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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 computationSat, 30 Nov 2013 09:02:58 -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/30/t1385820218meiyl562eocw6kz.htm/, Retrieved Fri, 03 May 2024 12:50:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=229660, Retrieved Fri, 03 May 2024 12:50:35 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact86

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] [Workshop 9 autoco...] [2013-11-30 14:02:58] [59f7ebe53b87b0acbb2aecff589db592] [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'Gertrude Mary Cox' @ cox.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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=229660&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=229660&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=229660&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'Gertrude Mary Cox' @ cox.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.515595-3.96040.000102
20.1107620.85080.199165
3-0.146648-1.12640.132273
40.0687920.52840.299603
5-0.025755-0.19780.421931
6-0.042859-0.32920.371584
70.0581260.44650.328445
80.0011460.00880.496505
9-0.030265-0.23250.408488
10-0.02066-0.15870.437227
110.3172572.43690.008925
12-0.421547-3.2380.000989
130.1177640.90460.184687
140.0020710.01590.493681
150.0701310.53870.296066
16-0.047908-0.3680.3571
17-0.054133-0.41580.339531
180.090380.69420.245133
19-0.038331-0.29440.384733
20-0.047721-0.36650.357633
210.0278860.21420.415566
220.1190810.91470.182043
23-0.084479-0.64890.259462
24-0.076044-0.58410.280689
250.1954121.5010.069346
26-0.232257-1.7840.039783
270.1388771.06670.145218
28-0.12974-0.99660.161526
290.2042281.56870.061033
30-0.113451-0.87140.193524
31-0.042832-0.3290.371661
320.0754790.57980.28214
330.044350.34070.367284
34-0.056815-0.43640.332068
35-0.034508-0.26510.395942
360.0429920.33020.3712
37-0.141002-1.08310.141594
380.1782221.36890.088102
39-0.114339-0.87830.191685
400.1629991.2520.107751
41-0.199793-1.53460.065109
420.1034460.79460.21502
430.0288980.2220.412553
44-0.012848-0.09870.46086
45-0.068422-0.52560.300581
46-0.019206-0.14750.44161
470.064380.49450.31139
48-0.01535-0.11790.453271

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.515595 & -3.9604 & 0.000102 \tabularnewline
2 & 0.110762 & 0.8508 & 0.199165 \tabularnewline
3 & -0.146648 & -1.1264 & 0.132273 \tabularnewline
4 & 0.068792 & 0.5284 & 0.299603 \tabularnewline
5 & -0.025755 & -0.1978 & 0.421931 \tabularnewline
6 & -0.042859 & -0.3292 & 0.371584 \tabularnewline
7 & 0.058126 & 0.4465 & 0.328445 \tabularnewline
8 & 0.001146 & 0.0088 & 0.496505 \tabularnewline
9 & -0.030265 & -0.2325 & 0.408488 \tabularnewline
10 & -0.02066 & -0.1587 & 0.437227 \tabularnewline
11 & 0.317257 & 2.4369 & 0.008925 \tabularnewline
12 & -0.421547 & -3.238 & 0.000989 \tabularnewline
13 & 0.117764 & 0.9046 & 0.184687 \tabularnewline
14 & 0.002071 & 0.0159 & 0.493681 \tabularnewline
15 & 0.070131 & 0.5387 & 0.296066 \tabularnewline
16 & -0.047908 & -0.368 & 0.3571 \tabularnewline
17 & -0.054133 & -0.4158 & 0.339531 \tabularnewline
18 & 0.09038 & 0.6942 & 0.245133 \tabularnewline
19 & -0.038331 & -0.2944 & 0.384733 \tabularnewline
20 & -0.047721 & -0.3665 & 0.357633 \tabularnewline
21 & 0.027886 & 0.2142 & 0.415566 \tabularnewline
22 & 0.119081 & 0.9147 & 0.182043 \tabularnewline
23 & -0.084479 & -0.6489 & 0.259462 \tabularnewline
24 & -0.076044 & -0.5841 & 0.280689 \tabularnewline
25 & 0.195412 & 1.501 & 0.069346 \tabularnewline
26 & -0.232257 & -1.784 & 0.039783 \tabularnewline
27 & 0.138877 & 1.0667 & 0.145218 \tabularnewline
28 & -0.12974 & -0.9966 & 0.161526 \tabularnewline
29 & 0.204228 & 1.5687 & 0.061033 \tabularnewline
30 & -0.113451 & -0.8714 & 0.193524 \tabularnewline
31 & -0.042832 & -0.329 & 0.371661 \tabularnewline
32 & 0.075479 & 0.5798 & 0.28214 \tabularnewline
33 & 0.04435 & 0.3407 & 0.367284 \tabularnewline
34 & -0.056815 & -0.4364 & 0.332068 \tabularnewline
35 & -0.034508 & -0.2651 & 0.395942 \tabularnewline
36 & 0.042992 & 0.3302 & 0.3712 \tabularnewline
37 & -0.141002 & -1.0831 & 0.141594 \tabularnewline
38 & 0.178222 & 1.3689 & 0.088102 \tabularnewline
39 & -0.114339 & -0.8783 & 0.191685 \tabularnewline
40 & 0.162999 & 1.252 & 0.107751 \tabularnewline
41 & -0.199793 & -1.5346 & 0.065109 \tabularnewline
42 & 0.103446 & 0.7946 & 0.21502 \tabularnewline
43 & 0.028898 & 0.222 & 0.412553 \tabularnewline
44 & -0.012848 & -0.0987 & 0.46086 \tabularnewline
45 & -0.068422 & -0.5256 & 0.300581 \tabularnewline
46 & -0.019206 & -0.1475 & 0.44161 \tabularnewline
47 & 0.06438 & 0.4945 & 0.31139 \tabularnewline
48 & -0.01535 & -0.1179 & 0.453271 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=229660&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]-0.515595[/C][C]-3.9604[/C][C]0.000102[/C][/ROW]
[ROW][C]2[/C][C]0.110762[/C][C]0.8508[/C][C]0.199165[/C][/ROW]
[ROW][C]3[/C][C]-0.146648[/C][C]-1.1264[/C][C]0.132273[/C][/ROW]
[ROW][C]4[/C][C]0.068792[/C][C]0.5284[/C][C]0.299603[/C][/ROW]
[ROW][C]5[/C][C]-0.025755[/C][C]-0.1978[/C][C]0.421931[/C][/ROW]
[ROW][C]6[/C][C]-0.042859[/C][C]-0.3292[/C][C]0.371584[/C][/ROW]
[ROW][C]7[/C][C]0.058126[/C][C]0.4465[/C][C]0.328445[/C][/ROW]
[ROW][C]8[/C][C]0.001146[/C][C]0.0088[/C][C]0.496505[/C][/ROW]
[ROW][C]9[/C][C]-0.030265[/C][C]-0.2325[/C][C]0.408488[/C][/ROW]
[ROW][C]10[/C][C]-0.02066[/C][C]-0.1587[/C][C]0.437227[/C][/ROW]
[ROW][C]11[/C][C]0.317257[/C][C]2.4369[/C][C]0.008925[/C][/ROW]
[ROW][C]12[/C][C]-0.421547[/C][C]-3.238[/C][C]0.000989[/C][/ROW]
[ROW][C]13[/C][C]0.117764[/C][C]0.9046[/C][C]0.184687[/C][/ROW]
[ROW][C]14[/C][C]0.002071[/C][C]0.0159[/C][C]0.493681[/C][/ROW]
[ROW][C]15[/C][C]0.070131[/C][C]0.5387[/C][C]0.296066[/C][/ROW]
[ROW][C]16[/C][C]-0.047908[/C][C]-0.368[/C][C]0.3571[/C][/ROW]
[ROW][C]17[/C][C]-0.054133[/C][C]-0.4158[/C][C]0.339531[/C][/ROW]
[ROW][C]18[/C][C]0.09038[/C][C]0.6942[/C][C]0.245133[/C][/ROW]
[ROW][C]19[/C][C]-0.038331[/C][C]-0.2944[/C][C]0.384733[/C][/ROW]
[ROW][C]20[/C][C]-0.047721[/C][C]-0.3665[/C][C]0.357633[/C][/ROW]
[ROW][C]21[/C][C]0.027886[/C][C]0.2142[/C][C]0.415566[/C][/ROW]
[ROW][C]22[/C][C]0.119081[/C][C]0.9147[/C][C]0.182043[/C][/ROW]
[ROW][C]23[/C][C]-0.084479[/C][C]-0.6489[/C][C]0.259462[/C][/ROW]
[ROW][C]24[/C][C]-0.076044[/C][C]-0.5841[/C][C]0.280689[/C][/ROW]
[ROW][C]25[/C][C]0.195412[/C][C]1.501[/C][C]0.069346[/C][/ROW]
[ROW][C]26[/C][C]-0.232257[/C][C]-1.784[/C][C]0.039783[/C][/ROW]
[ROW][C]27[/C][C]0.138877[/C][C]1.0667[/C][C]0.145218[/C][/ROW]
[ROW][C]28[/C][C]-0.12974[/C][C]-0.9966[/C][C]0.161526[/C][/ROW]
[ROW][C]29[/C][C]0.204228[/C][C]1.5687[/C][C]0.061033[/C][/ROW]
[ROW][C]30[/C][C]-0.113451[/C][C]-0.8714[/C][C]0.193524[/C][/ROW]
[ROW][C]31[/C][C]-0.042832[/C][C]-0.329[/C][C]0.371661[/C][/ROW]
[ROW][C]32[/C][C]0.075479[/C][C]0.5798[/C][C]0.28214[/C][/ROW]
[ROW][C]33[/C][C]0.04435[/C][C]0.3407[/C][C]0.367284[/C][/ROW]
[ROW][C]34[/C][C]-0.056815[/C][C]-0.4364[/C][C]0.332068[/C][/ROW]
[ROW][C]35[/C][C]-0.034508[/C][C]-0.2651[/C][C]0.395942[/C][/ROW]
[ROW][C]36[/C][C]0.042992[/C][C]0.3302[/C][C]0.3712[/C][/ROW]
[ROW][C]37[/C][C]-0.141002[/C][C]-1.0831[/C][C]0.141594[/C][/ROW]
[ROW][C]38[/C][C]0.178222[/C][C]1.3689[/C][C]0.088102[/C][/ROW]
[ROW][C]39[/C][C]-0.114339[/C][C]-0.8783[/C][C]0.191685[/C][/ROW]
[ROW][C]40[/C][C]0.162999[/C][C]1.252[/C][C]0.107751[/C][/ROW]
[ROW][C]41[/C][C]-0.199793[/C][C]-1.5346[/C][C]0.065109[/C][/ROW]
[ROW][C]42[/C][C]0.103446[/C][C]0.7946[/C][C]0.21502[/C][/ROW]
[ROW][C]43[/C][C]0.028898[/C][C]0.222[/C][C]0.412553[/C][/ROW]
[ROW][C]44[/C][C]-0.012848[/C][C]-0.0987[/C][C]0.46086[/C][/ROW]
[ROW][C]45[/C][C]-0.068422[/C][C]-0.5256[/C][C]0.300581[/C][/ROW]
[ROW][C]46[/C][C]-0.019206[/C][C]-0.1475[/C][C]0.44161[/C][/ROW]
[ROW][C]47[/C][C]0.06438[/C][C]0.4945[/C][C]0.31139[/C][/ROW]
[ROW][C]48[/C][C]-0.01535[/C][C]-0.1179[/C][C]0.453271[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=229660&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=229660&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
1-0.515595-3.96040.000102
20.1107620.85080.199165
3-0.146648-1.12640.132273
40.0687920.52840.299603
5-0.025755-0.19780.421931
6-0.042859-0.32920.371584
70.0581260.44650.328445
80.0011460.00880.496505
9-0.030265-0.23250.408488
10-0.02066-0.15870.437227
110.3172572.43690.008925
12-0.421547-3.2380.000989
130.1177640.90460.184687
140.0020710.01590.493681
150.0701310.53870.296066
16-0.047908-0.3680.3571
17-0.054133-0.41580.339531
180.090380.69420.245133
19-0.038331-0.29440.384733
20-0.047721-0.36650.357633
210.0278860.21420.415566
220.1190810.91470.182043
23-0.084479-0.64890.259462
24-0.076044-0.58410.280689
250.1954121.5010.069346
26-0.232257-1.7840.039783
270.1388771.06670.145218
28-0.12974-0.99660.161526
290.2042281.56870.061033
30-0.113451-0.87140.193524
31-0.042832-0.3290.371661
320.0754790.57980.28214
330.044350.34070.367284
34-0.056815-0.43640.332068
35-0.034508-0.26510.395942
360.0429920.33020.3712
37-0.141002-1.08310.141594
380.1782221.36890.088102
39-0.114339-0.87830.191685
400.1629991.2520.107751
41-0.199793-1.53460.065109
420.1034460.79460.21502
430.0288980.2220.412553
44-0.012848-0.09870.46086
45-0.068422-0.52560.300581
46-0.019206-0.14750.44161
470.064380.49450.31139
48-0.01535-0.11790.453271






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.515595-3.96040.000102
2-0.211228-1.62250.055017
3-0.26573-2.04110.02286
4-0.193677-1.48770.071083
5-0.154986-1.19050.119314
6-0.231402-1.77740.040326
7-0.166539-1.27920.102916
8-0.118368-0.90920.183471
9-0.172721-1.32670.094861
10-0.22815-1.75250.042446
110.3334772.56150.006499
12-0.06736-0.51740.303404
13-0.200999-1.54390.06398
14-0.001047-0.0080.496806
15-0.00128-0.00980.496095
16-0.053913-0.41410.340147
17-0.112314-0.86270.195898
18-0.102315-0.78590.217536
19-0.115601-0.8880.189086
20-0.177288-1.36180.089224
21-0.284265-2.18350.016495
22-0.181016-1.39040.084813
230.1780351.36750.088326
24-0.18034-1.38520.085601
250.0574460.44120.330323
26-0.108338-0.83220.204336
27-0.023831-0.1830.427694
28-0.078622-0.60390.27411
290.0073380.05640.477621
300.0200080.15370.439191
31-0.0908-0.69740.244131
32-0.090912-0.69830.243863
33-0.12215-0.93820.175971
340.0764320.58710.279692
350.2087491.60340.05709
36-0.045299-0.34790.364559
37-0.062484-0.480.316518
380.0110420.08480.466346
390.018690.14360.443167
40-0.003943-0.03030.487969
41-0.047601-0.36560.357974
420.0780160.59930.27565
430.0570270.4380.331482
44-0.028739-0.22070.413025
45-0.124288-0.95470.17182
460.0038020.02920.488401
470.0957550.73550.232471
48-0.022973-0.17650.430269

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.515595 & -3.9604 & 0.000102 \tabularnewline
2 & -0.211228 & -1.6225 & 0.055017 \tabularnewline
3 & -0.26573 & -2.0411 & 0.02286 \tabularnewline
4 & -0.193677 & -1.4877 & 0.071083 \tabularnewline
5 & -0.154986 & -1.1905 & 0.119314 \tabularnewline
6 & -0.231402 & -1.7774 & 0.040326 \tabularnewline
7 & -0.166539 & -1.2792 & 0.102916 \tabularnewline
8 & -0.118368 & -0.9092 & 0.183471 \tabularnewline
9 & -0.172721 & -1.3267 & 0.094861 \tabularnewline
10 & -0.22815 & -1.7525 & 0.042446 \tabularnewline
11 & 0.333477 & 2.5615 & 0.006499 \tabularnewline
12 & -0.06736 & -0.5174 & 0.303404 \tabularnewline
13 & -0.200999 & -1.5439 & 0.06398 \tabularnewline
14 & -0.001047 & -0.008 & 0.496806 \tabularnewline
15 & -0.00128 & -0.0098 & 0.496095 \tabularnewline
16 & -0.053913 & -0.4141 & 0.340147 \tabularnewline
17 & -0.112314 & -0.8627 & 0.195898 \tabularnewline
18 & -0.102315 & -0.7859 & 0.217536 \tabularnewline
19 & -0.115601 & -0.888 & 0.189086 \tabularnewline
20 & -0.177288 & -1.3618 & 0.089224 \tabularnewline
21 & -0.284265 & -2.1835 & 0.016495 \tabularnewline
22 & -0.181016 & -1.3904 & 0.084813 \tabularnewline
23 & 0.178035 & 1.3675 & 0.088326 \tabularnewline
24 & -0.18034 & -1.3852 & 0.085601 \tabularnewline
25 & 0.057446 & 0.4412 & 0.330323 \tabularnewline
26 & -0.108338 & -0.8322 & 0.204336 \tabularnewline
27 & -0.023831 & -0.183 & 0.427694 \tabularnewline
28 & -0.078622 & -0.6039 & 0.27411 \tabularnewline
29 & 0.007338 & 0.0564 & 0.477621 \tabularnewline
30 & 0.020008 & 0.1537 & 0.439191 \tabularnewline
31 & -0.0908 & -0.6974 & 0.244131 \tabularnewline
32 & -0.090912 & -0.6983 & 0.243863 \tabularnewline
33 & -0.12215 & -0.9382 & 0.175971 \tabularnewline
34 & 0.076432 & 0.5871 & 0.279692 \tabularnewline
35 & 0.208749 & 1.6034 & 0.05709 \tabularnewline
36 & -0.045299 & -0.3479 & 0.364559 \tabularnewline
37 & -0.062484 & -0.48 & 0.316518 \tabularnewline
38 & 0.011042 & 0.0848 & 0.466346 \tabularnewline
39 & 0.01869 & 0.1436 & 0.443167 \tabularnewline
40 & -0.003943 & -0.0303 & 0.487969 \tabularnewline
41 & -0.047601 & -0.3656 & 0.357974 \tabularnewline
42 & 0.078016 & 0.5993 & 0.27565 \tabularnewline
43 & 0.057027 & 0.438 & 0.331482 \tabularnewline
44 & -0.028739 & -0.2207 & 0.413025 \tabularnewline
45 & -0.124288 & -0.9547 & 0.17182 \tabularnewline
46 & 0.003802 & 0.0292 & 0.488401 \tabularnewline
47 & 0.095755 & 0.7355 & 0.232471 \tabularnewline
48 & -0.022973 & -0.1765 & 0.430269 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=229660&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]-0.515595[/C][C]-3.9604[/C][C]0.000102[/C][/ROW]
[ROW][C]2[/C][C]-0.211228[/C][C]-1.6225[/C][C]0.055017[/C][/ROW]
[ROW][C]3[/C][C]-0.26573[/C][C]-2.0411[/C][C]0.02286[/C][/ROW]
[ROW][C]4[/C][C]-0.193677[/C][C]-1.4877[/C][C]0.071083[/C][/ROW]
[ROW][C]5[/C][C]-0.154986[/C][C]-1.1905[/C][C]0.119314[/C][/ROW]
[ROW][C]6[/C][C]-0.231402[/C][C]-1.7774[/C][C]0.040326[/C][/ROW]
[ROW][C]7[/C][C]-0.166539[/C][C]-1.2792[/C][C]0.102916[/C][/ROW]
[ROW][C]8[/C][C]-0.118368[/C][C]-0.9092[/C][C]0.183471[/C][/ROW]
[ROW][C]9[/C][C]-0.172721[/C][C]-1.3267[/C][C]0.094861[/C][/ROW]
[ROW][C]10[/C][C]-0.22815[/C][C]-1.7525[/C][C]0.042446[/C][/ROW]
[ROW][C]11[/C][C]0.333477[/C][C]2.5615[/C][C]0.006499[/C][/ROW]
[ROW][C]12[/C][C]-0.06736[/C][C]-0.5174[/C][C]0.303404[/C][/ROW]
[ROW][C]13[/C][C]-0.200999[/C][C]-1.5439[/C][C]0.06398[/C][/ROW]
[ROW][C]14[/C][C]-0.001047[/C][C]-0.008[/C][C]0.496806[/C][/ROW]
[ROW][C]15[/C][C]-0.00128[/C][C]-0.0098[/C][C]0.496095[/C][/ROW]
[ROW][C]16[/C][C]-0.053913[/C][C]-0.4141[/C][C]0.340147[/C][/ROW]
[ROW][C]17[/C][C]-0.112314[/C][C]-0.8627[/C][C]0.195898[/C][/ROW]
[ROW][C]18[/C][C]-0.102315[/C][C]-0.7859[/C][C]0.217536[/C][/ROW]
[ROW][C]19[/C][C]-0.115601[/C][C]-0.888[/C][C]0.189086[/C][/ROW]
[ROW][C]20[/C][C]-0.177288[/C][C]-1.3618[/C][C]0.089224[/C][/ROW]
[ROW][C]21[/C][C]-0.284265[/C][C]-2.1835[/C][C]0.016495[/C][/ROW]
[ROW][C]22[/C][C]-0.181016[/C][C]-1.3904[/C][C]0.084813[/C][/ROW]
[ROW][C]23[/C][C]0.178035[/C][C]1.3675[/C][C]0.088326[/C][/ROW]
[ROW][C]24[/C][C]-0.18034[/C][C]-1.3852[/C][C]0.085601[/C][/ROW]
[ROW][C]25[/C][C]0.057446[/C][C]0.4412[/C][C]0.330323[/C][/ROW]
[ROW][C]26[/C][C]-0.108338[/C][C]-0.8322[/C][C]0.204336[/C][/ROW]
[ROW][C]27[/C][C]-0.023831[/C][C]-0.183[/C][C]0.427694[/C][/ROW]
[ROW][C]28[/C][C]-0.078622[/C][C]-0.6039[/C][C]0.27411[/C][/ROW]
[ROW][C]29[/C][C]0.007338[/C][C]0.0564[/C][C]0.477621[/C][/ROW]
[ROW][C]30[/C][C]0.020008[/C][C]0.1537[/C][C]0.439191[/C][/ROW]
[ROW][C]31[/C][C]-0.0908[/C][C]-0.6974[/C][C]0.244131[/C][/ROW]
[ROW][C]32[/C][C]-0.090912[/C][C]-0.6983[/C][C]0.243863[/C][/ROW]
[ROW][C]33[/C][C]-0.12215[/C][C]-0.9382[/C][C]0.175971[/C][/ROW]
[ROW][C]34[/C][C]0.076432[/C][C]0.5871[/C][C]0.279692[/C][/ROW]
[ROW][C]35[/C][C]0.208749[/C][C]1.6034[/C][C]0.05709[/C][/ROW]
[ROW][C]36[/C][C]-0.045299[/C][C]-0.3479[/C][C]0.364559[/C][/ROW]
[ROW][C]37[/C][C]-0.062484[/C][C]-0.48[/C][C]0.316518[/C][/ROW]
[ROW][C]38[/C][C]0.011042[/C][C]0.0848[/C][C]0.466346[/C][/ROW]
[ROW][C]39[/C][C]0.01869[/C][C]0.1436[/C][C]0.443167[/C][/ROW]
[ROW][C]40[/C][C]-0.003943[/C][C]-0.0303[/C][C]0.487969[/C][/ROW]
[ROW][C]41[/C][C]-0.047601[/C][C]-0.3656[/C][C]0.357974[/C][/ROW]
[ROW][C]42[/C][C]0.078016[/C][C]0.5993[/C][C]0.27565[/C][/ROW]
[ROW][C]43[/C][C]0.057027[/C][C]0.438[/C][C]0.331482[/C][/ROW]
[ROW][C]44[/C][C]-0.028739[/C][C]-0.2207[/C][C]0.413025[/C][/ROW]
[ROW][C]45[/C][C]-0.124288[/C][C]-0.9547[/C][C]0.17182[/C][/ROW]
[ROW][C]46[/C][C]0.003802[/C][C]0.0292[/C][C]0.488401[/C][/ROW]
[ROW][C]47[/C][C]0.095755[/C][C]0.7355[/C][C]0.232471[/C][/ROW]
[ROW][C]48[/C][C]-0.022973[/C][C]-0.1765[/C][C]0.430269[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=229660&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=229660&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
1-0.515595-3.96040.000102
2-0.211228-1.62250.055017
3-0.26573-2.04110.02286
4-0.193677-1.48770.071083
5-0.154986-1.19050.119314
6-0.231402-1.77740.040326
7-0.166539-1.27920.102916
8-0.118368-0.90920.183471
9-0.172721-1.32670.094861
10-0.22815-1.75250.042446
110.3334772.56150.006499
12-0.06736-0.51740.303404
13-0.200999-1.54390.06398
14-0.001047-0.0080.496806
15-0.00128-0.00980.496095
16-0.053913-0.41410.340147
17-0.112314-0.86270.195898
18-0.102315-0.78590.217536
19-0.115601-0.8880.189086
20-0.177288-1.36180.089224
21-0.284265-2.18350.016495
22-0.181016-1.39040.084813
230.1780351.36750.088326
24-0.18034-1.38520.085601
250.0574460.44120.330323
26-0.108338-0.83220.204336
27-0.023831-0.1830.427694
28-0.078622-0.60390.27411
290.0073380.05640.477621
300.0200080.15370.439191
31-0.0908-0.69740.244131
32-0.090912-0.69830.243863
33-0.12215-0.93820.175971
340.0764320.58710.279692
350.2087491.60340.05709
36-0.045299-0.34790.364559
37-0.062484-0.480.316518
380.0110420.08480.466346
390.018690.14360.443167
40-0.003943-0.03030.487969
41-0.047601-0.36560.357974
420.0780160.59930.27565
430.0570270.4380.331482
44-0.028739-0.22070.413025
45-0.124288-0.95470.17182
460.0038020.02920.488401
470.0957550.73550.232471
48-0.022973-0.17650.430269


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 0.5 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 48 ; par2 = 0.5 ; par3 = 1 ; par4 = 1 ; 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')