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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, 12 Apr 2011 18:41:53 +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/2011/Apr/12/t1302633561evbn4p9mfztmm9n.htm/, Retrieved Thu, 09 May 2024 05:31:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=120558, Retrieved Thu, 09 May 2024 05:31:55 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W12
Estimated Impact109

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [Opgave 6bis oef2 ...] [2011-04-12 18:41:53] [439e035dc5bc96f212031d0688fc7c62] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
112
118
129
99
116
168
118
129
205
147
150
267
126
129
124
97
102
127
222
214
118
141
154
226
89
77
82
97
127
121
117
117
106
112
134
169
75
108
115
85
101
108
109
124
105
95
135
164
88
85
112
87
91
87
87
142
95
108
139
159
61
82
124
93
108
75
87
103
90
108
123
129
57
65
67
71
76
67
110
118
99
85
107
141
58
65
70
86
93
74
87
73
101
100
96
157
63
115
70
66
67
83
79
77
102
116
100
135
71
60
89
74
73
91
86
74
87
87
109
137
43
69
73
77
69
76
78
70
83
65
110
132
54
55
66
65
60
65
96
55
71
63
74
106
34
47
56
53
53
55
67
52
46
51
58
91
33
40
46
45
41
55
57
54
46
52
48
77
77
35
42
48
44
45
0
0
46
51
63
84
30
39
45
52
28
40
62

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' @ 216.218.223.82

\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' @ 216.218.223.82 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=120558&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' @ 216.218.223.82[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=120558&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=120558&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' @ 216.218.223.82






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.351554-4.79462e-06
2-0.215713-2.94190.001838
30.1211051.65170.050146
4-0.040416-0.55120.291079
50.0441210.60170.274042
6-0.094711-1.29170.099035
70.0131710.17960.428821
8-0.011811-0.16110.436101
90.0461850.62990.264775
10-0.055561-0.75770.22478
11-0.184623-2.51790.006324
120.5155067.03060
13-0.21911-2.98830.001592
14-0.097599-1.33110.092397
150.0656580.89550.18585
16-0.024831-0.33870.367626
170.0350140.47750.316775
18-0.040882-0.55760.288908
19-0.018834-0.25690.398784
20-0.015214-0.20750.417928
210.0702330.95780.169692
22-0.117565-1.60340.055275
23-0.156014-2.12780.017337
240.4771986.50810
25-0.195335-2.6640.0042
26-0.087136-1.18840.1181
270.0678280.92510.178067
28-0.002038-0.02780.488926
290.0159820.2180.413846
30-0.034693-0.47310.318331
31-0.032638-0.44510.328373
32-0.021185-0.28890.386483
330.0963531.31410.095218
34-0.135808-1.85220.032793
35-0.117186-1.59820.055848
360.4239195.78150
37-0.179263-2.44480.007712
38-0.079016-1.07760.141297
390.0454370.61970.268113
400.0364830.49760.309692
410.0093740.12780.449205
42-0.071359-0.97320.165858
430.010050.13710.445565
44-0.038831-0.52960.298516
450.0619610.8450.199587
46-0.067541-0.92110.179086
47-0.128146-1.74770.041085
480.3698335.04381e-06

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.351554 & -4.7946 & 2e-06 \tabularnewline
2 & -0.215713 & -2.9419 & 0.001838 \tabularnewline
3 & 0.121105 & 1.6517 & 0.050146 \tabularnewline
4 & -0.040416 & -0.5512 & 0.291079 \tabularnewline
5 & 0.044121 & 0.6017 & 0.274042 \tabularnewline
6 & -0.094711 & -1.2917 & 0.099035 \tabularnewline
7 & 0.013171 & 0.1796 & 0.428821 \tabularnewline
8 & -0.011811 & -0.1611 & 0.436101 \tabularnewline
9 & 0.046185 & 0.6299 & 0.264775 \tabularnewline
10 & -0.055561 & -0.7577 & 0.22478 \tabularnewline
11 & -0.184623 & -2.5179 & 0.006324 \tabularnewline
12 & 0.515506 & 7.0306 & 0 \tabularnewline
13 & -0.21911 & -2.9883 & 0.001592 \tabularnewline
14 & -0.097599 & -1.3311 & 0.092397 \tabularnewline
15 & 0.065658 & 0.8955 & 0.18585 \tabularnewline
16 & -0.024831 & -0.3387 & 0.367626 \tabularnewline
17 & 0.035014 & 0.4775 & 0.316775 \tabularnewline
18 & -0.040882 & -0.5576 & 0.288908 \tabularnewline
19 & -0.018834 & -0.2569 & 0.398784 \tabularnewline
20 & -0.015214 & -0.2075 & 0.417928 \tabularnewline
21 & 0.070233 & 0.9578 & 0.169692 \tabularnewline
22 & -0.117565 & -1.6034 & 0.055275 \tabularnewline
23 & -0.156014 & -2.1278 & 0.017337 \tabularnewline
24 & 0.477198 & 6.5081 & 0 \tabularnewline
25 & -0.195335 & -2.664 & 0.0042 \tabularnewline
26 & -0.087136 & -1.1884 & 0.1181 \tabularnewline
27 & 0.067828 & 0.9251 & 0.178067 \tabularnewline
28 & -0.002038 & -0.0278 & 0.488926 \tabularnewline
29 & 0.015982 & 0.218 & 0.413846 \tabularnewline
30 & -0.034693 & -0.4731 & 0.318331 \tabularnewline
31 & -0.032638 & -0.4451 & 0.328373 \tabularnewline
32 & -0.021185 & -0.2889 & 0.386483 \tabularnewline
33 & 0.096353 & 1.3141 & 0.095218 \tabularnewline
34 & -0.135808 & -1.8522 & 0.032793 \tabularnewline
35 & -0.117186 & -1.5982 & 0.055848 \tabularnewline
36 & 0.423919 & 5.7815 & 0 \tabularnewline
37 & -0.179263 & -2.4448 & 0.007712 \tabularnewline
38 & -0.079016 & -1.0776 & 0.141297 \tabularnewline
39 & 0.045437 & 0.6197 & 0.268113 \tabularnewline
40 & 0.036483 & 0.4976 & 0.309692 \tabularnewline
41 & 0.009374 & 0.1278 & 0.449205 \tabularnewline
42 & -0.071359 & -0.9732 & 0.165858 \tabularnewline
43 & 0.01005 & 0.1371 & 0.445565 \tabularnewline
44 & -0.038831 & -0.5296 & 0.298516 \tabularnewline
45 & 0.061961 & 0.845 & 0.199587 \tabularnewline
46 & -0.067541 & -0.9211 & 0.179086 \tabularnewline
47 & -0.128146 & -1.7477 & 0.041085 \tabularnewline
48 & 0.369833 & 5.0438 & 1e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=120558&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]-0.351554[/C][C]-4.7946[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.215713[/C][C]-2.9419[/C][C]0.001838[/C][/ROW]
[ROW][C]3[/C][C]0.121105[/C][C]1.6517[/C][C]0.050146[/C][/ROW]
[ROW][C]4[/C][C]-0.040416[/C][C]-0.5512[/C][C]0.291079[/C][/ROW]
[ROW][C]5[/C][C]0.044121[/C][C]0.6017[/C][C]0.274042[/C][/ROW]
[ROW][C]6[/C][C]-0.094711[/C][C]-1.2917[/C][C]0.099035[/C][/ROW]
[ROW][C]7[/C][C]0.013171[/C][C]0.1796[/C][C]0.428821[/C][/ROW]
[ROW][C]8[/C][C]-0.011811[/C][C]-0.1611[/C][C]0.436101[/C][/ROW]
[ROW][C]9[/C][C]0.046185[/C][C]0.6299[/C][C]0.264775[/C][/ROW]
[ROW][C]10[/C][C]-0.055561[/C][C]-0.7577[/C][C]0.22478[/C][/ROW]
[ROW][C]11[/C][C]-0.184623[/C][C]-2.5179[/C][C]0.006324[/C][/ROW]
[ROW][C]12[/C][C]0.515506[/C][C]7.0306[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.21911[/C][C]-2.9883[/C][C]0.001592[/C][/ROW]
[ROW][C]14[/C][C]-0.097599[/C][C]-1.3311[/C][C]0.092397[/C][/ROW]
[ROW][C]15[/C][C]0.065658[/C][C]0.8955[/C][C]0.18585[/C][/ROW]
[ROW][C]16[/C][C]-0.024831[/C][C]-0.3387[/C][C]0.367626[/C][/ROW]
[ROW][C]17[/C][C]0.035014[/C][C]0.4775[/C][C]0.316775[/C][/ROW]
[ROW][C]18[/C][C]-0.040882[/C][C]-0.5576[/C][C]0.288908[/C][/ROW]
[ROW][C]19[/C][C]-0.018834[/C][C]-0.2569[/C][C]0.398784[/C][/ROW]
[ROW][C]20[/C][C]-0.015214[/C][C]-0.2075[/C][C]0.417928[/C][/ROW]
[ROW][C]21[/C][C]0.070233[/C][C]0.9578[/C][C]0.169692[/C][/ROW]
[ROW][C]22[/C][C]-0.117565[/C][C]-1.6034[/C][C]0.055275[/C][/ROW]
[ROW][C]23[/C][C]-0.156014[/C][C]-2.1278[/C][C]0.017337[/C][/ROW]
[ROW][C]24[/C][C]0.477198[/C][C]6.5081[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.195335[/C][C]-2.664[/C][C]0.0042[/C][/ROW]
[ROW][C]26[/C][C]-0.087136[/C][C]-1.1884[/C][C]0.1181[/C][/ROW]
[ROW][C]27[/C][C]0.067828[/C][C]0.9251[/C][C]0.178067[/C][/ROW]
[ROW][C]28[/C][C]-0.002038[/C][C]-0.0278[/C][C]0.488926[/C][/ROW]
[ROW][C]29[/C][C]0.015982[/C][C]0.218[/C][C]0.413846[/C][/ROW]
[ROW][C]30[/C][C]-0.034693[/C][C]-0.4731[/C][C]0.318331[/C][/ROW]
[ROW][C]31[/C][C]-0.032638[/C][C]-0.4451[/C][C]0.328373[/C][/ROW]
[ROW][C]32[/C][C]-0.021185[/C][C]-0.2889[/C][C]0.386483[/C][/ROW]
[ROW][C]33[/C][C]0.096353[/C][C]1.3141[/C][C]0.095218[/C][/ROW]
[ROW][C]34[/C][C]-0.135808[/C][C]-1.8522[/C][C]0.032793[/C][/ROW]
[ROW][C]35[/C][C]-0.117186[/C][C]-1.5982[/C][C]0.055848[/C][/ROW]
[ROW][C]36[/C][C]0.423919[/C][C]5.7815[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]-0.179263[/C][C]-2.4448[/C][C]0.007712[/C][/ROW]
[ROW][C]38[/C][C]-0.079016[/C][C]-1.0776[/C][C]0.141297[/C][/ROW]
[ROW][C]39[/C][C]0.045437[/C][C]0.6197[/C][C]0.268113[/C][/ROW]
[ROW][C]40[/C][C]0.036483[/C][C]0.4976[/C][C]0.309692[/C][/ROW]
[ROW][C]41[/C][C]0.009374[/C][C]0.1278[/C][C]0.449205[/C][/ROW]
[ROW][C]42[/C][C]-0.071359[/C][C]-0.9732[/C][C]0.165858[/C][/ROW]
[ROW][C]43[/C][C]0.01005[/C][C]0.1371[/C][C]0.445565[/C][/ROW]
[ROW][C]44[/C][C]-0.038831[/C][C]-0.5296[/C][C]0.298516[/C][/ROW]
[ROW][C]45[/C][C]0.061961[/C][C]0.845[/C][C]0.199587[/C][/ROW]
[ROW][C]46[/C][C]-0.067541[/C][C]-0.9211[/C][C]0.179086[/C][/ROW]
[ROW][C]47[/C][C]-0.128146[/C][C]-1.7477[/C][C]0.041085[/C][/ROW]
[ROW][C]48[/C][C]0.369833[/C][C]5.0438[/C][C]1e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=120558&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=120558&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
1-0.351554-4.79462e-06
2-0.215713-2.94190.001838
30.1211051.65170.050146
4-0.040416-0.55120.291079
50.0441210.60170.274042
6-0.094711-1.29170.099035
70.0131710.17960.428821
8-0.011811-0.16110.436101
90.0461850.62990.264775
10-0.055561-0.75770.22478
11-0.184623-2.51790.006324
120.5155067.03060
13-0.21911-2.98830.001592
14-0.097599-1.33110.092397
150.0656580.89550.18585
16-0.024831-0.33870.367626
170.0350140.47750.316775
18-0.040882-0.55760.288908
19-0.018834-0.25690.398784
20-0.015214-0.20750.417928
210.0702330.95780.169692
22-0.117565-1.60340.055275
23-0.156014-2.12780.017337
240.4771986.50810
25-0.195335-2.6640.0042
26-0.087136-1.18840.1181
270.0678280.92510.178067
28-0.002038-0.02780.488926
290.0159820.2180.413846
30-0.034693-0.47310.318331
31-0.032638-0.44510.328373
32-0.021185-0.28890.386483
330.0963531.31410.095218
34-0.135808-1.85220.032793
35-0.117186-1.59820.055848
360.4239195.78150
37-0.179263-2.44480.007712
38-0.079016-1.07760.141297
390.0454370.61970.268113
400.0364830.49760.309692
410.0093740.12780.449205
42-0.071359-0.97320.165858
430.010050.13710.445565
44-0.038831-0.52960.298516
450.0619610.8450.199587
46-0.067541-0.92110.179086
47-0.128146-1.74770.041085
480.3698335.04381e-06






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.351554-4.79462e-06
2-0.387151-5.280
3-0.161323-2.20010.014514
4-0.180514-2.46190.007366
5-0.046115-0.62890.265087
6-0.168127-2.2930.011485
7-0.123705-1.68710.046629
8-0.191773-2.61540.004821
9-0.095298-1.29970.097656
10-0.189761-2.5880.005208
11-0.465409-6.34730
120.1962612.67660.00405
13-0.029958-0.40860.34166
140.1081711.47530.070917
15-0.01449-0.19760.421778
160.051680.70480.2409
17-0.002298-0.03130.487517
180.095271.29930.097724
190.0394290.53770.295698
200.038380.52340.300646
210.1085981.48110.070138
22-0.118671-1.61850.053629
23-0.274267-3.74050.000122
240.0009220.01260.49499
25-0.069353-0.94590.172725
26-0.021693-0.29590.383836
27-0.036556-0.49860.309341
280.0116110.15840.437174
29-0.035716-0.48710.31338
300.0143770.19610.422384
31-0.025334-0.34550.365049
32-0.021597-0.29450.384334
330.0848531.15720.124328
34-0.047989-0.65450.256803
35-0.096957-1.32230.093843
360.029350.40030.344705
370.009310.1270.449552
38-0.003869-0.05280.478989
39-0.031076-0.42380.336091
400.0486220.66310.25404
410.0293110.39980.344898
42-0.024131-0.32910.371227
430.0249620.34040.366954
44-0.035232-0.48050.315716
45-0.057916-0.78990.215306
46-0.006728-0.09180.463495
47-0.092232-1.25790.105006
480.0050660.06910.472498

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.351554 & -4.7946 & 2e-06 \tabularnewline
2 & -0.387151 & -5.28 & 0 \tabularnewline
3 & -0.161323 & -2.2001 & 0.014514 \tabularnewline
4 & -0.180514 & -2.4619 & 0.007366 \tabularnewline
5 & -0.046115 & -0.6289 & 0.265087 \tabularnewline
6 & -0.168127 & -2.293 & 0.011485 \tabularnewline
7 & -0.123705 & -1.6871 & 0.046629 \tabularnewline
8 & -0.191773 & -2.6154 & 0.004821 \tabularnewline
9 & -0.095298 & -1.2997 & 0.097656 \tabularnewline
10 & -0.189761 & -2.588 & 0.005208 \tabularnewline
11 & -0.465409 & -6.3473 & 0 \tabularnewline
12 & 0.196261 & 2.6766 & 0.00405 \tabularnewline
13 & -0.029958 & -0.4086 & 0.34166 \tabularnewline
14 & 0.108171 & 1.4753 & 0.070917 \tabularnewline
15 & -0.01449 & -0.1976 & 0.421778 \tabularnewline
16 & 0.05168 & 0.7048 & 0.2409 \tabularnewline
17 & -0.002298 & -0.0313 & 0.487517 \tabularnewline
18 & 0.09527 & 1.2993 & 0.097724 \tabularnewline
19 & 0.039429 & 0.5377 & 0.295698 \tabularnewline
20 & 0.03838 & 0.5234 & 0.300646 \tabularnewline
21 & 0.108598 & 1.4811 & 0.070138 \tabularnewline
22 & -0.118671 & -1.6185 & 0.053629 \tabularnewline
23 & -0.274267 & -3.7405 & 0.000122 \tabularnewline
24 & 0.000922 & 0.0126 & 0.49499 \tabularnewline
25 & -0.069353 & -0.9459 & 0.172725 \tabularnewline
26 & -0.021693 & -0.2959 & 0.383836 \tabularnewline
27 & -0.036556 & -0.4986 & 0.309341 \tabularnewline
28 & 0.011611 & 0.1584 & 0.437174 \tabularnewline
29 & -0.035716 & -0.4871 & 0.31338 \tabularnewline
30 & 0.014377 & 0.1961 & 0.422384 \tabularnewline
31 & -0.025334 & -0.3455 & 0.365049 \tabularnewline
32 & -0.021597 & -0.2945 & 0.384334 \tabularnewline
33 & 0.084853 & 1.1572 & 0.124328 \tabularnewline
34 & -0.047989 & -0.6545 & 0.256803 \tabularnewline
35 & -0.096957 & -1.3223 & 0.093843 \tabularnewline
36 & 0.02935 & 0.4003 & 0.344705 \tabularnewline
37 & 0.00931 & 0.127 & 0.449552 \tabularnewline
38 & -0.003869 & -0.0528 & 0.478989 \tabularnewline
39 & -0.031076 & -0.4238 & 0.336091 \tabularnewline
40 & 0.048622 & 0.6631 & 0.25404 \tabularnewline
41 & 0.029311 & 0.3998 & 0.344898 \tabularnewline
42 & -0.024131 & -0.3291 & 0.371227 \tabularnewline
43 & 0.024962 & 0.3404 & 0.366954 \tabularnewline
44 & -0.035232 & -0.4805 & 0.315716 \tabularnewline
45 & -0.057916 & -0.7899 & 0.215306 \tabularnewline
46 & -0.006728 & -0.0918 & 0.463495 \tabularnewline
47 & -0.092232 & -1.2579 & 0.105006 \tabularnewline
48 & 0.005066 & 0.0691 & 0.472498 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=120558&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]-0.351554[/C][C]-4.7946[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.387151[/C][C]-5.28[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]-0.161323[/C][C]-2.2001[/C][C]0.014514[/C][/ROW]
[ROW][C]4[/C][C]-0.180514[/C][C]-2.4619[/C][C]0.007366[/C][/ROW]
[ROW][C]5[/C][C]-0.046115[/C][C]-0.6289[/C][C]0.265087[/C][/ROW]
[ROW][C]6[/C][C]-0.168127[/C][C]-2.293[/C][C]0.011485[/C][/ROW]
[ROW][C]7[/C][C]-0.123705[/C][C]-1.6871[/C][C]0.046629[/C][/ROW]
[ROW][C]8[/C][C]-0.191773[/C][C]-2.6154[/C][C]0.004821[/C][/ROW]
[ROW][C]9[/C][C]-0.095298[/C][C]-1.2997[/C][C]0.097656[/C][/ROW]
[ROW][C]10[/C][C]-0.189761[/C][C]-2.588[/C][C]0.005208[/C][/ROW]
[ROW][C]11[/C][C]-0.465409[/C][C]-6.3473[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.196261[/C][C]2.6766[/C][C]0.00405[/C][/ROW]
[ROW][C]13[/C][C]-0.029958[/C][C]-0.4086[/C][C]0.34166[/C][/ROW]
[ROW][C]14[/C][C]0.108171[/C][C]1.4753[/C][C]0.070917[/C][/ROW]
[ROW][C]15[/C][C]-0.01449[/C][C]-0.1976[/C][C]0.421778[/C][/ROW]
[ROW][C]16[/C][C]0.05168[/C][C]0.7048[/C][C]0.2409[/C][/ROW]
[ROW][C]17[/C][C]-0.002298[/C][C]-0.0313[/C][C]0.487517[/C][/ROW]
[ROW][C]18[/C][C]0.09527[/C][C]1.2993[/C][C]0.097724[/C][/ROW]
[ROW][C]19[/C][C]0.039429[/C][C]0.5377[/C][C]0.295698[/C][/ROW]
[ROW][C]20[/C][C]0.03838[/C][C]0.5234[/C][C]0.300646[/C][/ROW]
[ROW][C]21[/C][C]0.108598[/C][C]1.4811[/C][C]0.070138[/C][/ROW]
[ROW][C]22[/C][C]-0.118671[/C][C]-1.6185[/C][C]0.053629[/C][/ROW]
[ROW][C]23[/C][C]-0.274267[/C][C]-3.7405[/C][C]0.000122[/C][/ROW]
[ROW][C]24[/C][C]0.000922[/C][C]0.0126[/C][C]0.49499[/C][/ROW]
[ROW][C]25[/C][C]-0.069353[/C][C]-0.9459[/C][C]0.172725[/C][/ROW]
[ROW][C]26[/C][C]-0.021693[/C][C]-0.2959[/C][C]0.383836[/C][/ROW]
[ROW][C]27[/C][C]-0.036556[/C][C]-0.4986[/C][C]0.309341[/C][/ROW]
[ROW][C]28[/C][C]0.011611[/C][C]0.1584[/C][C]0.437174[/C][/ROW]
[ROW][C]29[/C][C]-0.035716[/C][C]-0.4871[/C][C]0.31338[/C][/ROW]
[ROW][C]30[/C][C]0.014377[/C][C]0.1961[/C][C]0.422384[/C][/ROW]
[ROW][C]31[/C][C]-0.025334[/C][C]-0.3455[/C][C]0.365049[/C][/ROW]
[ROW][C]32[/C][C]-0.021597[/C][C]-0.2945[/C][C]0.384334[/C][/ROW]
[ROW][C]33[/C][C]0.084853[/C][C]1.1572[/C][C]0.124328[/C][/ROW]
[ROW][C]34[/C][C]-0.047989[/C][C]-0.6545[/C][C]0.256803[/C][/ROW]
[ROW][C]35[/C][C]-0.096957[/C][C]-1.3223[/C][C]0.093843[/C][/ROW]
[ROW][C]36[/C][C]0.02935[/C][C]0.4003[/C][C]0.344705[/C][/ROW]
[ROW][C]37[/C][C]0.00931[/C][C]0.127[/C][C]0.449552[/C][/ROW]
[ROW][C]38[/C][C]-0.003869[/C][C]-0.0528[/C][C]0.478989[/C][/ROW]
[ROW][C]39[/C][C]-0.031076[/C][C]-0.4238[/C][C]0.336091[/C][/ROW]
[ROW][C]40[/C][C]0.048622[/C][C]0.6631[/C][C]0.25404[/C][/ROW]
[ROW][C]41[/C][C]0.029311[/C][C]0.3998[/C][C]0.344898[/C][/ROW]
[ROW][C]42[/C][C]-0.024131[/C][C]-0.3291[/C][C]0.371227[/C][/ROW]
[ROW][C]43[/C][C]0.024962[/C][C]0.3404[/C][C]0.366954[/C][/ROW]
[ROW][C]44[/C][C]-0.035232[/C][C]-0.4805[/C][C]0.315716[/C][/ROW]
[ROW][C]45[/C][C]-0.057916[/C][C]-0.7899[/C][C]0.215306[/C][/ROW]
[ROW][C]46[/C][C]-0.006728[/C][C]-0.0918[/C][C]0.463495[/C][/ROW]
[ROW][C]47[/C][C]-0.092232[/C][C]-1.2579[/C][C]0.105006[/C][/ROW]
[ROW][C]48[/C][C]0.005066[/C][C]0.0691[/C][C]0.472498[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=120558&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=120558&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
1-0.351554-4.79462e-06
2-0.387151-5.280
3-0.161323-2.20010.014514
4-0.180514-2.46190.007366
5-0.046115-0.62890.265087
6-0.168127-2.2930.011485
7-0.123705-1.68710.046629
8-0.191773-2.61540.004821
9-0.095298-1.29970.097656
10-0.189761-2.5880.005208
11-0.465409-6.34730
120.1962612.67660.00405
13-0.029958-0.40860.34166
140.1081711.47530.070917
15-0.01449-0.19760.421778
160.051680.70480.2409
17-0.002298-0.03130.487517
180.095271.29930.097724
190.0394290.53770.295698
200.038380.52340.300646
210.1085981.48110.070138
22-0.118671-1.61850.053629
23-0.274267-3.74050.000122
240.0009220.01260.49499
25-0.069353-0.94590.172725
26-0.021693-0.29590.383836
27-0.036556-0.49860.309341
280.0116110.15840.437174
29-0.035716-0.48710.31338
300.0143770.19610.422384
31-0.025334-0.34550.365049
32-0.021597-0.29450.384334
330.0848531.15720.124328
34-0.047989-0.65450.256803
35-0.096957-1.32230.093843
360.029350.40030.344705
370.009310.1270.449552
38-0.003869-0.05280.478989
39-0.031076-0.42380.336091
400.0486220.66310.25404
410.0293110.39980.344898
42-0.024131-0.32910.371227
430.0249620.34040.366954
44-0.035232-0.48050.315716
45-0.057916-0.78990.215306
46-0.006728-0.09180.463495
47-0.092232-1.25790.105006
480.0050660.06910.472498


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)
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')