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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 computationThu, 05 Mar 2015 17:17:36 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2015/Mar/05/t1425575900lv34qrnyu4sdyp4.htm/, Retrieved Fri, 17 May 2024 16:31:00 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=277970, Retrieved Fri, 17 May 2024 16:31:00 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact99

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] [] [2015-03-05 17:17:36] [464dfecbd4863ecbf0b1962220ac611d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ jenkins.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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=277970&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=277970&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=277970&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 time2 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1033771.27450.102213
2-0.005294-0.06530.474024
3-0.005402-0.06660.473492
4-0.005511-0.06790.472961
5-0.005619-0.06930.472429
6-0.005728-0.07060.471897
7-0.005836-0.0720.471365
8-0.005945-0.07330.470834
9-0.006054-0.07460.470302
10-0.006162-0.0760.469771
11-0.006271-0.07730.469239
12-0.006379-0.07860.468708
130.0083520.1030.459063
14-0.005962-0.07350.470752
150.0087690.10810.457024
16-0.006179-0.07620.469689
17-0.006287-0.07750.469158
18-0.006396-0.07890.468626
19-0.006504-0.08020.468095
20-0.006613-0.08150.467564
210.1119941.38080.084691
220.0117190.14450.442655
23-0.005669-0.06990.472183
24-0.005778-0.07120.471652
25-0.005887-0.07260.47112
26-0.005995-0.07390.470589
27-0.006104-0.07530.470057
280.0086270.10640.457717
29-0.006321-0.07790.468994
30-0.006429-0.07930.468463
31-0.006538-0.08060.467931
32-0.006646-0.08190.4674
33-0.006755-0.08330.466869
340.1118521.3790.08496
350.0078670.0970.461429
36-0.005177-0.06380.474597
37-0.005285-0.06520.474065
38-0.005394-0.06650.473533
39-0.005502-0.06780.473001
40-0.005611-0.06920.47247
41-0.00572-0.07050.471938
42-0.005828-0.07190.471406
43-0.005937-0.07320.470875
44-0.006045-0.07450.470343
45-0.006154-0.07590.469812
46-0.006262-0.07720.46928
47-0.006371-0.07850.468749
48-0.006479-0.07990.468218

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.103377 & 1.2745 & 0.102213 \tabularnewline
2 & -0.005294 & -0.0653 & 0.474024 \tabularnewline
3 & -0.005402 & -0.0666 & 0.473492 \tabularnewline
4 & -0.005511 & -0.0679 & 0.472961 \tabularnewline
5 & -0.005619 & -0.0693 & 0.472429 \tabularnewline
6 & -0.005728 & -0.0706 & 0.471897 \tabularnewline
7 & -0.005836 & -0.072 & 0.471365 \tabularnewline
8 & -0.005945 & -0.0733 & 0.470834 \tabularnewline
9 & -0.006054 & -0.0746 & 0.470302 \tabularnewline
10 & -0.006162 & -0.076 & 0.469771 \tabularnewline
11 & -0.006271 & -0.0773 & 0.469239 \tabularnewline
12 & -0.006379 & -0.0786 & 0.468708 \tabularnewline
13 & 0.008352 & 0.103 & 0.459063 \tabularnewline
14 & -0.005962 & -0.0735 & 0.470752 \tabularnewline
15 & 0.008769 & 0.1081 & 0.457024 \tabularnewline
16 & -0.006179 & -0.0762 & 0.469689 \tabularnewline
17 & -0.006287 & -0.0775 & 0.469158 \tabularnewline
18 & -0.006396 & -0.0789 & 0.468626 \tabularnewline
19 & -0.006504 & -0.0802 & 0.468095 \tabularnewline
20 & -0.006613 & -0.0815 & 0.467564 \tabularnewline
21 & 0.111994 & 1.3808 & 0.084691 \tabularnewline
22 & 0.011719 & 0.1445 & 0.442655 \tabularnewline
23 & -0.005669 & -0.0699 & 0.472183 \tabularnewline
24 & -0.005778 & -0.0712 & 0.471652 \tabularnewline
25 & -0.005887 & -0.0726 & 0.47112 \tabularnewline
26 & -0.005995 & -0.0739 & 0.470589 \tabularnewline
27 & -0.006104 & -0.0753 & 0.470057 \tabularnewline
28 & 0.008627 & 0.1064 & 0.457717 \tabularnewline
29 & -0.006321 & -0.0779 & 0.468994 \tabularnewline
30 & -0.006429 & -0.0793 & 0.468463 \tabularnewline
31 & -0.006538 & -0.0806 & 0.467931 \tabularnewline
32 & -0.006646 & -0.0819 & 0.4674 \tabularnewline
33 & -0.006755 & -0.0833 & 0.466869 \tabularnewline
34 & 0.111852 & 1.379 & 0.08496 \tabularnewline
35 & 0.007867 & 0.097 & 0.461429 \tabularnewline
36 & -0.005177 & -0.0638 & 0.474597 \tabularnewline
37 & -0.005285 & -0.0652 & 0.474065 \tabularnewline
38 & -0.005394 & -0.0665 & 0.473533 \tabularnewline
39 & -0.005502 & -0.0678 & 0.473001 \tabularnewline
40 & -0.005611 & -0.0692 & 0.47247 \tabularnewline
41 & -0.00572 & -0.0705 & 0.471938 \tabularnewline
42 & -0.005828 & -0.0719 & 0.471406 \tabularnewline
43 & -0.005937 & -0.0732 & 0.470875 \tabularnewline
44 & -0.006045 & -0.0745 & 0.470343 \tabularnewline
45 & -0.006154 & -0.0759 & 0.469812 \tabularnewline
46 & -0.006262 & -0.0772 & 0.46928 \tabularnewline
47 & -0.006371 & -0.0785 & 0.468749 \tabularnewline
48 & -0.006479 & -0.0799 & 0.468218 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=277970&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]0.103377[/C][C]1.2745[/C][C]0.102213[/C][/ROW]
[ROW][C]2[/C][C]-0.005294[/C][C]-0.0653[/C][C]0.474024[/C][/ROW]
[ROW][C]3[/C][C]-0.005402[/C][C]-0.0666[/C][C]0.473492[/C][/ROW]
[ROW][C]4[/C][C]-0.005511[/C][C]-0.0679[/C][C]0.472961[/C][/ROW]
[ROW][C]5[/C][C]-0.005619[/C][C]-0.0693[/C][C]0.472429[/C][/ROW]
[ROW][C]6[/C][C]-0.005728[/C][C]-0.0706[/C][C]0.471897[/C][/ROW]
[ROW][C]7[/C][C]-0.005836[/C][C]-0.072[/C][C]0.471365[/C][/ROW]
[ROW][C]8[/C][C]-0.005945[/C][C]-0.0733[/C][C]0.470834[/C][/ROW]
[ROW][C]9[/C][C]-0.006054[/C][C]-0.0746[/C][C]0.470302[/C][/ROW]
[ROW][C]10[/C][C]-0.006162[/C][C]-0.076[/C][C]0.469771[/C][/ROW]
[ROW][C]11[/C][C]-0.006271[/C][C]-0.0773[/C][C]0.469239[/C][/ROW]
[ROW][C]12[/C][C]-0.006379[/C][C]-0.0786[/C][C]0.468708[/C][/ROW]
[ROW][C]13[/C][C]0.008352[/C][C]0.103[/C][C]0.459063[/C][/ROW]
[ROW][C]14[/C][C]-0.005962[/C][C]-0.0735[/C][C]0.470752[/C][/ROW]
[ROW][C]15[/C][C]0.008769[/C][C]0.1081[/C][C]0.457024[/C][/ROW]
[ROW][C]16[/C][C]-0.006179[/C][C]-0.0762[/C][C]0.469689[/C][/ROW]
[ROW][C]17[/C][C]-0.006287[/C][C]-0.0775[/C][C]0.469158[/C][/ROW]
[ROW][C]18[/C][C]-0.006396[/C][C]-0.0789[/C][C]0.468626[/C][/ROW]
[ROW][C]19[/C][C]-0.006504[/C][C]-0.0802[/C][C]0.468095[/C][/ROW]
[ROW][C]20[/C][C]-0.006613[/C][C]-0.0815[/C][C]0.467564[/C][/ROW]
[ROW][C]21[/C][C]0.111994[/C][C]1.3808[/C][C]0.084691[/C][/ROW]
[ROW][C]22[/C][C]0.011719[/C][C]0.1445[/C][C]0.442655[/C][/ROW]
[ROW][C]23[/C][C]-0.005669[/C][C]-0.0699[/C][C]0.472183[/C][/ROW]
[ROW][C]24[/C][C]-0.005778[/C][C]-0.0712[/C][C]0.471652[/C][/ROW]
[ROW][C]25[/C][C]-0.005887[/C][C]-0.0726[/C][C]0.47112[/C][/ROW]
[ROW][C]26[/C][C]-0.005995[/C][C]-0.0739[/C][C]0.470589[/C][/ROW]
[ROW][C]27[/C][C]-0.006104[/C][C]-0.0753[/C][C]0.470057[/C][/ROW]
[ROW][C]28[/C][C]0.008627[/C][C]0.1064[/C][C]0.457717[/C][/ROW]
[ROW][C]29[/C][C]-0.006321[/C][C]-0.0779[/C][C]0.468994[/C][/ROW]
[ROW][C]30[/C][C]-0.006429[/C][C]-0.0793[/C][C]0.468463[/C][/ROW]
[ROW][C]31[/C][C]-0.006538[/C][C]-0.0806[/C][C]0.467931[/C][/ROW]
[ROW][C]32[/C][C]-0.006646[/C][C]-0.0819[/C][C]0.4674[/C][/ROW]
[ROW][C]33[/C][C]-0.006755[/C][C]-0.0833[/C][C]0.466869[/C][/ROW]
[ROW][C]34[/C][C]0.111852[/C][C]1.379[/C][C]0.08496[/C][/ROW]
[ROW][C]35[/C][C]0.007867[/C][C]0.097[/C][C]0.461429[/C][/ROW]
[ROW][C]36[/C][C]-0.005177[/C][C]-0.0638[/C][C]0.474597[/C][/ROW]
[ROW][C]37[/C][C]-0.005285[/C][C]-0.0652[/C][C]0.474065[/C][/ROW]
[ROW][C]38[/C][C]-0.005394[/C][C]-0.0665[/C][C]0.473533[/C][/ROW]
[ROW][C]39[/C][C]-0.005502[/C][C]-0.0678[/C][C]0.473001[/C][/ROW]
[ROW][C]40[/C][C]-0.005611[/C][C]-0.0692[/C][C]0.47247[/C][/ROW]
[ROW][C]41[/C][C]-0.00572[/C][C]-0.0705[/C][C]0.471938[/C][/ROW]
[ROW][C]42[/C][C]-0.005828[/C][C]-0.0719[/C][C]0.471406[/C][/ROW]
[ROW][C]43[/C][C]-0.005937[/C][C]-0.0732[/C][C]0.470875[/C][/ROW]
[ROW][C]44[/C][C]-0.006045[/C][C]-0.0745[/C][C]0.470343[/C][/ROW]
[ROW][C]45[/C][C]-0.006154[/C][C]-0.0759[/C][C]0.469812[/C][/ROW]
[ROW][C]46[/C][C]-0.006262[/C][C]-0.0772[/C][C]0.46928[/C][/ROW]
[ROW][C]47[/C][C]-0.006371[/C][C]-0.0785[/C][C]0.468749[/C][/ROW]
[ROW][C]48[/C][C]-0.006479[/C][C]-0.0799[/C][C]0.468218[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=277970&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=277970&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
10.1033771.27450.102213
2-0.005294-0.06530.474024
3-0.005402-0.06660.473492
4-0.005511-0.06790.472961
5-0.005619-0.06930.472429
6-0.005728-0.07060.471897
7-0.005836-0.0720.471365
8-0.005945-0.07330.470834
9-0.006054-0.07460.470302
10-0.006162-0.0760.469771
11-0.006271-0.07730.469239
12-0.006379-0.07860.468708
130.0083520.1030.459063
14-0.005962-0.07350.470752
150.0087690.10810.457024
16-0.006179-0.07620.469689
17-0.006287-0.07750.469158
18-0.006396-0.07890.468626
19-0.006504-0.08020.468095
20-0.006613-0.08150.467564
210.1119941.38080.084691
220.0117190.14450.442655
23-0.005669-0.06990.472183
24-0.005778-0.07120.471652
25-0.005887-0.07260.47112
26-0.005995-0.07390.470589
27-0.006104-0.07530.470057
280.0086270.10640.457717
29-0.006321-0.07790.468994
30-0.006429-0.07930.468463
31-0.006538-0.08060.467931
32-0.006646-0.08190.4674
33-0.006755-0.08330.466869
340.1118521.3790.08496
350.0078670.0970.461429
36-0.005177-0.06380.474597
37-0.005285-0.06520.474065
38-0.005394-0.06650.473533
39-0.005502-0.06780.473001
40-0.005611-0.06920.47247
41-0.00572-0.07050.471938
42-0.005828-0.07190.471406
43-0.005937-0.07320.470875
44-0.006045-0.07450.470343
45-0.006154-0.07590.469812
46-0.006262-0.07720.46928
47-0.006371-0.07850.468749
48-0.006479-0.07990.468218






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1033771.27450.102213
2-0.016153-0.19910.421206
3-0.003211-0.03960.484234
4-0.004747-0.05850.476702
5-0.004702-0.0580.476925
6-0.00483-0.05960.476295
7-0.004941-0.06090.475753
8-0.005055-0.06230.475195
9-0.005169-0.06370.474633
10-0.005285-0.06520.474066
11-0.005402-0.06660.473493
12-0.00552-0.06810.472915
130.0093680.11550.454103
14-0.008264-0.10190.459491
150.0102830.12680.449641
16-0.008581-0.10580.457945
17-0.00481-0.05930.476394
18-0.005553-0.06850.472754
19-0.005576-0.06870.472643
20-0.005704-0.07030.472013
210.1142931.40910.080424
22-0.01262-0.15560.438282
23-0.003558-0.04390.482536
24-0.004174-0.05150.479512
25-0.004209-0.05190.479343
26-0.004611-0.05680.477371
27-0.004066-0.05010.48004
280.010150.12510.450292
29-0.007461-0.0920.463416
30-0.00434-0.05350.478701
31-0.004676-0.05760.477052
32-0.004816-0.05940.476365
33-0.004453-0.05490.478145
340.1131461.3950.082531
35-0.015212-0.18750.425744
36-0.005206-0.06420.474456
37-0.002542-0.03130.48752
38-0.003149-0.03880.484543
39-0.003271-0.04030.48394
40-0.002685-0.03310.48682
41-0.001878-0.02320.490777
42-0.017609-0.21710.414211
43-0.003682-0.04540.481928
44-0.003549-0.04380.48258
45-0.003892-0.0480.480896
46-0.003593-0.04430.482361
47-0.005913-0.07290.470991
48-0.003051-0.03760.485024

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.103377 & 1.2745 & 0.102213 \tabularnewline
2 & -0.016153 & -0.1991 & 0.421206 \tabularnewline
3 & -0.003211 & -0.0396 & 0.484234 \tabularnewline
4 & -0.004747 & -0.0585 & 0.476702 \tabularnewline
5 & -0.004702 & -0.058 & 0.476925 \tabularnewline
6 & -0.00483 & -0.0596 & 0.476295 \tabularnewline
7 & -0.004941 & -0.0609 & 0.475753 \tabularnewline
8 & -0.005055 & -0.0623 & 0.475195 \tabularnewline
9 & -0.005169 & -0.0637 & 0.474633 \tabularnewline
10 & -0.005285 & -0.0652 & 0.474066 \tabularnewline
11 & -0.005402 & -0.0666 & 0.473493 \tabularnewline
12 & -0.00552 & -0.0681 & 0.472915 \tabularnewline
13 & 0.009368 & 0.1155 & 0.454103 \tabularnewline
14 & -0.008264 & -0.1019 & 0.459491 \tabularnewline
15 & 0.010283 & 0.1268 & 0.449641 \tabularnewline
16 & -0.008581 & -0.1058 & 0.457945 \tabularnewline
17 & -0.00481 & -0.0593 & 0.476394 \tabularnewline
18 & -0.005553 & -0.0685 & 0.472754 \tabularnewline
19 & -0.005576 & -0.0687 & 0.472643 \tabularnewline
20 & -0.005704 & -0.0703 & 0.472013 \tabularnewline
21 & 0.114293 & 1.4091 & 0.080424 \tabularnewline
22 & -0.01262 & -0.1556 & 0.438282 \tabularnewline
23 & -0.003558 & -0.0439 & 0.482536 \tabularnewline
24 & -0.004174 & -0.0515 & 0.479512 \tabularnewline
25 & -0.004209 & -0.0519 & 0.479343 \tabularnewline
26 & -0.004611 & -0.0568 & 0.477371 \tabularnewline
27 & -0.004066 & -0.0501 & 0.48004 \tabularnewline
28 & 0.01015 & 0.1251 & 0.450292 \tabularnewline
29 & -0.007461 & -0.092 & 0.463416 \tabularnewline
30 & -0.00434 & -0.0535 & 0.478701 \tabularnewline
31 & -0.004676 & -0.0576 & 0.477052 \tabularnewline
32 & -0.004816 & -0.0594 & 0.476365 \tabularnewline
33 & -0.004453 & -0.0549 & 0.478145 \tabularnewline
34 & 0.113146 & 1.395 & 0.082531 \tabularnewline
35 & -0.015212 & -0.1875 & 0.425744 \tabularnewline
36 & -0.005206 & -0.0642 & 0.474456 \tabularnewline
37 & -0.002542 & -0.0313 & 0.48752 \tabularnewline
38 & -0.003149 & -0.0388 & 0.484543 \tabularnewline
39 & -0.003271 & -0.0403 & 0.48394 \tabularnewline
40 & -0.002685 & -0.0331 & 0.48682 \tabularnewline
41 & -0.001878 & -0.0232 & 0.490777 \tabularnewline
42 & -0.017609 & -0.2171 & 0.414211 \tabularnewline
43 & -0.003682 & -0.0454 & 0.481928 \tabularnewline
44 & -0.003549 & -0.0438 & 0.48258 \tabularnewline
45 & -0.003892 & -0.048 & 0.480896 \tabularnewline
46 & -0.003593 & -0.0443 & 0.482361 \tabularnewline
47 & -0.005913 & -0.0729 & 0.470991 \tabularnewline
48 & -0.003051 & -0.0376 & 0.485024 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=277970&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]0.103377[/C][C]1.2745[/C][C]0.102213[/C][/ROW]
[ROW][C]2[/C][C]-0.016153[/C][C]-0.1991[/C][C]0.421206[/C][/ROW]
[ROW][C]3[/C][C]-0.003211[/C][C]-0.0396[/C][C]0.484234[/C][/ROW]
[ROW][C]4[/C][C]-0.004747[/C][C]-0.0585[/C][C]0.476702[/C][/ROW]
[ROW][C]5[/C][C]-0.004702[/C][C]-0.058[/C][C]0.476925[/C][/ROW]
[ROW][C]6[/C][C]-0.00483[/C][C]-0.0596[/C][C]0.476295[/C][/ROW]
[ROW][C]7[/C][C]-0.004941[/C][C]-0.0609[/C][C]0.475753[/C][/ROW]
[ROW][C]8[/C][C]-0.005055[/C][C]-0.0623[/C][C]0.475195[/C][/ROW]
[ROW][C]9[/C][C]-0.005169[/C][C]-0.0637[/C][C]0.474633[/C][/ROW]
[ROW][C]10[/C][C]-0.005285[/C][C]-0.0652[/C][C]0.474066[/C][/ROW]
[ROW][C]11[/C][C]-0.005402[/C][C]-0.0666[/C][C]0.473493[/C][/ROW]
[ROW][C]12[/C][C]-0.00552[/C][C]-0.0681[/C][C]0.472915[/C][/ROW]
[ROW][C]13[/C][C]0.009368[/C][C]0.1155[/C][C]0.454103[/C][/ROW]
[ROW][C]14[/C][C]-0.008264[/C][C]-0.1019[/C][C]0.459491[/C][/ROW]
[ROW][C]15[/C][C]0.010283[/C][C]0.1268[/C][C]0.449641[/C][/ROW]
[ROW][C]16[/C][C]-0.008581[/C][C]-0.1058[/C][C]0.457945[/C][/ROW]
[ROW][C]17[/C][C]-0.00481[/C][C]-0.0593[/C][C]0.476394[/C][/ROW]
[ROW][C]18[/C][C]-0.005553[/C][C]-0.0685[/C][C]0.472754[/C][/ROW]
[ROW][C]19[/C][C]-0.005576[/C][C]-0.0687[/C][C]0.472643[/C][/ROW]
[ROW][C]20[/C][C]-0.005704[/C][C]-0.0703[/C][C]0.472013[/C][/ROW]
[ROW][C]21[/C][C]0.114293[/C][C]1.4091[/C][C]0.080424[/C][/ROW]
[ROW][C]22[/C][C]-0.01262[/C][C]-0.1556[/C][C]0.438282[/C][/ROW]
[ROW][C]23[/C][C]-0.003558[/C][C]-0.0439[/C][C]0.482536[/C][/ROW]
[ROW][C]24[/C][C]-0.004174[/C][C]-0.0515[/C][C]0.479512[/C][/ROW]
[ROW][C]25[/C][C]-0.004209[/C][C]-0.0519[/C][C]0.479343[/C][/ROW]
[ROW][C]26[/C][C]-0.004611[/C][C]-0.0568[/C][C]0.477371[/C][/ROW]
[ROW][C]27[/C][C]-0.004066[/C][C]-0.0501[/C][C]0.48004[/C][/ROW]
[ROW][C]28[/C][C]0.01015[/C][C]0.1251[/C][C]0.450292[/C][/ROW]
[ROW][C]29[/C][C]-0.007461[/C][C]-0.092[/C][C]0.463416[/C][/ROW]
[ROW][C]30[/C][C]-0.00434[/C][C]-0.0535[/C][C]0.478701[/C][/ROW]
[ROW][C]31[/C][C]-0.004676[/C][C]-0.0576[/C][C]0.477052[/C][/ROW]
[ROW][C]32[/C][C]-0.004816[/C][C]-0.0594[/C][C]0.476365[/C][/ROW]
[ROW][C]33[/C][C]-0.004453[/C][C]-0.0549[/C][C]0.478145[/C][/ROW]
[ROW][C]34[/C][C]0.113146[/C][C]1.395[/C][C]0.082531[/C][/ROW]
[ROW][C]35[/C][C]-0.015212[/C][C]-0.1875[/C][C]0.425744[/C][/ROW]
[ROW][C]36[/C][C]-0.005206[/C][C]-0.0642[/C][C]0.474456[/C][/ROW]
[ROW][C]37[/C][C]-0.002542[/C][C]-0.0313[/C][C]0.48752[/C][/ROW]
[ROW][C]38[/C][C]-0.003149[/C][C]-0.0388[/C][C]0.484543[/C][/ROW]
[ROW][C]39[/C][C]-0.003271[/C][C]-0.0403[/C][C]0.48394[/C][/ROW]
[ROW][C]40[/C][C]-0.002685[/C][C]-0.0331[/C][C]0.48682[/C][/ROW]
[ROW][C]41[/C][C]-0.001878[/C][C]-0.0232[/C][C]0.490777[/C][/ROW]
[ROW][C]42[/C][C]-0.017609[/C][C]-0.2171[/C][C]0.414211[/C][/ROW]
[ROW][C]43[/C][C]-0.003682[/C][C]-0.0454[/C][C]0.481928[/C][/ROW]
[ROW][C]44[/C][C]-0.003549[/C][C]-0.0438[/C][C]0.48258[/C][/ROW]
[ROW][C]45[/C][C]-0.003892[/C][C]-0.048[/C][C]0.480896[/C][/ROW]
[ROW][C]46[/C][C]-0.003593[/C][C]-0.0443[/C][C]0.482361[/C][/ROW]
[ROW][C]47[/C][C]-0.005913[/C][C]-0.0729[/C][C]0.470991[/C][/ROW]
[ROW][C]48[/C][C]-0.003051[/C][C]-0.0376[/C][C]0.485024[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=277970&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=277970&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
10.1033771.27450.102213
2-0.016153-0.19910.421206
3-0.003211-0.03960.484234
4-0.004747-0.05850.476702
5-0.004702-0.0580.476925
6-0.00483-0.05960.476295
7-0.004941-0.06090.475753
8-0.005055-0.06230.475195
9-0.005169-0.06370.474633
10-0.005285-0.06520.474066
11-0.005402-0.06660.473493
12-0.00552-0.06810.472915
130.0093680.11550.454103
14-0.008264-0.10190.459491
150.0102830.12680.449641
16-0.008581-0.10580.457945
17-0.00481-0.05930.476394
18-0.005553-0.06850.472754
19-0.005576-0.06870.472643
20-0.005704-0.07030.472013
210.1142931.40910.080424
22-0.01262-0.15560.438282
23-0.003558-0.04390.482536
24-0.004174-0.05150.479512
25-0.004209-0.05190.479343
26-0.004611-0.05680.477371
27-0.004066-0.05010.48004
280.010150.12510.450292
29-0.007461-0.0920.463416
30-0.00434-0.05350.478701
31-0.004676-0.05760.477052
32-0.004816-0.05940.476365
33-0.004453-0.05490.478145
340.1131461.3950.082531
35-0.015212-0.18750.425744
36-0.005206-0.06420.474456
37-0.002542-0.03130.48752
38-0.003149-0.03880.484543
39-0.003271-0.04030.48394
40-0.002685-0.03310.48682
41-0.001878-0.02320.490777
42-0.017609-0.21710.414211
43-0.003682-0.04540.481928
44-0.003549-0.04380.48258
45-0.003892-0.0480.480896
46-0.003593-0.04430.482361
47-0.005913-0.07290.470991
48-0.003051-0.03760.485024


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;
R code (references can be found in the software module):
par8 <- ''
par7 <- '0.95'
par6 <- 'White Noise'
par5 <- '12'
par4 <- '0'
par3 <- '0'
par2 <- '1'
par1 <- '48'
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')