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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationMon, 14 Mar 2016 19:53:55 +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/14/t14579852628hl70vy7j468zy2.htm/, Retrieved Mon, 29 Apr 2024 06:14:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=294048, Retrieved Mon, 29 Apr 2024 06:14:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact64

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] [] [2016-03-14 19:53:55] [1e8cb0485fd9b8c1cf436607044e417d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
92.86
94.06
95.51
96.05
96.71
97.91
97.74
97.64
98.55
98.46
99.19
99.18
99.95
100.66
101.12
101.14
100.73
99.92
100.06
100.64
100.89
100.87
100.72
100.72
100.98
100.15
100.13
100.39
99.87
99.93
99.96
99.61
99.57
99.71
99.78
99.92
100.3
100.83
100.84
97.87
97.99
98.03
97.58
97.45
97.47
98.31
98.29
98.13
98.44
98.05
98.32
97.55
97.74
98.01
97.93
99.23
101.03
100.81
100.57
100.1

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'Sir Maurice George Kendall' @ kendall.wessa.net
R Framework error message
Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.

\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 & 'Sir Maurice George Kendall' @ kendall.wessa.net \tabularnewline
R Framework error message & 
Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.
 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=294048&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]'Sir Maurice George Kendall' @ kendall.wessa.net[/C][/ROW]
[ROW][C]R Framework error message[/C][C]
Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.
[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=294048&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=294048&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'Sir Maurice George Kendall' @ kendall.wessa.net
R Framework error message
Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.813746.30320
20.6352354.92054e-06
30.5031993.89780.000124
40.3714112.87690.002777
50.2734832.11840.019146
60.2250341.74310.043219
70.1812761.40420.082714
80.1247590.96640.168867
90.0709610.54970.292297
100.0047940.03710.485249
11-0.057474-0.44520.328892
12-0.146956-1.13830.129757
13-0.212843-1.64870.05222
14-0.242941-1.88180.032357
15-0.258121-1.99940.02505
16-0.256978-1.99050.025546
17-0.249605-1.93340.028952
18-0.247176-1.91460.030156
19-0.254638-1.97240.026588
20-0.251883-1.95110.027861
21-0.227959-1.76580.041262
22-0.219261-1.69840.047308
23-0.230692-1.78690.0395
24-0.238673-1.84870.034711
25-0.228362-1.76890.040998
26-0.240271-1.86110.033813
27-0.247781-1.91930.029853
28-0.22739-1.76140.041637
29-0.219146-1.69750.047392
30-0.200261-1.55120.063054
31-0.172114-1.33320.093754
32-0.138822-1.07530.143271
33-0.122682-0.95030.172889
34-0.11057-0.85650.197572
35-0.083579-0.64740.259921
36-0.057926-0.44870.327634
37-0.018746-0.14520.442517
380.0573250.4440.329306
390.1600621.23980.109931
400.1788141.38510.085577
410.201241.55880.062152
420.2292181.77550.040442
430.2273141.76080.041687
440.1972341.52780.065912
450.1550951.20140.117166
460.1380261.06910.144643
470.123840.95930.170638
480.1076010.83350.203941

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.81374 & 6.3032 & 0 \tabularnewline
2 & 0.635235 & 4.9205 & 4e-06 \tabularnewline
3 & 0.503199 & 3.8978 & 0.000124 \tabularnewline
4 & 0.371411 & 2.8769 & 0.002777 \tabularnewline
5 & 0.273483 & 2.1184 & 0.019146 \tabularnewline
6 & 0.225034 & 1.7431 & 0.043219 \tabularnewline
7 & 0.181276 & 1.4042 & 0.082714 \tabularnewline
8 & 0.124759 & 0.9664 & 0.168867 \tabularnewline
9 & 0.070961 & 0.5497 & 0.292297 \tabularnewline
10 & 0.004794 & 0.0371 & 0.485249 \tabularnewline
11 & -0.057474 & -0.4452 & 0.328892 \tabularnewline
12 & -0.146956 & -1.1383 & 0.129757 \tabularnewline
13 & -0.212843 & -1.6487 & 0.05222 \tabularnewline
14 & -0.242941 & -1.8818 & 0.032357 \tabularnewline
15 & -0.258121 & -1.9994 & 0.02505 \tabularnewline
16 & -0.256978 & -1.9905 & 0.025546 \tabularnewline
17 & -0.249605 & -1.9334 & 0.028952 \tabularnewline
18 & -0.247176 & -1.9146 & 0.030156 \tabularnewline
19 & -0.254638 & -1.9724 & 0.026588 \tabularnewline
20 & -0.251883 & -1.9511 & 0.027861 \tabularnewline
21 & -0.227959 & -1.7658 & 0.041262 \tabularnewline
22 & -0.219261 & -1.6984 & 0.047308 \tabularnewline
23 & -0.230692 & -1.7869 & 0.0395 \tabularnewline
24 & -0.238673 & -1.8487 & 0.034711 \tabularnewline
25 & -0.228362 & -1.7689 & 0.040998 \tabularnewline
26 & -0.240271 & -1.8611 & 0.033813 \tabularnewline
27 & -0.247781 & -1.9193 & 0.029853 \tabularnewline
28 & -0.22739 & -1.7614 & 0.041637 \tabularnewline
29 & -0.219146 & -1.6975 & 0.047392 \tabularnewline
30 & -0.200261 & -1.5512 & 0.063054 \tabularnewline
31 & -0.172114 & -1.3332 & 0.093754 \tabularnewline
32 & -0.138822 & -1.0753 & 0.143271 \tabularnewline
33 & -0.122682 & -0.9503 & 0.172889 \tabularnewline
34 & -0.11057 & -0.8565 & 0.197572 \tabularnewline
35 & -0.083579 & -0.6474 & 0.259921 \tabularnewline
36 & -0.057926 & -0.4487 & 0.327634 \tabularnewline
37 & -0.018746 & -0.1452 & 0.442517 \tabularnewline
38 & 0.057325 & 0.444 & 0.329306 \tabularnewline
39 & 0.160062 & 1.2398 & 0.109931 \tabularnewline
40 & 0.178814 & 1.3851 & 0.085577 \tabularnewline
41 & 0.20124 & 1.5588 & 0.062152 \tabularnewline
42 & 0.229218 & 1.7755 & 0.040442 \tabularnewline
43 & 0.227314 & 1.7608 & 0.041687 \tabularnewline
44 & 0.197234 & 1.5278 & 0.065912 \tabularnewline
45 & 0.155095 & 1.2014 & 0.117166 \tabularnewline
46 & 0.138026 & 1.0691 & 0.144643 \tabularnewline
47 & 0.12384 & 0.9593 & 0.170638 \tabularnewline
48 & 0.107601 & 0.8335 & 0.203941 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=294048&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]0.81374[/C][C]6.3032[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.635235[/C][C]4.9205[/C][C]4e-06[/C][/ROW]
[ROW][C]3[/C][C]0.503199[/C][C]3.8978[/C][C]0.000124[/C][/ROW]
[ROW][C]4[/C][C]0.371411[/C][C]2.8769[/C][C]0.002777[/C][/ROW]
[ROW][C]5[/C][C]0.273483[/C][C]2.1184[/C][C]0.019146[/C][/ROW]
[ROW][C]6[/C][C]0.225034[/C][C]1.7431[/C][C]0.043219[/C][/ROW]
[ROW][C]7[/C][C]0.181276[/C][C]1.4042[/C][C]0.082714[/C][/ROW]
[ROW][C]8[/C][C]0.124759[/C][C]0.9664[/C][C]0.168867[/C][/ROW]
[ROW][C]9[/C][C]0.070961[/C][C]0.5497[/C][C]0.292297[/C][/ROW]
[ROW][C]10[/C][C]0.004794[/C][C]0.0371[/C][C]0.485249[/C][/ROW]
[ROW][C]11[/C][C]-0.057474[/C][C]-0.4452[/C][C]0.328892[/C][/ROW]
[ROW][C]12[/C][C]-0.146956[/C][C]-1.1383[/C][C]0.129757[/C][/ROW]
[ROW][C]13[/C][C]-0.212843[/C][C]-1.6487[/C][C]0.05222[/C][/ROW]
[ROW][C]14[/C][C]-0.242941[/C][C]-1.8818[/C][C]0.032357[/C][/ROW]
[ROW][C]15[/C][C]-0.258121[/C][C]-1.9994[/C][C]0.02505[/C][/ROW]
[ROW][C]16[/C][C]-0.256978[/C][C]-1.9905[/C][C]0.025546[/C][/ROW]
[ROW][C]17[/C][C]-0.249605[/C][C]-1.9334[/C][C]0.028952[/C][/ROW]
[ROW][C]18[/C][C]-0.247176[/C][C]-1.9146[/C][C]0.030156[/C][/ROW]
[ROW][C]19[/C][C]-0.254638[/C][C]-1.9724[/C][C]0.026588[/C][/ROW]
[ROW][C]20[/C][C]-0.251883[/C][C]-1.9511[/C][C]0.027861[/C][/ROW]
[ROW][C]21[/C][C]-0.227959[/C][C]-1.7658[/C][C]0.041262[/C][/ROW]
[ROW][C]22[/C][C]-0.219261[/C][C]-1.6984[/C][C]0.047308[/C][/ROW]
[ROW][C]23[/C][C]-0.230692[/C][C]-1.7869[/C][C]0.0395[/C][/ROW]
[ROW][C]24[/C][C]-0.238673[/C][C]-1.8487[/C][C]0.034711[/C][/ROW]
[ROW][C]25[/C][C]-0.228362[/C][C]-1.7689[/C][C]0.040998[/C][/ROW]
[ROW][C]26[/C][C]-0.240271[/C][C]-1.8611[/C][C]0.033813[/C][/ROW]
[ROW][C]27[/C][C]-0.247781[/C][C]-1.9193[/C][C]0.029853[/C][/ROW]
[ROW][C]28[/C][C]-0.22739[/C][C]-1.7614[/C][C]0.041637[/C][/ROW]
[ROW][C]29[/C][C]-0.219146[/C][C]-1.6975[/C][C]0.047392[/C][/ROW]
[ROW][C]30[/C][C]-0.200261[/C][C]-1.5512[/C][C]0.063054[/C][/ROW]
[ROW][C]31[/C][C]-0.172114[/C][C]-1.3332[/C][C]0.093754[/C][/ROW]
[ROW][C]32[/C][C]-0.138822[/C][C]-1.0753[/C][C]0.143271[/C][/ROW]
[ROW][C]33[/C][C]-0.122682[/C][C]-0.9503[/C][C]0.172889[/C][/ROW]
[ROW][C]34[/C][C]-0.11057[/C][C]-0.8565[/C][C]0.197572[/C][/ROW]
[ROW][C]35[/C][C]-0.083579[/C][C]-0.6474[/C][C]0.259921[/C][/ROW]
[ROW][C]36[/C][C]-0.057926[/C][C]-0.4487[/C][C]0.327634[/C][/ROW]
[ROW][C]37[/C][C]-0.018746[/C][C]-0.1452[/C][C]0.442517[/C][/ROW]
[ROW][C]38[/C][C]0.057325[/C][C]0.444[/C][C]0.329306[/C][/ROW]
[ROW][C]39[/C][C]0.160062[/C][C]1.2398[/C][C]0.109931[/C][/ROW]
[ROW][C]40[/C][C]0.178814[/C][C]1.3851[/C][C]0.085577[/C][/ROW]
[ROW][C]41[/C][C]0.20124[/C][C]1.5588[/C][C]0.062152[/C][/ROW]
[ROW][C]42[/C][C]0.229218[/C][C]1.7755[/C][C]0.040442[/C][/ROW]
[ROW][C]43[/C][C]0.227314[/C][C]1.7608[/C][C]0.041687[/C][/ROW]
[ROW][C]44[/C][C]0.197234[/C][C]1.5278[/C][C]0.065912[/C][/ROW]
[ROW][C]45[/C][C]0.155095[/C][C]1.2014[/C][C]0.117166[/C][/ROW]
[ROW][C]46[/C][C]0.138026[/C][C]1.0691[/C][C]0.144643[/C][/ROW]
[ROW][C]47[/C][C]0.12384[/C][C]0.9593[/C][C]0.170638[/C][/ROW]
[ROW][C]48[/C][C]0.107601[/C][C]0.8335[/C][C]0.203941[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=294048&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=294048&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
10.813746.30320
20.6352354.92054e-06
30.5031993.89780.000124
40.3714112.87690.002777
50.2734832.11840.019146
60.2250341.74310.043219
70.1812761.40420.082714
80.1247590.96640.168867
90.0709610.54970.292297
100.0047940.03710.485249
11-0.057474-0.44520.328892
12-0.146956-1.13830.129757
13-0.212843-1.64870.05222
14-0.242941-1.88180.032357
15-0.258121-1.99940.02505
16-0.256978-1.99050.025546
17-0.249605-1.93340.028952
18-0.247176-1.91460.030156
19-0.254638-1.97240.026588
20-0.251883-1.95110.027861
21-0.227959-1.76580.041262
22-0.219261-1.69840.047308
23-0.230692-1.78690.0395
24-0.238673-1.84870.034711
25-0.228362-1.76890.040998
26-0.240271-1.86110.033813
27-0.247781-1.91930.029853
28-0.22739-1.76140.041637
29-0.219146-1.69750.047392
30-0.200261-1.55120.063054
31-0.172114-1.33320.093754
32-0.138822-1.07530.143271
33-0.122682-0.95030.172889
34-0.11057-0.85650.197572
35-0.083579-0.64740.259921
36-0.057926-0.44870.327634
37-0.018746-0.14520.442517
380.0573250.4440.329306
390.1600621.23980.109931
400.1788141.38510.085577
410.201241.55880.062152
420.2292181.77550.040442
430.2273141.76080.041687
440.1972341.52780.065912
450.1550951.20140.117166
460.1380261.06910.144643
470.123840.95930.170638
480.1076010.83350.203941






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.813746.30320
2-0.079737-0.61760.269576
30.0296450.22960.409581
4-0.085953-0.66580.254048
50.0184520.14290.443414
60.0667390.5170.303542
7-0.017441-0.13510.446495
8-0.060107-0.46560.321597
9-0.039701-0.30750.379755
10-0.079927-0.61910.269092
11-0.036464-0.28250.389285
12-0.159987-1.23930.110039
13-0.028039-0.21720.4144
14-0.004305-0.03330.486756
15-0.016642-0.12890.448932
16-0.007923-0.06140.475633
17-0.035203-0.27270.393017
18-0.032224-0.24960.401874
19-0.042591-0.32990.371308
20-0.008902-0.0690.472628
210.035440.27450.392315
22-0.0707-0.54760.292987
23-0.08903-0.68960.246544
24-0.064122-0.49670.310612
25-0.007982-0.06180.475452
26-0.105566-0.81770.20838
27-0.060757-0.47060.319808
28-0.001206-0.00930.49629
29-0.06744-0.52240.301663
30-0.000399-0.00310.498771
31-0.032668-0.2530.40055
32-0.009238-0.07160.471596
33-0.049059-0.380.35264
34-0.035228-0.27290.392943
350.0137270.10630.457839
36-0.034661-0.26850.394626
370.0274870.21290.416058
380.1004480.77810.219795
390.1134070.87840.191602
40-0.157781-1.22220.113213
410.041610.32230.374169
420.0170920.13240.447558
43-0.019201-0.14870.441132
44-0.082301-0.63750.263113
45-0.102908-0.79710.214262
460.0162810.12610.450031
47-0.013766-0.10660.457718
48-0.042789-0.33140.370733

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.81374 & 6.3032 & 0 \tabularnewline
2 & -0.079737 & -0.6176 & 0.269576 \tabularnewline
3 & 0.029645 & 0.2296 & 0.409581 \tabularnewline
4 & -0.085953 & -0.6658 & 0.254048 \tabularnewline
5 & 0.018452 & 0.1429 & 0.443414 \tabularnewline
6 & 0.066739 & 0.517 & 0.303542 \tabularnewline
7 & -0.017441 & -0.1351 & 0.446495 \tabularnewline
8 & -0.060107 & -0.4656 & 0.321597 \tabularnewline
9 & -0.039701 & -0.3075 & 0.379755 \tabularnewline
10 & -0.079927 & -0.6191 & 0.269092 \tabularnewline
11 & -0.036464 & -0.2825 & 0.389285 \tabularnewline
12 & -0.159987 & -1.2393 & 0.110039 \tabularnewline
13 & -0.028039 & -0.2172 & 0.4144 \tabularnewline
14 & -0.004305 & -0.0333 & 0.486756 \tabularnewline
15 & -0.016642 & -0.1289 & 0.448932 \tabularnewline
16 & -0.007923 & -0.0614 & 0.475633 \tabularnewline
17 & -0.035203 & -0.2727 & 0.393017 \tabularnewline
18 & -0.032224 & -0.2496 & 0.401874 \tabularnewline
19 & -0.042591 & -0.3299 & 0.371308 \tabularnewline
20 & -0.008902 & -0.069 & 0.472628 \tabularnewline
21 & 0.03544 & 0.2745 & 0.392315 \tabularnewline
22 & -0.0707 & -0.5476 & 0.292987 \tabularnewline
23 & -0.08903 & -0.6896 & 0.246544 \tabularnewline
24 & -0.064122 & -0.4967 & 0.310612 \tabularnewline
25 & -0.007982 & -0.0618 & 0.475452 \tabularnewline
26 & -0.105566 & -0.8177 & 0.20838 \tabularnewline
27 & -0.060757 & -0.4706 & 0.319808 \tabularnewline
28 & -0.001206 & -0.0093 & 0.49629 \tabularnewline
29 & -0.06744 & -0.5224 & 0.301663 \tabularnewline
30 & -0.000399 & -0.0031 & 0.498771 \tabularnewline
31 & -0.032668 & -0.253 & 0.40055 \tabularnewline
32 & -0.009238 & -0.0716 & 0.471596 \tabularnewline
33 & -0.049059 & -0.38 & 0.35264 \tabularnewline
34 & -0.035228 & -0.2729 & 0.392943 \tabularnewline
35 & 0.013727 & 0.1063 & 0.457839 \tabularnewline
36 & -0.034661 & -0.2685 & 0.394626 \tabularnewline
37 & 0.027487 & 0.2129 & 0.416058 \tabularnewline
38 & 0.100448 & 0.7781 & 0.219795 \tabularnewline
39 & 0.113407 & 0.8784 & 0.191602 \tabularnewline
40 & -0.157781 & -1.2222 & 0.113213 \tabularnewline
41 & 0.04161 & 0.3223 & 0.374169 \tabularnewline
42 & 0.017092 & 0.1324 & 0.447558 \tabularnewline
43 & -0.019201 & -0.1487 & 0.441132 \tabularnewline
44 & -0.082301 & -0.6375 & 0.263113 \tabularnewline
45 & -0.102908 & -0.7971 & 0.214262 \tabularnewline
46 & 0.016281 & 0.1261 & 0.450031 \tabularnewline
47 & -0.013766 & -0.1066 & 0.457718 \tabularnewline
48 & -0.042789 & -0.3314 & 0.370733 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=294048&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]0.81374[/C][C]6.3032[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.079737[/C][C]-0.6176[/C][C]0.269576[/C][/ROW]
[ROW][C]3[/C][C]0.029645[/C][C]0.2296[/C][C]0.409581[/C][/ROW]
[ROW][C]4[/C][C]-0.085953[/C][C]-0.6658[/C][C]0.254048[/C][/ROW]
[ROW][C]5[/C][C]0.018452[/C][C]0.1429[/C][C]0.443414[/C][/ROW]
[ROW][C]6[/C][C]0.066739[/C][C]0.517[/C][C]0.303542[/C][/ROW]
[ROW][C]7[/C][C]-0.017441[/C][C]-0.1351[/C][C]0.446495[/C][/ROW]
[ROW][C]8[/C][C]-0.060107[/C][C]-0.4656[/C][C]0.321597[/C][/ROW]
[ROW][C]9[/C][C]-0.039701[/C][C]-0.3075[/C][C]0.379755[/C][/ROW]
[ROW][C]10[/C][C]-0.079927[/C][C]-0.6191[/C][C]0.269092[/C][/ROW]
[ROW][C]11[/C][C]-0.036464[/C][C]-0.2825[/C][C]0.389285[/C][/ROW]
[ROW][C]12[/C][C]-0.159987[/C][C]-1.2393[/C][C]0.110039[/C][/ROW]
[ROW][C]13[/C][C]-0.028039[/C][C]-0.2172[/C][C]0.4144[/C][/ROW]
[ROW][C]14[/C][C]-0.004305[/C][C]-0.0333[/C][C]0.486756[/C][/ROW]
[ROW][C]15[/C][C]-0.016642[/C][C]-0.1289[/C][C]0.448932[/C][/ROW]
[ROW][C]16[/C][C]-0.007923[/C][C]-0.0614[/C][C]0.475633[/C][/ROW]
[ROW][C]17[/C][C]-0.035203[/C][C]-0.2727[/C][C]0.393017[/C][/ROW]
[ROW][C]18[/C][C]-0.032224[/C][C]-0.2496[/C][C]0.401874[/C][/ROW]
[ROW][C]19[/C][C]-0.042591[/C][C]-0.3299[/C][C]0.371308[/C][/ROW]
[ROW][C]20[/C][C]-0.008902[/C][C]-0.069[/C][C]0.472628[/C][/ROW]
[ROW][C]21[/C][C]0.03544[/C][C]0.2745[/C][C]0.392315[/C][/ROW]
[ROW][C]22[/C][C]-0.0707[/C][C]-0.5476[/C][C]0.292987[/C][/ROW]
[ROW][C]23[/C][C]-0.08903[/C][C]-0.6896[/C][C]0.246544[/C][/ROW]
[ROW][C]24[/C][C]-0.064122[/C][C]-0.4967[/C][C]0.310612[/C][/ROW]
[ROW][C]25[/C][C]-0.007982[/C][C]-0.0618[/C][C]0.475452[/C][/ROW]
[ROW][C]26[/C][C]-0.105566[/C][C]-0.8177[/C][C]0.20838[/C][/ROW]
[ROW][C]27[/C][C]-0.060757[/C][C]-0.4706[/C][C]0.319808[/C][/ROW]
[ROW][C]28[/C][C]-0.001206[/C][C]-0.0093[/C][C]0.49629[/C][/ROW]
[ROW][C]29[/C][C]-0.06744[/C][C]-0.5224[/C][C]0.301663[/C][/ROW]
[ROW][C]30[/C][C]-0.000399[/C][C]-0.0031[/C][C]0.498771[/C][/ROW]
[ROW][C]31[/C][C]-0.032668[/C][C]-0.253[/C][C]0.40055[/C][/ROW]
[ROW][C]32[/C][C]-0.009238[/C][C]-0.0716[/C][C]0.471596[/C][/ROW]
[ROW][C]33[/C][C]-0.049059[/C][C]-0.38[/C][C]0.35264[/C][/ROW]
[ROW][C]34[/C][C]-0.035228[/C][C]-0.2729[/C][C]0.392943[/C][/ROW]
[ROW][C]35[/C][C]0.013727[/C][C]0.1063[/C][C]0.457839[/C][/ROW]
[ROW][C]36[/C][C]-0.034661[/C][C]-0.2685[/C][C]0.394626[/C][/ROW]
[ROW][C]37[/C][C]0.027487[/C][C]0.2129[/C][C]0.416058[/C][/ROW]
[ROW][C]38[/C][C]0.100448[/C][C]0.7781[/C][C]0.219795[/C][/ROW]
[ROW][C]39[/C][C]0.113407[/C][C]0.8784[/C][C]0.191602[/C][/ROW]
[ROW][C]40[/C][C]-0.157781[/C][C]-1.2222[/C][C]0.113213[/C][/ROW]
[ROW][C]41[/C][C]0.04161[/C][C]0.3223[/C][C]0.374169[/C][/ROW]
[ROW][C]42[/C][C]0.017092[/C][C]0.1324[/C][C]0.447558[/C][/ROW]
[ROW][C]43[/C][C]-0.019201[/C][C]-0.1487[/C][C]0.441132[/C][/ROW]
[ROW][C]44[/C][C]-0.082301[/C][C]-0.6375[/C][C]0.263113[/C][/ROW]
[ROW][C]45[/C][C]-0.102908[/C][C]-0.7971[/C][C]0.214262[/C][/ROW]
[ROW][C]46[/C][C]0.016281[/C][C]0.1261[/C][C]0.450031[/C][/ROW]
[ROW][C]47[/C][C]-0.013766[/C][C]-0.1066[/C][C]0.457718[/C][/ROW]
[ROW][C]48[/C][C]-0.042789[/C][C]-0.3314[/C][C]0.370733[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=294048&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=294048&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
10.813746.30320
2-0.079737-0.61760.269576
30.0296450.22960.409581
4-0.085953-0.66580.254048
50.0184520.14290.443414
60.0667390.5170.303542
7-0.017441-0.13510.446495
8-0.060107-0.46560.321597
9-0.039701-0.30750.379755
10-0.079927-0.61910.269092
11-0.036464-0.28250.389285
12-0.159987-1.23930.110039
13-0.028039-0.21720.4144
14-0.004305-0.03330.486756
15-0.016642-0.12890.448932
16-0.007923-0.06140.475633
17-0.035203-0.27270.393017
18-0.032224-0.24960.401874
19-0.042591-0.32990.371308
20-0.008902-0.0690.472628
210.035440.27450.392315
22-0.0707-0.54760.292987
23-0.08903-0.68960.246544
24-0.064122-0.49670.310612
25-0.007982-0.06180.475452
26-0.105566-0.81770.20838
27-0.060757-0.47060.319808
28-0.001206-0.00930.49629
29-0.06744-0.52240.301663
30-0.000399-0.00310.498771
31-0.032668-0.2530.40055
32-0.009238-0.07160.471596
33-0.049059-0.380.35264
34-0.035228-0.27290.392943
350.0137270.10630.457839
36-0.034661-0.26850.394626
370.0274870.21290.416058
380.1004480.77810.219795
390.1134070.87840.191602
40-0.157781-1.22220.113213
410.041610.32230.374169
420.0170920.13240.447558
43-0.019201-0.14870.441132
44-0.082301-0.63750.263113
45-0.102908-0.79710.214262
460.0162810.12610.450031
47-0.013766-0.10660.457718
48-0.042789-0.33140.370733


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 = 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,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')