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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, 25 Nov 2013 13:07:12 -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/25/t1385402853ciac6akj45avpda.htm/, Retrieved Mon, 29 Apr 2024 19:31:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=228373, Retrieved Mon, 29 Apr 2024 19:31:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact60

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] [] [2013-11-25 18:07:12] [da6056b86d6cc6ac74ca244744435ec9] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
86,86
86,79
82,52
86,87
81,62
82,66
89,87
92,04
79,74
77,75
79,12
76,37
75,01
77,6
77,81
81,7
76,47
74,72
84,43
86,72
70,99
75,43
74,14
73,3
71,97
69,27
74,13
76,4
72,26
72,1
87,82
91,62
82,69
85,76
86,87
93,09
83,73
84,49
87,37
89,13
83,2
83,77
93,68
93,09
88,59
87,88
87,89
89,38
89,13
89,58
90,22
91,44
91,04
92,1
97,54
99,12
100
99,68
100,08
99,9
99,63
99,45
99,63
99,46
96,91
97,65
102,1
103,57
104,59
104,79
101,31
104,8
104,56
104,15
102,73
101,86
101,9
102,33
105,71
106,1
102,81
103,23
102,35
104,11

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 Maurice George Kendall' @ kendall.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 Maurice George Kendall' @ kendall.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=228373&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 Maurice George Kendall' @ kendall.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=228373&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=228373&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 Maurice George Kendall' @ kendall.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.133994-1.22070.11282
2-0.445606-4.05975.5e-05
30.0653270.59520.27668
40.3169062.88720.002477
5-0.057391-0.52290.301232
6-0.258014-2.35060.010557
7-0.056039-0.51050.305514
80.2730412.48750.007433
90.0797340.72640.234815
10-0.506342-4.6137e-06
11-0.017627-0.16060.436403
120.6480865.90430
13-0.10806-0.98450.163871
14-0.303446-2.76450.003511
15-0.007776-0.07080.471846
160.2662562.42570.008723
17-0.029713-0.27070.393646
18-0.140698-1.28180.101737
19-0.110786-1.00930.15788
200.2362772.15260.017127
210.0310430.28280.389013
22-0.392898-3.57950.000289
230.0250060.22780.410176
240.3864063.52030.000351
25-0.013387-0.1220.451613
26-0.198835-1.81150.036842
27-0.00462-0.04210.483263
280.1302851.1870.119315
29-0.006509-0.05930.476428
30-0.07621-0.69430.244714
31-0.089083-0.81160.209677
320.146061.33070.093471
33-0.054144-0.49330.311562
34-0.172804-1.57430.059609
35-0.000477-0.00430.498271
360.2209122.01260.0237
37-0.007357-0.0670.473361
38-0.064632-0.58880.27879
39-0.004251-0.03870.4846
40-0.009496-0.08650.465634
410.0433870.39530.346827
42-0.015595-0.14210.44368
43-0.042255-0.3850.350624
440.0390.35530.361631
45-0.017891-0.1630.435459
46-0.116679-1.0630.145433
47-0.01578-0.14380.443016
480.1099611.00180.159677

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.133994 & -1.2207 & 0.11282 \tabularnewline
2 & -0.445606 & -4.0597 & 5.5e-05 \tabularnewline
3 & 0.065327 & 0.5952 & 0.27668 \tabularnewline
4 & 0.316906 & 2.8872 & 0.002477 \tabularnewline
5 & -0.057391 & -0.5229 & 0.301232 \tabularnewline
6 & -0.258014 & -2.3506 & 0.010557 \tabularnewline
7 & -0.056039 & -0.5105 & 0.305514 \tabularnewline
8 & 0.273041 & 2.4875 & 0.007433 \tabularnewline
9 & 0.079734 & 0.7264 & 0.234815 \tabularnewline
10 & -0.506342 & -4.613 & 7e-06 \tabularnewline
11 & -0.017627 & -0.1606 & 0.436403 \tabularnewline
12 & 0.648086 & 5.9043 & 0 \tabularnewline
13 & -0.10806 & -0.9845 & 0.163871 \tabularnewline
14 & -0.303446 & -2.7645 & 0.003511 \tabularnewline
15 & -0.007776 & -0.0708 & 0.471846 \tabularnewline
16 & 0.266256 & 2.4257 & 0.008723 \tabularnewline
17 & -0.029713 & -0.2707 & 0.393646 \tabularnewline
18 & -0.140698 & -1.2818 & 0.101737 \tabularnewline
19 & -0.110786 & -1.0093 & 0.15788 \tabularnewline
20 & 0.236277 & 2.1526 & 0.017127 \tabularnewline
21 & 0.031043 & 0.2828 & 0.389013 \tabularnewline
22 & -0.392898 & -3.5795 & 0.000289 \tabularnewline
23 & 0.025006 & 0.2278 & 0.410176 \tabularnewline
24 & 0.386406 & 3.5203 & 0.000351 \tabularnewline
25 & -0.013387 & -0.122 & 0.451613 \tabularnewline
26 & -0.198835 & -1.8115 & 0.036842 \tabularnewline
27 & -0.00462 & -0.0421 & 0.483263 \tabularnewline
28 & 0.130285 & 1.187 & 0.119315 \tabularnewline
29 & -0.006509 & -0.0593 & 0.476428 \tabularnewline
30 & -0.07621 & -0.6943 & 0.244714 \tabularnewline
31 & -0.089083 & -0.8116 & 0.209677 \tabularnewline
32 & 0.14606 & 1.3307 & 0.093471 \tabularnewline
33 & -0.054144 & -0.4933 & 0.311562 \tabularnewline
34 & -0.172804 & -1.5743 & 0.059609 \tabularnewline
35 & -0.000477 & -0.0043 & 0.498271 \tabularnewline
36 & 0.220912 & 2.0126 & 0.0237 \tabularnewline
37 & -0.007357 & -0.067 & 0.473361 \tabularnewline
38 & -0.064632 & -0.5888 & 0.27879 \tabularnewline
39 & -0.004251 & -0.0387 & 0.4846 \tabularnewline
40 & -0.009496 & -0.0865 & 0.465634 \tabularnewline
41 & 0.043387 & 0.3953 & 0.346827 \tabularnewline
42 & -0.015595 & -0.1421 & 0.44368 \tabularnewline
43 & -0.042255 & -0.385 & 0.350624 \tabularnewline
44 & 0.039 & 0.3553 & 0.361631 \tabularnewline
45 & -0.017891 & -0.163 & 0.435459 \tabularnewline
46 & -0.116679 & -1.063 & 0.145433 \tabularnewline
47 & -0.01578 & -0.1438 & 0.443016 \tabularnewline
48 & 0.109961 & 1.0018 & 0.159677 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=228373&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]-0.133994[/C][C]-1.2207[/C][C]0.11282[/C][/ROW]
[ROW][C]2[/C][C]-0.445606[/C][C]-4.0597[/C][C]5.5e-05[/C][/ROW]
[ROW][C]3[/C][C]0.065327[/C][C]0.5952[/C][C]0.27668[/C][/ROW]
[ROW][C]4[/C][C]0.316906[/C][C]2.8872[/C][C]0.002477[/C][/ROW]
[ROW][C]5[/C][C]-0.057391[/C][C]-0.5229[/C][C]0.301232[/C][/ROW]
[ROW][C]6[/C][C]-0.258014[/C][C]-2.3506[/C][C]0.010557[/C][/ROW]
[ROW][C]7[/C][C]-0.056039[/C][C]-0.5105[/C][C]0.305514[/C][/ROW]
[ROW][C]8[/C][C]0.273041[/C][C]2.4875[/C][C]0.007433[/C][/ROW]
[ROW][C]9[/C][C]0.079734[/C][C]0.7264[/C][C]0.234815[/C][/ROW]
[ROW][C]10[/C][C]-0.506342[/C][C]-4.613[/C][C]7e-06[/C][/ROW]
[ROW][C]11[/C][C]-0.017627[/C][C]-0.1606[/C][C]0.436403[/C][/ROW]
[ROW][C]12[/C][C]0.648086[/C][C]5.9043[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.10806[/C][C]-0.9845[/C][C]0.163871[/C][/ROW]
[ROW][C]14[/C][C]-0.303446[/C][C]-2.7645[/C][C]0.003511[/C][/ROW]
[ROW][C]15[/C][C]-0.007776[/C][C]-0.0708[/C][C]0.471846[/C][/ROW]
[ROW][C]16[/C][C]0.266256[/C][C]2.4257[/C][C]0.008723[/C][/ROW]
[ROW][C]17[/C][C]-0.029713[/C][C]-0.2707[/C][C]0.393646[/C][/ROW]
[ROW][C]18[/C][C]-0.140698[/C][C]-1.2818[/C][C]0.101737[/C][/ROW]
[ROW][C]19[/C][C]-0.110786[/C][C]-1.0093[/C][C]0.15788[/C][/ROW]
[ROW][C]20[/C][C]0.236277[/C][C]2.1526[/C][C]0.017127[/C][/ROW]
[ROW][C]21[/C][C]0.031043[/C][C]0.2828[/C][C]0.389013[/C][/ROW]
[ROW][C]22[/C][C]-0.392898[/C][C]-3.5795[/C][C]0.000289[/C][/ROW]
[ROW][C]23[/C][C]0.025006[/C][C]0.2278[/C][C]0.410176[/C][/ROW]
[ROW][C]24[/C][C]0.386406[/C][C]3.5203[/C][C]0.000351[/C][/ROW]
[ROW][C]25[/C][C]-0.013387[/C][C]-0.122[/C][C]0.451613[/C][/ROW]
[ROW][C]26[/C][C]-0.198835[/C][C]-1.8115[/C][C]0.036842[/C][/ROW]
[ROW][C]27[/C][C]-0.00462[/C][C]-0.0421[/C][C]0.483263[/C][/ROW]
[ROW][C]28[/C][C]0.130285[/C][C]1.187[/C][C]0.119315[/C][/ROW]
[ROW][C]29[/C][C]-0.006509[/C][C]-0.0593[/C][C]0.476428[/C][/ROW]
[ROW][C]30[/C][C]-0.07621[/C][C]-0.6943[/C][C]0.244714[/C][/ROW]
[ROW][C]31[/C][C]-0.089083[/C][C]-0.8116[/C][C]0.209677[/C][/ROW]
[ROW][C]32[/C][C]0.14606[/C][C]1.3307[/C][C]0.093471[/C][/ROW]
[ROW][C]33[/C][C]-0.054144[/C][C]-0.4933[/C][C]0.311562[/C][/ROW]
[ROW][C]34[/C][C]-0.172804[/C][C]-1.5743[/C][C]0.059609[/C][/ROW]
[ROW][C]35[/C][C]-0.000477[/C][C]-0.0043[/C][C]0.498271[/C][/ROW]
[ROW][C]36[/C][C]0.220912[/C][C]2.0126[/C][C]0.0237[/C][/ROW]
[ROW][C]37[/C][C]-0.007357[/C][C]-0.067[/C][C]0.473361[/C][/ROW]
[ROW][C]38[/C][C]-0.064632[/C][C]-0.5888[/C][C]0.27879[/C][/ROW]
[ROW][C]39[/C][C]-0.004251[/C][C]-0.0387[/C][C]0.4846[/C][/ROW]
[ROW][C]40[/C][C]-0.009496[/C][C]-0.0865[/C][C]0.465634[/C][/ROW]
[ROW][C]41[/C][C]0.043387[/C][C]0.3953[/C][C]0.346827[/C][/ROW]
[ROW][C]42[/C][C]-0.015595[/C][C]-0.1421[/C][C]0.44368[/C][/ROW]
[ROW][C]43[/C][C]-0.042255[/C][C]-0.385[/C][C]0.350624[/C][/ROW]
[ROW][C]44[/C][C]0.039[/C][C]0.3553[/C][C]0.361631[/C][/ROW]
[ROW][C]45[/C][C]-0.017891[/C][C]-0.163[/C][C]0.435459[/C][/ROW]
[ROW][C]46[/C][C]-0.116679[/C][C]-1.063[/C][C]0.145433[/C][/ROW]
[ROW][C]47[/C][C]-0.01578[/C][C]-0.1438[/C][C]0.443016[/C][/ROW]
[ROW][C]48[/C][C]0.109961[/C][C]1.0018[/C][C]0.159677[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=228373&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=228373&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
1-0.133994-1.22070.11282
2-0.445606-4.05975.5e-05
30.0653270.59520.27668
40.3169062.88720.002477
5-0.057391-0.52290.301232
6-0.258014-2.35060.010557
7-0.056039-0.51050.305514
80.2730412.48750.007433
90.0797340.72640.234815
10-0.506342-4.6137e-06
11-0.017627-0.16060.436403
120.6480865.90430
13-0.10806-0.98450.163871
14-0.303446-2.76450.003511
15-0.007776-0.07080.471846
160.2662562.42570.008723
17-0.029713-0.27070.393646
18-0.140698-1.28180.101737
19-0.110786-1.00930.15788
200.2362772.15260.017127
210.0310430.28280.389013
22-0.392898-3.57950.000289
230.0250060.22780.410176
240.3864063.52030.000351
25-0.013387-0.1220.451613
26-0.198835-1.81150.036842
27-0.00462-0.04210.483263
280.1302851.1870.119315
29-0.006509-0.05930.476428
30-0.07621-0.69430.244714
31-0.089083-0.81160.209677
320.146061.33070.093471
33-0.054144-0.49330.311562
34-0.172804-1.57430.059609
35-0.000477-0.00430.498271
360.2209122.01260.0237
37-0.007357-0.0670.473361
38-0.064632-0.58880.27879
39-0.004251-0.03870.4846
40-0.009496-0.08650.465634
410.0433870.39530.346827
42-0.015595-0.14210.44368
43-0.042255-0.3850.350624
440.0390.35530.361631
45-0.017891-0.1630.435459
46-0.116679-1.0630.145433
47-0.01578-0.14380.443016
480.1099611.00180.159677






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.133994-1.22070.11282
2-0.472035-4.30042.3e-05
3-0.112438-1.02440.15432
40.1300041.18440.119818
50.0367280.33460.369382
6-0.088654-0.80770.210793
7-0.177826-1.62010.054505
80.0608540.55440.290396
90.1068710.97360.166532
10-0.38724-3.52790.000343
11-0.161933-1.47530.07196
120.4307483.92438.9e-05
130.0363720.33140.370603
140.1849821.68530.047847
15-0.105551-0.96160.169517
16-0.068671-0.62560.266638
17-0.058076-0.52910.299075
180.1305591.18950.118827
19-0.009318-0.08490.466277
20-0.052276-0.47630.317571
21-0.115848-1.05540.147146
22-0.007513-0.06840.472798
230.0067990.06190.475379
240.0036410.03320.486809
250.0665650.60640.272939
260.0495850.45170.326316
270.0719940.65590.256852
28-0.054632-0.49770.309997
29-0.10681-0.97310.166668
30-0.072095-0.65680.256558
310.013330.12140.451816
32-0.061519-0.56050.288336
33-0.108347-0.98710.163234
340.0699590.63740.262824
35-0.015048-0.13710.445643
360.0579890.52830.299348
37-0.018694-0.17030.432592
380.0291790.26580.395512
39-0.006839-0.06230.475235
40-0.087875-0.80060.212832
410.0118210.10770.45725
42-0.040514-0.36910.356495
43-0.046607-0.42460.336111
440.0279540.25470.399801
450.0729250.66440.254144
46-0.092702-0.84460.200394
47-0.028465-0.25930.398011
48-0.060261-0.5490.292237

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.133994 & -1.2207 & 0.11282 \tabularnewline
2 & -0.472035 & -4.3004 & 2.3e-05 \tabularnewline
3 & -0.112438 & -1.0244 & 0.15432 \tabularnewline
4 & 0.130004 & 1.1844 & 0.119818 \tabularnewline
5 & 0.036728 & 0.3346 & 0.369382 \tabularnewline
6 & -0.088654 & -0.8077 & 0.210793 \tabularnewline
7 & -0.177826 & -1.6201 & 0.054505 \tabularnewline
8 & 0.060854 & 0.5544 & 0.290396 \tabularnewline
9 & 0.106871 & 0.9736 & 0.166532 \tabularnewline
10 & -0.38724 & -3.5279 & 0.000343 \tabularnewline
11 & -0.161933 & -1.4753 & 0.07196 \tabularnewline
12 & 0.430748 & 3.9243 & 8.9e-05 \tabularnewline
13 & 0.036372 & 0.3314 & 0.370603 \tabularnewline
14 & 0.184982 & 1.6853 & 0.047847 \tabularnewline
15 & -0.105551 & -0.9616 & 0.169517 \tabularnewline
16 & -0.068671 & -0.6256 & 0.266638 \tabularnewline
17 & -0.058076 & -0.5291 & 0.299075 \tabularnewline
18 & 0.130559 & 1.1895 & 0.118827 \tabularnewline
19 & -0.009318 & -0.0849 & 0.466277 \tabularnewline
20 & -0.052276 & -0.4763 & 0.317571 \tabularnewline
21 & -0.115848 & -1.0554 & 0.147146 \tabularnewline
22 & -0.007513 & -0.0684 & 0.472798 \tabularnewline
23 & 0.006799 & 0.0619 & 0.475379 \tabularnewline
24 & 0.003641 & 0.0332 & 0.486809 \tabularnewline
25 & 0.066565 & 0.6064 & 0.272939 \tabularnewline
26 & 0.049585 & 0.4517 & 0.326316 \tabularnewline
27 & 0.071994 & 0.6559 & 0.256852 \tabularnewline
28 & -0.054632 & -0.4977 & 0.309997 \tabularnewline
29 & -0.10681 & -0.9731 & 0.166668 \tabularnewline
30 & -0.072095 & -0.6568 & 0.256558 \tabularnewline
31 & 0.01333 & 0.1214 & 0.451816 \tabularnewline
32 & -0.061519 & -0.5605 & 0.288336 \tabularnewline
33 & -0.108347 & -0.9871 & 0.163234 \tabularnewline
34 & 0.069959 & 0.6374 & 0.262824 \tabularnewline
35 & -0.015048 & -0.1371 & 0.445643 \tabularnewline
36 & 0.057989 & 0.5283 & 0.299348 \tabularnewline
37 & -0.018694 & -0.1703 & 0.432592 \tabularnewline
38 & 0.029179 & 0.2658 & 0.395512 \tabularnewline
39 & -0.006839 & -0.0623 & 0.475235 \tabularnewline
40 & -0.087875 & -0.8006 & 0.212832 \tabularnewline
41 & 0.011821 & 0.1077 & 0.45725 \tabularnewline
42 & -0.040514 & -0.3691 & 0.356495 \tabularnewline
43 & -0.046607 & -0.4246 & 0.336111 \tabularnewline
44 & 0.027954 & 0.2547 & 0.399801 \tabularnewline
45 & 0.072925 & 0.6644 & 0.254144 \tabularnewline
46 & -0.092702 & -0.8446 & 0.200394 \tabularnewline
47 & -0.028465 & -0.2593 & 0.398011 \tabularnewline
48 & -0.060261 & -0.549 & 0.292237 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=228373&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]-0.133994[/C][C]-1.2207[/C][C]0.11282[/C][/ROW]
[ROW][C]2[/C][C]-0.472035[/C][C]-4.3004[/C][C]2.3e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.112438[/C][C]-1.0244[/C][C]0.15432[/C][/ROW]
[ROW][C]4[/C][C]0.130004[/C][C]1.1844[/C][C]0.119818[/C][/ROW]
[ROW][C]5[/C][C]0.036728[/C][C]0.3346[/C][C]0.369382[/C][/ROW]
[ROW][C]6[/C][C]-0.088654[/C][C]-0.8077[/C][C]0.210793[/C][/ROW]
[ROW][C]7[/C][C]-0.177826[/C][C]-1.6201[/C][C]0.054505[/C][/ROW]
[ROW][C]8[/C][C]0.060854[/C][C]0.5544[/C][C]0.290396[/C][/ROW]
[ROW][C]9[/C][C]0.106871[/C][C]0.9736[/C][C]0.166532[/C][/ROW]
[ROW][C]10[/C][C]-0.38724[/C][C]-3.5279[/C][C]0.000343[/C][/ROW]
[ROW][C]11[/C][C]-0.161933[/C][C]-1.4753[/C][C]0.07196[/C][/ROW]
[ROW][C]12[/C][C]0.430748[/C][C]3.9243[/C][C]8.9e-05[/C][/ROW]
[ROW][C]13[/C][C]0.036372[/C][C]0.3314[/C][C]0.370603[/C][/ROW]
[ROW][C]14[/C][C]0.184982[/C][C]1.6853[/C][C]0.047847[/C][/ROW]
[ROW][C]15[/C][C]-0.105551[/C][C]-0.9616[/C][C]0.169517[/C][/ROW]
[ROW][C]16[/C][C]-0.068671[/C][C]-0.6256[/C][C]0.266638[/C][/ROW]
[ROW][C]17[/C][C]-0.058076[/C][C]-0.5291[/C][C]0.299075[/C][/ROW]
[ROW][C]18[/C][C]0.130559[/C][C]1.1895[/C][C]0.118827[/C][/ROW]
[ROW][C]19[/C][C]-0.009318[/C][C]-0.0849[/C][C]0.466277[/C][/ROW]
[ROW][C]20[/C][C]-0.052276[/C][C]-0.4763[/C][C]0.317571[/C][/ROW]
[ROW][C]21[/C][C]-0.115848[/C][C]-1.0554[/C][C]0.147146[/C][/ROW]
[ROW][C]22[/C][C]-0.007513[/C][C]-0.0684[/C][C]0.472798[/C][/ROW]
[ROW][C]23[/C][C]0.006799[/C][C]0.0619[/C][C]0.475379[/C][/ROW]
[ROW][C]24[/C][C]0.003641[/C][C]0.0332[/C][C]0.486809[/C][/ROW]
[ROW][C]25[/C][C]0.066565[/C][C]0.6064[/C][C]0.272939[/C][/ROW]
[ROW][C]26[/C][C]0.049585[/C][C]0.4517[/C][C]0.326316[/C][/ROW]
[ROW][C]27[/C][C]0.071994[/C][C]0.6559[/C][C]0.256852[/C][/ROW]
[ROW][C]28[/C][C]-0.054632[/C][C]-0.4977[/C][C]0.309997[/C][/ROW]
[ROW][C]29[/C][C]-0.10681[/C][C]-0.9731[/C][C]0.166668[/C][/ROW]
[ROW][C]30[/C][C]-0.072095[/C][C]-0.6568[/C][C]0.256558[/C][/ROW]
[ROW][C]31[/C][C]0.01333[/C][C]0.1214[/C][C]0.451816[/C][/ROW]
[ROW][C]32[/C][C]-0.061519[/C][C]-0.5605[/C][C]0.288336[/C][/ROW]
[ROW][C]33[/C][C]-0.108347[/C][C]-0.9871[/C][C]0.163234[/C][/ROW]
[ROW][C]34[/C][C]0.069959[/C][C]0.6374[/C][C]0.262824[/C][/ROW]
[ROW][C]35[/C][C]-0.015048[/C][C]-0.1371[/C][C]0.445643[/C][/ROW]
[ROW][C]36[/C][C]0.057989[/C][C]0.5283[/C][C]0.299348[/C][/ROW]
[ROW][C]37[/C][C]-0.018694[/C][C]-0.1703[/C][C]0.432592[/C][/ROW]
[ROW][C]38[/C][C]0.029179[/C][C]0.2658[/C][C]0.395512[/C][/ROW]
[ROW][C]39[/C][C]-0.006839[/C][C]-0.0623[/C][C]0.475235[/C][/ROW]
[ROW][C]40[/C][C]-0.087875[/C][C]-0.8006[/C][C]0.212832[/C][/ROW]
[ROW][C]41[/C][C]0.011821[/C][C]0.1077[/C][C]0.45725[/C][/ROW]
[ROW][C]42[/C][C]-0.040514[/C][C]-0.3691[/C][C]0.356495[/C][/ROW]
[ROW][C]43[/C][C]-0.046607[/C][C]-0.4246[/C][C]0.336111[/C][/ROW]
[ROW][C]44[/C][C]0.027954[/C][C]0.2547[/C][C]0.399801[/C][/ROW]
[ROW][C]45[/C][C]0.072925[/C][C]0.6644[/C][C]0.254144[/C][/ROW]
[ROW][C]46[/C][C]-0.092702[/C][C]-0.8446[/C][C]0.200394[/C][/ROW]
[ROW][C]47[/C][C]-0.028465[/C][C]-0.2593[/C][C]0.398011[/C][/ROW]
[ROW][C]48[/C][C]-0.060261[/C][C]-0.549[/C][C]0.292237[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=228373&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=228373&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
1-0.133994-1.22070.11282
2-0.472035-4.30042.3e-05
3-0.112438-1.02440.15432
40.1300041.18440.119818
50.0367280.33460.369382
6-0.088654-0.80770.210793
7-0.177826-1.62010.054505
80.0608540.55440.290396
90.1068710.97360.166532
10-0.38724-3.52790.000343
11-0.161933-1.47530.07196
120.4307483.92438.9e-05
130.0363720.33140.370603
140.1849821.68530.047847
15-0.105551-0.96160.169517
16-0.068671-0.62560.266638
17-0.058076-0.52910.299075
180.1305591.18950.118827
19-0.009318-0.08490.466277
20-0.052276-0.47630.317571
21-0.115848-1.05540.147146
22-0.007513-0.06840.472798
230.0067990.06190.475379
240.0036410.03320.486809
250.0665650.60640.272939
260.0495850.45170.326316
270.0719940.65590.256852
28-0.054632-0.49770.309997
29-0.10681-0.97310.166668
30-0.072095-0.65680.256558
310.013330.12140.451816
32-0.061519-0.56050.288336
33-0.108347-0.98710.163234
340.0699590.63740.262824
35-0.015048-0.13710.445643
360.0579890.52830.299348
37-0.018694-0.17030.432592
380.0291790.26580.395512
39-0.006839-0.06230.475235
40-0.087875-0.80060.212832
410.0118210.10770.45725
42-0.040514-0.36910.356495
43-0.046607-0.42460.336111
440.0279540.25470.399801
450.0729250.66440.254144
46-0.092702-0.84460.200394
47-0.028465-0.25930.398011
48-0.060261-0.5490.292237


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')