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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationMon, 18 Nov 2013 13:30:16 -0500
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/Nov/18/t13847994665btrwqznexopcsq.htm/, Retrieved Sat, 27 Apr 2024 13:10:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=226219, Retrieved Sat, 27 Apr 2024 13:10:07 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact49

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] [WS9 ACF d=1] [2013-11-18 18:30:16] [7363efa32e0ba5074b153190cd9b70c3] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
46
62
66
59
58
61
41
27
58
70
49
59
44
36
72
45
56
54
53
35
61
52
47
51
52
63
74
45
51
64
36
30
55
64
39
40
63
45
59
55
40
64
27
28
45
57
45
69
60
56
58
50
51
53
37
22
55
70
62
58
39
49
58
47
42
62
39
40
72
70
54
65

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'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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=226219&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=226219&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=226219&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'Herman Ole Andreas Wold' @ wold.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.32741-2.75880.003687
2-0.339512-2.86080.002773
30.2750332.31750.011683
4-0.054891-0.46250.32256
5-0.18859-1.58910.058242
60.2226181.87580.032396
7-0.109603-0.92350.179429
8-0.059735-0.50330.308144
90.2145041.80740.037465
10-0.24925-2.10020.019631
11-0.056729-0.4780.317057
120.4447883.74790.00018
13-0.152034-1.28110.10217
14-0.297798-2.50930.00719
150.2823352.3790.010026
16-0.052136-0.43930.330886
17-0.157278-1.32520.094669
180.1898641.59980.05704
19-0.15344-1.29290.100117
20-0.014846-0.12510.450401
210.2246641.89310.031213
22-0.205014-1.72750.044215
23-0.10795-0.90960.183056
240.3721763.1360.001246
25-0.019654-0.16560.434468
26-0.366215-3.08580.001447
270.2904192.44710.008439
28-0.076406-0.64380.260887
29-0.119623-1.0080.158448
300.1239421.04440.149932
31-0.06101-0.51410.304396
320.0096020.08090.467871
330.1710111.4410.076996
34-0.229717-1.93560.028448
35-0.071036-0.59860.275686
360.3069482.58640.005875
37-0.082618-0.69610.244304
38-0.169543-1.42860.078752
390.1611951.35830.089342
40-0.01462-0.12320.451152
41-0.173242-1.45980.074382
420.1081090.91090.182704
430.04860.40950.341697
44-0.064545-0.54390.29412
450.0958710.80780.210945
46-0.138276-1.16510.123932
47-0.007085-0.05970.476281
480.187881.58310.058921

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.32741 & -2.7588 & 0.003687 \tabularnewline
2 & -0.339512 & -2.8608 & 0.002773 \tabularnewline
3 & 0.275033 & 2.3175 & 0.011683 \tabularnewline
4 & -0.054891 & -0.4625 & 0.32256 \tabularnewline
5 & -0.18859 & -1.5891 & 0.058242 \tabularnewline
6 & 0.222618 & 1.8758 & 0.032396 \tabularnewline
7 & -0.109603 & -0.9235 & 0.179429 \tabularnewline
8 & -0.059735 & -0.5033 & 0.308144 \tabularnewline
9 & 0.214504 & 1.8074 & 0.037465 \tabularnewline
10 & -0.24925 & -2.1002 & 0.019631 \tabularnewline
11 & -0.056729 & -0.478 & 0.317057 \tabularnewline
12 & 0.444788 & 3.7479 & 0.00018 \tabularnewline
13 & -0.152034 & -1.2811 & 0.10217 \tabularnewline
14 & -0.297798 & -2.5093 & 0.00719 \tabularnewline
15 & 0.282335 & 2.379 & 0.010026 \tabularnewline
16 & -0.052136 & -0.4393 & 0.330886 \tabularnewline
17 & -0.157278 & -1.3252 & 0.094669 \tabularnewline
18 & 0.189864 & 1.5998 & 0.05704 \tabularnewline
19 & -0.15344 & -1.2929 & 0.100117 \tabularnewline
20 & -0.014846 & -0.1251 & 0.450401 \tabularnewline
21 & 0.224664 & 1.8931 & 0.031213 \tabularnewline
22 & -0.205014 & -1.7275 & 0.044215 \tabularnewline
23 & -0.10795 & -0.9096 & 0.183056 \tabularnewline
24 & 0.372176 & 3.136 & 0.001246 \tabularnewline
25 & -0.019654 & -0.1656 & 0.434468 \tabularnewline
26 & -0.366215 & -3.0858 & 0.001447 \tabularnewline
27 & 0.290419 & 2.4471 & 0.008439 \tabularnewline
28 & -0.076406 & -0.6438 & 0.260887 \tabularnewline
29 & -0.119623 & -1.008 & 0.158448 \tabularnewline
30 & 0.123942 & 1.0444 & 0.149932 \tabularnewline
31 & -0.06101 & -0.5141 & 0.304396 \tabularnewline
32 & 0.009602 & 0.0809 & 0.467871 \tabularnewline
33 & 0.171011 & 1.441 & 0.076996 \tabularnewline
34 & -0.229717 & -1.9356 & 0.028448 \tabularnewline
35 & -0.071036 & -0.5986 & 0.275686 \tabularnewline
36 & 0.306948 & 2.5864 & 0.005875 \tabularnewline
37 & -0.082618 & -0.6961 & 0.244304 \tabularnewline
38 & -0.169543 & -1.4286 & 0.078752 \tabularnewline
39 & 0.161195 & 1.3583 & 0.089342 \tabularnewline
40 & -0.01462 & -0.1232 & 0.451152 \tabularnewline
41 & -0.173242 & -1.4598 & 0.074382 \tabularnewline
42 & 0.108109 & 0.9109 & 0.182704 \tabularnewline
43 & 0.0486 & 0.4095 & 0.341697 \tabularnewline
44 & -0.064545 & -0.5439 & 0.29412 \tabularnewline
45 & 0.095871 & 0.8078 & 0.210945 \tabularnewline
46 & -0.138276 & -1.1651 & 0.123932 \tabularnewline
47 & -0.007085 & -0.0597 & 0.476281 \tabularnewline
48 & 0.18788 & 1.5831 & 0.058921 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=226219&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]-0.32741[/C][C]-2.7588[/C][C]0.003687[/C][/ROW]
[ROW][C]2[/C][C]-0.339512[/C][C]-2.8608[/C][C]0.002773[/C][/ROW]
[ROW][C]3[/C][C]0.275033[/C][C]2.3175[/C][C]0.011683[/C][/ROW]
[ROW][C]4[/C][C]-0.054891[/C][C]-0.4625[/C][C]0.32256[/C][/ROW]
[ROW][C]5[/C][C]-0.18859[/C][C]-1.5891[/C][C]0.058242[/C][/ROW]
[ROW][C]6[/C][C]0.222618[/C][C]1.8758[/C][C]0.032396[/C][/ROW]
[ROW][C]7[/C][C]-0.109603[/C][C]-0.9235[/C][C]0.179429[/C][/ROW]
[ROW][C]8[/C][C]-0.059735[/C][C]-0.5033[/C][C]0.308144[/C][/ROW]
[ROW][C]9[/C][C]0.214504[/C][C]1.8074[/C][C]0.037465[/C][/ROW]
[ROW][C]10[/C][C]-0.24925[/C][C]-2.1002[/C][C]0.019631[/C][/ROW]
[ROW][C]11[/C][C]-0.056729[/C][C]-0.478[/C][C]0.317057[/C][/ROW]
[ROW][C]12[/C][C]0.444788[/C][C]3.7479[/C][C]0.00018[/C][/ROW]
[ROW][C]13[/C][C]-0.152034[/C][C]-1.2811[/C][C]0.10217[/C][/ROW]
[ROW][C]14[/C][C]-0.297798[/C][C]-2.5093[/C][C]0.00719[/C][/ROW]
[ROW][C]15[/C][C]0.282335[/C][C]2.379[/C][C]0.010026[/C][/ROW]
[ROW][C]16[/C][C]-0.052136[/C][C]-0.4393[/C][C]0.330886[/C][/ROW]
[ROW][C]17[/C][C]-0.157278[/C][C]-1.3252[/C][C]0.094669[/C][/ROW]
[ROW][C]18[/C][C]0.189864[/C][C]1.5998[/C][C]0.05704[/C][/ROW]
[ROW][C]19[/C][C]-0.15344[/C][C]-1.2929[/C][C]0.100117[/C][/ROW]
[ROW][C]20[/C][C]-0.014846[/C][C]-0.1251[/C][C]0.450401[/C][/ROW]
[ROW][C]21[/C][C]0.224664[/C][C]1.8931[/C][C]0.031213[/C][/ROW]
[ROW][C]22[/C][C]-0.205014[/C][C]-1.7275[/C][C]0.044215[/C][/ROW]
[ROW][C]23[/C][C]-0.10795[/C][C]-0.9096[/C][C]0.183056[/C][/ROW]
[ROW][C]24[/C][C]0.372176[/C][C]3.136[/C][C]0.001246[/C][/ROW]
[ROW][C]25[/C][C]-0.019654[/C][C]-0.1656[/C][C]0.434468[/C][/ROW]
[ROW][C]26[/C][C]-0.366215[/C][C]-3.0858[/C][C]0.001447[/C][/ROW]
[ROW][C]27[/C][C]0.290419[/C][C]2.4471[/C][C]0.008439[/C][/ROW]
[ROW][C]28[/C][C]-0.076406[/C][C]-0.6438[/C][C]0.260887[/C][/ROW]
[ROW][C]29[/C][C]-0.119623[/C][C]-1.008[/C][C]0.158448[/C][/ROW]
[ROW][C]30[/C][C]0.123942[/C][C]1.0444[/C][C]0.149932[/C][/ROW]
[ROW][C]31[/C][C]-0.06101[/C][C]-0.5141[/C][C]0.304396[/C][/ROW]
[ROW][C]32[/C][C]0.009602[/C][C]0.0809[/C][C]0.467871[/C][/ROW]
[ROW][C]33[/C][C]0.171011[/C][C]1.441[/C][C]0.076996[/C][/ROW]
[ROW][C]34[/C][C]-0.229717[/C][C]-1.9356[/C][C]0.028448[/C][/ROW]
[ROW][C]35[/C][C]-0.071036[/C][C]-0.5986[/C][C]0.275686[/C][/ROW]
[ROW][C]36[/C][C]0.306948[/C][C]2.5864[/C][C]0.005875[/C][/ROW]
[ROW][C]37[/C][C]-0.082618[/C][C]-0.6961[/C][C]0.244304[/C][/ROW]
[ROW][C]38[/C][C]-0.169543[/C][C]-1.4286[/C][C]0.078752[/C][/ROW]
[ROW][C]39[/C][C]0.161195[/C][C]1.3583[/C][C]0.089342[/C][/ROW]
[ROW][C]40[/C][C]-0.01462[/C][C]-0.1232[/C][C]0.451152[/C][/ROW]
[ROW][C]41[/C][C]-0.173242[/C][C]-1.4598[/C][C]0.074382[/C][/ROW]
[ROW][C]42[/C][C]0.108109[/C][C]0.9109[/C][C]0.182704[/C][/ROW]
[ROW][C]43[/C][C]0.0486[/C][C]0.4095[/C][C]0.341697[/C][/ROW]
[ROW][C]44[/C][C]-0.064545[/C][C]-0.5439[/C][C]0.29412[/C][/ROW]
[ROW][C]45[/C][C]0.095871[/C][C]0.8078[/C][C]0.210945[/C][/ROW]
[ROW][C]46[/C][C]-0.138276[/C][C]-1.1651[/C][C]0.123932[/C][/ROW]
[ROW][C]47[/C][C]-0.007085[/C][C]-0.0597[/C][C]0.476281[/C][/ROW]
[ROW][C]48[/C][C]0.18788[/C][C]1.5831[/C][C]0.058921[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=226219&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=226219&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
1-0.32741-2.75880.003687
2-0.339512-2.86080.002773
30.2750332.31750.011683
4-0.054891-0.46250.32256
5-0.18859-1.58910.058242
60.2226181.87580.032396
7-0.109603-0.92350.179429
8-0.059735-0.50330.308144
90.2145041.80740.037465
10-0.24925-2.10020.019631
11-0.056729-0.4780.317057
120.4447883.74790.00018
13-0.152034-1.28110.10217
14-0.297798-2.50930.00719
150.2823352.3790.010026
16-0.052136-0.43930.330886
17-0.157278-1.32520.094669
180.1898641.59980.05704
19-0.15344-1.29290.100117
20-0.014846-0.12510.450401
210.2246641.89310.031213
22-0.205014-1.72750.044215
23-0.10795-0.90960.183056
240.3721763.1360.001246
25-0.019654-0.16560.434468
26-0.366215-3.08580.001447
270.2904192.44710.008439
28-0.076406-0.64380.260887
29-0.119623-1.0080.158448
300.1239421.04440.149932
31-0.06101-0.51410.304396
320.0096020.08090.467871
330.1710111.4410.076996
34-0.229717-1.93560.028448
35-0.071036-0.59860.275686
360.3069482.58640.005875
37-0.082618-0.69610.244304
38-0.169543-1.42860.078752
390.1611951.35830.089342
40-0.01462-0.12320.451152
41-0.173242-1.45980.074382
420.1081090.91090.182704
430.04860.40950.341697
44-0.064545-0.54390.29412
450.0958710.80780.210945
46-0.138276-1.16510.123932
47-0.007085-0.05970.476281
480.187881.58310.058921






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.32741-2.75880.003687
2-0.500345-4.2163.6e-05
3-0.083018-0.69950.243257
4-0.179429-1.51190.067499
5-0.252623-2.12860.018377
6-0.039617-0.33380.369751
7-0.229299-1.93210.028669
8-0.137548-1.1590.12517
90.0132290.11150.455778
10-0.301959-2.54430.006562
11-0.312158-2.63030.005227
120.0990020.83420.203481
130.1410951.18890.119223
14-0.041969-0.35360.36233
150.0610640.51450.304238
160.0362680.30560.380402
170.0558030.47020.319824
180.1080370.91030.182864
19-0.132943-1.12020.133202
20-0.072079-0.60730.272779
210.0170320.14350.443145
22-0.044362-0.37380.354832
23-0.203541-1.71510.045347
24-0.118847-1.00140.160011
250.2107811.77610.040003
26-0.025928-0.21850.413842
270.1438381.2120.114765
28-0.063739-0.53710.296448
290.0822730.69320.24521
300.048660.410.341515
31-0.002201-0.01850.492627
320.1180330.99460.161663
330.0686020.5780.282531
340.0337150.28410.388586
35-0.051664-0.43530.332322
36-0.146326-1.2330.110827
37-0.117336-0.98870.163086
38-0.030434-0.25640.399177
39-0.008243-0.06950.472409
40-0.013857-0.11680.453688
41-0.094517-0.79640.214223
42-0.136561-1.15070.126862
430.0722870.60910.2722
440.0281820.23750.40649
45-0.091335-0.76960.222044
46-0.099954-0.84220.201244
470.017750.14960.440767
480.0125050.10540.458191

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.32741 & -2.7588 & 0.003687 \tabularnewline
2 & -0.500345 & -4.216 & 3.6e-05 \tabularnewline
3 & -0.083018 & -0.6995 & 0.243257 \tabularnewline
4 & -0.179429 & -1.5119 & 0.067499 \tabularnewline
5 & -0.252623 & -2.1286 & 0.018377 \tabularnewline
6 & -0.039617 & -0.3338 & 0.369751 \tabularnewline
7 & -0.229299 & -1.9321 & 0.028669 \tabularnewline
8 & -0.137548 & -1.159 & 0.12517 \tabularnewline
9 & 0.013229 & 0.1115 & 0.455778 \tabularnewline
10 & -0.301959 & -2.5443 & 0.006562 \tabularnewline
11 & -0.312158 & -2.6303 & 0.005227 \tabularnewline
12 & 0.099002 & 0.8342 & 0.203481 \tabularnewline
13 & 0.141095 & 1.1889 & 0.119223 \tabularnewline
14 & -0.041969 & -0.3536 & 0.36233 \tabularnewline
15 & 0.061064 & 0.5145 & 0.304238 \tabularnewline
16 & 0.036268 & 0.3056 & 0.380402 \tabularnewline
17 & 0.055803 & 0.4702 & 0.319824 \tabularnewline
18 & 0.108037 & 0.9103 & 0.182864 \tabularnewline
19 & -0.132943 & -1.1202 & 0.133202 \tabularnewline
20 & -0.072079 & -0.6073 & 0.272779 \tabularnewline
21 & 0.017032 & 0.1435 & 0.443145 \tabularnewline
22 & -0.044362 & -0.3738 & 0.354832 \tabularnewline
23 & -0.203541 & -1.7151 & 0.045347 \tabularnewline
24 & -0.118847 & -1.0014 & 0.160011 \tabularnewline
25 & 0.210781 & 1.7761 & 0.040003 \tabularnewline
26 & -0.025928 & -0.2185 & 0.413842 \tabularnewline
27 & 0.143838 & 1.212 & 0.114765 \tabularnewline
28 & -0.063739 & -0.5371 & 0.296448 \tabularnewline
29 & 0.082273 & 0.6932 & 0.24521 \tabularnewline
30 & 0.04866 & 0.41 & 0.341515 \tabularnewline
31 & -0.002201 & -0.0185 & 0.492627 \tabularnewline
32 & 0.118033 & 0.9946 & 0.161663 \tabularnewline
33 & 0.068602 & 0.578 & 0.282531 \tabularnewline
34 & 0.033715 & 0.2841 & 0.388586 \tabularnewline
35 & -0.051664 & -0.4353 & 0.332322 \tabularnewline
36 & -0.146326 & -1.233 & 0.110827 \tabularnewline
37 & -0.117336 & -0.9887 & 0.163086 \tabularnewline
38 & -0.030434 & -0.2564 & 0.399177 \tabularnewline
39 & -0.008243 & -0.0695 & 0.472409 \tabularnewline
40 & -0.013857 & -0.1168 & 0.453688 \tabularnewline
41 & -0.094517 & -0.7964 & 0.214223 \tabularnewline
42 & -0.136561 & -1.1507 & 0.126862 \tabularnewline
43 & 0.072287 & 0.6091 & 0.2722 \tabularnewline
44 & 0.028182 & 0.2375 & 0.40649 \tabularnewline
45 & -0.091335 & -0.7696 & 0.222044 \tabularnewline
46 & -0.099954 & -0.8422 & 0.201244 \tabularnewline
47 & 0.01775 & 0.1496 & 0.440767 \tabularnewline
48 & 0.012505 & 0.1054 & 0.458191 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=226219&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]-0.32741[/C][C]-2.7588[/C][C]0.003687[/C][/ROW]
[ROW][C]2[/C][C]-0.500345[/C][C]-4.216[/C][C]3.6e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.083018[/C][C]-0.6995[/C][C]0.243257[/C][/ROW]
[ROW][C]4[/C][C]-0.179429[/C][C]-1.5119[/C][C]0.067499[/C][/ROW]
[ROW][C]5[/C][C]-0.252623[/C][C]-2.1286[/C][C]0.018377[/C][/ROW]
[ROW][C]6[/C][C]-0.039617[/C][C]-0.3338[/C][C]0.369751[/C][/ROW]
[ROW][C]7[/C][C]-0.229299[/C][C]-1.9321[/C][C]0.028669[/C][/ROW]
[ROW][C]8[/C][C]-0.137548[/C][C]-1.159[/C][C]0.12517[/C][/ROW]
[ROW][C]9[/C][C]0.013229[/C][C]0.1115[/C][C]0.455778[/C][/ROW]
[ROW][C]10[/C][C]-0.301959[/C][C]-2.5443[/C][C]0.006562[/C][/ROW]
[ROW][C]11[/C][C]-0.312158[/C][C]-2.6303[/C][C]0.005227[/C][/ROW]
[ROW][C]12[/C][C]0.099002[/C][C]0.8342[/C][C]0.203481[/C][/ROW]
[ROW][C]13[/C][C]0.141095[/C][C]1.1889[/C][C]0.119223[/C][/ROW]
[ROW][C]14[/C][C]-0.041969[/C][C]-0.3536[/C][C]0.36233[/C][/ROW]
[ROW][C]15[/C][C]0.061064[/C][C]0.5145[/C][C]0.304238[/C][/ROW]
[ROW][C]16[/C][C]0.036268[/C][C]0.3056[/C][C]0.380402[/C][/ROW]
[ROW][C]17[/C][C]0.055803[/C][C]0.4702[/C][C]0.319824[/C][/ROW]
[ROW][C]18[/C][C]0.108037[/C][C]0.9103[/C][C]0.182864[/C][/ROW]
[ROW][C]19[/C][C]-0.132943[/C][C]-1.1202[/C][C]0.133202[/C][/ROW]
[ROW][C]20[/C][C]-0.072079[/C][C]-0.6073[/C][C]0.272779[/C][/ROW]
[ROW][C]21[/C][C]0.017032[/C][C]0.1435[/C][C]0.443145[/C][/ROW]
[ROW][C]22[/C][C]-0.044362[/C][C]-0.3738[/C][C]0.354832[/C][/ROW]
[ROW][C]23[/C][C]-0.203541[/C][C]-1.7151[/C][C]0.045347[/C][/ROW]
[ROW][C]24[/C][C]-0.118847[/C][C]-1.0014[/C][C]0.160011[/C][/ROW]
[ROW][C]25[/C][C]0.210781[/C][C]1.7761[/C][C]0.040003[/C][/ROW]
[ROW][C]26[/C][C]-0.025928[/C][C]-0.2185[/C][C]0.413842[/C][/ROW]
[ROW][C]27[/C][C]0.143838[/C][C]1.212[/C][C]0.114765[/C][/ROW]
[ROW][C]28[/C][C]-0.063739[/C][C]-0.5371[/C][C]0.296448[/C][/ROW]
[ROW][C]29[/C][C]0.082273[/C][C]0.6932[/C][C]0.24521[/C][/ROW]
[ROW][C]30[/C][C]0.04866[/C][C]0.41[/C][C]0.341515[/C][/ROW]
[ROW][C]31[/C][C]-0.002201[/C][C]-0.0185[/C][C]0.492627[/C][/ROW]
[ROW][C]32[/C][C]0.118033[/C][C]0.9946[/C][C]0.161663[/C][/ROW]
[ROW][C]33[/C][C]0.068602[/C][C]0.578[/C][C]0.282531[/C][/ROW]
[ROW][C]34[/C][C]0.033715[/C][C]0.2841[/C][C]0.388586[/C][/ROW]
[ROW][C]35[/C][C]-0.051664[/C][C]-0.4353[/C][C]0.332322[/C][/ROW]
[ROW][C]36[/C][C]-0.146326[/C][C]-1.233[/C][C]0.110827[/C][/ROW]
[ROW][C]37[/C][C]-0.117336[/C][C]-0.9887[/C][C]0.163086[/C][/ROW]
[ROW][C]38[/C][C]-0.030434[/C][C]-0.2564[/C][C]0.399177[/C][/ROW]
[ROW][C]39[/C][C]-0.008243[/C][C]-0.0695[/C][C]0.472409[/C][/ROW]
[ROW][C]40[/C][C]-0.013857[/C][C]-0.1168[/C][C]0.453688[/C][/ROW]
[ROW][C]41[/C][C]-0.094517[/C][C]-0.7964[/C][C]0.214223[/C][/ROW]
[ROW][C]42[/C][C]-0.136561[/C][C]-1.1507[/C][C]0.126862[/C][/ROW]
[ROW][C]43[/C][C]0.072287[/C][C]0.6091[/C][C]0.2722[/C][/ROW]
[ROW][C]44[/C][C]0.028182[/C][C]0.2375[/C][C]0.40649[/C][/ROW]
[ROW][C]45[/C][C]-0.091335[/C][C]-0.7696[/C][C]0.222044[/C][/ROW]
[ROW][C]46[/C][C]-0.099954[/C][C]-0.8422[/C][C]0.201244[/C][/ROW]
[ROW][C]47[/C][C]0.01775[/C][C]0.1496[/C][C]0.440767[/C][/ROW]
[ROW][C]48[/C][C]0.012505[/C][C]0.1054[/C][C]0.458191[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=226219&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=226219&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
1-0.32741-2.75880.003687
2-0.500345-4.2163.6e-05
3-0.083018-0.69950.243257
4-0.179429-1.51190.067499
5-0.252623-2.12860.018377
6-0.039617-0.33380.369751
7-0.229299-1.93210.028669
8-0.137548-1.1590.12517
90.0132290.11150.455778
10-0.301959-2.54430.006562
11-0.312158-2.63030.005227
120.0990020.83420.203481
130.1410951.18890.119223
14-0.041969-0.35360.36233
150.0610640.51450.304238
160.0362680.30560.380402
170.0558030.47020.319824
180.1080370.91030.182864
19-0.132943-1.12020.133202
20-0.072079-0.60730.272779
210.0170320.14350.443145
22-0.044362-0.37380.354832
23-0.203541-1.71510.045347
24-0.118847-1.00140.160011
250.2107811.77610.040003
26-0.025928-0.21850.413842
270.1438381.2120.114765
28-0.063739-0.53710.296448
290.0822730.69320.24521
300.048660.410.341515
31-0.002201-0.01850.492627
320.1180330.99460.161663
330.0686020.5780.282531
340.0337150.28410.388586
35-0.051664-0.43530.332322
36-0.146326-1.2330.110827
37-0.117336-0.98870.163086
38-0.030434-0.25640.399177
39-0.008243-0.06950.472409
40-0.013857-0.11680.453688
41-0.094517-0.79640.214223
42-0.136561-1.15070.126862
430.0722870.60910.2722
440.0281820.23750.40649
45-0.091335-0.76960.222044
46-0.099954-0.84220.201244
470.017750.14960.440767
480.0125050.10540.458191


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')