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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, 23 May 2016 19:01:23 +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/May/23/t1464026580qmag6s6q2s2ggk1.htm/, Retrieved Tue, 07 May 2024 23:13:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=295529, Retrieved Tue, 07 May 2024 23:13:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact137

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] [Verhuur en handel...] [2016-05-23 18:01:23] [38f93cf143127a30e50d4675c70fea9c] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
16,8
17,2
17,4
17,6
17,7
17,7
17,6
17,6
17,5
17,5
17,6
17,6
17,9
18,2
18,4
18,5
19
19,5
19,7
19,9
19,7
19,5
19,7
19,7
19,7
19,9
20,1
20,1
20,1
20,1
20,2
20,3
20,8
21,1
21,2
21,3
21,6
21,7
21,8
22
21,9
21,9
22
22,1
21
19,7
19,8
19,9
19,8
20
20,2
20,3
20,7
20,9
21
21,2
23,7
23,7
23,7
23,8
24
24
24,1
24,3
24,4
24,4
24,5
24,6
24,7
24,6
24,6
24,6
24,7
24,7
24,8
24,9
25
25,1
25,2
25,3

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 Ronald Aylmer Fisher' @ fisher.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 & 'Sir Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=295529&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 Ronald Aylmer Fisher' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=295529&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=295529&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 Ronald Aylmer Fisher' @ fisher.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2077351.84640.03429
2-0.012331-0.10960.456504
30.0757880.67360.251261
40.1188721.05660.146967
5-0.064804-0.5760.283131
6-0.018115-0.1610.436249
7-0.016389-0.14570.442277
8-0.145805-1.29590.099384
9-0.085066-0.75610.225925
10-0.023318-0.20730.418172
11-0.36919-3.28140.000769
12-0.353129-3.13870.001193
13-0.058859-0.52310.301167
140.0095880.08520.466151
15-0.027958-0.24850.402199
160.0097910.0870.465437
170.0532310.47310.318715
18-0.010401-0.09240.463288
19-0.023521-0.20910.41747
200.0859290.76380.223645
210.0454310.40380.343727
22-0.001411-0.01250.495012
230.0602650.53560.296853
240.178051.58250.05876
250.0479820.42650.335462
26-0.020334-0.18070.428522
27-0.071859-0.63870.262434
28-0.114812-1.02050.155311
29-0.069925-0.62150.268027
300.0181930.16170.435976
31-0.01078-0.09580.461956
32-0.079024-0.70240.242253
33-0.029241-0.25990.39781
340.0456920.40610.342875
35-0.042425-0.37710.353562
36-0.018787-0.1670.433906
370.0655130.58230.281013
380.0655080.58220.281029
390.120771.07340.143174
400.1036190.9210.179932
41-0.015351-0.13640.445907
42-0.002243-0.01990.492073
43-0.005995-0.05330.47882
44-0.005775-0.05130.479596
45-0.034878-0.310.378686
46-0.004908-0.04360.482656
47-0.031-0.27550.391813
48-0.043041-0.38260.351539

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.207735 & 1.8464 & 0.03429 \tabularnewline
2 & -0.012331 & -0.1096 & 0.456504 \tabularnewline
3 & 0.075788 & 0.6736 & 0.251261 \tabularnewline
4 & 0.118872 & 1.0566 & 0.146967 \tabularnewline
5 & -0.064804 & -0.576 & 0.283131 \tabularnewline
6 & -0.018115 & -0.161 & 0.436249 \tabularnewline
7 & -0.016389 & -0.1457 & 0.442277 \tabularnewline
8 & -0.145805 & -1.2959 & 0.099384 \tabularnewline
9 & -0.085066 & -0.7561 & 0.225925 \tabularnewline
10 & -0.023318 & -0.2073 & 0.418172 \tabularnewline
11 & -0.36919 & -3.2814 & 0.000769 \tabularnewline
12 & -0.353129 & -3.1387 & 0.001193 \tabularnewline
13 & -0.058859 & -0.5231 & 0.301167 \tabularnewline
14 & 0.009588 & 0.0852 & 0.466151 \tabularnewline
15 & -0.027958 & -0.2485 & 0.402199 \tabularnewline
16 & 0.009791 & 0.087 & 0.465437 \tabularnewline
17 & 0.053231 & 0.4731 & 0.318715 \tabularnewline
18 & -0.010401 & -0.0924 & 0.463288 \tabularnewline
19 & -0.023521 & -0.2091 & 0.41747 \tabularnewline
20 & 0.085929 & 0.7638 & 0.223645 \tabularnewline
21 & 0.045431 & 0.4038 & 0.343727 \tabularnewline
22 & -0.001411 & -0.0125 & 0.495012 \tabularnewline
23 & 0.060265 & 0.5356 & 0.296853 \tabularnewline
24 & 0.17805 & 1.5825 & 0.05876 \tabularnewline
25 & 0.047982 & 0.4265 & 0.335462 \tabularnewline
26 & -0.020334 & -0.1807 & 0.428522 \tabularnewline
27 & -0.071859 & -0.6387 & 0.262434 \tabularnewline
28 & -0.114812 & -1.0205 & 0.155311 \tabularnewline
29 & -0.069925 & -0.6215 & 0.268027 \tabularnewline
30 & 0.018193 & 0.1617 & 0.435976 \tabularnewline
31 & -0.01078 & -0.0958 & 0.461956 \tabularnewline
32 & -0.079024 & -0.7024 & 0.242253 \tabularnewline
33 & -0.029241 & -0.2599 & 0.39781 \tabularnewline
34 & 0.045692 & 0.4061 & 0.342875 \tabularnewline
35 & -0.042425 & -0.3771 & 0.353562 \tabularnewline
36 & -0.018787 & -0.167 & 0.433906 \tabularnewline
37 & 0.065513 & 0.5823 & 0.281013 \tabularnewline
38 & 0.065508 & 0.5822 & 0.281029 \tabularnewline
39 & 0.12077 & 1.0734 & 0.143174 \tabularnewline
40 & 0.103619 & 0.921 & 0.179932 \tabularnewline
41 & -0.015351 & -0.1364 & 0.445907 \tabularnewline
42 & -0.002243 & -0.0199 & 0.492073 \tabularnewline
43 & -0.005995 & -0.0533 & 0.47882 \tabularnewline
44 & -0.005775 & -0.0513 & 0.479596 \tabularnewline
45 & -0.034878 & -0.31 & 0.378686 \tabularnewline
46 & -0.004908 & -0.0436 & 0.482656 \tabularnewline
47 & -0.031 & -0.2755 & 0.391813 \tabularnewline
48 & -0.043041 & -0.3826 & 0.351539 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=295529&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]0.207735[/C][C]1.8464[/C][C]0.03429[/C][/ROW]
[ROW][C]2[/C][C]-0.012331[/C][C]-0.1096[/C][C]0.456504[/C][/ROW]
[ROW][C]3[/C][C]0.075788[/C][C]0.6736[/C][C]0.251261[/C][/ROW]
[ROW][C]4[/C][C]0.118872[/C][C]1.0566[/C][C]0.146967[/C][/ROW]
[ROW][C]5[/C][C]-0.064804[/C][C]-0.576[/C][C]0.283131[/C][/ROW]
[ROW][C]6[/C][C]-0.018115[/C][C]-0.161[/C][C]0.436249[/C][/ROW]
[ROW][C]7[/C][C]-0.016389[/C][C]-0.1457[/C][C]0.442277[/C][/ROW]
[ROW][C]8[/C][C]-0.145805[/C][C]-1.2959[/C][C]0.099384[/C][/ROW]
[ROW][C]9[/C][C]-0.085066[/C][C]-0.7561[/C][C]0.225925[/C][/ROW]
[ROW][C]10[/C][C]-0.023318[/C][C]-0.2073[/C][C]0.418172[/C][/ROW]
[ROW][C]11[/C][C]-0.36919[/C][C]-3.2814[/C][C]0.000769[/C][/ROW]
[ROW][C]12[/C][C]-0.353129[/C][C]-3.1387[/C][C]0.001193[/C][/ROW]
[ROW][C]13[/C][C]-0.058859[/C][C]-0.5231[/C][C]0.301167[/C][/ROW]
[ROW][C]14[/C][C]0.009588[/C][C]0.0852[/C][C]0.466151[/C][/ROW]
[ROW][C]15[/C][C]-0.027958[/C][C]-0.2485[/C][C]0.402199[/C][/ROW]
[ROW][C]16[/C][C]0.009791[/C][C]0.087[/C][C]0.465437[/C][/ROW]
[ROW][C]17[/C][C]0.053231[/C][C]0.4731[/C][C]0.318715[/C][/ROW]
[ROW][C]18[/C][C]-0.010401[/C][C]-0.0924[/C][C]0.463288[/C][/ROW]
[ROW][C]19[/C][C]-0.023521[/C][C]-0.2091[/C][C]0.41747[/C][/ROW]
[ROW][C]20[/C][C]0.085929[/C][C]0.7638[/C][C]0.223645[/C][/ROW]
[ROW][C]21[/C][C]0.045431[/C][C]0.4038[/C][C]0.343727[/C][/ROW]
[ROW][C]22[/C][C]-0.001411[/C][C]-0.0125[/C][C]0.495012[/C][/ROW]
[ROW][C]23[/C][C]0.060265[/C][C]0.5356[/C][C]0.296853[/C][/ROW]
[ROW][C]24[/C][C]0.17805[/C][C]1.5825[/C][C]0.05876[/C][/ROW]
[ROW][C]25[/C][C]0.047982[/C][C]0.4265[/C][C]0.335462[/C][/ROW]
[ROW][C]26[/C][C]-0.020334[/C][C]-0.1807[/C][C]0.428522[/C][/ROW]
[ROW][C]27[/C][C]-0.071859[/C][C]-0.6387[/C][C]0.262434[/C][/ROW]
[ROW][C]28[/C][C]-0.114812[/C][C]-1.0205[/C][C]0.155311[/C][/ROW]
[ROW][C]29[/C][C]-0.069925[/C][C]-0.6215[/C][C]0.268027[/C][/ROW]
[ROW][C]30[/C][C]0.018193[/C][C]0.1617[/C][C]0.435976[/C][/ROW]
[ROW][C]31[/C][C]-0.01078[/C][C]-0.0958[/C][C]0.461956[/C][/ROW]
[ROW][C]32[/C][C]-0.079024[/C][C]-0.7024[/C][C]0.242253[/C][/ROW]
[ROW][C]33[/C][C]-0.029241[/C][C]-0.2599[/C][C]0.39781[/C][/ROW]
[ROW][C]34[/C][C]0.045692[/C][C]0.4061[/C][C]0.342875[/C][/ROW]
[ROW][C]35[/C][C]-0.042425[/C][C]-0.3771[/C][C]0.353562[/C][/ROW]
[ROW][C]36[/C][C]-0.018787[/C][C]-0.167[/C][C]0.433906[/C][/ROW]
[ROW][C]37[/C][C]0.065513[/C][C]0.5823[/C][C]0.281013[/C][/ROW]
[ROW][C]38[/C][C]0.065508[/C][C]0.5822[/C][C]0.281029[/C][/ROW]
[ROW][C]39[/C][C]0.12077[/C][C]1.0734[/C][C]0.143174[/C][/ROW]
[ROW][C]40[/C][C]0.103619[/C][C]0.921[/C][C]0.179932[/C][/ROW]
[ROW][C]41[/C][C]-0.015351[/C][C]-0.1364[/C][C]0.445907[/C][/ROW]
[ROW][C]42[/C][C]-0.002243[/C][C]-0.0199[/C][C]0.492073[/C][/ROW]
[ROW][C]43[/C][C]-0.005995[/C][C]-0.0533[/C][C]0.47882[/C][/ROW]
[ROW][C]44[/C][C]-0.005775[/C][C]-0.0513[/C][C]0.479596[/C][/ROW]
[ROW][C]45[/C][C]-0.034878[/C][C]-0.31[/C][C]0.378686[/C][/ROW]
[ROW][C]46[/C][C]-0.004908[/C][C]-0.0436[/C][C]0.482656[/C][/ROW]
[ROW][C]47[/C][C]-0.031[/C][C]-0.2755[/C][C]0.391813[/C][/ROW]
[ROW][C]48[/C][C]-0.043041[/C][C]-0.3826[/C][C]0.351539[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=295529&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=295529&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
10.2077351.84640.03429
2-0.012331-0.10960.456504
30.0757880.67360.251261
40.1188721.05660.146967
5-0.064804-0.5760.283131
6-0.018115-0.1610.436249
7-0.016389-0.14570.442277
8-0.145805-1.29590.099384
9-0.085066-0.75610.225925
10-0.023318-0.20730.418172
11-0.36919-3.28140.000769
12-0.353129-3.13870.001193
13-0.058859-0.52310.301167
140.0095880.08520.466151
15-0.027958-0.24850.402199
160.0097910.0870.465437
170.0532310.47310.318715
18-0.010401-0.09240.463288
19-0.023521-0.20910.41747
200.0859290.76380.223645
210.0454310.40380.343727
22-0.001411-0.01250.495012
230.0602650.53560.296853
240.178051.58250.05876
250.0479820.42650.335462
26-0.020334-0.18070.428522
27-0.071859-0.63870.262434
28-0.114812-1.02050.155311
29-0.069925-0.62150.268027
300.0181930.16170.435976
31-0.01078-0.09580.461956
32-0.079024-0.70240.242253
33-0.029241-0.25990.39781
340.0456920.40610.342875
35-0.042425-0.37710.353562
36-0.018787-0.1670.433906
370.0655130.58230.281013
380.0655080.58220.281029
390.120771.07340.143174
400.1036190.9210.179932
41-0.015351-0.13640.445907
42-0.002243-0.01990.492073
43-0.005995-0.05330.47882
44-0.005775-0.05130.479596
45-0.034878-0.310.378686
46-0.004908-0.04360.482656
47-0.031-0.27550.391813
48-0.043041-0.38260.351539






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2077351.84640.03429
2-0.057987-0.51540.303857
30.0949460.84390.200636
40.0858190.76280.223934
5-0.108784-0.96690.168274
60.0247740.22020.413145
7-0.042508-0.37780.35329
8-0.145047-1.28920.100545
9-0.003493-0.0310.487655
10-0.023081-0.20510.418992
11-0.379456-3.37270.000578
12-0.206371-1.83430.03519
13-0.00587-0.05220.479262
140.0029180.02590.489686
150.0783150.69610.244211
16-0.001605-0.01430.494328
17-0.012134-0.10780.457196
18-0.03769-0.3350.369258
19-0.13399-1.19090.118624
200.0007760.00690.497258
210.0065090.05780.477007
22-0.145422-1.29250.099969
23-0.135629-1.20550.115805
240.0942060.83730.20247
250.0087840.07810.468982
260.0220470.1960.422572
27-0.09835-0.87420.192342
28-0.168533-1.4980.069066
29-0.056-0.49770.310024
30-0.063834-0.56740.286036
31-0.04709-0.41850.338342
32-0.014127-0.12560.4502
33-0.082032-0.72910.234044
34-0.060774-0.54020.295299
35-0.016663-0.14810.441318
360.0556680.49480.311061
370.0683120.60720.272738
38-0.045081-0.40070.344864
39-0.035774-0.3180.375676
40-0.05901-0.52450.300704
41-0.134893-1.1990.117064
420.0109790.09760.461256
43-0.052051-0.46260.322447
44-0.085758-0.76220.224095
45-0.040261-0.35780.360707
46-0.034928-0.31040.378521
47-0.020589-0.1830.427633
480.0323060.28710.387379

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.207735 & 1.8464 & 0.03429 \tabularnewline
2 & -0.057987 & -0.5154 & 0.303857 \tabularnewline
3 & 0.094946 & 0.8439 & 0.200636 \tabularnewline
4 & 0.085819 & 0.7628 & 0.223934 \tabularnewline
5 & -0.108784 & -0.9669 & 0.168274 \tabularnewline
6 & 0.024774 & 0.2202 & 0.413145 \tabularnewline
7 & -0.042508 & -0.3778 & 0.35329 \tabularnewline
8 & -0.145047 & -1.2892 & 0.100545 \tabularnewline
9 & -0.003493 & -0.031 & 0.487655 \tabularnewline
10 & -0.023081 & -0.2051 & 0.418992 \tabularnewline
11 & -0.379456 & -3.3727 & 0.000578 \tabularnewline
12 & -0.206371 & -1.8343 & 0.03519 \tabularnewline
13 & -0.00587 & -0.0522 & 0.479262 \tabularnewline
14 & 0.002918 & 0.0259 & 0.489686 \tabularnewline
15 & 0.078315 & 0.6961 & 0.244211 \tabularnewline
16 & -0.001605 & -0.0143 & 0.494328 \tabularnewline
17 & -0.012134 & -0.1078 & 0.457196 \tabularnewline
18 & -0.03769 & -0.335 & 0.369258 \tabularnewline
19 & -0.13399 & -1.1909 & 0.118624 \tabularnewline
20 & 0.000776 & 0.0069 & 0.497258 \tabularnewline
21 & 0.006509 & 0.0578 & 0.477007 \tabularnewline
22 & -0.145422 & -1.2925 & 0.099969 \tabularnewline
23 & -0.135629 & -1.2055 & 0.115805 \tabularnewline
24 & 0.094206 & 0.8373 & 0.20247 \tabularnewline
25 & 0.008784 & 0.0781 & 0.468982 \tabularnewline
26 & 0.022047 & 0.196 & 0.422572 \tabularnewline
27 & -0.09835 & -0.8742 & 0.192342 \tabularnewline
28 & -0.168533 & -1.498 & 0.069066 \tabularnewline
29 & -0.056 & -0.4977 & 0.310024 \tabularnewline
30 & -0.063834 & -0.5674 & 0.286036 \tabularnewline
31 & -0.04709 & -0.4185 & 0.338342 \tabularnewline
32 & -0.014127 & -0.1256 & 0.4502 \tabularnewline
33 & -0.082032 & -0.7291 & 0.234044 \tabularnewline
34 & -0.060774 & -0.5402 & 0.295299 \tabularnewline
35 & -0.016663 & -0.1481 & 0.441318 \tabularnewline
36 & 0.055668 & 0.4948 & 0.311061 \tabularnewline
37 & 0.068312 & 0.6072 & 0.272738 \tabularnewline
38 & -0.045081 & -0.4007 & 0.344864 \tabularnewline
39 & -0.035774 & -0.318 & 0.375676 \tabularnewline
40 & -0.05901 & -0.5245 & 0.300704 \tabularnewline
41 & -0.134893 & -1.199 & 0.117064 \tabularnewline
42 & 0.010979 & 0.0976 & 0.461256 \tabularnewline
43 & -0.052051 & -0.4626 & 0.322447 \tabularnewline
44 & -0.085758 & -0.7622 & 0.224095 \tabularnewline
45 & -0.040261 & -0.3578 & 0.360707 \tabularnewline
46 & -0.034928 & -0.3104 & 0.378521 \tabularnewline
47 & -0.020589 & -0.183 & 0.427633 \tabularnewline
48 & 0.032306 & 0.2871 & 0.387379 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=295529&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]0.207735[/C][C]1.8464[/C][C]0.03429[/C][/ROW]
[ROW][C]2[/C][C]-0.057987[/C][C]-0.5154[/C][C]0.303857[/C][/ROW]
[ROW][C]3[/C][C]0.094946[/C][C]0.8439[/C][C]0.200636[/C][/ROW]
[ROW][C]4[/C][C]0.085819[/C][C]0.7628[/C][C]0.223934[/C][/ROW]
[ROW][C]5[/C][C]-0.108784[/C][C]-0.9669[/C][C]0.168274[/C][/ROW]
[ROW][C]6[/C][C]0.024774[/C][C]0.2202[/C][C]0.413145[/C][/ROW]
[ROW][C]7[/C][C]-0.042508[/C][C]-0.3778[/C][C]0.35329[/C][/ROW]
[ROW][C]8[/C][C]-0.145047[/C][C]-1.2892[/C][C]0.100545[/C][/ROW]
[ROW][C]9[/C][C]-0.003493[/C][C]-0.031[/C][C]0.487655[/C][/ROW]
[ROW][C]10[/C][C]-0.023081[/C][C]-0.2051[/C][C]0.418992[/C][/ROW]
[ROW][C]11[/C][C]-0.379456[/C][C]-3.3727[/C][C]0.000578[/C][/ROW]
[ROW][C]12[/C][C]-0.206371[/C][C]-1.8343[/C][C]0.03519[/C][/ROW]
[ROW][C]13[/C][C]-0.00587[/C][C]-0.0522[/C][C]0.479262[/C][/ROW]
[ROW][C]14[/C][C]0.002918[/C][C]0.0259[/C][C]0.489686[/C][/ROW]
[ROW][C]15[/C][C]0.078315[/C][C]0.6961[/C][C]0.244211[/C][/ROW]
[ROW][C]16[/C][C]-0.001605[/C][C]-0.0143[/C][C]0.494328[/C][/ROW]
[ROW][C]17[/C][C]-0.012134[/C][C]-0.1078[/C][C]0.457196[/C][/ROW]
[ROW][C]18[/C][C]-0.03769[/C][C]-0.335[/C][C]0.369258[/C][/ROW]
[ROW][C]19[/C][C]-0.13399[/C][C]-1.1909[/C][C]0.118624[/C][/ROW]
[ROW][C]20[/C][C]0.000776[/C][C]0.0069[/C][C]0.497258[/C][/ROW]
[ROW][C]21[/C][C]0.006509[/C][C]0.0578[/C][C]0.477007[/C][/ROW]
[ROW][C]22[/C][C]-0.145422[/C][C]-1.2925[/C][C]0.099969[/C][/ROW]
[ROW][C]23[/C][C]-0.135629[/C][C]-1.2055[/C][C]0.115805[/C][/ROW]
[ROW][C]24[/C][C]0.094206[/C][C]0.8373[/C][C]0.20247[/C][/ROW]
[ROW][C]25[/C][C]0.008784[/C][C]0.0781[/C][C]0.468982[/C][/ROW]
[ROW][C]26[/C][C]0.022047[/C][C]0.196[/C][C]0.422572[/C][/ROW]
[ROW][C]27[/C][C]-0.09835[/C][C]-0.8742[/C][C]0.192342[/C][/ROW]
[ROW][C]28[/C][C]-0.168533[/C][C]-1.498[/C][C]0.069066[/C][/ROW]
[ROW][C]29[/C][C]-0.056[/C][C]-0.4977[/C][C]0.310024[/C][/ROW]
[ROW][C]30[/C][C]-0.063834[/C][C]-0.5674[/C][C]0.286036[/C][/ROW]
[ROW][C]31[/C][C]-0.04709[/C][C]-0.4185[/C][C]0.338342[/C][/ROW]
[ROW][C]32[/C][C]-0.014127[/C][C]-0.1256[/C][C]0.4502[/C][/ROW]
[ROW][C]33[/C][C]-0.082032[/C][C]-0.7291[/C][C]0.234044[/C][/ROW]
[ROW][C]34[/C][C]-0.060774[/C][C]-0.5402[/C][C]0.295299[/C][/ROW]
[ROW][C]35[/C][C]-0.016663[/C][C]-0.1481[/C][C]0.441318[/C][/ROW]
[ROW][C]36[/C][C]0.055668[/C][C]0.4948[/C][C]0.311061[/C][/ROW]
[ROW][C]37[/C][C]0.068312[/C][C]0.6072[/C][C]0.272738[/C][/ROW]
[ROW][C]38[/C][C]-0.045081[/C][C]-0.4007[/C][C]0.344864[/C][/ROW]
[ROW][C]39[/C][C]-0.035774[/C][C]-0.318[/C][C]0.375676[/C][/ROW]
[ROW][C]40[/C][C]-0.05901[/C][C]-0.5245[/C][C]0.300704[/C][/ROW]
[ROW][C]41[/C][C]-0.134893[/C][C]-1.199[/C][C]0.117064[/C][/ROW]
[ROW][C]42[/C][C]0.010979[/C][C]0.0976[/C][C]0.461256[/C][/ROW]
[ROW][C]43[/C][C]-0.052051[/C][C]-0.4626[/C][C]0.322447[/C][/ROW]
[ROW][C]44[/C][C]-0.085758[/C][C]-0.7622[/C][C]0.224095[/C][/ROW]
[ROW][C]45[/C][C]-0.040261[/C][C]-0.3578[/C][C]0.360707[/C][/ROW]
[ROW][C]46[/C][C]-0.034928[/C][C]-0.3104[/C][C]0.378521[/C][/ROW]
[ROW][C]47[/C][C]-0.020589[/C][C]-0.183[/C][C]0.427633[/C][/ROW]
[ROW][C]48[/C][C]0.032306[/C][C]0.2871[/C][C]0.387379[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=295529&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=295529&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
10.2077351.84640.03429
2-0.057987-0.51540.303857
30.0949460.84390.200636
40.0858190.76280.223934
5-0.108784-0.96690.168274
60.0247740.22020.413145
7-0.042508-0.37780.35329
8-0.145047-1.28920.100545
9-0.003493-0.0310.487655
10-0.023081-0.20510.418992
11-0.379456-3.37270.000578
12-0.206371-1.83430.03519
13-0.00587-0.05220.479262
140.0029180.02590.489686
150.0783150.69610.244211
16-0.001605-0.01430.494328
17-0.012134-0.10780.457196
18-0.03769-0.3350.369258
19-0.13399-1.19090.118624
200.0007760.00690.497258
210.0065090.05780.477007
22-0.145422-1.29250.099969
23-0.135629-1.20550.115805
240.0942060.83730.20247
250.0087840.07810.468982
260.0220470.1960.422572
27-0.09835-0.87420.192342
28-0.168533-1.4980.069066
29-0.056-0.49770.310024
30-0.063834-0.56740.286036
31-0.04709-0.41850.338342
32-0.014127-0.12560.4502
33-0.082032-0.72910.234044
34-0.060774-0.54020.295299
35-0.016663-0.14810.441318
360.0556680.49480.311061
370.0683120.60720.272738
38-0.045081-0.40070.344864
39-0.035774-0.3180.375676
40-0.05901-0.52450.300704
41-0.134893-1.1990.117064
420.0109790.09760.461256
43-0.052051-0.46260.322447
44-0.085758-0.76220.224095
45-0.040261-0.35780.360707
46-0.034928-0.31040.378521
47-0.020589-0.1830.427633
480.0323060.28710.387379


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')