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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 computationWed, 21 Dec 2016 11:40:58 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/21/t1482316867ij2nu44xk001zha.htm/, Retrieved Mon, 06 May 2024 18:20:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302117, Retrieved Mon, 06 May 2024 18:20:26 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact46

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] [] [2016-12-21 10:40:58] [8fee619fda962476c4dedef05f7f9476] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.894
1.757
3.582
5.321
5.561
5.907
4.944
4.966
3.258
1.964
1.743
1.262
2.086
1.793
3.548
5.672
6.084
4.914
4.990
5.139
3.218
2.179
2.238
1.442
2.205
2.025
3.531
4.977
7.998
4.880
5.231
5.202
3.303
2.683
2.202
1.376
2.422
1.997
3.163
5.964
5.657
6.415
6.208
4.500
2.939
2.702
2.090
1.504
2.549
1.931
3.013
6.204
5.788
5.611
5.594
4.647
3.490
2.487
1.992
1.507
2.306
2.002
3.075
5.331
5.589
5.813
4.876
4.665
3.601
2.192
2.111
1.580
2.288
1.993
3.228
5.000
5.480
5.770
4.962
4.685
3.607
2.222
2.467
1.594
2.228
1.910
3.157
4.809
6.249
4.607
4.975
4.784
3.028
2.461
2.218
1.351
2.070
1.887
3.024
4.596
6.398
4.459
5.382
4.359
2.687
2.249
2.154
1.169
2.429
1.762
2.846
5.627
5.749
4.502
5.720
4.403
2.867
2.635
2.059
1.511
2.359
1.741
2.917
6.249
5.760
6.250
5.134
4.831
3.695
2.462
2.146
1.579

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time2 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302117&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]2 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=302117&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302117&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R ServerBig Analytics Cloud Computing Center






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7295548.38190
20.3858734.43331e-05
30.0006330.00730.497103
4-0.433131-4.97631e-06
5-0.728574-8.37070
6-0.813002-9.34070
7-0.72075-8.28080
8-0.388618-4.46499e-06
90.030830.35420.361875
100.3663434.2092.4e-05
110.6874737.89850
120.8566259.84190
130.6651797.64230
140.3596344.13193.2e-05
15-0.012164-0.13970.444536
16-0.389613-4.47638e-06
17-0.642634-7.38330
18-0.738432-8.48390
19-0.653104-7.50360
20-0.345582-3.97045.9e-05
210.0071440.08210.467353
220.3207623.68530.000166
230.6381757.33210
240.7525018.64560
250.6032246.93050
260.329243.78270.000117
27-0.015369-0.17660.430058
28-0.35355-4.0624.1e-05
29-0.572914-6.58230
30-0.666565-7.65830
31-0.57541-6.6110
32-0.305712-3.51240.000304
33-0.004864-0.05590.477761
340.296783.40970.000431
350.5534166.35830
360.6633597.62140
370.5465336.27920
380.2758213.16890.000951
39-0.010859-0.12480.45045
40-0.300997-3.45820.000366
41-0.51793-5.95060
42-0.588302-6.75910
43-0.493753-5.67280
44-0.277807-3.19180.000884
45-0.004174-0.04790.480914
460.2686673.08670.001233
470.4690245.38870
480.5789876.65210

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.729554 & 8.3819 & 0 \tabularnewline
2 & 0.385873 & 4.4333 & 1e-05 \tabularnewline
3 & 0.000633 & 0.0073 & 0.497103 \tabularnewline
4 & -0.433131 & -4.9763 & 1e-06 \tabularnewline
5 & -0.728574 & -8.3707 & 0 \tabularnewline
6 & -0.813002 & -9.3407 & 0 \tabularnewline
7 & -0.72075 & -8.2808 & 0 \tabularnewline
8 & -0.388618 & -4.4649 & 9e-06 \tabularnewline
9 & 0.03083 & 0.3542 & 0.361875 \tabularnewline
10 & 0.366343 & 4.209 & 2.4e-05 \tabularnewline
11 & 0.687473 & 7.8985 & 0 \tabularnewline
12 & 0.856625 & 9.8419 & 0 \tabularnewline
13 & 0.665179 & 7.6423 & 0 \tabularnewline
14 & 0.359634 & 4.1319 & 3.2e-05 \tabularnewline
15 & -0.012164 & -0.1397 & 0.444536 \tabularnewline
16 & -0.389613 & -4.4763 & 8e-06 \tabularnewline
17 & -0.642634 & -7.3833 & 0 \tabularnewline
18 & -0.738432 & -8.4839 & 0 \tabularnewline
19 & -0.653104 & -7.5036 & 0 \tabularnewline
20 & -0.345582 & -3.9704 & 5.9e-05 \tabularnewline
21 & 0.007144 & 0.0821 & 0.467353 \tabularnewline
22 & 0.320762 & 3.6853 & 0.000166 \tabularnewline
23 & 0.638175 & 7.3321 & 0 \tabularnewline
24 & 0.752501 & 8.6456 & 0 \tabularnewline
25 & 0.603224 & 6.9305 & 0 \tabularnewline
26 & 0.32924 & 3.7827 & 0.000117 \tabularnewline
27 & -0.015369 & -0.1766 & 0.430058 \tabularnewline
28 & -0.35355 & -4.062 & 4.1e-05 \tabularnewline
29 & -0.572914 & -6.5823 & 0 \tabularnewline
30 & -0.666565 & -7.6583 & 0 \tabularnewline
31 & -0.57541 & -6.611 & 0 \tabularnewline
32 & -0.305712 & -3.5124 & 0.000304 \tabularnewline
33 & -0.004864 & -0.0559 & 0.477761 \tabularnewline
34 & 0.29678 & 3.4097 & 0.000431 \tabularnewline
35 & 0.553416 & 6.3583 & 0 \tabularnewline
36 & 0.663359 & 7.6214 & 0 \tabularnewline
37 & 0.546533 & 6.2792 & 0 \tabularnewline
38 & 0.275821 & 3.1689 & 0.000951 \tabularnewline
39 & -0.010859 & -0.1248 & 0.45045 \tabularnewline
40 & -0.300997 & -3.4582 & 0.000366 \tabularnewline
41 & -0.51793 & -5.9506 & 0 \tabularnewline
42 & -0.588302 & -6.7591 & 0 \tabularnewline
43 & -0.493753 & -5.6728 & 0 \tabularnewline
44 & -0.277807 & -3.1918 & 0.000884 \tabularnewline
45 & -0.004174 & -0.0479 & 0.480914 \tabularnewline
46 & 0.268667 & 3.0867 & 0.001233 \tabularnewline
47 & 0.469024 & 5.3887 & 0 \tabularnewline
48 & 0.578987 & 6.6521 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302117&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]0.729554[/C][C]8.3819[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.385873[/C][C]4.4333[/C][C]1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.000633[/C][C]0.0073[/C][C]0.497103[/C][/ROW]
[ROW][C]4[/C][C]-0.433131[/C][C]-4.9763[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]-0.728574[/C][C]-8.3707[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]-0.813002[/C][C]-9.3407[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]-0.72075[/C][C]-8.2808[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]-0.388618[/C][C]-4.4649[/C][C]9e-06[/C][/ROW]
[ROW][C]9[/C][C]0.03083[/C][C]0.3542[/C][C]0.361875[/C][/ROW]
[ROW][C]10[/C][C]0.366343[/C][C]4.209[/C][C]2.4e-05[/C][/ROW]
[ROW][C]11[/C][C]0.687473[/C][C]7.8985[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.856625[/C][C]9.8419[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.665179[/C][C]7.6423[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.359634[/C][C]4.1319[/C][C]3.2e-05[/C][/ROW]
[ROW][C]15[/C][C]-0.012164[/C][C]-0.1397[/C][C]0.444536[/C][/ROW]
[ROW][C]16[/C][C]-0.389613[/C][C]-4.4763[/C][C]8e-06[/C][/ROW]
[ROW][C]17[/C][C]-0.642634[/C][C]-7.3833[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]-0.738432[/C][C]-8.4839[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]-0.653104[/C][C]-7.5036[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]-0.345582[/C][C]-3.9704[/C][C]5.9e-05[/C][/ROW]
[ROW][C]21[/C][C]0.007144[/C][C]0.0821[/C][C]0.467353[/C][/ROW]
[ROW][C]22[/C][C]0.320762[/C][C]3.6853[/C][C]0.000166[/C][/ROW]
[ROW][C]23[/C][C]0.638175[/C][C]7.3321[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.752501[/C][C]8.6456[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.603224[/C][C]6.9305[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.32924[/C][C]3.7827[/C][C]0.000117[/C][/ROW]
[ROW][C]27[/C][C]-0.015369[/C][C]-0.1766[/C][C]0.430058[/C][/ROW]
[ROW][C]28[/C][C]-0.35355[/C][C]-4.062[/C][C]4.1e-05[/C][/ROW]
[ROW][C]29[/C][C]-0.572914[/C][C]-6.5823[/C][C]0[/C][/ROW]
[ROW][C]30[/C][C]-0.666565[/C][C]-7.6583[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]-0.57541[/C][C]-6.611[/C][C]0[/C][/ROW]
[ROW][C]32[/C][C]-0.305712[/C][C]-3.5124[/C][C]0.000304[/C][/ROW]
[ROW][C]33[/C][C]-0.004864[/C][C]-0.0559[/C][C]0.477761[/C][/ROW]
[ROW][C]34[/C][C]0.29678[/C][C]3.4097[/C][C]0.000431[/C][/ROW]
[ROW][C]35[/C][C]0.553416[/C][C]6.3583[/C][C]0[/C][/ROW]
[ROW][C]36[/C][C]0.663359[/C][C]7.6214[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.546533[/C][C]6.2792[/C][C]0[/C][/ROW]
[ROW][C]38[/C][C]0.275821[/C][C]3.1689[/C][C]0.000951[/C][/ROW]
[ROW][C]39[/C][C]-0.010859[/C][C]-0.1248[/C][C]0.45045[/C][/ROW]
[ROW][C]40[/C][C]-0.300997[/C][C]-3.4582[/C][C]0.000366[/C][/ROW]
[ROW][C]41[/C][C]-0.51793[/C][C]-5.9506[/C][C]0[/C][/ROW]
[ROW][C]42[/C][C]-0.588302[/C][C]-6.7591[/C][C]0[/C][/ROW]
[ROW][C]43[/C][C]-0.493753[/C][C]-5.6728[/C][C]0[/C][/ROW]
[ROW][C]44[/C][C]-0.277807[/C][C]-3.1918[/C][C]0.000884[/C][/ROW]
[ROW][C]45[/C][C]-0.004174[/C][C]-0.0479[/C][C]0.480914[/C][/ROW]
[ROW][C]46[/C][C]0.268667[/C][C]3.0867[/C][C]0.001233[/C][/ROW]
[ROW][C]47[/C][C]0.469024[/C][C]5.3887[/C][C]0[/C][/ROW]
[ROW][C]48[/C][C]0.578987[/C][C]6.6521[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302117&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302117&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
10.7295548.38190
20.3858734.43331e-05
30.0006330.00730.497103
4-0.433131-4.97631e-06
5-0.728574-8.37070
6-0.813002-9.34070
7-0.72075-8.28080
8-0.388618-4.46499e-06
90.030830.35420.361875
100.3663434.2092.4e-05
110.6874737.89850
120.8566259.84190
130.6651797.64230
140.3596344.13193.2e-05
15-0.012164-0.13970.444536
16-0.389613-4.47638e-06
17-0.642634-7.38330
18-0.738432-8.48390
19-0.653104-7.50360
20-0.345582-3.97045.9e-05
210.0071440.08210.467353
220.3207623.68530.000166
230.6381757.33210
240.7525018.64560
250.6032246.93050
260.329243.78270.000117
27-0.015369-0.17660.430058
28-0.35355-4.0624.1e-05
29-0.572914-6.58230
30-0.666565-7.65830
31-0.57541-6.6110
32-0.305712-3.51240.000304
33-0.004864-0.05590.477761
340.296783.40970.000431
350.5534166.35830
360.6633597.62140
370.5465336.27920
380.2758213.16890.000951
39-0.010859-0.12480.45045
40-0.300997-3.45820.000366
41-0.51793-5.95060
42-0.588302-6.75910
43-0.493753-5.67280
44-0.277807-3.19180.000884
45-0.004174-0.04790.480914
460.2686673.08670.001233
470.4690245.38870
480.5789876.65210






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7295548.38190
2-0.312935-3.59530.000228
3-0.333398-3.83049.8e-05
4-0.514378-5.90980
5-0.357729-4.113.5e-05
6-0.26746-3.07290.001288
7-0.312997-3.59610.000228
8-0.020074-0.23060.40898
9-0.008544-0.09820.460977
10-0.213708-2.45530.007689
110.1413141.62360.053426
120.3517834.04174.5e-05
13-0.172154-1.97790.025012
14-0.066494-0.7640.223126
150.0279360.3210.374374
160.1579881.81510.035886
170.0710280.81610.20797
180.0043410.04990.48015
190.0272550.31310.377337
200.0160920.18490.4268
21-0.095615-1.09850.136986
22-0.001784-0.02050.491838
230.2203232.53130.006268
240.0010590.01220.495157
25-0.114928-1.32040.09449
26-0.067765-0.77860.218815
270.0779340.89540.186104
28-0.011564-0.13290.447255
290.00320.03680.485363
300.0791620.90950.18237
310.0503460.57840.281978
32-0.123871-1.42320.078523
33-0.053878-0.6190.268488
340.1372761.57720.058573
35-0.090555-1.04040.150029
360.0415260.47710.317042
370.0255140.29310.384942
38-0.14316-1.64480.051198
390.0511590.58780.278844
400.0192830.22150.412505
41-0.046653-0.5360.296429
420.0434220.49890.309346
430.0250690.2880.386891
44-0.050493-0.58010.281411
45-0.02565-0.29470.384343
460.0284170.32650.372286
47-0.055316-0.63550.263089
480.0049230.05660.477489

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.729554 & 8.3819 & 0 \tabularnewline
2 & -0.312935 & -3.5953 & 0.000228 \tabularnewline
3 & -0.333398 & -3.8304 & 9.8e-05 \tabularnewline
4 & -0.514378 & -5.9098 & 0 \tabularnewline
5 & -0.357729 & -4.11 & 3.5e-05 \tabularnewline
6 & -0.26746 & -3.0729 & 0.001288 \tabularnewline
7 & -0.312997 & -3.5961 & 0.000228 \tabularnewline
8 & -0.020074 & -0.2306 & 0.40898 \tabularnewline
9 & -0.008544 & -0.0982 & 0.460977 \tabularnewline
10 & -0.213708 & -2.4553 & 0.007689 \tabularnewline
11 & 0.141314 & 1.6236 & 0.053426 \tabularnewline
12 & 0.351783 & 4.0417 & 4.5e-05 \tabularnewline
13 & -0.172154 & -1.9779 & 0.025012 \tabularnewline
14 & -0.066494 & -0.764 & 0.223126 \tabularnewline
15 & 0.027936 & 0.321 & 0.374374 \tabularnewline
16 & 0.157988 & 1.8151 & 0.035886 \tabularnewline
17 & 0.071028 & 0.8161 & 0.20797 \tabularnewline
18 & 0.004341 & 0.0499 & 0.48015 \tabularnewline
19 & 0.027255 & 0.3131 & 0.377337 \tabularnewline
20 & 0.016092 & 0.1849 & 0.4268 \tabularnewline
21 & -0.095615 & -1.0985 & 0.136986 \tabularnewline
22 & -0.001784 & -0.0205 & 0.491838 \tabularnewline
23 & 0.220323 & 2.5313 & 0.006268 \tabularnewline
24 & 0.001059 & 0.0122 & 0.495157 \tabularnewline
25 & -0.114928 & -1.3204 & 0.09449 \tabularnewline
26 & -0.067765 & -0.7786 & 0.218815 \tabularnewline
27 & 0.077934 & 0.8954 & 0.186104 \tabularnewline
28 & -0.011564 & -0.1329 & 0.447255 \tabularnewline
29 & 0.0032 & 0.0368 & 0.485363 \tabularnewline
30 & 0.079162 & 0.9095 & 0.18237 \tabularnewline
31 & 0.050346 & 0.5784 & 0.281978 \tabularnewline
32 & -0.123871 & -1.4232 & 0.078523 \tabularnewline
33 & -0.053878 & -0.619 & 0.268488 \tabularnewline
34 & 0.137276 & 1.5772 & 0.058573 \tabularnewline
35 & -0.090555 & -1.0404 & 0.150029 \tabularnewline
36 & 0.041526 & 0.4771 & 0.317042 \tabularnewline
37 & 0.025514 & 0.2931 & 0.384942 \tabularnewline
38 & -0.14316 & -1.6448 & 0.051198 \tabularnewline
39 & 0.051159 & 0.5878 & 0.278844 \tabularnewline
40 & 0.019283 & 0.2215 & 0.412505 \tabularnewline
41 & -0.046653 & -0.536 & 0.296429 \tabularnewline
42 & 0.043422 & 0.4989 & 0.309346 \tabularnewline
43 & 0.025069 & 0.288 & 0.386891 \tabularnewline
44 & -0.050493 & -0.5801 & 0.281411 \tabularnewline
45 & -0.02565 & -0.2947 & 0.384343 \tabularnewline
46 & 0.028417 & 0.3265 & 0.372286 \tabularnewline
47 & -0.055316 & -0.6355 & 0.263089 \tabularnewline
48 & 0.004923 & 0.0566 & 0.477489 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302117&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]0.729554[/C][C]8.3819[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.312935[/C][C]-3.5953[/C][C]0.000228[/C][/ROW]
[ROW][C]3[/C][C]-0.333398[/C][C]-3.8304[/C][C]9.8e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.514378[/C][C]-5.9098[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]-0.357729[/C][C]-4.11[/C][C]3.5e-05[/C][/ROW]
[ROW][C]6[/C][C]-0.26746[/C][C]-3.0729[/C][C]0.001288[/C][/ROW]
[ROW][C]7[/C][C]-0.312997[/C][C]-3.5961[/C][C]0.000228[/C][/ROW]
[ROW][C]8[/C][C]-0.020074[/C][C]-0.2306[/C][C]0.40898[/C][/ROW]
[ROW][C]9[/C][C]-0.008544[/C][C]-0.0982[/C][C]0.460977[/C][/ROW]
[ROW][C]10[/C][C]-0.213708[/C][C]-2.4553[/C][C]0.007689[/C][/ROW]
[ROW][C]11[/C][C]0.141314[/C][C]1.6236[/C][C]0.053426[/C][/ROW]
[ROW][C]12[/C][C]0.351783[/C][C]4.0417[/C][C]4.5e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.172154[/C][C]-1.9779[/C][C]0.025012[/C][/ROW]
[ROW][C]14[/C][C]-0.066494[/C][C]-0.764[/C][C]0.223126[/C][/ROW]
[ROW][C]15[/C][C]0.027936[/C][C]0.321[/C][C]0.374374[/C][/ROW]
[ROW][C]16[/C][C]0.157988[/C][C]1.8151[/C][C]0.035886[/C][/ROW]
[ROW][C]17[/C][C]0.071028[/C][C]0.8161[/C][C]0.20797[/C][/ROW]
[ROW][C]18[/C][C]0.004341[/C][C]0.0499[/C][C]0.48015[/C][/ROW]
[ROW][C]19[/C][C]0.027255[/C][C]0.3131[/C][C]0.377337[/C][/ROW]
[ROW][C]20[/C][C]0.016092[/C][C]0.1849[/C][C]0.4268[/C][/ROW]
[ROW][C]21[/C][C]-0.095615[/C][C]-1.0985[/C][C]0.136986[/C][/ROW]
[ROW][C]22[/C][C]-0.001784[/C][C]-0.0205[/C][C]0.491838[/C][/ROW]
[ROW][C]23[/C][C]0.220323[/C][C]2.5313[/C][C]0.006268[/C][/ROW]
[ROW][C]24[/C][C]0.001059[/C][C]0.0122[/C][C]0.495157[/C][/ROW]
[ROW][C]25[/C][C]-0.114928[/C][C]-1.3204[/C][C]0.09449[/C][/ROW]
[ROW][C]26[/C][C]-0.067765[/C][C]-0.7786[/C][C]0.218815[/C][/ROW]
[ROW][C]27[/C][C]0.077934[/C][C]0.8954[/C][C]0.186104[/C][/ROW]
[ROW][C]28[/C][C]-0.011564[/C][C]-0.1329[/C][C]0.447255[/C][/ROW]
[ROW][C]29[/C][C]0.0032[/C][C]0.0368[/C][C]0.485363[/C][/ROW]
[ROW][C]30[/C][C]0.079162[/C][C]0.9095[/C][C]0.18237[/C][/ROW]
[ROW][C]31[/C][C]0.050346[/C][C]0.5784[/C][C]0.281978[/C][/ROW]
[ROW][C]32[/C][C]-0.123871[/C][C]-1.4232[/C][C]0.078523[/C][/ROW]
[ROW][C]33[/C][C]-0.053878[/C][C]-0.619[/C][C]0.268488[/C][/ROW]
[ROW][C]34[/C][C]0.137276[/C][C]1.5772[/C][C]0.058573[/C][/ROW]
[ROW][C]35[/C][C]-0.090555[/C][C]-1.0404[/C][C]0.150029[/C][/ROW]
[ROW][C]36[/C][C]0.041526[/C][C]0.4771[/C][C]0.317042[/C][/ROW]
[ROW][C]37[/C][C]0.025514[/C][C]0.2931[/C][C]0.384942[/C][/ROW]
[ROW][C]38[/C][C]-0.14316[/C][C]-1.6448[/C][C]0.051198[/C][/ROW]
[ROW][C]39[/C][C]0.051159[/C][C]0.5878[/C][C]0.278844[/C][/ROW]
[ROW][C]40[/C][C]0.019283[/C][C]0.2215[/C][C]0.412505[/C][/ROW]
[ROW][C]41[/C][C]-0.046653[/C][C]-0.536[/C][C]0.296429[/C][/ROW]
[ROW][C]42[/C][C]0.043422[/C][C]0.4989[/C][C]0.309346[/C][/ROW]
[ROW][C]43[/C][C]0.025069[/C][C]0.288[/C][C]0.386891[/C][/ROW]
[ROW][C]44[/C][C]-0.050493[/C][C]-0.5801[/C][C]0.281411[/C][/ROW]
[ROW][C]45[/C][C]-0.02565[/C][C]-0.2947[/C][C]0.384343[/C][/ROW]
[ROW][C]46[/C][C]0.028417[/C][C]0.3265[/C][C]0.372286[/C][/ROW]
[ROW][C]47[/C][C]-0.055316[/C][C]-0.6355[/C][C]0.263089[/C][/ROW]
[ROW][C]48[/C][C]0.004923[/C][C]0.0566[/C][C]0.477489[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302117&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302117&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
10.7295548.38190
2-0.312935-3.59530.000228
3-0.333398-3.83049.8e-05
4-0.514378-5.90980
5-0.357729-4.113.5e-05
6-0.26746-3.07290.001288
7-0.312997-3.59610.000228
8-0.020074-0.23060.40898
9-0.008544-0.09820.460977
10-0.213708-2.45530.007689
110.1413141.62360.053426
120.3517834.04174.5e-05
13-0.172154-1.97790.025012
14-0.066494-0.7640.223126
150.0279360.3210.374374
160.1579881.81510.035886
170.0710280.81610.20797
180.0043410.04990.48015
190.0272550.31310.377337
200.0160920.18490.4268
21-0.095615-1.09850.136986
22-0.001784-0.02050.491838
230.2203232.53130.006268
240.0010590.01220.495157
25-0.114928-1.32040.09449
26-0.067765-0.77860.218815
270.0779340.89540.186104
28-0.011564-0.13290.447255
290.00320.03680.485363
300.0791620.90950.18237
310.0503460.57840.281978
32-0.123871-1.42320.078523
33-0.053878-0.6190.268488
340.1372761.57720.058573
35-0.090555-1.04040.150029
360.0415260.47710.317042
370.0255140.29310.384942
38-0.14316-1.64480.051198
390.0511590.58780.278844
400.0192830.22150.412505
41-0.046653-0.5360.296429
420.0434220.49890.309346
430.0250690.2880.386891
44-0.050493-0.58010.281411
45-0.02565-0.29470.384343
460.0284170.32650.372286
47-0.055316-0.63550.263089
480.0049230.05660.477489


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; 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)
x <- na.omit(x)
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,'ACF(k)',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,'PACF(k)',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')