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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 computationWed, 09 Mar 2016 13:48:42 +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/2016/Mar/09/t1457531380e4p488q3dwmsjxb.htm/, Retrieved Fri, 03 May 2024 12:35:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=293809, Retrieved Fri, 03 May 2024 12:35:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact138

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] [] [2016-03-09 13:48:42] [55e0f811d0de406b35493d0ca672d497] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
83,61
83,89
83,4
82,96
82,76
83,35
87,78
88,99
88,92
88,91
89,79
90,54
93,15
92,79
93,21
95,35
100,91
103,69
104,04
104,16
104,71
105,18
104,92
104,83
104,9
105,05
104,6
103,21
102,52
101,09
101,19
102,34
102,62
102,47
101,82
101,86
101,54
101,98
101,23
100,4
99,94
99,94
100
98,8
99,07
99,46
99,18
98,47
97,12
96,91
96,09
97,17
96,8
97,13
99,9
100,56
100,84
99,81
100,44
100,07
101,32
103,98
104,81
106,23
106,48
107,59
107,16
107,54
107,1
106,38
106,64
106,13

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=293809&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=293809&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=293809&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
10.403773.40220.000551
20.1234781.04040.150832
3-0.010648-0.08970.464381
40.1262661.06390.145482
50.1744461.46990.073002
60.0857580.72260.236148
70.0401380.33820.368102
8-0.070645-0.59530.276779
90.1884281.58770.058397
100.2075191.74860.042342
110.0046210.03890.484523
12-0.13517-1.1390.129273
13-0.200291-1.68770.047931
14-0.035899-0.30250.381582
15-0.084353-0.71080.239777
16-0.020573-0.17340.431434
17-0.129282-1.08930.139842
18-0.090674-0.7640.223689
190.0210080.1770.43
20-0.031655-0.26670.395225
21-0.030577-0.25760.398713
22-0.166489-1.40290.082509
23-0.105103-0.88560.189408
24-0.0625-0.52660.300045
250.0035850.03020.487992
26-0.075255-0.63410.264023
27-0.179106-1.50920.067846
28-0.089132-0.7510.227556
29-0.038871-0.32750.372114
300.000720.00610.497587
31-0.124958-1.05290.147976
32-0.187831-1.58270.058969
33-0.149728-1.26160.105605
34-0.117685-0.99160.162373
35-0.03211-0.27060.393755
36-0.096891-0.81640.208495
37-0.020558-0.17320.431485
380.0747730.630.265343
390.0924090.77870.219386
40-0.032669-0.27530.391953
41-0.090822-0.76530.22332
42-0.009181-0.07740.469279
430.0012340.01040.495866
440.1152440.97110.167406
450.1623491.3680.087816
460.0922860.77760.219689
470.0734150.61860.269078
480.1483631.25010.107678

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.40377 & 3.4022 & 0.000551 \tabularnewline
2 & 0.123478 & 1.0404 & 0.150832 \tabularnewline
3 & -0.010648 & -0.0897 & 0.464381 \tabularnewline
4 & 0.126266 & 1.0639 & 0.145482 \tabularnewline
5 & 0.174446 & 1.4699 & 0.073002 \tabularnewline
6 & 0.085758 & 0.7226 & 0.236148 \tabularnewline
7 & 0.040138 & 0.3382 & 0.368102 \tabularnewline
8 & -0.070645 & -0.5953 & 0.276779 \tabularnewline
9 & 0.188428 & 1.5877 & 0.058397 \tabularnewline
10 & 0.207519 & 1.7486 & 0.042342 \tabularnewline
11 & 0.004621 & 0.0389 & 0.484523 \tabularnewline
12 & -0.13517 & -1.139 & 0.129273 \tabularnewline
13 & -0.200291 & -1.6877 & 0.047931 \tabularnewline
14 & -0.035899 & -0.3025 & 0.381582 \tabularnewline
15 & -0.084353 & -0.7108 & 0.239777 \tabularnewline
16 & -0.020573 & -0.1734 & 0.431434 \tabularnewline
17 & -0.129282 & -1.0893 & 0.139842 \tabularnewline
18 & -0.090674 & -0.764 & 0.223689 \tabularnewline
19 & 0.021008 & 0.177 & 0.43 \tabularnewline
20 & -0.031655 & -0.2667 & 0.395225 \tabularnewline
21 & -0.030577 & -0.2576 & 0.398713 \tabularnewline
22 & -0.166489 & -1.4029 & 0.082509 \tabularnewline
23 & -0.105103 & -0.8856 & 0.189408 \tabularnewline
24 & -0.0625 & -0.5266 & 0.300045 \tabularnewline
25 & 0.003585 & 0.0302 & 0.487992 \tabularnewline
26 & -0.075255 & -0.6341 & 0.264023 \tabularnewline
27 & -0.179106 & -1.5092 & 0.067846 \tabularnewline
28 & -0.089132 & -0.751 & 0.227556 \tabularnewline
29 & -0.038871 & -0.3275 & 0.372114 \tabularnewline
30 & 0.00072 & 0.0061 & 0.497587 \tabularnewline
31 & -0.124958 & -1.0529 & 0.147976 \tabularnewline
32 & -0.187831 & -1.5827 & 0.058969 \tabularnewline
33 & -0.149728 & -1.2616 & 0.105605 \tabularnewline
34 & -0.117685 & -0.9916 & 0.162373 \tabularnewline
35 & -0.03211 & -0.2706 & 0.393755 \tabularnewline
36 & -0.096891 & -0.8164 & 0.208495 \tabularnewline
37 & -0.020558 & -0.1732 & 0.431485 \tabularnewline
38 & 0.074773 & 0.63 & 0.265343 \tabularnewline
39 & 0.092409 & 0.7787 & 0.219386 \tabularnewline
40 & -0.032669 & -0.2753 & 0.391953 \tabularnewline
41 & -0.090822 & -0.7653 & 0.22332 \tabularnewline
42 & -0.009181 & -0.0774 & 0.469279 \tabularnewline
43 & 0.001234 & 0.0104 & 0.495866 \tabularnewline
44 & 0.115244 & 0.9711 & 0.167406 \tabularnewline
45 & 0.162349 & 1.368 & 0.087816 \tabularnewline
46 & 0.092286 & 0.7776 & 0.219689 \tabularnewline
47 & 0.073415 & 0.6186 & 0.269078 \tabularnewline
48 & 0.148363 & 1.2501 & 0.107678 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=293809&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]0.40377[/C][C]3.4022[/C][C]0.000551[/C][/ROW]
[ROW][C]2[/C][C]0.123478[/C][C]1.0404[/C][C]0.150832[/C][/ROW]
[ROW][C]3[/C][C]-0.010648[/C][C]-0.0897[/C][C]0.464381[/C][/ROW]
[ROW][C]4[/C][C]0.126266[/C][C]1.0639[/C][C]0.145482[/C][/ROW]
[ROW][C]5[/C][C]0.174446[/C][C]1.4699[/C][C]0.073002[/C][/ROW]
[ROW][C]6[/C][C]0.085758[/C][C]0.7226[/C][C]0.236148[/C][/ROW]
[ROW][C]7[/C][C]0.040138[/C][C]0.3382[/C][C]0.368102[/C][/ROW]
[ROW][C]8[/C][C]-0.070645[/C][C]-0.5953[/C][C]0.276779[/C][/ROW]
[ROW][C]9[/C][C]0.188428[/C][C]1.5877[/C][C]0.058397[/C][/ROW]
[ROW][C]10[/C][C]0.207519[/C][C]1.7486[/C][C]0.042342[/C][/ROW]
[ROW][C]11[/C][C]0.004621[/C][C]0.0389[/C][C]0.484523[/C][/ROW]
[ROW][C]12[/C][C]-0.13517[/C][C]-1.139[/C][C]0.129273[/C][/ROW]
[ROW][C]13[/C][C]-0.200291[/C][C]-1.6877[/C][C]0.047931[/C][/ROW]
[ROW][C]14[/C][C]-0.035899[/C][C]-0.3025[/C][C]0.381582[/C][/ROW]
[ROW][C]15[/C][C]-0.084353[/C][C]-0.7108[/C][C]0.239777[/C][/ROW]
[ROW][C]16[/C][C]-0.020573[/C][C]-0.1734[/C][C]0.431434[/C][/ROW]
[ROW][C]17[/C][C]-0.129282[/C][C]-1.0893[/C][C]0.139842[/C][/ROW]
[ROW][C]18[/C][C]-0.090674[/C][C]-0.764[/C][C]0.223689[/C][/ROW]
[ROW][C]19[/C][C]0.021008[/C][C]0.177[/C][C]0.43[/C][/ROW]
[ROW][C]20[/C][C]-0.031655[/C][C]-0.2667[/C][C]0.395225[/C][/ROW]
[ROW][C]21[/C][C]-0.030577[/C][C]-0.2576[/C][C]0.398713[/C][/ROW]
[ROW][C]22[/C][C]-0.166489[/C][C]-1.4029[/C][C]0.082509[/C][/ROW]
[ROW][C]23[/C][C]-0.105103[/C][C]-0.8856[/C][C]0.189408[/C][/ROW]
[ROW][C]24[/C][C]-0.0625[/C][C]-0.5266[/C][C]0.300045[/C][/ROW]
[ROW][C]25[/C][C]0.003585[/C][C]0.0302[/C][C]0.487992[/C][/ROW]
[ROW][C]26[/C][C]-0.075255[/C][C]-0.6341[/C][C]0.264023[/C][/ROW]
[ROW][C]27[/C][C]-0.179106[/C][C]-1.5092[/C][C]0.067846[/C][/ROW]
[ROW][C]28[/C][C]-0.089132[/C][C]-0.751[/C][C]0.227556[/C][/ROW]
[ROW][C]29[/C][C]-0.038871[/C][C]-0.3275[/C][C]0.372114[/C][/ROW]
[ROW][C]30[/C][C]0.00072[/C][C]0.0061[/C][C]0.497587[/C][/ROW]
[ROW][C]31[/C][C]-0.124958[/C][C]-1.0529[/C][C]0.147976[/C][/ROW]
[ROW][C]32[/C][C]-0.187831[/C][C]-1.5827[/C][C]0.058969[/C][/ROW]
[ROW][C]33[/C][C]-0.149728[/C][C]-1.2616[/C][C]0.105605[/C][/ROW]
[ROW][C]34[/C][C]-0.117685[/C][C]-0.9916[/C][C]0.162373[/C][/ROW]
[ROW][C]35[/C][C]-0.03211[/C][C]-0.2706[/C][C]0.393755[/C][/ROW]
[ROW][C]36[/C][C]-0.096891[/C][C]-0.8164[/C][C]0.208495[/C][/ROW]
[ROW][C]37[/C][C]-0.020558[/C][C]-0.1732[/C][C]0.431485[/C][/ROW]
[ROW][C]38[/C][C]0.074773[/C][C]0.63[/C][C]0.265343[/C][/ROW]
[ROW][C]39[/C][C]0.092409[/C][C]0.7787[/C][C]0.219386[/C][/ROW]
[ROW][C]40[/C][C]-0.032669[/C][C]-0.2753[/C][C]0.391953[/C][/ROW]
[ROW][C]41[/C][C]-0.090822[/C][C]-0.7653[/C][C]0.22332[/C][/ROW]
[ROW][C]42[/C][C]-0.009181[/C][C]-0.0774[/C][C]0.469279[/C][/ROW]
[ROW][C]43[/C][C]0.001234[/C][C]0.0104[/C][C]0.495866[/C][/ROW]
[ROW][C]44[/C][C]0.115244[/C][C]0.9711[/C][C]0.167406[/C][/ROW]
[ROW][C]45[/C][C]0.162349[/C][C]1.368[/C][C]0.087816[/C][/ROW]
[ROW][C]46[/C][C]0.092286[/C][C]0.7776[/C][C]0.219689[/C][/ROW]
[ROW][C]47[/C][C]0.073415[/C][C]0.6186[/C][C]0.269078[/C][/ROW]
[ROW][C]48[/C][C]0.148363[/C][C]1.2501[/C][C]0.107678[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=293809&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=293809&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
10.403773.40220.000551
20.1234781.04040.150832
3-0.010648-0.08970.464381
40.1262661.06390.145482
50.1744461.46990.073002
60.0857580.72260.236148
70.0401380.33820.368102
8-0.070645-0.59530.276779
90.1884281.58770.058397
100.2075191.74860.042342
110.0046210.03890.484523
12-0.13517-1.1390.129273
13-0.200291-1.68770.047931
14-0.035899-0.30250.381582
15-0.084353-0.71080.239777
16-0.020573-0.17340.431434
17-0.129282-1.08930.139842
18-0.090674-0.7640.223689
190.0210080.1770.43
20-0.031655-0.26670.395225
21-0.030577-0.25760.398713
22-0.166489-1.40290.082509
23-0.105103-0.88560.189408
24-0.0625-0.52660.300045
250.0035850.03020.487992
26-0.075255-0.63410.264023
27-0.179106-1.50920.067846
28-0.089132-0.7510.227556
29-0.038871-0.32750.372114
300.000720.00610.497587
31-0.124958-1.05290.147976
32-0.187831-1.58270.058969
33-0.149728-1.26160.105605
34-0.117685-0.99160.162373
35-0.03211-0.27060.393755
36-0.096891-0.81640.208495
37-0.020558-0.17320.431485
380.0747730.630.265343
390.0924090.77870.219386
40-0.032669-0.27530.391953
41-0.090822-0.76530.22332
42-0.009181-0.07740.469279
430.0012340.01040.495866
440.1152440.97110.167406
450.1623491.3680.087816
460.0922860.77760.219689
470.0734150.61860.269078
480.1483631.25010.107678






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.403773.40220.000551
2-0.047257-0.39820.345841
3-0.052424-0.44170.330011
40.1861271.56830.060625
50.0757510.63830.26267
6-0.045549-0.38380.351135
70.0378010.31850.375513
8-0.111763-0.94170.174762
90.2841732.39450.009643
100.0319190.2690.394374
11-0.213764-1.80120.037958
12-0.021075-0.17760.42978
13-0.145099-1.22260.112757
140.0267330.22530.411214
15-0.108469-0.9140.181912
160.022150.18660.426236
17-0.018719-0.15770.437559
18-0.012742-0.10740.457402
190.0331180.27910.390506
20-0.071531-0.60270.274304
210.0533740.44970.327134
22-0.056272-0.47420.318422
23-0.044494-0.37490.354423
240.0389660.32830.371814
25-0.011108-0.09360.462847
26-0.125274-1.05560.14737
27-0.062096-0.52320.301223
28-0.028043-0.23630.406942
290.0260620.21960.413406
30-0.047532-0.40050.344992
31-0.109488-0.92260.17968
32-0.052952-0.44620.328411
33-0.036434-0.3070.379871
34-0.103662-0.87350.192676
35-0.012711-0.10710.457503
360.0164230.13840.445166
370.0894350.75360.226794
380.1254581.05710.147018
39-0.064386-0.54250.294578
40-0.124255-1.0470.149328
410.0408170.34390.365956
420.0255650.21540.41503
43-0.054797-0.46170.322843
440.0964910.8130.209454
450.1308111.10220.137041
46-0.074418-0.62710.266318
47-0.047388-0.39930.345437
480.0677740.57110.284875

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.40377 & 3.4022 & 0.000551 \tabularnewline
2 & -0.047257 & -0.3982 & 0.345841 \tabularnewline
3 & -0.052424 & -0.4417 & 0.330011 \tabularnewline
4 & 0.186127 & 1.5683 & 0.060625 \tabularnewline
5 & 0.075751 & 0.6383 & 0.26267 \tabularnewline
6 & -0.045549 & -0.3838 & 0.351135 \tabularnewline
7 & 0.037801 & 0.3185 & 0.375513 \tabularnewline
8 & -0.111763 & -0.9417 & 0.174762 \tabularnewline
9 & 0.284173 & 2.3945 & 0.009643 \tabularnewline
10 & 0.031919 & 0.269 & 0.394374 \tabularnewline
11 & -0.213764 & -1.8012 & 0.037958 \tabularnewline
12 & -0.021075 & -0.1776 & 0.42978 \tabularnewline
13 & -0.145099 & -1.2226 & 0.112757 \tabularnewline
14 & 0.026733 & 0.2253 & 0.411214 \tabularnewline
15 & -0.108469 & -0.914 & 0.181912 \tabularnewline
16 & 0.02215 & 0.1866 & 0.426236 \tabularnewline
17 & -0.018719 & -0.1577 & 0.437559 \tabularnewline
18 & -0.012742 & -0.1074 & 0.457402 \tabularnewline
19 & 0.033118 & 0.2791 & 0.390506 \tabularnewline
20 & -0.071531 & -0.6027 & 0.274304 \tabularnewline
21 & 0.053374 & 0.4497 & 0.327134 \tabularnewline
22 & -0.056272 & -0.4742 & 0.318422 \tabularnewline
23 & -0.044494 & -0.3749 & 0.354423 \tabularnewline
24 & 0.038966 & 0.3283 & 0.371814 \tabularnewline
25 & -0.011108 & -0.0936 & 0.462847 \tabularnewline
26 & -0.125274 & -1.0556 & 0.14737 \tabularnewline
27 & -0.062096 & -0.5232 & 0.301223 \tabularnewline
28 & -0.028043 & -0.2363 & 0.406942 \tabularnewline
29 & 0.026062 & 0.2196 & 0.413406 \tabularnewline
30 & -0.047532 & -0.4005 & 0.344992 \tabularnewline
31 & -0.109488 & -0.9226 & 0.17968 \tabularnewline
32 & -0.052952 & -0.4462 & 0.328411 \tabularnewline
33 & -0.036434 & -0.307 & 0.379871 \tabularnewline
34 & -0.103662 & -0.8735 & 0.192676 \tabularnewline
35 & -0.012711 & -0.1071 & 0.457503 \tabularnewline
36 & 0.016423 & 0.1384 & 0.445166 \tabularnewline
37 & 0.089435 & 0.7536 & 0.226794 \tabularnewline
38 & 0.125458 & 1.0571 & 0.147018 \tabularnewline
39 & -0.064386 & -0.5425 & 0.294578 \tabularnewline
40 & -0.124255 & -1.047 & 0.149328 \tabularnewline
41 & 0.040817 & 0.3439 & 0.365956 \tabularnewline
42 & 0.025565 & 0.2154 & 0.41503 \tabularnewline
43 & -0.054797 & -0.4617 & 0.322843 \tabularnewline
44 & 0.096491 & 0.813 & 0.209454 \tabularnewline
45 & 0.130811 & 1.1022 & 0.137041 \tabularnewline
46 & -0.074418 & -0.6271 & 0.266318 \tabularnewline
47 & -0.047388 & -0.3993 & 0.345437 \tabularnewline
48 & 0.067774 & 0.5711 & 0.284875 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=293809&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]0.40377[/C][C]3.4022[/C][C]0.000551[/C][/ROW]
[ROW][C]2[/C][C]-0.047257[/C][C]-0.3982[/C][C]0.345841[/C][/ROW]
[ROW][C]3[/C][C]-0.052424[/C][C]-0.4417[/C][C]0.330011[/C][/ROW]
[ROW][C]4[/C][C]0.186127[/C][C]1.5683[/C][C]0.060625[/C][/ROW]
[ROW][C]5[/C][C]0.075751[/C][C]0.6383[/C][C]0.26267[/C][/ROW]
[ROW][C]6[/C][C]-0.045549[/C][C]-0.3838[/C][C]0.351135[/C][/ROW]
[ROW][C]7[/C][C]0.037801[/C][C]0.3185[/C][C]0.375513[/C][/ROW]
[ROW][C]8[/C][C]-0.111763[/C][C]-0.9417[/C][C]0.174762[/C][/ROW]
[ROW][C]9[/C][C]0.284173[/C][C]2.3945[/C][C]0.009643[/C][/ROW]
[ROW][C]10[/C][C]0.031919[/C][C]0.269[/C][C]0.394374[/C][/ROW]
[ROW][C]11[/C][C]-0.213764[/C][C]-1.8012[/C][C]0.037958[/C][/ROW]
[ROW][C]12[/C][C]-0.021075[/C][C]-0.1776[/C][C]0.42978[/C][/ROW]
[ROW][C]13[/C][C]-0.145099[/C][C]-1.2226[/C][C]0.112757[/C][/ROW]
[ROW][C]14[/C][C]0.026733[/C][C]0.2253[/C][C]0.411214[/C][/ROW]
[ROW][C]15[/C][C]-0.108469[/C][C]-0.914[/C][C]0.181912[/C][/ROW]
[ROW][C]16[/C][C]0.02215[/C][C]0.1866[/C][C]0.426236[/C][/ROW]
[ROW][C]17[/C][C]-0.018719[/C][C]-0.1577[/C][C]0.437559[/C][/ROW]
[ROW][C]18[/C][C]-0.012742[/C][C]-0.1074[/C][C]0.457402[/C][/ROW]
[ROW][C]19[/C][C]0.033118[/C][C]0.2791[/C][C]0.390506[/C][/ROW]
[ROW][C]20[/C][C]-0.071531[/C][C]-0.6027[/C][C]0.274304[/C][/ROW]
[ROW][C]21[/C][C]0.053374[/C][C]0.4497[/C][C]0.327134[/C][/ROW]
[ROW][C]22[/C][C]-0.056272[/C][C]-0.4742[/C][C]0.318422[/C][/ROW]
[ROW][C]23[/C][C]-0.044494[/C][C]-0.3749[/C][C]0.354423[/C][/ROW]
[ROW][C]24[/C][C]0.038966[/C][C]0.3283[/C][C]0.371814[/C][/ROW]
[ROW][C]25[/C][C]-0.011108[/C][C]-0.0936[/C][C]0.462847[/C][/ROW]
[ROW][C]26[/C][C]-0.125274[/C][C]-1.0556[/C][C]0.14737[/C][/ROW]
[ROW][C]27[/C][C]-0.062096[/C][C]-0.5232[/C][C]0.301223[/C][/ROW]
[ROW][C]28[/C][C]-0.028043[/C][C]-0.2363[/C][C]0.406942[/C][/ROW]
[ROW][C]29[/C][C]0.026062[/C][C]0.2196[/C][C]0.413406[/C][/ROW]
[ROW][C]30[/C][C]-0.047532[/C][C]-0.4005[/C][C]0.344992[/C][/ROW]
[ROW][C]31[/C][C]-0.109488[/C][C]-0.9226[/C][C]0.17968[/C][/ROW]
[ROW][C]32[/C][C]-0.052952[/C][C]-0.4462[/C][C]0.328411[/C][/ROW]
[ROW][C]33[/C][C]-0.036434[/C][C]-0.307[/C][C]0.379871[/C][/ROW]
[ROW][C]34[/C][C]-0.103662[/C][C]-0.8735[/C][C]0.192676[/C][/ROW]
[ROW][C]35[/C][C]-0.012711[/C][C]-0.1071[/C][C]0.457503[/C][/ROW]
[ROW][C]36[/C][C]0.016423[/C][C]0.1384[/C][C]0.445166[/C][/ROW]
[ROW][C]37[/C][C]0.089435[/C][C]0.7536[/C][C]0.226794[/C][/ROW]
[ROW][C]38[/C][C]0.125458[/C][C]1.0571[/C][C]0.147018[/C][/ROW]
[ROW][C]39[/C][C]-0.064386[/C][C]-0.5425[/C][C]0.294578[/C][/ROW]
[ROW][C]40[/C][C]-0.124255[/C][C]-1.047[/C][C]0.149328[/C][/ROW]
[ROW][C]41[/C][C]0.040817[/C][C]0.3439[/C][C]0.365956[/C][/ROW]
[ROW][C]42[/C][C]0.025565[/C][C]0.2154[/C][C]0.41503[/C][/ROW]
[ROW][C]43[/C][C]-0.054797[/C][C]-0.4617[/C][C]0.322843[/C][/ROW]
[ROW][C]44[/C][C]0.096491[/C][C]0.813[/C][C]0.209454[/C][/ROW]
[ROW][C]45[/C][C]0.130811[/C][C]1.1022[/C][C]0.137041[/C][/ROW]
[ROW][C]46[/C][C]-0.074418[/C][C]-0.6271[/C][C]0.266318[/C][/ROW]
[ROW][C]47[/C][C]-0.047388[/C][C]-0.3993[/C][C]0.345437[/C][/ROW]
[ROW][C]48[/C][C]0.067774[/C][C]0.5711[/C][C]0.284875[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=293809&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=293809&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
10.403773.40220.000551
2-0.047257-0.39820.345841
3-0.052424-0.44170.330011
40.1861271.56830.060625
50.0757510.63830.26267
6-0.045549-0.38380.351135
70.0378010.31850.375513
8-0.111763-0.94170.174762
90.2841732.39450.009643
100.0319190.2690.394374
11-0.213764-1.80120.037958
12-0.021075-0.17760.42978
13-0.145099-1.22260.112757
140.0267330.22530.411214
15-0.108469-0.9140.181912
160.022150.18660.426236
17-0.018719-0.15770.437559
18-0.012742-0.10740.457402
190.0331180.27910.390506
20-0.071531-0.60270.274304
210.0533740.44970.327134
22-0.056272-0.47420.318422
23-0.044494-0.37490.354423
240.0389660.32830.371814
25-0.011108-0.09360.462847
26-0.125274-1.05560.14737
27-0.062096-0.52320.301223
28-0.028043-0.23630.406942
290.0260620.21960.413406
30-0.047532-0.40050.344992
31-0.109488-0.92260.17968
32-0.052952-0.44620.328411
33-0.036434-0.3070.379871
34-0.103662-0.87350.192676
35-0.012711-0.10710.457503
360.0164230.13840.445166
370.0894350.75360.226794
380.1254581.05710.147018
39-0.064386-0.54250.294578
40-0.124255-1.0470.149328
410.0408170.34390.365956
420.0255650.21540.41503
43-0.054797-0.46170.322843
440.0964910.8130.209454
450.1308111.10220.137041
46-0.074418-0.62710.266318
47-0.047388-0.39930.345437
480.0677740.57110.284875


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)
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,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')