ROW]
[ROW][C]20[/C][C]0.024581[/C][C]0.2071[/C][C]0.418253[/C][/ROW]
[ROW][C]21[/C][C]0.04036[/C][C]0.3401[/C][C]0.367399[/C][/ROW]
[ROW][C]22[/C][C]0.129941[/C][C]1.0949[/C][C]0.138629[/C][/ROW]
[ROW][C]23[/C][C]0.011947[/C][C]0.1007[/C][C]0.460048[/C][/ROW]
[ROW][C]24[/C][C]-0.067101[/C][C]-0.5654[/C][C]0.286791[/C][/ROW]
[ROW][C]25[/C][C]-0.161606[/C][C]-1.3617[/C][C]0.088797[/C][/ROW]
[ROW][C]26[/C][C]0.011359[/C][C]0.0957[/C][C]0.46201[/C][/ROW]
[ROW][C]27[/C][C]0.069106[/C][C]0.5823[/C][C]0.281105[/C][/ROW]
[ROW][C]28[/C][C]-0.098041[/C][C]-0.8261[/C][C]0.205756[/C][/ROW]
[ROW][C]29[/C][C]-0.032552[/C][C]-0.2743[/C][C]0.392329[/C][/ROW]
[ROW][C]30[/C][C]0.106991[/C][C]0.9015[/C][C]0.185179[/C][/ROW]
[ROW][C]31[/C][C]0.109419[/C][C]0.922[/C][C]0.17983[/C][/ROW]
[ROW][C]32[/C][C]-0.115179[/C][C]-0.9705[/C][C]0.167541[/C][/ROW]
[ROW][C]33[/C][C]0.054533[/C][C]0.4595[/C][C]0.323639[/C][/ROW]
[ROW][C]34[/C][C]0.070388[/C][C]0.5931[/C][C]0.2775[/C][/ROW]
[ROW][C]35[/C][C]-0.028654[/C][C]-0.2414[/C][C]0.404954[/C][/ROW]
[ROW][C]36[/C][C]-0.142298[/C][C]-1.199[/C][C]0.117252[/C][/ROW]
[ROW][C]37[/C][C]0.001067[/C][C]0.009[/C][C]0.496425[/C][/ROW]
[ROW][C]38[/C][C]-0.001609[/C][C]-0.0136[/C][C]0.494611[/C][/ROW]
[ROW][C]39[/C][C]-0.111205[/C][C]-0.937[/C][C]0.17596[/C][/ROW]
[ROW][C]40[/C][C]-0.033792[/C][C]-0.2847[/C][C]0.388339[/C][/ROW]
[ROW][C]41[/C][C]-0.123577[/C][C]-1.0413[/C][C]0.150639[/C][/ROW]
[ROW][C]42[/C][C]0.065153[/C][C]0.549[/C][C]0.292369[/C][/ROW]
[ROW][C]43[/C][C]0.073458[/C][C]0.619[/C][C]0.268958[/C][/ROW]
[ROW][C]44[/C][C]-0.031912[/C][C]-0.2689[/C][C]0.394396[/C][/ROW]
[ROW][C]45[/C][C]-0.049334[/C][C]-0.4157[/C][C]0.339443[/C][/ROW]
[ROW][C]46[/C][C]0.098658[/C][C]0.8313[/C][C]0.204295[/C][/ROW]
[ROW][C]47[/C][C]-0.065999[/C][C]-0.5561[/C][C]0.289938[/C][/ROW]
[ROW][C]48[/C][C]-0.046562[/C][C]-0.3923[/C][C]0.347992[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207958&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207958&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
10.0183850.15490.438664
2-0.191106-1.61030.055886
30.0875850.7380.231472
4-0.039911-0.33630.36882
5-0.135398-1.14090.128875
60.0432480.36440.358317
7-0.034203-0.28820.387016
8-0.018482-0.15570.438343
90.0800620.67460.251056
10-0.14874-1.25330.107103
110.0653950.5510.291673
120.1017160.85710.197145
13-0.114268-0.96280.169448
140.0108530.09150.463696
150.30612.57920.005987
160.0860290.72490.23545
17-0.090761-0.76480.223474
18-0.03044-0.25650.399157
19-0.079507-0.66990.252536
200.0245810.20710.418253
210.040360.34010.367399
220.1299411.09490.138629
230.0119470.10070.460048
24-0.067101-0.56540.286791
25-0.161606-1.36170.088797
260.0113590.09570.46201
270.0691060.58230.281105
28-0.098041-0.82610.205756
29-0.032552-0.27430.392329
300.1069910.90150.185179
310.1094190.9220.17983
32-0.115179-0.97050.167541
330.0545330.45950.323639
340.0703880.59310.2775
35-0.028654-0.24140.404954
36-0.142298-1.1990.117252
370.0010670.0090.496425
38-0.001609-0.01360.494611
39-0.111205-0.9370.17596
40-0.033792-0.28470.388339
41-0.123577-1.04130.150639
420.0651530.5490.292369
430.0734580.6190.268958
44-0.031912-0.26890.394396
45-0.049334-0.41570.339443
460.0986580.83130.204295
47-0.065999-0.55610.289938
48-0.046562-0.39230.347992






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0183850.15490.438664
2-0.191509-1.61370.055516
30.0989540.83380.203596
4-0.08633-0.72740.234678
5-0.099135-0.83530.203169
60.0212310.17890.429264
7-0.077387-0.65210.25823
80.0164930.1390.444934
90.0416530.3510.363324
10-0.169-1.4240.07941
110.1195711.00750.158552
120.0047050.03960.484245
13-0.063247-0.53290.297874
140.0406250.34230.366563
150.2470012.08130.020508
160.1390191.17140.122679
17-0.011404-0.09610.461859
18-0.050932-0.42920.334552
19-0.047956-0.40410.343682
200.0707670.59630.276438
210.0517660.43620.332012
220.2056311.73270.043747
23-0.021284-0.17930.429091
24-0.061754-0.52040.302219
25-0.139458-1.17510.121941
26-0.013703-0.11550.454201
270.028370.2390.405878
28-0.062868-0.52970.298973
29-0.050164-0.42270.3369
30-0.018584-0.15660.438007
310.0301960.25440.399948
32-0.104355-0.87930.1911
330.0904940.76250.224139
340.0801740.67560.250758
350.002770.02330.490722
36-0.213214-1.79660.038329
37-0.130457-1.09920.137687
38-0.097768-0.82380.206404
39-0.02976-0.25080.401361
400.1132110.95390.171678
41-0.143449-1.20870.115389
42-0.057584-0.48520.31451
43-0.023306-0.19640.422439
44-0.019594-0.16510.434668
45-0.054395-0.45830.324053
460.0370920.31250.377773
470.0116790.09840.460944
48-0.030747-0.25910.398161

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.018385 & 0.1549 & 0.438664 \tabularnewline
2 & -0.191509 & -1.6137 & 0.055516 \tabularnewline
3 & 0.098954 & 0.8338 & 0.203596 \tabularnewline
4 & -0.08633 & -0.7274 & 0.234678 \tabularnewline
5 & -0.099135 & -0.8353 & 0.203169 \tabularnewline
6 & 0.021231 & 0.1789 & 0.429264 \tabularnewline
7 & -0.077387 & -0.6521 & 0.25823 \tabularnewline
8 & 0.016493 & 0.139 & 0.444934 \tabularnewline
9 & 0.041653 & 0.351 & 0.363324 \tabularnewline
10 & -0.169 & -1.424 & 0.07941 \tabularnewline
11 & 0.119571 & 1.0075 & 0.158552 \tabularnewline
12 & 0.004705 & 0.0396 & 0.484245 \tabularnewline
13 & -0.063247 & -0.5329 & 0.297874 \tabularnewline
14 & 0.040625 & 0.3423 & 0.366563 \tabularnewline
15 & 0.247001 & 2.0813 & 0.020508 \tabularnewline
16 & 0.139019 & 1.1714 & 0.122679 \tabularnewline
17 & -0.011404 & -0.0961 & 0.461859 \tabularnewline
18 & -0.050932 & -0.4292 & 0.334552 \tabularnewline
19 & -0.047956 & -0.4041 & 0.343682 \tabularnewline
20 & 0.070767 & 0.5963 & 0.276438 \tabularnewline
21 & 0.051766 & 0.4362 & 0.332012 \tabularnewline
22 & 0.205631 & 1.7327 & 0.043747 \tabularnewline
23 & -0.021284 & -0.1793 & 0.429091 \tabularnewline
24 & -0.061754 & -0.5204 & 0.302219 \tabularnewline
25 & -0.139458 & -1.1751 & 0.121941 \tabularnewline
26 & -0.013703 & -0.1155 & 0.454201 \tabularnewline
27 & 0.02837 & 0.239 & 0.405878 \tabularnewline
28 & -0.062868 & -0.5297 & 0.298973 \tabularnewline
29 & -0.050164 & -0.4227 & 0.3369 \tabularnewline
30 & -0.018584 & -0.1566 & 0.438007 \tabularnewline
31 & 0.030196 & 0.2544 & 0.399948 \tabularnewline
32 & -0.104355 & -0.8793 & 0.1911 \tabularnewline
33 & 0.090494 & 0.7625 & 0.224139 \tabularnewline
34 & 0.080174 & 0.6756 & 0.250758 \tabularnewline
35 & 0.00277 & 0.0233 & 0.490722 \tabularnewline
36 & -0.213214 & -1.7966 & 0.038329 \tabularnewline
37 & -0.130457 & -1.0992 & 0.137687 \tabularnewline
38 & -0.097768 & -0.8238 & 0.206404 \tabularnewline
39 & -0.02976 & -0.2508 & 0.401361 \tabularnewline
40 & 0.113211 & 0.9539 & 0.171678 \tabularnewline
41 & -0.143449 & -1.2087 & 0.115389 \tabularnewline
42 & -0.057584 & -0.4852 & 0.31451 \tabularnewline
43 & -0.023306 & -0.1964 & 0.422439 \tabularnewline
44 & -0.019594 & -0.1651 & 0.434668 \tabularnewline
45 & -0.054395 & -0.4583 & 0.324053 \tabularnewline
46 & 0.037092 & 0.3125 & 0.377773 \tabularnewline
47 & 0.011679 & 0.0984 & 0.460944 \tabularnewline
48 & -0.030747 & -0.2591 & 0.398161 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207958&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]0.018385[/C][C]0.1549[/C][C]0.438664[/C][/ROW]
[ROW][C]2[/C][C]-0.191509[/C][C]-1.6137[/C][C]0.055516[/C][/ROW]
[ROW][C]3[/C][C]0.098954[/C][C]0.8338[/C][C]0.203596[/C][/ROW]
[ROW][C]4[/C][C]-0.08633[/C][C]-0.7274[/C][C]0.234678[/C][/ROW]
[ROW][C]5[/C][C]-0.099135[/C][C]-0.8353[/C][C]0.203169[/C][/ROW]
[ROW][C]6[/C][C]0.021231[/C][C]0.1789[/C][C]0.429264[/C][/ROW]
[ROW][C]7[/C][C]-0.077387[/C][C]-0.6521[/C][C]0.25823[/C][/ROW]
[ROW][C]8[/C][C]0.016493[/C][C]0.139[/C][C]0.444934[/C][/ROW]
[ROW][C]9[/C][C]0.041653[/C][C]0.351[/C][C]0.363324[/C][/ROW]
[ROW][C]10[/C][C]-0.169[/C][C]-1.424[/C][C]0.07941[/C][/ROW]
[ROW][C]11[/C][C]0.119571[/C][C]1.0075[/C][C]0.158552[/C][/ROW]
[ROW][C]12[/C][C]0.004705[/C][C]0.0396[/C][C]0.484245[/C][/ROW]
[ROW][C]13[/C][C]-0.063247[/C][C]-0.5329[/C][C]0.297874[/C][/ROW]
[ROW][C]14[/C][C]0.040625[/C][C]0.3423[/C][C]0.366563[/C][/ROW]
[ROW][C]15[/C][C]0.247001[/C][C]2.0813[/C][C]0.020508[/C][/ROW]
[ROW][C]16[/C][C]0.139019[/C][C]1.1714[/C][C]0.122679[/C][/ROW]
[ROW][C]17[/C][C]-0.011404[/C][C]-0.0961[/C][C]0.461859[/C][/ROW]
[ROW][C]18[/C][C]-0.050932[/C][C]-0.4292[/C][C]0.334552[/C][/ROW]
[ROW][C]19[/C][C]-0.047956[/C][C]-0.4041[/C][C]0.343682[/C][/ROW]
[ROW][C]20[/C][C]0.070767[/C][C]0.5963[/C][C]0.276438[/C][/ROW]
[ROW][C]21[/C][C]0.051766[/C][C]0.4362[/C][C]0.332012[/C][/ROW]
[ROW][C]22[/C][C]0.205631[/C][C]1.7327[/C][C]0.043747[/C][/ROW]
[ROW][C]23[/C][C]-0.021284[/C][C]-0.1793[/C][C]0.429091[/C][/ROW]
[ROW][C]24[/C][C]-0.061754[/C][C]-0.5204[/C][C]0.302219[/C][/ROW]
[ROW][C]25[/C][C]-0.139458[/C][C]-1.1751[/C][C]0.121941[/C][/ROW]
[ROW][C]26[/C][C]-0.013703[/C][C]-0.1155[/C][C]0.454201[/C][/ROW]
[ROW][C]27[/C][C]0.02837[/C][C]0.239[/C][C]0.405878[/C][/ROW]
[ROW][C]28[/C][C]-0.062868[/C][C]-0.5297[/C][C]0.298973[/C][/ROW]
[ROW][C]29[/C][C]-0.050164[/C][C]-0.4227[/C][C]0.3369[/C][/ROW]
[ROW][C]30[/C][C]-0.018584[/C][C]-0.1566[/C][C]0.438007[/C][/ROW]
[ROW][C]31[/C][C]0.030196[/C][C]0.2544[/C][C]0.399948[/C][/ROW]
[ROW][C]32[/C][C]-0.104355[/C][C]-0.8793[/C][C]0.1911[/C][/ROW]
[ROW][C]33[/C][C]0.090494[/C][C]0.7625[/C][C]0.224139[/C][/ROW]
[ROW][C]34[/C][C]0.080174[/C][C]0.6756[/C][C]0.250758[/C][/ROW]
[ROW][C]35[/C][C]0.00277[/C][C]0.0233[/C][C]0.490722[/C][/ROW]
[ROW][C]36[/C][C]-0.213214[/C][C]-1.7966[/C][C]0.038329[/C][/ROW]
[ROW][C]37[/C][C]-0.130457[/C][C]-1.0992[/C][C]0.137687[/C][/ROW]
[ROW][C]38[/C][C]-0.097768[/C][C]-0.8238[/C][C]0.206404[/C][/ROW]
[ROW][C]39[/C][C]-0.02976[/C][C]-0.2508[/C][C]0.401361[/C][/ROW]
[ROW][C]40[/C][C]0.113211[/C][C]0.9539[/C][C]0.171678[/C][/ROW]
[ROW][C]41[/C][C]-0.143449[/C][C]-1.2087[/C][C]0.115389[/C][/ROW]
[ROW][C]42[/C][C]-0.057584[/C][C]-0.4852[/C][C]0.31451[/C][/ROW]
[ROW][C]43[/C][C]-0.023306[/C][C]-0.1964[/C][C]0.422439[/C][/ROW]
[ROW][C]44[/C][C]-0.019594[/C][C]-0.1651[/C][C]0.434668[/C][/ROW]
[ROW][C]45[/C][C]-0.054395[/C][C]-0.4583[/C][C]0.324053[/C][/ROW]
[ROW][C]46[/C][C]0.037092[/C][C]0.3125[/C][C]0.377773[/C][/ROW]
[ROW][C]47[/C][C]0.011679[/C][C]0.0984[/C][C]0.460944[/C][/ROW]
[ROW][C]48[/C][C]-0.030747[/C][C]-0.2591[/C][C]0.398161[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207958&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207958&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
10.0183850.15490.438664
2-0.191509-1.61370.055516
30.0989540.83380.203596
4-0.08633-0.72740.234678
5-0.099135-0.83530.203169
60.0212310.17890.429264
7-0.077387-0.65210.25823
80.0164930.1390.444934
90.0416530.3510.363324
10-0.169-1.4240.07941
110.1195711.00750.158552
120.0047050.03960.484245
13-0.063247-0.53290.297874
140.0406250.34230.366563
150.2470012.08130.020508
160.1390191.17140.122679
17-0.011404-0.09610.461859
18-0.050932-0.42920.334552
19-0.047956-0.40410.343682
200.0707670.59630.276438
210.0517660.43620.332012
220.2056311.73270.043747
23-0.021284-0.17930.429091
24-0.061754-0.52040.302219
25-0.139458-1.17510.121941
26-0.013703-0.11550.454201
270.028370.2390.405878
28-0.062868-0.52970.298973
29-0.050164-0.42270.3369
30-0.018584-0.15660.438007
310.0301960.25440.399948
32-0.104355-0.87930.1911
330.0904940.76250.224139
340.0801740.67560.250758
350.002770.02330.490722
36-0.213214-1.79660.038329
37-0.130457-1.09920.137687
38-0.097768-0.82380.206404
39-0.02976-0.25080.401361
400.1132110.95390.171678
41-0.143449-1.20870.115389
42-0.057584-0.48520.31451
43-0.023306-0.19640.422439
44-0.019594-0.16510.434668
45-0.054395-0.45830.324053
460.0370920.31250.377773
470.0116790.09840.460944
48-0.030747-0.25910.398161


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')