FreeStatistics.org

Free Statistics

of Irreproducible Research!

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, 17 Oct 2016 16:36:27 +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/Oct/17/t1476718614l1a9de3lw0dsxr9.htm/, Retrieved Sun, 05 May 2024 09:53:58 +0200
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Sun, 05 May 2024 09:53:58 +0200
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact0

Tree of Dependent Computations

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
99.57
98.97
99
98.88
98.9
98.92
98.8
98.83
98.88
98.88
98.89
98.89
99.05
99.2
99.13
98.92
98.98
98.99
99.08
99.1
99.1
99.06
99.05
99.11
99.75
99.8
99.95
99.69
99.55
99.14
99.05
99
99.03
99.16
99.01
99
99.9
100.18
100.2
100.13
99.85
99.88
99.88
99.89
99.96
100.05
100.04
100.06
99.72
99.7
99.63
99.73
99.77
99.76
99.61
99.61
99.59
99.42
99.52
99.46
100.55
100.4
100.15
100.2
100.16
100.19
100.23
100.08
100.15
100.13
100.26
100.24

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Sir Maurice George Kendall' @ kendall.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 & 1 seconds \tabularnewline
R Server & 'Sir Maurice George Kendall' @ kendall.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Maurice George Kendall' @ kendall.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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 time1 seconds
R Server'Sir Maurice George Kendall' @ kendall.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0405160.34140.366909
2-0.018532-0.15620.438179
3-0.147726-1.24480.108657
4-0.138889-1.17030.122897
5-0.016257-0.1370.445714
6-0.050219-0.42320.336731
7-0.147119-1.23960.109595
80.0332920.28050.389945
9-0.045938-0.38710.349927
10-0.009311-0.07850.468843
11-0.016401-0.13820.445239
120.0034280.02890.48852
130.105080.88540.189459
140.0782970.65970.255776
15-0.010542-0.08880.464735
16-0.060217-0.50740.306724
17-0.041615-0.35070.363442
18-0.056313-0.47450.318298
190.0865770.72950.234046
20-0.053863-0.45390.325657
21-0.067114-0.56550.286755
22-0.043568-0.36710.357314
23-0.000747-0.00630.497497
240.2243621.89050.031385
25-0.033521-0.28250.389208
26-0.04713-0.39710.346234
270.1026890.86530.194902
280.0964670.81280.209513
29-0.001323-0.01110.495568
30-0.087621-0.73830.231381
31-0.166867-1.4060.082036
32-0.024898-0.20980.417216
33-0.041879-0.35290.362614
340.1071350.90270.18486
35-0.139613-1.17640.121682
360.1011270.85210.198509
37-0.004811-0.04050.483889
38-0.032236-0.27160.393348
390.0431190.36330.35872
400.0034530.02910.488434
41-0.023642-0.19920.421333
420.0435550.3670.357355
43-0.049571-0.41770.338715
440.006350.05350.478739
45-0.05827-0.4910.312473
46-0.000755-0.00640.497472
470.112920.95150.172295
480.0462830.390.348855

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.040516 & 0.3414 & 0.366909 \tabularnewline
2 & -0.018532 & -0.1562 & 0.438179 \tabularnewline
3 & -0.147726 & -1.2448 & 0.108657 \tabularnewline
4 & -0.138889 & -1.1703 & 0.122897 \tabularnewline
5 & -0.016257 & -0.137 & 0.445714 \tabularnewline
6 & -0.050219 & -0.4232 & 0.336731 \tabularnewline
7 & -0.147119 & -1.2396 & 0.109595 \tabularnewline
8 & 0.033292 & 0.2805 & 0.389945 \tabularnewline
9 & -0.045938 & -0.3871 & 0.349927 \tabularnewline
10 & -0.009311 & -0.0785 & 0.468843 \tabularnewline
11 & -0.016401 & -0.1382 & 0.445239 \tabularnewline
12 & 0.003428 & 0.0289 & 0.48852 \tabularnewline
13 & 0.10508 & 0.8854 & 0.189459 \tabularnewline
14 & 0.078297 & 0.6597 & 0.255776 \tabularnewline
15 & -0.010542 & -0.0888 & 0.464735 \tabularnewline
16 & -0.060217 & -0.5074 & 0.306724 \tabularnewline
17 & -0.041615 & -0.3507 & 0.363442 \tabularnewline
18 & -0.056313 & -0.4745 & 0.318298 \tabularnewline
19 & 0.086577 & 0.7295 & 0.234046 \tabularnewline
20 & -0.053863 & -0.4539 & 0.325657 \tabularnewline
21 & -0.067114 & -0.5655 & 0.286755 \tabularnewline
22 & -0.043568 & -0.3671 & 0.357314 \tabularnewline
23 & -0.000747 & -0.0063 & 0.497497 \tabularnewline
24 & 0.224362 & 1.8905 & 0.031385 \tabularnewline
25 & -0.033521 & -0.2825 & 0.389208 \tabularnewline
26 & -0.04713 & -0.3971 & 0.346234 \tabularnewline
27 & 0.102689 & 0.8653 & 0.194902 \tabularnewline
28 & 0.096467 & 0.8128 & 0.209513 \tabularnewline
29 & -0.001323 & -0.0111 & 0.495568 \tabularnewline
30 & -0.087621 & -0.7383 & 0.231381 \tabularnewline
31 & -0.166867 & -1.406 & 0.082036 \tabularnewline
32 & -0.024898 & -0.2098 & 0.417216 \tabularnewline
33 & -0.041879 & -0.3529 & 0.362614 \tabularnewline
34 & 0.107135 & 0.9027 & 0.18486 \tabularnewline
35 & -0.139613 & -1.1764 & 0.121682 \tabularnewline
36 & 0.101127 & 0.8521 & 0.198509 \tabularnewline
37 & -0.004811 & -0.0405 & 0.483889 \tabularnewline
38 & -0.032236 & -0.2716 & 0.393348 \tabularnewline
39 & 0.043119 & 0.3633 & 0.35872 \tabularnewline
40 & 0.003453 & 0.0291 & 0.488434 \tabularnewline
41 & -0.023642 & -0.1992 & 0.421333 \tabularnewline
42 & 0.043555 & 0.367 & 0.357355 \tabularnewline
43 & -0.049571 & -0.4177 & 0.338715 \tabularnewline
44 & 0.00635 & 0.0535 & 0.478739 \tabularnewline
45 & -0.05827 & -0.491 & 0.312473 \tabularnewline
46 & -0.000755 & -0.0064 & 0.497472 \tabularnewline
47 & 0.11292 & 0.9515 & 0.172295 \tabularnewline
48 & 0.046283 & 0.39 & 0.348855 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]0.040516[/C][C]0.3414[/C][C]0.366909[/C][/ROW]
[ROW][C]2[/C][C]-0.018532[/C][C]-0.1562[/C][C]0.438179[/C][/ROW]
[ROW][C]3[/C][C]-0.147726[/C][C]-1.2448[/C][C]0.108657[/C][/ROW]
[ROW][C]4[/C][C]-0.138889[/C][C]-1.1703[/C][C]0.122897[/C][/ROW]
[ROW][C]5[/C][C]-0.016257[/C][C]-0.137[/C][C]0.445714[/C][/ROW]
[ROW][C]6[/C][C]-0.050219[/C][C]-0.4232[/C][C]0.336731[/C][/ROW]
[ROW][C]7[/C][C]-0.147119[/C][C]-1.2396[/C][C]0.109595[/C][/ROW]
[ROW][C]8[/C][C]0.033292[/C][C]0.2805[/C][C]0.389945[/C][/ROW]
[ROW][C]9[/C][C]-0.045938[/C][C]-0.3871[/C][C]0.349927[/C][/ROW]
[ROW][C]10[/C][C]-0.009311[/C][C]-0.0785[/C][C]0.468843[/C][/ROW]
[ROW][C]11[/C][C]-0.016401[/C][C]-0.1382[/C][C]0.445239[/C][/ROW]
[ROW][C]12[/C][C]0.003428[/C][C]0.0289[/C][C]0.48852[/C][/ROW]
[ROW][C]13[/C][C]0.10508[/C][C]0.8854[/C][C]0.189459[/C][/ROW]
[ROW][C]14[/C][C]0.078297[/C][C]0.6597[/C][C]0.255776[/C][/ROW]
[ROW][C]15[/C][C]-0.010542[/C][C]-0.0888[/C][C]0.464735[/C][/ROW]
[ROW][C]16[/C][C]-0.060217[/C][C]-0.5074[/C][C]0.306724[/C][/ROW]
[ROW][C]17[/C][C]-0.041615[/C][C]-0.3507[/C][C]0.363442[/C][/ROW]
[ROW][C]18[/C][C]-0.056313[/C][C]-0.4745[/C][C]0.318298[/C][/ROW]
[ROW][C]19[/C][C]0.086577[/C][C]0.7295[/C][C]0.234046[/C][/ROW]
[ROW][C]20[/C][C]-0.053863[/C][C]-0.4539[/C][C]0.325657[/C][/ROW]
[ROW][C]21[/C][C]-0.067114[/C][C]-0.5655[/C][C]0.286755[/C][/ROW]
[ROW][C]22[/C][C]-0.043568[/C][C]-0.3671[/C][C]0.357314[/C][/ROW]
[ROW][C]23[/C][C]-0.000747[/C][C]-0.0063[/C][C]0.497497[/C][/ROW]
[ROW][C]24[/C][C]0.224362[/C][C]1.8905[/C][C]0.031385[/C][/ROW]
[ROW][C]25[/C][C]-0.033521[/C][C]-0.2825[/C][C]0.389208[/C][/ROW]
[ROW][C]26[/C][C]-0.04713[/C][C]-0.3971[/C][C]0.346234[/C][/ROW]
[ROW][C]27[/C][C]0.102689[/C][C]0.8653[/C][C]0.194902[/C][/ROW]
[ROW][C]28[/C][C]0.096467[/C][C]0.8128[/C][C]0.209513[/C][/ROW]
[ROW][C]29[/C][C]-0.001323[/C][C]-0.0111[/C][C]0.495568[/C][/ROW]
[ROW][C]30[/C][C]-0.087621[/C][C]-0.7383[/C][C]0.231381[/C][/ROW]
[ROW][C]31[/C][C]-0.166867[/C][C]-1.406[/C][C]0.082036[/C][/ROW]
[ROW][C]32[/C][C]-0.024898[/C][C]-0.2098[/C][C]0.417216[/C][/ROW]
[ROW][C]33[/C][C]-0.041879[/C][C]-0.3529[/C][C]0.362614[/C][/ROW]
[ROW][C]34[/C][C]0.107135[/C][C]0.9027[/C][C]0.18486[/C][/ROW]
[ROW][C]35[/C][C]-0.139613[/C][C]-1.1764[/C][C]0.121682[/C][/ROW]
[ROW][C]36[/C][C]0.101127[/C][C]0.8521[/C][C]0.198509[/C][/ROW]
[ROW][C]37[/C][C]-0.004811[/C][C]-0.0405[/C][C]0.483889[/C][/ROW]
[ROW][C]38[/C][C]-0.032236[/C][C]-0.2716[/C][C]0.393348[/C][/ROW]
[ROW][C]39[/C][C]0.043119[/C][C]0.3633[/C][C]0.35872[/C][/ROW]
[ROW][C]40[/C][C]0.003453[/C][C]0.0291[/C][C]0.488434[/C][/ROW]
[ROW][C]41[/C][C]-0.023642[/C][C]-0.1992[/C][C]0.421333[/C][/ROW]
[ROW][C]42[/C][C]0.043555[/C][C]0.367[/C][C]0.357355[/C][/ROW]
[ROW][C]43[/C][C]-0.049571[/C][C]-0.4177[/C][C]0.338715[/C][/ROW]
[ROW][C]44[/C][C]0.00635[/C][C]0.0535[/C][C]0.478739[/C][/ROW]
[ROW][C]45[/C][C]-0.05827[/C][C]-0.491[/C][C]0.312473[/C][/ROW]
[ROW][C]46[/C][C]-0.000755[/C][C]-0.0064[/C][C]0.497472[/C][/ROW]
[ROW][C]47[/C][C]0.11292[/C][C]0.9515[/C][C]0.172295[/C][/ROW]
[ROW][C]48[/C][C]0.046283[/C][C]0.39[/C][C]0.348855[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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
10.0405160.34140.366909
2-0.018532-0.15620.438179
3-0.147726-1.24480.108657
4-0.138889-1.17030.122897
5-0.016257-0.1370.445714
6-0.050219-0.42320.336731
7-0.147119-1.23960.109595
80.0332920.28050.389945
9-0.045938-0.38710.349927
10-0.009311-0.07850.468843
11-0.016401-0.13820.445239
120.0034280.02890.48852
130.105080.88540.189459
140.0782970.65970.255776
15-0.010542-0.08880.464735
16-0.060217-0.50740.306724
17-0.041615-0.35070.363442
18-0.056313-0.47450.318298
190.0865770.72950.234046
20-0.053863-0.45390.325657
21-0.067114-0.56550.286755
22-0.043568-0.36710.357314
23-0.000747-0.00630.497497
240.2243621.89050.031385
25-0.033521-0.28250.389208
26-0.04713-0.39710.346234
270.1026890.86530.194902
280.0964670.81280.209513
29-0.001323-0.01110.495568
30-0.087621-0.73830.231381
31-0.166867-1.4060.082036
32-0.024898-0.20980.417216
33-0.041879-0.35290.362614
340.1071350.90270.18486
35-0.139613-1.17640.121682
360.1011270.85210.198509
37-0.004811-0.04050.483889
38-0.032236-0.27160.393348
390.0431190.36330.35872
400.0034530.02910.488434
41-0.023642-0.19920.421333
420.0435550.3670.357355
43-0.049571-0.41770.338715
440.006350.05350.478739
45-0.05827-0.4910.312473
46-0.000755-0.00640.497472
470.112920.95150.172295
480.0462830.390.348855






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0405160.34140.366909
2-0.020206-0.17030.432644
3-0.146441-1.23390.110648
4-0.130612-1.10060.137404
5-0.013832-0.11650.453773
6-0.078368-0.66030.255586
7-0.193423-1.62980.053785
80.0113590.09570.462009
9-0.086348-0.72760.234632
10-0.088939-0.74940.228041
11-0.073387-0.61840.269156
12-0.031267-0.26350.39648
130.0454640.38310.3514
140.0190710.16070.436393
15-0.027864-0.23480.407526
16-0.068392-0.57630.283124
17-0.019893-0.16760.433679
18-0.071846-0.60540.273427
190.070290.59230.277774
20-0.066229-0.55810.28928
21-0.096798-0.81560.208718
22-0.058306-0.49130.312366
23-0.023895-0.20130.420502
240.1936071.63140.053621
25-0.105342-0.88760.18887
26-0.055944-0.47140.319403
270.1304341.09910.137727
280.1345471.13370.130365
29-0.032413-0.27310.392779
30-0.044961-0.37880.352967
31-0.039887-0.33610.368896
32-0.048768-0.41090.341182
33-0.056139-0.4730.318821
340.1438451.21210.114754
35-0.174178-1.46760.073308
360.0673950.56790.285954
37-0.05049-0.42540.335901
38-0.112134-0.94490.173967
390.0574920.48440.314783
40-0.007444-0.06270.475081
41-0.105103-0.88560.189407
42-0.022553-0.190.424913
43-0.028985-0.24420.403879
440.0075580.06370.4747
45-0.04799-0.40440.343579
460.0035380.02980.48815
470.0511880.43130.333772
48-0.030155-0.25410.400081

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.040516 & 0.3414 & 0.366909 \tabularnewline
2 & -0.020206 & -0.1703 & 0.432644 \tabularnewline
3 & -0.146441 & -1.2339 & 0.110648 \tabularnewline
4 & -0.130612 & -1.1006 & 0.137404 \tabularnewline
5 & -0.013832 & -0.1165 & 0.453773 \tabularnewline
6 & -0.078368 & -0.6603 & 0.255586 \tabularnewline
7 & -0.193423 & -1.6298 & 0.053785 \tabularnewline
8 & 0.011359 & 0.0957 & 0.462009 \tabularnewline
9 & -0.086348 & -0.7276 & 0.234632 \tabularnewline
10 & -0.088939 & -0.7494 & 0.228041 \tabularnewline
11 & -0.073387 & -0.6184 & 0.269156 \tabularnewline
12 & -0.031267 & -0.2635 & 0.39648 \tabularnewline
13 & 0.045464 & 0.3831 & 0.3514 \tabularnewline
14 & 0.019071 & 0.1607 & 0.436393 \tabularnewline
15 & -0.027864 & -0.2348 & 0.407526 \tabularnewline
16 & -0.068392 & -0.5763 & 0.283124 \tabularnewline
17 & -0.019893 & -0.1676 & 0.433679 \tabularnewline
18 & -0.071846 & -0.6054 & 0.273427 \tabularnewline
19 & 0.07029 & 0.5923 & 0.277774 \tabularnewline
20 & -0.066229 & -0.5581 & 0.28928 \tabularnewline
21 & -0.096798 & -0.8156 & 0.208718 \tabularnewline
22 & -0.058306 & -0.4913 & 0.312366 \tabularnewline
23 & -0.023895 & -0.2013 & 0.420502 \tabularnewline
24 & 0.193607 & 1.6314 & 0.053621 \tabularnewline
25 & -0.105342 & -0.8876 & 0.18887 \tabularnewline
26 & -0.055944 & -0.4714 & 0.319403 \tabularnewline
27 & 0.130434 & 1.0991 & 0.137727 \tabularnewline
28 & 0.134547 & 1.1337 & 0.130365 \tabularnewline
29 & -0.032413 & -0.2731 & 0.392779 \tabularnewline
30 & -0.044961 & -0.3788 & 0.352967 \tabularnewline
31 & -0.039887 & -0.3361 & 0.368896 \tabularnewline
32 & -0.048768 & -0.4109 & 0.341182 \tabularnewline
33 & -0.056139 & -0.473 & 0.318821 \tabularnewline
34 & 0.143845 & 1.2121 & 0.114754 \tabularnewline
35 & -0.174178 & -1.4676 & 0.073308 \tabularnewline
36 & 0.067395 & 0.5679 & 0.285954 \tabularnewline
37 & -0.05049 & -0.4254 & 0.335901 \tabularnewline
38 & -0.112134 & -0.9449 & 0.173967 \tabularnewline
39 & 0.057492 & 0.4844 & 0.314783 \tabularnewline
40 & -0.007444 & -0.0627 & 0.475081 \tabularnewline
41 & -0.105103 & -0.8856 & 0.189407 \tabularnewline
42 & -0.022553 & -0.19 & 0.424913 \tabularnewline
43 & -0.028985 & -0.2442 & 0.403879 \tabularnewline
44 & 0.007558 & 0.0637 & 0.4747 \tabularnewline
45 & -0.04799 & -0.4044 & 0.343579 \tabularnewline
46 & 0.003538 & 0.0298 & 0.48815 \tabularnewline
47 & 0.051188 & 0.4313 & 0.333772 \tabularnewline
48 & -0.030155 & -0.2541 & 0.400081 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]0.040516[/C][C]0.3414[/C][C]0.366909[/C][/ROW]
[ROW][C]2[/C][C]-0.020206[/C][C]-0.1703[/C][C]0.432644[/C][/ROW]
[ROW][C]3[/C][C]-0.146441[/C][C]-1.2339[/C][C]0.110648[/C][/ROW]
[ROW][C]4[/C][C]-0.130612[/C][C]-1.1006[/C][C]0.137404[/C][/ROW]
[ROW][C]5[/C][C]-0.013832[/C][C]-0.1165[/C][C]0.453773[/C][/ROW]
[ROW][C]6[/C][C]-0.078368[/C][C]-0.6603[/C][C]0.255586[/C][/ROW]
[ROW][C]7[/C][C]-0.193423[/C][C]-1.6298[/C][C]0.053785[/C][/ROW]
[ROW][C]8[/C][C]0.011359[/C][C]0.0957[/C][C]0.462009[/C][/ROW]
[ROW][C]9[/C][C]-0.086348[/C][C]-0.7276[/C][C]0.234632[/C][/ROW]
[ROW][C]10[/C][C]-0.088939[/C][C]-0.7494[/C][C]0.228041[/C][/ROW]
[ROW][C]11[/C][C]-0.073387[/C][C]-0.6184[/C][C]0.269156[/C][/ROW]
[ROW][C]12[/C][C]-0.031267[/C][C]-0.2635[/C][C]0.39648[/C][/ROW]
[ROW][C]13[/C][C]0.045464[/C][C]0.3831[/C][C]0.3514[/C][/ROW]
[ROW][C]14[/C][C]0.019071[/C][C]0.1607[/C][C]0.436393[/C][/ROW]
[ROW][C]15[/C][C]-0.027864[/C][C]-0.2348[/C][C]0.407526[/C][/ROW]
[ROW][C]16[/C][C]-0.068392[/C][C]-0.5763[/C][C]0.283124[/C][/ROW]
[ROW][C]17[/C][C]-0.019893[/C][C]-0.1676[/C][C]0.433679[/C][/ROW]
[ROW][C]18[/C][C]-0.071846[/C][C]-0.6054[/C][C]0.273427[/C][/ROW]
[ROW][C]19[/C][C]0.07029[/C][C]0.5923[/C][C]0.277774[/C][/ROW]
[ROW][C]20[/C][C]-0.066229[/C][C]-0.5581[/C][C]0.28928[/C][/ROW]
[ROW][C]21[/C][C]-0.096798[/C][C]-0.8156[/C][C]0.208718[/C][/ROW]
[ROW][C]22[/C][C]-0.058306[/C][C]-0.4913[/C][C]0.312366[/C][/ROW]
[ROW][C]23[/C][C]-0.023895[/C][C]-0.2013[/C][C]0.420502[/C][/ROW]
[ROW][C]24[/C][C]0.193607[/C][C]1.6314[/C][C]0.053621[/C][/ROW]
[ROW][C]25[/C][C]-0.105342[/C][C]-0.8876[/C][C]0.18887[/C][/ROW]
[ROW][C]26[/C][C]-0.055944[/C][C]-0.4714[/C][C]0.319403[/C][/ROW]
[ROW][C]27[/C][C]0.130434[/C][C]1.0991[/C][C]0.137727[/C][/ROW]
[ROW][C]28[/C][C]0.134547[/C][C]1.1337[/C][C]0.130365[/C][/ROW]
[ROW][C]29[/C][C]-0.032413[/C][C]-0.2731[/C][C]0.392779[/C][/ROW]
[ROW][C]30[/C][C]-0.044961[/C][C]-0.3788[/C][C]0.352967[/C][/ROW]
[ROW][C]31[/C][C]-0.039887[/C][C]-0.3361[/C][C]0.368896[/C][/ROW]
[ROW][C]32[/C][C]-0.048768[/C][C]-0.4109[/C][C]0.341182[/C][/ROW]
[ROW][C]33[/C][C]-0.056139[/C][C]-0.473[/C][C]0.318821[/C][/ROW]
[ROW][C]34[/C][C]0.143845[/C][C]1.2121[/C][C]0.114754[/C][/ROW]
[ROW][C]35[/C][C]-0.174178[/C][C]-1.4676[/C][C]0.073308[/C][/ROW]
[ROW][C]36[/C][C]0.067395[/C][C]0.5679[/C][C]0.285954[/C][/ROW]
[ROW][C]37[/C][C]-0.05049[/C][C]-0.4254[/C][C]0.335901[/C][/ROW]
[ROW][C]38[/C][C]-0.112134[/C][C]-0.9449[/C][C]0.173967[/C][/ROW]
[ROW][C]39[/C][C]0.057492[/C][C]0.4844[/C][C]0.314783[/C][/ROW]
[ROW][C]40[/C][C]-0.007444[/C][C]-0.0627[/C][C]0.475081[/C][/ROW]
[ROW][C]41[/C][C]-0.105103[/C][C]-0.8856[/C][C]0.189407[/C][/ROW]
[ROW][C]42[/C][C]-0.022553[/C][C]-0.19[/C][C]0.424913[/C][/ROW]
[ROW][C]43[/C][C]-0.028985[/C][C]-0.2442[/C][C]0.403879[/C][/ROW]
[ROW][C]44[/C][C]0.007558[/C][C]0.0637[/C][C]0.4747[/C][/ROW]
[ROW][C]45[/C][C]-0.04799[/C][C]-0.4044[/C][C]0.343579[/C][/ROW]
[ROW][C]46[/C][C]0.003538[/C][C]0.0298[/C][C]0.48815[/C][/ROW]
[ROW][C]47[/C][C]0.051188[/C][C]0.4313[/C][C]0.333772[/C][/ROW]
[ROW][C]48[/C][C]-0.030155[/C][C]-0.2541[/C][C]0.400081[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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
10.0405160.34140.366909
2-0.020206-0.17030.432644
3-0.146441-1.23390.110648
4-0.130612-1.10060.137404
5-0.013832-0.11650.453773
6-0.078368-0.66030.255586
7-0.193423-1.62980.053785
80.0113590.09570.462009
9-0.086348-0.72760.234632
10-0.088939-0.74940.228041
11-0.073387-0.61840.269156
12-0.031267-0.26350.39648
130.0454640.38310.3514
140.0190710.16070.436393
15-0.027864-0.23480.407526
16-0.068392-0.57630.283124
17-0.019893-0.16760.433679
18-0.071846-0.60540.273427
190.070290.59230.277774
20-0.066229-0.55810.28928
21-0.096798-0.81560.208718
22-0.058306-0.49130.312366
23-0.023895-0.20130.420502
240.1936071.63140.053621
25-0.105342-0.88760.18887
26-0.055944-0.47140.319403
270.1304341.09910.137727
280.1345471.13370.130365
29-0.032413-0.27310.392779
30-0.044961-0.37880.352967
31-0.039887-0.33610.368896
32-0.048768-0.41090.341182
33-0.056139-0.4730.318821
340.1438451.21210.114754
35-0.174178-1.46760.073308
360.0673950.56790.285954
37-0.05049-0.42540.335901
38-0.112134-0.94490.173967
390.0574920.48440.314783
40-0.007444-0.06270.475081
41-0.105103-0.88560.189407
42-0.022553-0.190.424913
43-0.028985-0.24420.403879
440.0075580.06370.4747
45-0.04799-0.40440.343579
460.0035380.02980.48815
470.0511880.43130.333772
48-0.030155-0.25410.400081


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')