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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 computationWed, 15 Oct 2014 13:26:17 +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/2014/Oct/15/t1413376035o63nnjfdyk7mj9c.htm/, Retrieved Tue, 14 May 2024 22:41:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=241246, Retrieved Tue, 14 May 2024 22:41:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact103

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Mean Plot] [] [2014-10-11 13:48:45] [c4a58492900e9730cda16af5eae824c9]
-   PD  [Mean Plot] [] [2014-10-15 12:04:43] [c4a58492900e9730cda16af5eae824c9]
- RMPD    [(Partial) Autocorrelation Function] [] [2014-10-15 12:17:57] [c4a58492900e9730cda16af5eae824c9]
- R PD        [(Partial) Autocorrelation Function] [] [2014-10-15 12:26:17] [9458cab04bab2efa06ad058ca673aa95] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
18.3
18.6
18.7
20.1
18.9
20.1
19.8
15.9
19.9
19.6
15.6
14.2
13.6
13.9
15
14.1
13.5
15.3
14.7
12.5
16.1
15.9
15.9
15.7
14.7
15.3
18.4
16.8
16.5
19.3
17.1
15.7
19.1
18.6
18.4
17.1
18.3
19.4
22.3
19.4
21.3
20.3
19.3
17.5
19.9
19.6
19.7
18.1
19.1
20.7
22.5
20
20.2
20.4
19.6
18.1
19.3
21
19.9
17.7
19.4
19.3
21.5
20.9
20.8
20.3
21.4
17.4
21.1
22
20.4
19

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'Gertrude Mary Cox' @ cox.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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=241246&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=241246&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=241246&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'Gertrude Mary Cox' @ cox.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7195126.10530
20.6100995.17691e-06
30.6324475.36650
40.6026095.11331e-06
50.5179594.3951.9e-05
60.5133514.35592.2e-05
70.3876353.28920.000778
80.4022923.41360.000528
90.313522.66030.004809
100.1907321.61840.054973
110.2539582.15490.017257
120.3630463.08050.001463
130.1664191.41210.081113
140.0832340.70630.241152
150.0624190.52960.298994
160.0655420.55610.28992
170.031580.2680.394745
180.0210570.17870.429347
19-0.048498-0.41150.340956
20-0.004767-0.04040.483925
21-0.096034-0.81490.208916
22-0.169762-1.44050.077034
23-0.110225-0.93530.176383
24-0.028502-0.24180.404794
25-0.160877-1.36510.088238
26-0.21147-1.79440.038475
27-0.216316-1.83550.035281
28-0.14261-1.21010.115102
29-0.164791-1.39830.083159
30-0.156702-1.32970.093913
31-0.164395-1.39490.083661
32-0.144314-1.22450.112369
33-0.207554-1.76120.041229
34-0.235159-1.99540.024893
35-0.207036-1.75680.041605
36-0.154469-1.31070.09706
37-0.214159-1.81720.036674
38-0.296133-2.51280.007109
39-0.261228-2.21660.014905
40-0.204653-1.73650.043373
41-0.218145-1.8510.034134
42-0.203087-1.72330.044567
43-0.202804-1.72080.044787
44-0.198234-1.68210.048444
45-0.212782-1.80550.037587
46-0.223051-1.89270.031212
47-0.208582-1.76990.040491
48-0.149184-1.26590.10482

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.719512 & 6.1053 & 0 \tabularnewline
2 & 0.610099 & 5.1769 & 1e-06 \tabularnewline
3 & 0.632447 & 5.3665 & 0 \tabularnewline
4 & 0.602609 & 5.1133 & 1e-06 \tabularnewline
5 & 0.517959 & 4.395 & 1.9e-05 \tabularnewline
6 & 0.513351 & 4.3559 & 2.2e-05 \tabularnewline
7 & 0.387635 & 3.2892 & 0.000778 \tabularnewline
8 & 0.402292 & 3.4136 & 0.000528 \tabularnewline
9 & 0.31352 & 2.6603 & 0.004809 \tabularnewline
10 & 0.190732 & 1.6184 & 0.054973 \tabularnewline
11 & 0.253958 & 2.1549 & 0.017257 \tabularnewline
12 & 0.363046 & 3.0805 & 0.001463 \tabularnewline
13 & 0.166419 & 1.4121 & 0.081113 \tabularnewline
14 & 0.083234 & 0.7063 & 0.241152 \tabularnewline
15 & 0.062419 & 0.5296 & 0.298994 \tabularnewline
16 & 0.065542 & 0.5561 & 0.28992 \tabularnewline
17 & 0.03158 & 0.268 & 0.394745 \tabularnewline
18 & 0.021057 & 0.1787 & 0.429347 \tabularnewline
19 & -0.048498 & -0.4115 & 0.340956 \tabularnewline
20 & -0.004767 & -0.0404 & 0.483925 \tabularnewline
21 & -0.096034 & -0.8149 & 0.208916 \tabularnewline
22 & -0.169762 & -1.4405 & 0.077034 \tabularnewline
23 & -0.110225 & -0.9353 & 0.176383 \tabularnewline
24 & -0.028502 & -0.2418 & 0.404794 \tabularnewline
25 & -0.160877 & -1.3651 & 0.088238 \tabularnewline
26 & -0.21147 & -1.7944 & 0.038475 \tabularnewline
27 & -0.216316 & -1.8355 & 0.035281 \tabularnewline
28 & -0.14261 & -1.2101 & 0.115102 \tabularnewline
29 & -0.164791 & -1.3983 & 0.083159 \tabularnewline
30 & -0.156702 & -1.3297 & 0.093913 \tabularnewline
31 & -0.164395 & -1.3949 & 0.083661 \tabularnewline
32 & -0.144314 & -1.2245 & 0.112369 \tabularnewline
33 & -0.207554 & -1.7612 & 0.041229 \tabularnewline
34 & -0.235159 & -1.9954 & 0.024893 \tabularnewline
35 & -0.207036 & -1.7568 & 0.041605 \tabularnewline
36 & -0.154469 & -1.3107 & 0.09706 \tabularnewline
37 & -0.214159 & -1.8172 & 0.036674 \tabularnewline
38 & -0.296133 & -2.5128 & 0.007109 \tabularnewline
39 & -0.261228 & -2.2166 & 0.014905 \tabularnewline
40 & -0.204653 & -1.7365 & 0.043373 \tabularnewline
41 & -0.218145 & -1.851 & 0.034134 \tabularnewline
42 & -0.203087 & -1.7233 & 0.044567 \tabularnewline
43 & -0.202804 & -1.7208 & 0.044787 \tabularnewline
44 & -0.198234 & -1.6821 & 0.048444 \tabularnewline
45 & -0.212782 & -1.8055 & 0.037587 \tabularnewline
46 & -0.223051 & -1.8927 & 0.031212 \tabularnewline
47 & -0.208582 & -1.7699 & 0.040491 \tabularnewline
48 & -0.149184 & -1.2659 & 0.10482 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=241246&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]0.719512[/C][C]6.1053[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.610099[/C][C]5.1769[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.632447[/C][C]5.3665[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.602609[/C][C]5.1133[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.517959[/C][C]4.395[/C][C]1.9e-05[/C][/ROW]
[ROW][C]6[/C][C]0.513351[/C][C]4.3559[/C][C]2.2e-05[/C][/ROW]
[ROW][C]7[/C][C]0.387635[/C][C]3.2892[/C][C]0.000778[/C][/ROW]
[ROW][C]8[/C][C]0.402292[/C][C]3.4136[/C][C]0.000528[/C][/ROW]
[ROW][C]9[/C][C]0.31352[/C][C]2.6603[/C][C]0.004809[/C][/ROW]
[ROW][C]10[/C][C]0.190732[/C][C]1.6184[/C][C]0.054973[/C][/ROW]
[ROW][C]11[/C][C]0.253958[/C][C]2.1549[/C][C]0.017257[/C][/ROW]
[ROW][C]12[/C][C]0.363046[/C][C]3.0805[/C][C]0.001463[/C][/ROW]
[ROW][C]13[/C][C]0.166419[/C][C]1.4121[/C][C]0.081113[/C][/ROW]
[ROW][C]14[/C][C]0.083234[/C][C]0.7063[/C][C]0.241152[/C][/ROW]
[ROW][C]15[/C][C]0.062419[/C][C]0.5296[/C][C]0.298994[/C][/ROW]
[ROW][C]16[/C][C]0.065542[/C][C]0.5561[/C][C]0.28992[/C][/ROW]
[ROW][C]17[/C][C]0.03158[/C][C]0.268[/C][C]0.394745[/C][/ROW]
[ROW][C]18[/C][C]0.021057[/C][C]0.1787[/C][C]0.429347[/C][/ROW]
[ROW][C]19[/C][C]-0.048498[/C][C]-0.4115[/C][C]0.340956[/C][/ROW]
[ROW][C]20[/C][C]-0.004767[/C][C]-0.0404[/C][C]0.483925[/C][/ROW]
[ROW][C]21[/C][C]-0.096034[/C][C]-0.8149[/C][C]0.208916[/C][/ROW]
[ROW][C]22[/C][C]-0.169762[/C][C]-1.4405[/C][C]0.077034[/C][/ROW]
[ROW][C]23[/C][C]-0.110225[/C][C]-0.9353[/C][C]0.176383[/C][/ROW]
[ROW][C]24[/C][C]-0.028502[/C][C]-0.2418[/C][C]0.404794[/C][/ROW]
[ROW][C]25[/C][C]-0.160877[/C][C]-1.3651[/C][C]0.088238[/C][/ROW]
[ROW][C]26[/C][C]-0.21147[/C][C]-1.7944[/C][C]0.038475[/C][/ROW]
[ROW][C]27[/C][C]-0.216316[/C][C]-1.8355[/C][C]0.035281[/C][/ROW]
[ROW][C]28[/C][C]-0.14261[/C][C]-1.2101[/C][C]0.115102[/C][/ROW]
[ROW][C]29[/C][C]-0.164791[/C][C]-1.3983[/C][C]0.083159[/C][/ROW]
[ROW][C]30[/C][C]-0.156702[/C][C]-1.3297[/C][C]0.093913[/C][/ROW]
[ROW][C]31[/C][C]-0.164395[/C][C]-1.3949[/C][C]0.083661[/C][/ROW]
[ROW][C]32[/C][C]-0.144314[/C][C]-1.2245[/C][C]0.112369[/C][/ROW]
[ROW][C]33[/C][C]-0.207554[/C][C]-1.7612[/C][C]0.041229[/C][/ROW]
[ROW][C]34[/C][C]-0.235159[/C][C]-1.9954[/C][C]0.024893[/C][/ROW]
[ROW][C]35[/C][C]-0.207036[/C][C]-1.7568[/C][C]0.041605[/C][/ROW]
[ROW][C]36[/C][C]-0.154469[/C][C]-1.3107[/C][C]0.09706[/C][/ROW]
[ROW][C]37[/C][C]-0.214159[/C][C]-1.8172[/C][C]0.036674[/C][/ROW]
[ROW][C]38[/C][C]-0.296133[/C][C]-2.5128[/C][C]0.007109[/C][/ROW]
[ROW][C]39[/C][C]-0.261228[/C][C]-2.2166[/C][C]0.014905[/C][/ROW]
[ROW][C]40[/C][C]-0.204653[/C][C]-1.7365[/C][C]0.043373[/C][/ROW]
[ROW][C]41[/C][C]-0.218145[/C][C]-1.851[/C][C]0.034134[/C][/ROW]
[ROW][C]42[/C][C]-0.203087[/C][C]-1.7233[/C][C]0.044567[/C][/ROW]
[ROW][C]43[/C][C]-0.202804[/C][C]-1.7208[/C][C]0.044787[/C][/ROW]
[ROW][C]44[/C][C]-0.198234[/C][C]-1.6821[/C][C]0.048444[/C][/ROW]
[ROW][C]45[/C][C]-0.212782[/C][C]-1.8055[/C][C]0.037587[/C][/ROW]
[ROW][C]46[/C][C]-0.223051[/C][C]-1.8927[/C][C]0.031212[/C][/ROW]
[ROW][C]47[/C][C]-0.208582[/C][C]-1.7699[/C][C]0.040491[/C][/ROW]
[ROW][C]48[/C][C]-0.149184[/C][C]-1.2659[/C][C]0.10482[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=241246&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=241246&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
10.7195126.10530
20.6100995.17691e-06
30.6324475.36650
40.6026095.11331e-06
50.5179594.3951.9e-05
60.5133514.35592.2e-05
70.3876353.28920.000778
80.4022923.41360.000528
90.313522.66030.004809
100.1907321.61840.054973
110.2539582.15490.017257
120.3630463.08050.001463
130.1664191.41210.081113
140.0832340.70630.241152
150.0624190.52960.298994
160.0655420.55610.28992
170.031580.2680.394745
180.0210570.17870.429347
19-0.048498-0.41150.340956
20-0.004767-0.04040.483925
21-0.096034-0.81490.208916
22-0.169762-1.44050.077034
23-0.110225-0.93530.176383
24-0.028502-0.24180.404794
25-0.160877-1.36510.088238
26-0.21147-1.79440.038475
27-0.216316-1.83550.035281
28-0.14261-1.21010.115102
29-0.164791-1.39830.083159
30-0.156702-1.32970.093913
31-0.164395-1.39490.083661
32-0.144314-1.22450.112369
33-0.207554-1.76120.041229
34-0.235159-1.99540.024893
35-0.207036-1.75680.041605
36-0.154469-1.31070.09706
37-0.214159-1.81720.036674
38-0.296133-2.51280.007109
39-0.261228-2.21660.014905
40-0.204653-1.73650.043373
41-0.218145-1.8510.034134
42-0.203087-1.72330.044567
43-0.202804-1.72080.044787
44-0.198234-1.68210.048444
45-0.212782-1.80550.037587
46-0.223051-1.89270.031212
47-0.208582-1.76990.040491
48-0.149184-1.26590.10482






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7195126.10530
20.1915861.62570.054196
30.3007442.55190.006418
40.105610.89610.186584
5-0.033075-0.28070.38989
60.0877070.74420.229584
7-0.246589-2.09240.019965
80.160111.35860.089261
9-0.231338-1.9630.026757
10-0.145609-1.23550.110324
110.2698412.28970.012487
120.2567792.17880.016309
13-0.283339-2.40420.009391
14-0.188319-1.59790.057218
15-0.125388-1.0640.145452
160.0919750.78040.218848
17-0.013388-0.11360.454937
180.0738830.62690.266349
19-0.005462-0.04630.48158
20-0.001084-0.00920.496344
21-0.088524-0.75110.227506
22-0.040785-0.34610.36515
23-0.01982-0.16820.433458
240.016510.14010.444491
25-0.100168-0.850.199084
26-0.024298-0.20620.418619
270.0434340.36850.356774
280.1847951.5680.060629
29-0.082944-0.70380.241913
300.0239730.20340.419691
31-0.025872-0.21950.413429
32-0.187059-1.58720.058419
33-0.008548-0.07250.471191
34-0.037884-0.32150.374397
35-0.027541-0.23370.407944
36-0.089821-0.76220.224228
370.0970030.82310.206584
38-0.063534-0.53910.295739
390.1109370.94130.174841
40-0.083336-0.70710.240884
410.0359180.30480.38071
42-0.064069-0.54360.294182
43-0.056675-0.48090.316023
44-0.013285-0.11270.455281
450.0230950.1960.422595
460.023060.19570.422711
47-0.052529-0.44570.328567
48-0.078701-0.66780.253199

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.719512 & 6.1053 & 0 \tabularnewline
2 & 0.191586 & 1.6257 & 0.054196 \tabularnewline
3 & 0.300744 & 2.5519 & 0.006418 \tabularnewline
4 & 0.10561 & 0.8961 & 0.186584 \tabularnewline
5 & -0.033075 & -0.2807 & 0.38989 \tabularnewline
6 & 0.087707 & 0.7442 & 0.229584 \tabularnewline
7 & -0.246589 & -2.0924 & 0.019965 \tabularnewline
8 & 0.16011 & 1.3586 & 0.089261 \tabularnewline
9 & -0.231338 & -1.963 & 0.026757 \tabularnewline
10 & -0.145609 & -1.2355 & 0.110324 \tabularnewline
11 & 0.269841 & 2.2897 & 0.012487 \tabularnewline
12 & 0.256779 & 2.1788 & 0.016309 \tabularnewline
13 & -0.283339 & -2.4042 & 0.009391 \tabularnewline
14 & -0.188319 & -1.5979 & 0.057218 \tabularnewline
15 & -0.125388 & -1.064 & 0.145452 \tabularnewline
16 & 0.091975 & 0.7804 & 0.218848 \tabularnewline
17 & -0.013388 & -0.1136 & 0.454937 \tabularnewline
18 & 0.073883 & 0.6269 & 0.266349 \tabularnewline
19 & -0.005462 & -0.0463 & 0.48158 \tabularnewline
20 & -0.001084 & -0.0092 & 0.496344 \tabularnewline
21 & -0.088524 & -0.7511 & 0.227506 \tabularnewline
22 & -0.040785 & -0.3461 & 0.36515 \tabularnewline
23 & -0.01982 & -0.1682 & 0.433458 \tabularnewline
24 & 0.01651 & 0.1401 & 0.444491 \tabularnewline
25 & -0.100168 & -0.85 & 0.199084 \tabularnewline
26 & -0.024298 & -0.2062 & 0.418619 \tabularnewline
27 & 0.043434 & 0.3685 & 0.356774 \tabularnewline
28 & 0.184795 & 1.568 & 0.060629 \tabularnewline
29 & -0.082944 & -0.7038 & 0.241913 \tabularnewline
30 & 0.023973 & 0.2034 & 0.419691 \tabularnewline
31 & -0.025872 & -0.2195 & 0.413429 \tabularnewline
32 & -0.187059 & -1.5872 & 0.058419 \tabularnewline
33 & -0.008548 & -0.0725 & 0.471191 \tabularnewline
34 & -0.037884 & -0.3215 & 0.374397 \tabularnewline
35 & -0.027541 & -0.2337 & 0.407944 \tabularnewline
36 & -0.089821 & -0.7622 & 0.224228 \tabularnewline
37 & 0.097003 & 0.8231 & 0.206584 \tabularnewline
38 & -0.063534 & -0.5391 & 0.295739 \tabularnewline
39 & 0.110937 & 0.9413 & 0.174841 \tabularnewline
40 & -0.083336 & -0.7071 & 0.240884 \tabularnewline
41 & 0.035918 & 0.3048 & 0.38071 \tabularnewline
42 & -0.064069 & -0.5436 & 0.294182 \tabularnewline
43 & -0.056675 & -0.4809 & 0.316023 \tabularnewline
44 & -0.013285 & -0.1127 & 0.455281 \tabularnewline
45 & 0.023095 & 0.196 & 0.422595 \tabularnewline
46 & 0.02306 & 0.1957 & 0.422711 \tabularnewline
47 & -0.052529 & -0.4457 & 0.328567 \tabularnewline
48 & -0.078701 & -0.6678 & 0.253199 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=241246&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]0.719512[/C][C]6.1053[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.191586[/C][C]1.6257[/C][C]0.054196[/C][/ROW]
[ROW][C]3[/C][C]0.300744[/C][C]2.5519[/C][C]0.006418[/C][/ROW]
[ROW][C]4[/C][C]0.10561[/C][C]0.8961[/C][C]0.186584[/C][/ROW]
[ROW][C]5[/C][C]-0.033075[/C][C]-0.2807[/C][C]0.38989[/C][/ROW]
[ROW][C]6[/C][C]0.087707[/C][C]0.7442[/C][C]0.229584[/C][/ROW]
[ROW][C]7[/C][C]-0.246589[/C][C]-2.0924[/C][C]0.019965[/C][/ROW]
[ROW][C]8[/C][C]0.16011[/C][C]1.3586[/C][C]0.089261[/C][/ROW]
[ROW][C]9[/C][C]-0.231338[/C][C]-1.963[/C][C]0.026757[/C][/ROW]
[ROW][C]10[/C][C]-0.145609[/C][C]-1.2355[/C][C]0.110324[/C][/ROW]
[ROW][C]11[/C][C]0.269841[/C][C]2.2897[/C][C]0.012487[/C][/ROW]
[ROW][C]12[/C][C]0.256779[/C][C]2.1788[/C][C]0.016309[/C][/ROW]
[ROW][C]13[/C][C]-0.283339[/C][C]-2.4042[/C][C]0.009391[/C][/ROW]
[ROW][C]14[/C][C]-0.188319[/C][C]-1.5979[/C][C]0.057218[/C][/ROW]
[ROW][C]15[/C][C]-0.125388[/C][C]-1.064[/C][C]0.145452[/C][/ROW]
[ROW][C]16[/C][C]0.091975[/C][C]0.7804[/C][C]0.218848[/C][/ROW]
[ROW][C]17[/C][C]-0.013388[/C][C]-0.1136[/C][C]0.454937[/C][/ROW]
[ROW][C]18[/C][C]0.073883[/C][C]0.6269[/C][C]0.266349[/C][/ROW]
[ROW][C]19[/C][C]-0.005462[/C][C]-0.0463[/C][C]0.48158[/C][/ROW]
[ROW][C]20[/C][C]-0.001084[/C][C]-0.0092[/C][C]0.496344[/C][/ROW]
[ROW][C]21[/C][C]-0.088524[/C][C]-0.7511[/C][C]0.227506[/C][/ROW]
[ROW][C]22[/C][C]-0.040785[/C][C]-0.3461[/C][C]0.36515[/C][/ROW]
[ROW][C]23[/C][C]-0.01982[/C][C]-0.1682[/C][C]0.433458[/C][/ROW]
[ROW][C]24[/C][C]0.01651[/C][C]0.1401[/C][C]0.444491[/C][/ROW]
[ROW][C]25[/C][C]-0.100168[/C][C]-0.85[/C][C]0.199084[/C][/ROW]
[ROW][C]26[/C][C]-0.024298[/C][C]-0.2062[/C][C]0.418619[/C][/ROW]
[ROW][C]27[/C][C]0.043434[/C][C]0.3685[/C][C]0.356774[/C][/ROW]
[ROW][C]28[/C][C]0.184795[/C][C]1.568[/C][C]0.060629[/C][/ROW]
[ROW][C]29[/C][C]-0.082944[/C][C]-0.7038[/C][C]0.241913[/C][/ROW]
[ROW][C]30[/C][C]0.023973[/C][C]0.2034[/C][C]0.419691[/C][/ROW]
[ROW][C]31[/C][C]-0.025872[/C][C]-0.2195[/C][C]0.413429[/C][/ROW]
[ROW][C]32[/C][C]-0.187059[/C][C]-1.5872[/C][C]0.058419[/C][/ROW]
[ROW][C]33[/C][C]-0.008548[/C][C]-0.0725[/C][C]0.471191[/C][/ROW]
[ROW][C]34[/C][C]-0.037884[/C][C]-0.3215[/C][C]0.374397[/C][/ROW]
[ROW][C]35[/C][C]-0.027541[/C][C]-0.2337[/C][C]0.407944[/C][/ROW]
[ROW][C]36[/C][C]-0.089821[/C][C]-0.7622[/C][C]0.224228[/C][/ROW]
[ROW][C]37[/C][C]0.097003[/C][C]0.8231[/C][C]0.206584[/C][/ROW]
[ROW][C]38[/C][C]-0.063534[/C][C]-0.5391[/C][C]0.295739[/C][/ROW]
[ROW][C]39[/C][C]0.110937[/C][C]0.9413[/C][C]0.174841[/C][/ROW]
[ROW][C]40[/C][C]-0.083336[/C][C]-0.7071[/C][C]0.240884[/C][/ROW]
[ROW][C]41[/C][C]0.035918[/C][C]0.3048[/C][C]0.38071[/C][/ROW]
[ROW][C]42[/C][C]-0.064069[/C][C]-0.5436[/C][C]0.294182[/C][/ROW]
[ROW][C]43[/C][C]-0.056675[/C][C]-0.4809[/C][C]0.316023[/C][/ROW]
[ROW][C]44[/C][C]-0.013285[/C][C]-0.1127[/C][C]0.455281[/C][/ROW]
[ROW][C]45[/C][C]0.023095[/C][C]0.196[/C][C]0.422595[/C][/ROW]
[ROW][C]46[/C][C]0.02306[/C][C]0.1957[/C][C]0.422711[/C][/ROW]
[ROW][C]47[/C][C]-0.052529[/C][C]-0.4457[/C][C]0.328567[/C][/ROW]
[ROW][C]48[/C][C]-0.078701[/C][C]-0.6678[/C][C]0.253199[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=241246&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=241246&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
10.7195126.10530
20.1915861.62570.054196
30.3007442.55190.006418
40.105610.89610.186584
5-0.033075-0.28070.38989
60.0877070.74420.229584
7-0.246589-2.09240.019965
80.160111.35860.089261
9-0.231338-1.9630.026757
10-0.145609-1.23550.110324
110.2698412.28970.012487
120.2567792.17880.016309
13-0.283339-2.40420.009391
14-0.188319-1.59790.057218
15-0.125388-1.0640.145452
160.0919750.78040.218848
17-0.013388-0.11360.454937
180.0738830.62690.266349
19-0.005462-0.04630.48158
20-0.001084-0.00920.496344
21-0.088524-0.75110.227506
22-0.040785-0.34610.36515
23-0.01982-0.16820.433458
240.016510.14010.444491
25-0.100168-0.850.199084
26-0.024298-0.20620.418619
270.0434340.36850.356774
280.1847951.5680.060629
29-0.082944-0.70380.241913
300.0239730.20340.419691
31-0.025872-0.21950.413429
32-0.187059-1.58720.058419
33-0.008548-0.07250.471191
34-0.037884-0.32150.374397
35-0.027541-0.23370.407944
36-0.089821-0.76220.224228
370.0970030.82310.206584
38-0.063534-0.53910.295739
390.1109370.94130.174841
40-0.083336-0.70710.240884
410.0359180.30480.38071
42-0.064069-0.54360.294182
43-0.056675-0.48090.316023
44-0.013285-0.11270.455281
450.0230950.1960.422595
460.023060.19570.422711
47-0.052529-0.44570.328567
48-0.078701-0.66780.253199


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)
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')