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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 computationThu, 20 Oct 2016 13:16:52 +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/20/t14769658287a29tgrvskszgwy.htm/, Retrieved Sun, 05 May 2024 05:26:45 +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 05:26:45 +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 
92,64
91,48
92,65
93,91
90,49
94,56
95,11
93,07
93,26
92,92
90,9
91,77
86,16
92,79
97,45
97,74
99,92
99,46
98,52
97,92
97,85
104,94
104,55
105,35
95,75
105,99
106,11
107,33
106,11
108,17
104,62
106,71
97,86
104,41
96,09
102,41
96,3
103,04
105,11
99,4
104,45
104,31
104,06
101,16
100,82
102,6
92,78
99,68
95,14
101,28
100,03
101,17
98,93
97,77
100,24
98,05
95,82
99,19
97,42
98,02
97,34
101,23
100,16
100,72
99,8
100,39
101,82
102,95
98,8
100,24
98,4
98,15

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'George Udny Yule' @ yule.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 & 'George Udny Yule' @ yule.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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ yule.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 time2 seconds
R Server'George Udny Yule' @ yule.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6354275.39180
20.6744295.72270
30.4935824.18823.9e-05
40.505084.28572.8e-05
50.3862673.27760.000807
60.340642.89040.002541
70.3337212.83170.003
80.3037322.57720.006004
90.2034321.72620.044302
100.2290831.94380.027912
110.1025530.87020.193545
120.2134111.81080.037168
13-0.049531-0.42030.337764
14-0.036047-0.30590.380293
15-0.162052-1.37510.086689
16-0.150586-1.27780.102719
17-0.251801-2.13660.018015
18-0.283474-2.40540.009364
19-0.279576-2.37230.010177
20-0.230878-1.95910.026989
21-0.303554-2.57570.006027
22-0.172653-1.4650.073636
23-0.233195-1.97870.025836
24-0.141483-1.20050.116935
25-0.298009-2.52870.006821
26-0.245298-2.08140.020476
27-0.273284-2.31890.011621
28-0.228034-1.93490.028464
29-0.248704-2.11030.019153
30-0.233459-1.9810.025708
31-0.206242-1.750.042187
32-0.121743-1.0330.152524
33-0.146254-1.2410.109316
34-0.049082-0.41650.339151
35-0.06572-0.55770.289405
36-0.005686-0.04820.480826
37-0.087851-0.74540.229215
38-0.047637-0.40420.343626
39-0.042421-0.360.359969
40-0.028686-0.24340.404189
41-0.024316-0.20630.418558
42-0.003402-0.02890.488525
430.0077760.0660.473786
440.0636070.53970.295526
450.0489640.41550.339514
460.0738360.62650.266479
470.0266650.22630.410821
480.0243080.20630.418583

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.635427 & 5.3918 & 0 \tabularnewline
2 & 0.674429 & 5.7227 & 0 \tabularnewline
3 & 0.493582 & 4.1882 & 3.9e-05 \tabularnewline
4 & 0.50508 & 4.2857 & 2.8e-05 \tabularnewline
5 & 0.386267 & 3.2776 & 0.000807 \tabularnewline
6 & 0.34064 & 2.8904 & 0.002541 \tabularnewline
7 & 0.333721 & 2.8317 & 0.003 \tabularnewline
8 & 0.303732 & 2.5772 & 0.006004 \tabularnewline
9 & 0.203432 & 1.7262 & 0.044302 \tabularnewline
10 & 0.229083 & 1.9438 & 0.027912 \tabularnewline
11 & 0.102553 & 0.8702 & 0.193545 \tabularnewline
12 & 0.213411 & 1.8108 & 0.037168 \tabularnewline
13 & -0.049531 & -0.4203 & 0.337764 \tabularnewline
14 & -0.036047 & -0.3059 & 0.380293 \tabularnewline
15 & -0.162052 & -1.3751 & 0.086689 \tabularnewline
16 & -0.150586 & -1.2778 & 0.102719 \tabularnewline
17 & -0.251801 & -2.1366 & 0.018015 \tabularnewline
18 & -0.283474 & -2.4054 & 0.009364 \tabularnewline
19 & -0.279576 & -2.3723 & 0.010177 \tabularnewline
20 & -0.230878 & -1.9591 & 0.026989 \tabularnewline
21 & -0.303554 & -2.5757 & 0.006027 \tabularnewline
22 & -0.172653 & -1.465 & 0.073636 \tabularnewline
23 & -0.233195 & -1.9787 & 0.025836 \tabularnewline
24 & -0.141483 & -1.2005 & 0.116935 \tabularnewline
25 & -0.298009 & -2.5287 & 0.006821 \tabularnewline
26 & -0.245298 & -2.0814 & 0.020476 \tabularnewline
27 & -0.273284 & -2.3189 & 0.011621 \tabularnewline
28 & -0.228034 & -1.9349 & 0.028464 \tabularnewline
29 & -0.248704 & -2.1103 & 0.019153 \tabularnewline
30 & -0.233459 & -1.981 & 0.025708 \tabularnewline
31 & -0.206242 & -1.75 & 0.042187 \tabularnewline
32 & -0.121743 & -1.033 & 0.152524 \tabularnewline
33 & -0.146254 & -1.241 & 0.109316 \tabularnewline
34 & -0.049082 & -0.4165 & 0.339151 \tabularnewline
35 & -0.06572 & -0.5577 & 0.289405 \tabularnewline
36 & -0.005686 & -0.0482 & 0.480826 \tabularnewline
37 & -0.087851 & -0.7454 & 0.229215 \tabularnewline
38 & -0.047637 & -0.4042 & 0.343626 \tabularnewline
39 & -0.042421 & -0.36 & 0.359969 \tabularnewline
40 & -0.028686 & -0.2434 & 0.404189 \tabularnewline
41 & -0.024316 & -0.2063 & 0.418558 \tabularnewline
42 & -0.003402 & -0.0289 & 0.488525 \tabularnewline
43 & 0.007776 & 0.066 & 0.473786 \tabularnewline
44 & 0.063607 & 0.5397 & 0.295526 \tabularnewline
45 & 0.048964 & 0.4155 & 0.339514 \tabularnewline
46 & 0.073836 & 0.6265 & 0.266479 \tabularnewline
47 & 0.026665 & 0.2263 & 0.410821 \tabularnewline
48 & 0.024308 & 0.2063 & 0.418583 \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]0.635427[/C][C]5.3918[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.674429[/C][C]5.7227[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.493582[/C][C]4.1882[/C][C]3.9e-05[/C][/ROW]
[ROW][C]4[/C][C]0.50508[/C][C]4.2857[/C][C]2.8e-05[/C][/ROW]
[ROW][C]5[/C][C]0.386267[/C][C]3.2776[/C][C]0.000807[/C][/ROW]
[ROW][C]6[/C][C]0.34064[/C][C]2.8904[/C][C]0.002541[/C][/ROW]
[ROW][C]7[/C][C]0.333721[/C][C]2.8317[/C][C]0.003[/C][/ROW]
[ROW][C]8[/C][C]0.303732[/C][C]2.5772[/C][C]0.006004[/C][/ROW]
[ROW][C]9[/C][C]0.203432[/C][C]1.7262[/C][C]0.044302[/C][/ROW]
[ROW][C]10[/C][C]0.229083[/C][C]1.9438[/C][C]0.027912[/C][/ROW]
[ROW][C]11[/C][C]0.102553[/C][C]0.8702[/C][C]0.193545[/C][/ROW]
[ROW][C]12[/C][C]0.213411[/C][C]1.8108[/C][C]0.037168[/C][/ROW]
[ROW][C]13[/C][C]-0.049531[/C][C]-0.4203[/C][C]0.337764[/C][/ROW]
[ROW][C]14[/C][C]-0.036047[/C][C]-0.3059[/C][C]0.380293[/C][/ROW]
[ROW][C]15[/C][C]-0.162052[/C][C]-1.3751[/C][C]0.086689[/C][/ROW]
[ROW][C]16[/C][C]-0.150586[/C][C]-1.2778[/C][C]0.102719[/C][/ROW]
[ROW][C]17[/C][C]-0.251801[/C][C]-2.1366[/C][C]0.018015[/C][/ROW]
[ROW][C]18[/C][C]-0.283474[/C][C]-2.4054[/C][C]0.009364[/C][/ROW]
[ROW][C]19[/C][C]-0.279576[/C][C]-2.3723[/C][C]0.010177[/C][/ROW]
[ROW][C]20[/C][C]-0.230878[/C][C]-1.9591[/C][C]0.026989[/C][/ROW]
[ROW][C]21[/C][C]-0.303554[/C][C]-2.5757[/C][C]0.006027[/C][/ROW]
[ROW][C]22[/C][C]-0.172653[/C][C]-1.465[/C][C]0.073636[/C][/ROW]
[ROW][C]23[/C][C]-0.233195[/C][C]-1.9787[/C][C]0.025836[/C][/ROW]
[ROW][C]24[/C][C]-0.141483[/C][C]-1.2005[/C][C]0.116935[/C][/ROW]
[ROW][C]25[/C][C]-0.298009[/C][C]-2.5287[/C][C]0.006821[/C][/ROW]
[ROW][C]26[/C][C]-0.245298[/C][C]-2.0814[/C][C]0.020476[/C][/ROW]
[ROW][C]27[/C][C]-0.273284[/C][C]-2.3189[/C][C]0.011621[/C][/ROW]
[ROW][C]28[/C][C]-0.228034[/C][C]-1.9349[/C][C]0.028464[/C][/ROW]
[ROW][C]29[/C][C]-0.248704[/C][C]-2.1103[/C][C]0.019153[/C][/ROW]
[ROW][C]30[/C][C]-0.233459[/C][C]-1.981[/C][C]0.025708[/C][/ROW]
[ROW][C]31[/C][C]-0.206242[/C][C]-1.75[/C][C]0.042187[/C][/ROW]
[ROW][C]32[/C][C]-0.121743[/C][C]-1.033[/C][C]0.152524[/C][/ROW]
[ROW][C]33[/C][C]-0.146254[/C][C]-1.241[/C][C]0.109316[/C][/ROW]
[ROW][C]34[/C][C]-0.049082[/C][C]-0.4165[/C][C]0.339151[/C][/ROW]
[ROW][C]35[/C][C]-0.06572[/C][C]-0.5577[/C][C]0.289405[/C][/ROW]
[ROW][C]36[/C][C]-0.005686[/C][C]-0.0482[/C][C]0.480826[/C][/ROW]
[ROW][C]37[/C][C]-0.087851[/C][C]-0.7454[/C][C]0.229215[/C][/ROW]
[ROW][C]38[/C][C]-0.047637[/C][C]-0.4042[/C][C]0.343626[/C][/ROW]
[ROW][C]39[/C][C]-0.042421[/C][C]-0.36[/C][C]0.359969[/C][/ROW]
[ROW][C]40[/C][C]-0.028686[/C][C]-0.2434[/C][C]0.404189[/C][/ROW]
[ROW][C]41[/C][C]-0.024316[/C][C]-0.2063[/C][C]0.418558[/C][/ROW]
[ROW][C]42[/C][C]-0.003402[/C][C]-0.0289[/C][C]0.488525[/C][/ROW]
[ROW][C]43[/C][C]0.007776[/C][C]0.066[/C][C]0.473786[/C][/ROW]
[ROW][C]44[/C][C]0.063607[/C][C]0.5397[/C][C]0.295526[/C][/ROW]
[ROW][C]45[/C][C]0.048964[/C][C]0.4155[/C][C]0.339514[/C][/ROW]
[ROW][C]46[/C][C]0.073836[/C][C]0.6265[/C][C]0.266479[/C][/ROW]
[ROW][C]47[/C][C]0.026665[/C][C]0.2263[/C][C]0.410821[/C][/ROW]
[ROW][C]48[/C][C]0.024308[/C][C]0.2063[/C][C]0.418583[/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
10.6354275.39180
20.6744295.72270
30.4935824.18823.9e-05
40.505084.28572.8e-05
50.3862673.27760.000807
60.340642.89040.002541
70.3337212.83170.003
80.3037322.57720.006004
90.2034321.72620.044302
100.2290831.94380.027912
110.1025530.87020.193545
120.2134111.81080.037168
13-0.049531-0.42030.337764
14-0.036047-0.30590.380293
15-0.162052-1.37510.086689
16-0.150586-1.27780.102719
17-0.251801-2.13660.018015
18-0.283474-2.40540.009364
19-0.279576-2.37230.010177
20-0.230878-1.95910.026989
21-0.303554-2.57570.006027
22-0.172653-1.4650.073636
23-0.233195-1.97870.025836
24-0.141483-1.20050.116935
25-0.298009-2.52870.006821
26-0.245298-2.08140.020476
27-0.273284-2.31890.011621
28-0.228034-1.93490.028464
29-0.248704-2.11030.019153
30-0.233459-1.9810.025708
31-0.206242-1.750.042187
32-0.121743-1.0330.152524
33-0.146254-1.2410.109316
34-0.049082-0.41650.339151
35-0.06572-0.55770.289405
36-0.005686-0.04820.480826
37-0.087851-0.74540.229215
38-0.047637-0.40420.343626
39-0.042421-0.360.359969
40-0.028686-0.24340.404189
41-0.024316-0.20630.418558
42-0.003402-0.02890.488525
430.0077760.0660.473786
440.0636070.53970.295526
450.0489640.41550.339514
460.0738360.62650.266479
470.0266650.22630.410821
480.0243080.20630.418583






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6354275.39180
20.4539533.85190.000126
3-0.06101-0.51770.30313
40.0815970.69240.245465
5-0.023363-0.19820.421706
6-0.068452-0.58080.281582
70.1296421.10.137488
80.0460780.3910.348482
9-0.191035-1.6210.054696
100.0985320.83610.202941
11-0.138095-1.17180.122575
120.1788871.51790.066708
13-0.350417-2.97340.002002
14-0.2044-1.73440.043564
150.026370.22380.411789
16-0.024537-0.20820.41783
17-0.088796-0.75350.226815
18-0.075641-0.64180.261508
19-0.026988-0.2290.409759
200.1979081.67930.048714
21-0.045271-0.38410.351005
220.1581731.34210.091883
230.0375320.31850.375526
24-0.124636-1.05760.146893
25-0.051366-0.43590.332123
26-0.06844-0.58070.281618
270.0069530.0590.47656
280.0298890.25360.400258
29-0.094487-0.80180.212667
30-0.06962-0.59070.27827
31-0.026588-0.22560.411073
320.0512080.43450.332608
330.103170.87540.192128
34-0.118911-1.0090.158179
350.0313750.26620.395414
36-0.002473-0.0210.491658
37-0.000841-0.00710.497164
380.0265530.22530.411188
39-0.043144-0.36610.357687
40-0.035718-0.30310.381353
410.0963960.81790.208044
42-0.056466-0.47910.31665
43-0.018442-0.15650.438044
44-0.040248-0.34150.366854
450.0099130.08410.466601
46-0.064285-0.54550.293556
47-0.109054-0.92540.178936
48-0.046004-0.39040.348711

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.635427 & 5.3918 & 0 \tabularnewline
2 & 0.453953 & 3.8519 & 0.000126 \tabularnewline
3 & -0.06101 & -0.5177 & 0.30313 \tabularnewline
4 & 0.081597 & 0.6924 & 0.245465 \tabularnewline
5 & -0.023363 & -0.1982 & 0.421706 \tabularnewline
6 & -0.068452 & -0.5808 & 0.281582 \tabularnewline
7 & 0.129642 & 1.1 & 0.137488 \tabularnewline
8 & 0.046078 & 0.391 & 0.348482 \tabularnewline
9 & -0.191035 & -1.621 & 0.054696 \tabularnewline
10 & 0.098532 & 0.8361 & 0.202941 \tabularnewline
11 & -0.138095 & -1.1718 & 0.122575 \tabularnewline
12 & 0.178887 & 1.5179 & 0.066708 \tabularnewline
13 & -0.350417 & -2.9734 & 0.002002 \tabularnewline
14 & -0.2044 & -1.7344 & 0.043564 \tabularnewline
15 & 0.02637 & 0.2238 & 0.411789 \tabularnewline
16 & -0.024537 & -0.2082 & 0.41783 \tabularnewline
17 & -0.088796 & -0.7535 & 0.226815 \tabularnewline
18 & -0.075641 & -0.6418 & 0.261508 \tabularnewline
19 & -0.026988 & -0.229 & 0.409759 \tabularnewline
20 & 0.197908 & 1.6793 & 0.048714 \tabularnewline
21 & -0.045271 & -0.3841 & 0.351005 \tabularnewline
22 & 0.158173 & 1.3421 & 0.091883 \tabularnewline
23 & 0.037532 & 0.3185 & 0.375526 \tabularnewline
24 & -0.124636 & -1.0576 & 0.146893 \tabularnewline
25 & -0.051366 & -0.4359 & 0.332123 \tabularnewline
26 & -0.06844 & -0.5807 & 0.281618 \tabularnewline
27 & 0.006953 & 0.059 & 0.47656 \tabularnewline
28 & 0.029889 & 0.2536 & 0.400258 \tabularnewline
29 & -0.094487 & -0.8018 & 0.212667 \tabularnewline
30 & -0.06962 & -0.5907 & 0.27827 \tabularnewline
31 & -0.026588 & -0.2256 & 0.411073 \tabularnewline
32 & 0.051208 & 0.4345 & 0.332608 \tabularnewline
33 & 0.10317 & 0.8754 & 0.192128 \tabularnewline
34 & -0.118911 & -1.009 & 0.158179 \tabularnewline
35 & 0.031375 & 0.2662 & 0.395414 \tabularnewline
36 & -0.002473 & -0.021 & 0.491658 \tabularnewline
37 & -0.000841 & -0.0071 & 0.497164 \tabularnewline
38 & 0.026553 & 0.2253 & 0.411188 \tabularnewline
39 & -0.043144 & -0.3661 & 0.357687 \tabularnewline
40 & -0.035718 & -0.3031 & 0.381353 \tabularnewline
41 & 0.096396 & 0.8179 & 0.208044 \tabularnewline
42 & -0.056466 & -0.4791 & 0.31665 \tabularnewline
43 & -0.018442 & -0.1565 & 0.438044 \tabularnewline
44 & -0.040248 & -0.3415 & 0.366854 \tabularnewline
45 & 0.009913 & 0.0841 & 0.466601 \tabularnewline
46 & -0.064285 & -0.5455 & 0.293556 \tabularnewline
47 & -0.109054 & -0.9254 & 0.178936 \tabularnewline
48 & -0.046004 & -0.3904 & 0.348711 \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]0.635427[/C][C]5.3918[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.453953[/C][C]3.8519[/C][C]0.000126[/C][/ROW]
[ROW][C]3[/C][C]-0.06101[/C][C]-0.5177[/C][C]0.30313[/C][/ROW]
[ROW][C]4[/C][C]0.081597[/C][C]0.6924[/C][C]0.245465[/C][/ROW]
[ROW][C]5[/C][C]-0.023363[/C][C]-0.1982[/C][C]0.421706[/C][/ROW]
[ROW][C]6[/C][C]-0.068452[/C][C]-0.5808[/C][C]0.281582[/C][/ROW]
[ROW][C]7[/C][C]0.129642[/C][C]1.1[/C][C]0.137488[/C][/ROW]
[ROW][C]8[/C][C]0.046078[/C][C]0.391[/C][C]0.348482[/C][/ROW]
[ROW][C]9[/C][C]-0.191035[/C][C]-1.621[/C][C]0.054696[/C][/ROW]
[ROW][C]10[/C][C]0.098532[/C][C]0.8361[/C][C]0.202941[/C][/ROW]
[ROW][C]11[/C][C]-0.138095[/C][C]-1.1718[/C][C]0.122575[/C][/ROW]
[ROW][C]12[/C][C]0.178887[/C][C]1.5179[/C][C]0.066708[/C][/ROW]
[ROW][C]13[/C][C]-0.350417[/C][C]-2.9734[/C][C]0.002002[/C][/ROW]
[ROW][C]14[/C][C]-0.2044[/C][C]-1.7344[/C][C]0.043564[/C][/ROW]
[ROW][C]15[/C][C]0.02637[/C][C]0.2238[/C][C]0.411789[/C][/ROW]
[ROW][C]16[/C][C]-0.024537[/C][C]-0.2082[/C][C]0.41783[/C][/ROW]
[ROW][C]17[/C][C]-0.088796[/C][C]-0.7535[/C][C]0.226815[/C][/ROW]
[ROW][C]18[/C][C]-0.075641[/C][C]-0.6418[/C][C]0.261508[/C][/ROW]
[ROW][C]19[/C][C]-0.026988[/C][C]-0.229[/C][C]0.409759[/C][/ROW]
[ROW][C]20[/C][C]0.197908[/C][C]1.6793[/C][C]0.048714[/C][/ROW]
[ROW][C]21[/C][C]-0.045271[/C][C]-0.3841[/C][C]0.351005[/C][/ROW]
[ROW][C]22[/C][C]0.158173[/C][C]1.3421[/C][C]0.091883[/C][/ROW]
[ROW][C]23[/C][C]0.037532[/C][C]0.3185[/C][C]0.375526[/C][/ROW]
[ROW][C]24[/C][C]-0.124636[/C][C]-1.0576[/C][C]0.146893[/C][/ROW]
[ROW][C]25[/C][C]-0.051366[/C][C]-0.4359[/C][C]0.332123[/C][/ROW]
[ROW][C]26[/C][C]-0.06844[/C][C]-0.5807[/C][C]0.281618[/C][/ROW]
[ROW][C]27[/C][C]0.006953[/C][C]0.059[/C][C]0.47656[/C][/ROW]
[ROW][C]28[/C][C]0.029889[/C][C]0.2536[/C][C]0.400258[/C][/ROW]
[ROW][C]29[/C][C]-0.094487[/C][C]-0.8018[/C][C]0.212667[/C][/ROW]
[ROW][C]30[/C][C]-0.06962[/C][C]-0.5907[/C][C]0.27827[/C][/ROW]
[ROW][C]31[/C][C]-0.026588[/C][C]-0.2256[/C][C]0.411073[/C][/ROW]
[ROW][C]32[/C][C]0.051208[/C][C]0.4345[/C][C]0.332608[/C][/ROW]
[ROW][C]33[/C][C]0.10317[/C][C]0.8754[/C][C]0.192128[/C][/ROW]
[ROW][C]34[/C][C]-0.118911[/C][C]-1.009[/C][C]0.158179[/C][/ROW]
[ROW][C]35[/C][C]0.031375[/C][C]0.2662[/C][C]0.395414[/C][/ROW]
[ROW][C]36[/C][C]-0.002473[/C][C]-0.021[/C][C]0.491658[/C][/ROW]
[ROW][C]37[/C][C]-0.000841[/C][C]-0.0071[/C][C]0.497164[/C][/ROW]
[ROW][C]38[/C][C]0.026553[/C][C]0.2253[/C][C]0.411188[/C][/ROW]
[ROW][C]39[/C][C]-0.043144[/C][C]-0.3661[/C][C]0.357687[/C][/ROW]
[ROW][C]40[/C][C]-0.035718[/C][C]-0.3031[/C][C]0.381353[/C][/ROW]
[ROW][C]41[/C][C]0.096396[/C][C]0.8179[/C][C]0.208044[/C][/ROW]
[ROW][C]42[/C][C]-0.056466[/C][C]-0.4791[/C][C]0.31665[/C][/ROW]
[ROW][C]43[/C][C]-0.018442[/C][C]-0.1565[/C][C]0.438044[/C][/ROW]
[ROW][C]44[/C][C]-0.040248[/C][C]-0.3415[/C][C]0.366854[/C][/ROW]
[ROW][C]45[/C][C]0.009913[/C][C]0.0841[/C][C]0.466601[/C][/ROW]
[ROW][C]46[/C][C]-0.064285[/C][C]-0.5455[/C][C]0.293556[/C][/ROW]
[ROW][C]47[/C][C]-0.109054[/C][C]-0.9254[/C][C]0.178936[/C][/ROW]
[ROW][C]48[/C][C]-0.046004[/C][C]-0.3904[/C][C]0.348711[/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
10.6354275.39180
20.4539533.85190.000126
3-0.06101-0.51770.30313
40.0815970.69240.245465
5-0.023363-0.19820.421706
6-0.068452-0.58080.281582
70.1296421.10.137488
80.0460780.3910.348482
9-0.191035-1.6210.054696
100.0985320.83610.202941
11-0.138095-1.17180.122575
120.1788871.51790.066708
13-0.350417-2.97340.002002
14-0.2044-1.73440.043564
150.026370.22380.411789
16-0.024537-0.20820.41783
17-0.088796-0.75350.226815
18-0.075641-0.64180.261508
19-0.026988-0.2290.409759
200.1979081.67930.048714
21-0.045271-0.38410.351005
220.1581731.34210.091883
230.0375320.31850.375526
24-0.124636-1.05760.146893
25-0.051366-0.43590.332123
26-0.06844-0.58070.281618
270.0069530.0590.47656
280.0298890.25360.400258
29-0.094487-0.80180.212667
30-0.06962-0.59070.27827
31-0.026588-0.22560.411073
320.0512080.43450.332608
330.103170.87540.192128
34-0.118911-1.0090.158179
350.0313750.26620.395414
36-0.002473-0.0210.491658
37-0.000841-0.00710.497164
380.0265530.22530.411188
39-0.043144-0.36610.357687
40-0.035718-0.30310.381353
410.0963960.81790.208044
42-0.056466-0.47910.31665
43-0.018442-0.15650.438044
44-0.040248-0.34150.366854
450.0099130.08410.466601
46-0.064285-0.54550.293556
47-0.109054-0.92540.178936
48-0.046004-0.39040.348711


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')