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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 computationTue, 21 Mar 2017 10:44:44 +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/2017/Mar/21/t1490093141s4yr1eh49tg7qyd.htm/, Retrieved Wed, 15 May 2024 13:15:12 +0200
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Wed, 15 May 2024 13:15:12 +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 
99,49
99,84
100,9
101,31
100,09
99,28
99,57
101,04
101,87
101,39
100,3
99,95
99,87
100,51
100,27
100,04
99,23
99,32
99,95
100,23
101,02
99,83
99,61
100,12
99,83
100,03
100,07
100,46
100,43
100,68
101,8
101,21
100,63
100,55
99,76
98,8
96,59
97,59
98,79
98,79
99,65
99,78
100,05
99,22
97,72
97,55
98,14
97,95
97,24
97,02
97,57
98,07
98,86
99,57
100,14
99,88
99,79
100,59
100,55
101,42

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'Herman Ole Andreas Wold' @ wold.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 & 'Herman Ole Andreas Wold' @ wold.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]'Herman Ole Andreas Wold' @ wold.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'Herman Ole Andreas Wold' @ wold.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7985676.18570
20.5294184.10096.3e-05
30.3386512.62320.005514
40.2559411.98250.026003
50.210141.62770.05441
60.1065560.82540.206212
70.056340.43640.332054
80.0214880.16640.434182
90.0204530.15840.437326
100.0905350.70130.24292
110.1508771.16870.123576
120.1584861.22760.11219
130.0593660.45980.323645
14-0.050312-0.38970.349063
15-0.090907-0.70420.242028
16-0.126745-0.98180.165081
17-0.150378-1.16480.12435
18-0.187735-1.45420.075553
19-0.170686-1.32210.095572
20-0.138499-1.07280.143827
21-0.123725-0.95840.170861
22-0.098043-0.75940.225281
23-0.081724-0.6330.264559
24-0.041638-0.32250.374087
25-0.039788-0.30820.379501
26-0.031753-0.2460.403278
27-0.034432-0.26670.395304
28-0.063675-0.49320.311827
29-0.075611-0.58570.280145
30-0.07004-0.54250.294733
31-0.049818-0.38590.350471
32-0.055335-0.42860.334867
33-0.093549-0.72460.235749
34-0.116284-0.90070.185666
35-0.148854-1.1530.126737
36-0.176665-1.36840.088138
37-0.173479-1.34380.092042
38-0.132134-1.02350.15509
39-0.099262-0.76890.222491
40-0.153244-1.1870.119949
41-0.204079-1.58080.059592
42-0.205075-1.58850.058715
43-0.143546-1.11190.135309
44-0.073157-0.56670.286526
45-0.052451-0.40630.342991
46-0.050546-0.39150.348396
47-0.055138-0.42710.335419
48-0.029001-0.22460.41151

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.798567 & 6.1857 & 0 \tabularnewline
2 & 0.529418 & 4.1009 & 6.3e-05 \tabularnewline
3 & 0.338651 & 2.6232 & 0.005514 \tabularnewline
4 & 0.255941 & 1.9825 & 0.026003 \tabularnewline
5 & 0.21014 & 1.6277 & 0.05441 \tabularnewline
6 & 0.106556 & 0.8254 & 0.206212 \tabularnewline
7 & 0.05634 & 0.4364 & 0.332054 \tabularnewline
8 & 0.021488 & 0.1664 & 0.434182 \tabularnewline
9 & 0.020453 & 0.1584 & 0.437326 \tabularnewline
10 & 0.090535 & 0.7013 & 0.24292 \tabularnewline
11 & 0.150877 & 1.1687 & 0.123576 \tabularnewline
12 & 0.158486 & 1.2276 & 0.11219 \tabularnewline
13 & 0.059366 & 0.4598 & 0.323645 \tabularnewline
14 & -0.050312 & -0.3897 & 0.349063 \tabularnewline
15 & -0.090907 & -0.7042 & 0.242028 \tabularnewline
16 & -0.126745 & -0.9818 & 0.165081 \tabularnewline
17 & -0.150378 & -1.1648 & 0.12435 \tabularnewline
18 & -0.187735 & -1.4542 & 0.075553 \tabularnewline
19 & -0.170686 & -1.3221 & 0.095572 \tabularnewline
20 & -0.138499 & -1.0728 & 0.143827 \tabularnewline
21 & -0.123725 & -0.9584 & 0.170861 \tabularnewline
22 & -0.098043 & -0.7594 & 0.225281 \tabularnewline
23 & -0.081724 & -0.633 & 0.264559 \tabularnewline
24 & -0.041638 & -0.3225 & 0.374087 \tabularnewline
25 & -0.039788 & -0.3082 & 0.379501 \tabularnewline
26 & -0.031753 & -0.246 & 0.403278 \tabularnewline
27 & -0.034432 & -0.2667 & 0.395304 \tabularnewline
28 & -0.063675 & -0.4932 & 0.311827 \tabularnewline
29 & -0.075611 & -0.5857 & 0.280145 \tabularnewline
30 & -0.07004 & -0.5425 & 0.294733 \tabularnewline
31 & -0.049818 & -0.3859 & 0.350471 \tabularnewline
32 & -0.055335 & -0.4286 & 0.334867 \tabularnewline
33 & -0.093549 & -0.7246 & 0.235749 \tabularnewline
34 & -0.116284 & -0.9007 & 0.185666 \tabularnewline
35 & -0.148854 & -1.153 & 0.126737 \tabularnewline
36 & -0.176665 & -1.3684 & 0.088138 \tabularnewline
37 & -0.173479 & -1.3438 & 0.092042 \tabularnewline
38 & -0.132134 & -1.0235 & 0.15509 \tabularnewline
39 & -0.099262 & -0.7689 & 0.222491 \tabularnewline
40 & -0.153244 & -1.187 & 0.119949 \tabularnewline
41 & -0.204079 & -1.5808 & 0.059592 \tabularnewline
42 & -0.205075 & -1.5885 & 0.058715 \tabularnewline
43 & -0.143546 & -1.1119 & 0.135309 \tabularnewline
44 & -0.073157 & -0.5667 & 0.286526 \tabularnewline
45 & -0.052451 & -0.4063 & 0.342991 \tabularnewline
46 & -0.050546 & -0.3915 & 0.348396 \tabularnewline
47 & -0.055138 & -0.4271 & 0.335419 \tabularnewline
48 & -0.029001 & -0.2246 & 0.41151 \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]0.798567[/C][C]6.1857[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.529418[/C][C]4.1009[/C][C]6.3e-05[/C][/ROW]
[ROW][C]3[/C][C]0.338651[/C][C]2.6232[/C][C]0.005514[/C][/ROW]
[ROW][C]4[/C][C]0.255941[/C][C]1.9825[/C][C]0.026003[/C][/ROW]
[ROW][C]5[/C][C]0.21014[/C][C]1.6277[/C][C]0.05441[/C][/ROW]
[ROW][C]6[/C][C]0.106556[/C][C]0.8254[/C][C]0.206212[/C][/ROW]
[ROW][C]7[/C][C]0.05634[/C][C]0.4364[/C][C]0.332054[/C][/ROW]
[ROW][C]8[/C][C]0.021488[/C][C]0.1664[/C][C]0.434182[/C][/ROW]
[ROW][C]9[/C][C]0.020453[/C][C]0.1584[/C][C]0.437326[/C][/ROW]
[ROW][C]10[/C][C]0.090535[/C][C]0.7013[/C][C]0.24292[/C][/ROW]
[ROW][C]11[/C][C]0.150877[/C][C]1.1687[/C][C]0.123576[/C][/ROW]
[ROW][C]12[/C][C]0.158486[/C][C]1.2276[/C][C]0.11219[/C][/ROW]
[ROW][C]13[/C][C]0.059366[/C][C]0.4598[/C][C]0.323645[/C][/ROW]
[ROW][C]14[/C][C]-0.050312[/C][C]-0.3897[/C][C]0.349063[/C][/ROW]
[ROW][C]15[/C][C]-0.090907[/C][C]-0.7042[/C][C]0.242028[/C][/ROW]
[ROW][C]16[/C][C]-0.126745[/C][C]-0.9818[/C][C]0.165081[/C][/ROW]
[ROW][C]17[/C][C]-0.150378[/C][C]-1.1648[/C][C]0.12435[/C][/ROW]
[ROW][C]18[/C][C]-0.187735[/C][C]-1.4542[/C][C]0.075553[/C][/ROW]
[ROW][C]19[/C][C]-0.170686[/C][C]-1.3221[/C][C]0.095572[/C][/ROW]
[ROW][C]20[/C][C]-0.138499[/C][C]-1.0728[/C][C]0.143827[/C][/ROW]
[ROW][C]21[/C][C]-0.123725[/C][C]-0.9584[/C][C]0.170861[/C][/ROW]
[ROW][C]22[/C][C]-0.098043[/C][C]-0.7594[/C][C]0.225281[/C][/ROW]
[ROW][C]23[/C][C]-0.081724[/C][C]-0.633[/C][C]0.264559[/C][/ROW]
[ROW][C]24[/C][C]-0.041638[/C][C]-0.3225[/C][C]0.374087[/C][/ROW]
[ROW][C]25[/C][C]-0.039788[/C][C]-0.3082[/C][C]0.379501[/C][/ROW]
[ROW][C]26[/C][C]-0.031753[/C][C]-0.246[/C][C]0.403278[/C][/ROW]
[ROW][C]27[/C][C]-0.034432[/C][C]-0.2667[/C][C]0.395304[/C][/ROW]
[ROW][C]28[/C][C]-0.063675[/C][C]-0.4932[/C][C]0.311827[/C][/ROW]
[ROW][C]29[/C][C]-0.075611[/C][C]-0.5857[/C][C]0.280145[/C][/ROW]
[ROW][C]30[/C][C]-0.07004[/C][C]-0.5425[/C][C]0.294733[/C][/ROW]
[ROW][C]31[/C][C]-0.049818[/C][C]-0.3859[/C][C]0.350471[/C][/ROW]
[ROW][C]32[/C][C]-0.055335[/C][C]-0.4286[/C][C]0.334867[/C][/ROW]
[ROW][C]33[/C][C]-0.093549[/C][C]-0.7246[/C][C]0.235749[/C][/ROW]
[ROW][C]34[/C][C]-0.116284[/C][C]-0.9007[/C][C]0.185666[/C][/ROW]
[ROW][C]35[/C][C]-0.148854[/C][C]-1.153[/C][C]0.126737[/C][/ROW]
[ROW][C]36[/C][C]-0.176665[/C][C]-1.3684[/C][C]0.088138[/C][/ROW]
[ROW][C]37[/C][C]-0.173479[/C][C]-1.3438[/C][C]0.092042[/C][/ROW]
[ROW][C]38[/C][C]-0.132134[/C][C]-1.0235[/C][C]0.15509[/C][/ROW]
[ROW][C]39[/C][C]-0.099262[/C][C]-0.7689[/C][C]0.222491[/C][/ROW]
[ROW][C]40[/C][C]-0.153244[/C][C]-1.187[/C][C]0.119949[/C][/ROW]
[ROW][C]41[/C][C]-0.204079[/C][C]-1.5808[/C][C]0.059592[/C][/ROW]
[ROW][C]42[/C][C]-0.205075[/C][C]-1.5885[/C][C]0.058715[/C][/ROW]
[ROW][C]43[/C][C]-0.143546[/C][C]-1.1119[/C][C]0.135309[/C][/ROW]
[ROW][C]44[/C][C]-0.073157[/C][C]-0.5667[/C][C]0.286526[/C][/ROW]
[ROW][C]45[/C][C]-0.052451[/C][C]-0.4063[/C][C]0.342991[/C][/ROW]
[ROW][C]46[/C][C]-0.050546[/C][C]-0.3915[/C][C]0.348396[/C][/ROW]
[ROW][C]47[/C][C]-0.055138[/C][C]-0.4271[/C][C]0.335419[/C][/ROW]
[ROW][C]48[/C][C]-0.029001[/C][C]-0.2246[/C][C]0.41151[/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
10.7985676.18570
20.5294184.10096.3e-05
30.3386512.62320.005514
40.2559411.98250.026003
50.210141.62770.05441
60.1065560.82540.206212
70.056340.43640.332054
80.0214880.16640.434182
90.0204530.15840.437326
100.0905350.70130.24292
110.1508771.16870.123576
120.1584861.22760.11219
130.0593660.45980.323645
14-0.050312-0.38970.349063
15-0.090907-0.70420.242028
16-0.126745-0.98180.165081
17-0.150378-1.16480.12435
18-0.187735-1.45420.075553
19-0.170686-1.32210.095572
20-0.138499-1.07280.143827
21-0.123725-0.95840.170861
22-0.098043-0.75940.225281
23-0.081724-0.6330.264559
24-0.041638-0.32250.374087
25-0.039788-0.30820.379501
26-0.031753-0.2460.403278
27-0.034432-0.26670.395304
28-0.063675-0.49320.311827
29-0.075611-0.58570.280145
30-0.07004-0.54250.294733
31-0.049818-0.38590.350471
32-0.055335-0.42860.334867
33-0.093549-0.72460.235749
34-0.116284-0.90070.185666
35-0.148854-1.1530.126737
36-0.176665-1.36840.088138
37-0.173479-1.34380.092042
38-0.132134-1.02350.15509
39-0.099262-0.76890.222491
40-0.153244-1.1870.119949
41-0.204079-1.58080.059592
42-0.205075-1.58850.058715
43-0.143546-1.11190.135309
44-0.073157-0.56670.286526
45-0.052451-0.40630.342991
46-0.050546-0.39150.348396
47-0.055138-0.42710.335419
48-0.029001-0.22460.41151






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7985676.18570
2-0.298908-2.31530.012016
30.0854820.66210.255209
40.1005890.77920.219475
5-0.032732-0.25350.40036
6-0.186922-1.44790.076427
70.1941661.5040.068913
8-0.119024-0.9220.180122
90.0592380.45890.323997
100.2261811.7520.042443
11-0.034433-0.26670.395302
12-0.110817-0.85840.197047
13-0.128404-0.99460.161959
14-0.036096-0.27960.390372
15-0.009531-0.07380.470697
16-0.108487-0.84030.202029
170.0318780.24690.402904
18-0.034688-0.26870.394543
190.0950150.7360.232305
20-0.087313-0.67630.250717
21-0.018372-0.14230.443656
22-0.03049-0.23620.407051
23-0.003992-0.03090.487717
240.0937270.7260.23533
25-0.063419-0.49120.312523
260.1042810.80780.211211
27-0.10771-0.83430.203706
28-0.007327-0.05680.477466
290.0083090.06440.474448
300.0175790.13620.446071
31-0.083227-0.64470.260797
32-0.02638-0.20430.419389
33-0.017981-0.13930.444847
34-0.079995-0.61960.268921
35-0.102832-0.79650.214432
36-0.068205-0.52830.299615
370.0713640.55280.291232
380.0629520.48760.313797
39-0.102638-0.7950.214866
40-0.154387-1.19590.118225
41-0.00825-0.06390.47463
420.009660.07480.470302
430.0566020.43840.331321
440.0837870.6490.259403
45-0.037272-0.28870.386901
46-0.02146-0.16620.434269
470.0594850.46080.323315
480.0115490.08950.464508

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.798567 & 6.1857 & 0 \tabularnewline
2 & -0.298908 & -2.3153 & 0.012016 \tabularnewline
3 & 0.085482 & 0.6621 & 0.255209 \tabularnewline
4 & 0.100589 & 0.7792 & 0.219475 \tabularnewline
5 & -0.032732 & -0.2535 & 0.40036 \tabularnewline
6 & -0.186922 & -1.4479 & 0.076427 \tabularnewline
7 & 0.194166 & 1.504 & 0.068913 \tabularnewline
8 & -0.119024 & -0.922 & 0.180122 \tabularnewline
9 & 0.059238 & 0.4589 & 0.323997 \tabularnewline
10 & 0.226181 & 1.752 & 0.042443 \tabularnewline
11 & -0.034433 & -0.2667 & 0.395302 \tabularnewline
12 & -0.110817 & -0.8584 & 0.197047 \tabularnewline
13 & -0.128404 & -0.9946 & 0.161959 \tabularnewline
14 & -0.036096 & -0.2796 & 0.390372 \tabularnewline
15 & -0.009531 & -0.0738 & 0.470697 \tabularnewline
16 & -0.108487 & -0.8403 & 0.202029 \tabularnewline
17 & 0.031878 & 0.2469 & 0.402904 \tabularnewline
18 & -0.034688 & -0.2687 & 0.394543 \tabularnewline
19 & 0.095015 & 0.736 & 0.232305 \tabularnewline
20 & -0.087313 & -0.6763 & 0.250717 \tabularnewline
21 & -0.018372 & -0.1423 & 0.443656 \tabularnewline
22 & -0.03049 & -0.2362 & 0.407051 \tabularnewline
23 & -0.003992 & -0.0309 & 0.487717 \tabularnewline
24 & 0.093727 & 0.726 & 0.23533 \tabularnewline
25 & -0.063419 & -0.4912 & 0.312523 \tabularnewline
26 & 0.104281 & 0.8078 & 0.211211 \tabularnewline
27 & -0.10771 & -0.8343 & 0.203706 \tabularnewline
28 & -0.007327 & -0.0568 & 0.477466 \tabularnewline
29 & 0.008309 & 0.0644 & 0.474448 \tabularnewline
30 & 0.017579 & 0.1362 & 0.446071 \tabularnewline
31 & -0.083227 & -0.6447 & 0.260797 \tabularnewline
32 & -0.02638 & -0.2043 & 0.419389 \tabularnewline
33 & -0.017981 & -0.1393 & 0.444847 \tabularnewline
34 & -0.079995 & -0.6196 & 0.268921 \tabularnewline
35 & -0.102832 & -0.7965 & 0.214432 \tabularnewline
36 & -0.068205 & -0.5283 & 0.299615 \tabularnewline
37 & 0.071364 & 0.5528 & 0.291232 \tabularnewline
38 & 0.062952 & 0.4876 & 0.313797 \tabularnewline
39 & -0.102638 & -0.795 & 0.214866 \tabularnewline
40 & -0.154387 & -1.1959 & 0.118225 \tabularnewline
41 & -0.00825 & -0.0639 & 0.47463 \tabularnewline
42 & 0.00966 & 0.0748 & 0.470302 \tabularnewline
43 & 0.056602 & 0.4384 & 0.331321 \tabularnewline
44 & 0.083787 & 0.649 & 0.259403 \tabularnewline
45 & -0.037272 & -0.2887 & 0.386901 \tabularnewline
46 & -0.02146 & -0.1662 & 0.434269 \tabularnewline
47 & 0.059485 & 0.4608 & 0.323315 \tabularnewline
48 & 0.011549 & 0.0895 & 0.464508 \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]0.798567[/C][C]6.1857[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.298908[/C][C]-2.3153[/C][C]0.012016[/C][/ROW]
[ROW][C]3[/C][C]0.085482[/C][C]0.6621[/C][C]0.255209[/C][/ROW]
[ROW][C]4[/C][C]0.100589[/C][C]0.7792[/C][C]0.219475[/C][/ROW]
[ROW][C]5[/C][C]-0.032732[/C][C]-0.2535[/C][C]0.40036[/C][/ROW]
[ROW][C]6[/C][C]-0.186922[/C][C]-1.4479[/C][C]0.076427[/C][/ROW]
[ROW][C]7[/C][C]0.194166[/C][C]1.504[/C][C]0.068913[/C][/ROW]
[ROW][C]8[/C][C]-0.119024[/C][C]-0.922[/C][C]0.180122[/C][/ROW]
[ROW][C]9[/C][C]0.059238[/C][C]0.4589[/C][C]0.323997[/C][/ROW]
[ROW][C]10[/C][C]0.226181[/C][C]1.752[/C][C]0.042443[/C][/ROW]
[ROW][C]11[/C][C]-0.034433[/C][C]-0.2667[/C][C]0.395302[/C][/ROW]
[ROW][C]12[/C][C]-0.110817[/C][C]-0.8584[/C][C]0.197047[/C][/ROW]
[ROW][C]13[/C][C]-0.128404[/C][C]-0.9946[/C][C]0.161959[/C][/ROW]
[ROW][C]14[/C][C]-0.036096[/C][C]-0.2796[/C][C]0.390372[/C][/ROW]
[ROW][C]15[/C][C]-0.009531[/C][C]-0.0738[/C][C]0.470697[/C][/ROW]
[ROW][C]16[/C][C]-0.108487[/C][C]-0.8403[/C][C]0.202029[/C][/ROW]
[ROW][C]17[/C][C]0.031878[/C][C]0.2469[/C][C]0.402904[/C][/ROW]
[ROW][C]18[/C][C]-0.034688[/C][C]-0.2687[/C][C]0.394543[/C][/ROW]
[ROW][C]19[/C][C]0.095015[/C][C]0.736[/C][C]0.232305[/C][/ROW]
[ROW][C]20[/C][C]-0.087313[/C][C]-0.6763[/C][C]0.250717[/C][/ROW]
[ROW][C]21[/C][C]-0.018372[/C][C]-0.1423[/C][C]0.443656[/C][/ROW]
[ROW][C]22[/C][C]-0.03049[/C][C]-0.2362[/C][C]0.407051[/C][/ROW]
[ROW][C]23[/C][C]-0.003992[/C][C]-0.0309[/C][C]0.487717[/C][/ROW]
[ROW][C]24[/C][C]0.093727[/C][C]0.726[/C][C]0.23533[/C][/ROW]
[ROW][C]25[/C][C]-0.063419[/C][C]-0.4912[/C][C]0.312523[/C][/ROW]
[ROW][C]26[/C][C]0.104281[/C][C]0.8078[/C][C]0.211211[/C][/ROW]
[ROW][C]27[/C][C]-0.10771[/C][C]-0.8343[/C][C]0.203706[/C][/ROW]
[ROW][C]28[/C][C]-0.007327[/C][C]-0.0568[/C][C]0.477466[/C][/ROW]
[ROW][C]29[/C][C]0.008309[/C][C]0.0644[/C][C]0.474448[/C][/ROW]
[ROW][C]30[/C][C]0.017579[/C][C]0.1362[/C][C]0.446071[/C][/ROW]
[ROW][C]31[/C][C]-0.083227[/C][C]-0.6447[/C][C]0.260797[/C][/ROW]
[ROW][C]32[/C][C]-0.02638[/C][C]-0.2043[/C][C]0.419389[/C][/ROW]
[ROW][C]33[/C][C]-0.017981[/C][C]-0.1393[/C][C]0.444847[/C][/ROW]
[ROW][C]34[/C][C]-0.079995[/C][C]-0.6196[/C][C]0.268921[/C][/ROW]
[ROW][C]35[/C][C]-0.102832[/C][C]-0.7965[/C][C]0.214432[/C][/ROW]
[ROW][C]36[/C][C]-0.068205[/C][C]-0.5283[/C][C]0.299615[/C][/ROW]
[ROW][C]37[/C][C]0.071364[/C][C]0.5528[/C][C]0.291232[/C][/ROW]
[ROW][C]38[/C][C]0.062952[/C][C]0.4876[/C][C]0.313797[/C][/ROW]
[ROW][C]39[/C][C]-0.102638[/C][C]-0.795[/C][C]0.214866[/C][/ROW]
[ROW][C]40[/C][C]-0.154387[/C][C]-1.1959[/C][C]0.118225[/C][/ROW]
[ROW][C]41[/C][C]-0.00825[/C][C]-0.0639[/C][C]0.47463[/C][/ROW]
[ROW][C]42[/C][C]0.00966[/C][C]0.0748[/C][C]0.470302[/C][/ROW]
[ROW][C]43[/C][C]0.056602[/C][C]0.4384[/C][C]0.331321[/C][/ROW]
[ROW][C]44[/C][C]0.083787[/C][C]0.649[/C][C]0.259403[/C][/ROW]
[ROW][C]45[/C][C]-0.037272[/C][C]-0.2887[/C][C]0.386901[/C][/ROW]
[ROW][C]46[/C][C]-0.02146[/C][C]-0.1662[/C][C]0.434269[/C][/ROW]
[ROW][C]47[/C][C]0.059485[/C][C]0.4608[/C][C]0.323315[/C][/ROW]
[ROW][C]48[/C][C]0.011549[/C][C]0.0895[/C][C]0.464508[/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
10.7985676.18570
2-0.298908-2.31530.012016
30.0854820.66210.255209
40.1005890.77920.219475
5-0.032732-0.25350.40036
6-0.186922-1.44790.076427
70.1941661.5040.068913
8-0.119024-0.9220.180122
90.0592380.45890.323997
100.2261811.7520.042443
11-0.034433-0.26670.395302
12-0.110817-0.85840.197047
13-0.128404-0.99460.161959
14-0.036096-0.27960.390372
15-0.009531-0.07380.470697
16-0.108487-0.84030.202029
170.0318780.24690.402904
18-0.034688-0.26870.394543
190.0950150.7360.232305
20-0.087313-0.67630.250717
21-0.018372-0.14230.443656
22-0.03049-0.23620.407051
23-0.003992-0.03090.487717
240.0937270.7260.23533
25-0.063419-0.49120.312523
260.1042810.80780.211211
27-0.10771-0.83430.203706
28-0.007327-0.05680.477466
290.0083090.06440.474448
300.0175790.13620.446071
31-0.083227-0.64470.260797
32-0.02638-0.20430.419389
33-0.017981-0.13930.444847
34-0.079995-0.61960.268921
35-0.102832-0.79650.214432
36-0.068205-0.52830.299615
370.0713640.55280.291232
380.0629520.48760.313797
39-0.102638-0.7950.214866
40-0.154387-1.19590.118225
41-0.00825-0.06390.47463
420.009660.07480.470302
430.0566020.43840.331321
440.0837870.6490.259403
45-0.037272-0.28870.386901
46-0.02146-0.16620.434269
470.0594850.46080.323315
480.0115490.08950.464508


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')