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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, 06 Dec 2011 04:23:05 -0500
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/Dec/06/t13231634172lbq1xkzteel6wb.htm/, Retrieved Mon, 29 Apr 2024 04:08:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=151404, Retrieved Mon, 29 Apr 2024 04:08:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W12
Estimated Impact125

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 Oefen...] [2011-12-06 09:23:05] [2a4af61e9205cb322e653ff199304e24] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
36,68
36,77
36,78
36,78
37
37,12
37,3
37,34
37,4
37,4
37,34
37,29
37,39
37,42
37,42
43,49
44,3
44,36
44,52
44,66
44,77
44,77
44,82
44,97
45,28
45,5
45,52
45,52
45,17
45,25
45,32
45,41
45,44
45,44
45,46
45,53
45,61
45,8
45,83
45,83
45,96
46,01
46,18
46,32
46,51
46,51
46,56
46,54
46,62
46,76
46,82
46,82
46,7
46,72
46,47
46,74
46,89
46,89
46,96
47,6
47,67
47,58
47,58
47,58
47,57
47,53
47,68
47,56
47,81
47,81
47,81
47,81
48,12
48,13
48,01

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151404&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151404&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151404&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0947370.8150.208855
2-0.025391-0.21840.413851
30.0014650.01260.494989
4-0.020379-0.17530.430659
5-0.040505-0.34840.364249
6-0.040006-0.34410.365857
7-0.017802-0.15310.439352
8-0.009132-0.07860.468798
90.0426710.36710.357307
100.0139870.12030.452278
11-0.001021-0.00880.496508
12-0.047055-0.40480.343404
13-0.087193-0.75010.227798
14-0.0203-0.17460.430923
15-0.006964-0.05990.476195
16-0.000865-0.00740.497041
17-0.005724-0.04920.480432
18-0.013188-0.11340.454991
19-0.005001-0.0430.482899
20-0.000272-0.00230.499071
21-0.00214-0.01840.492681
220.0154130.13260.447439
23-0.012493-0.10750.457354
24-0.011405-0.09810.461054
250.0065730.05650.47753
26-0.001476-0.01270.494951
270.0077560.06670.473494
280.0065940.05670.47746
290.0109030.09380.462765
30-0.019345-0.16640.434142
31-0.015252-0.13120.447985
32-0.020953-0.18020.428728
33-0.003466-0.02980.488146
340.0051930.04470.482244
35-0.004742-0.04080.483785
36-0.019255-0.16560.434446
37-0.037465-0.32230.374071
38-0.023104-0.19870.421502
39-0.053137-0.45710.32447
400.0258780.22260.412227
410.0058840.05060.479885
42-0.018892-0.16250.435671
430.0056390.04850.480721
440.0829690.71370.23882
45-0.012889-0.11090.456008
46-0.036181-0.31120.378245
47-0.021732-0.18690.426106
48-0.024276-0.20880.417576

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.094737 & 0.815 & 0.208855 \tabularnewline
2 & -0.025391 & -0.2184 & 0.413851 \tabularnewline
3 & 0.001465 & 0.0126 & 0.494989 \tabularnewline
4 & -0.020379 & -0.1753 & 0.430659 \tabularnewline
5 & -0.040505 & -0.3484 & 0.364249 \tabularnewline
6 & -0.040006 & -0.3441 & 0.365857 \tabularnewline
7 & -0.017802 & -0.1531 & 0.439352 \tabularnewline
8 & -0.009132 & -0.0786 & 0.468798 \tabularnewline
9 & 0.042671 & 0.3671 & 0.357307 \tabularnewline
10 & 0.013987 & 0.1203 & 0.452278 \tabularnewline
11 & -0.001021 & -0.0088 & 0.496508 \tabularnewline
12 & -0.047055 & -0.4048 & 0.343404 \tabularnewline
13 & -0.087193 & -0.7501 & 0.227798 \tabularnewline
14 & -0.0203 & -0.1746 & 0.430923 \tabularnewline
15 & -0.006964 & -0.0599 & 0.476195 \tabularnewline
16 & -0.000865 & -0.0074 & 0.497041 \tabularnewline
17 & -0.005724 & -0.0492 & 0.480432 \tabularnewline
18 & -0.013188 & -0.1134 & 0.454991 \tabularnewline
19 & -0.005001 & -0.043 & 0.482899 \tabularnewline
20 & -0.000272 & -0.0023 & 0.499071 \tabularnewline
21 & -0.00214 & -0.0184 & 0.492681 \tabularnewline
22 & 0.015413 & 0.1326 & 0.447439 \tabularnewline
23 & -0.012493 & -0.1075 & 0.457354 \tabularnewline
24 & -0.011405 & -0.0981 & 0.461054 \tabularnewline
25 & 0.006573 & 0.0565 & 0.47753 \tabularnewline
26 & -0.001476 & -0.0127 & 0.494951 \tabularnewline
27 & 0.007756 & 0.0667 & 0.473494 \tabularnewline
28 & 0.006594 & 0.0567 & 0.47746 \tabularnewline
29 & 0.010903 & 0.0938 & 0.462765 \tabularnewline
30 & -0.019345 & -0.1664 & 0.434142 \tabularnewline
31 & -0.015252 & -0.1312 & 0.447985 \tabularnewline
32 & -0.020953 & -0.1802 & 0.428728 \tabularnewline
33 & -0.003466 & -0.0298 & 0.488146 \tabularnewline
34 & 0.005193 & 0.0447 & 0.482244 \tabularnewline
35 & -0.004742 & -0.0408 & 0.483785 \tabularnewline
36 & -0.019255 & -0.1656 & 0.434446 \tabularnewline
37 & -0.037465 & -0.3223 & 0.374071 \tabularnewline
38 & -0.023104 & -0.1987 & 0.421502 \tabularnewline
39 & -0.053137 & -0.4571 & 0.32447 \tabularnewline
40 & 0.025878 & 0.2226 & 0.412227 \tabularnewline
41 & 0.005884 & 0.0506 & 0.479885 \tabularnewline
42 & -0.018892 & -0.1625 & 0.435671 \tabularnewline
43 & 0.005639 & 0.0485 & 0.480721 \tabularnewline
44 & 0.082969 & 0.7137 & 0.23882 \tabularnewline
45 & -0.012889 & -0.1109 & 0.456008 \tabularnewline
46 & -0.036181 & -0.3112 & 0.378245 \tabularnewline
47 & -0.021732 & -0.1869 & 0.426106 \tabularnewline
48 & -0.024276 & -0.2088 & 0.417576 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151404&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]0.094737[/C][C]0.815[/C][C]0.208855[/C][/ROW]
[ROW][C]2[/C][C]-0.025391[/C][C]-0.2184[/C][C]0.413851[/C][/ROW]
[ROW][C]3[/C][C]0.001465[/C][C]0.0126[/C][C]0.494989[/C][/ROW]
[ROW][C]4[/C][C]-0.020379[/C][C]-0.1753[/C][C]0.430659[/C][/ROW]
[ROW][C]5[/C][C]-0.040505[/C][C]-0.3484[/C][C]0.364249[/C][/ROW]
[ROW][C]6[/C][C]-0.040006[/C][C]-0.3441[/C][C]0.365857[/C][/ROW]
[ROW][C]7[/C][C]-0.017802[/C][C]-0.1531[/C][C]0.439352[/C][/ROW]
[ROW][C]8[/C][C]-0.009132[/C][C]-0.0786[/C][C]0.468798[/C][/ROW]
[ROW][C]9[/C][C]0.042671[/C][C]0.3671[/C][C]0.357307[/C][/ROW]
[ROW][C]10[/C][C]0.013987[/C][C]0.1203[/C][C]0.452278[/C][/ROW]
[ROW][C]11[/C][C]-0.001021[/C][C]-0.0088[/C][C]0.496508[/C][/ROW]
[ROW][C]12[/C][C]-0.047055[/C][C]-0.4048[/C][C]0.343404[/C][/ROW]
[ROW][C]13[/C][C]-0.087193[/C][C]-0.7501[/C][C]0.227798[/C][/ROW]
[ROW][C]14[/C][C]-0.0203[/C][C]-0.1746[/C][C]0.430923[/C][/ROW]
[ROW][C]15[/C][C]-0.006964[/C][C]-0.0599[/C][C]0.476195[/C][/ROW]
[ROW][C]16[/C][C]-0.000865[/C][C]-0.0074[/C][C]0.497041[/C][/ROW]
[ROW][C]17[/C][C]-0.005724[/C][C]-0.0492[/C][C]0.480432[/C][/ROW]
[ROW][C]18[/C][C]-0.013188[/C][C]-0.1134[/C][C]0.454991[/C][/ROW]
[ROW][C]19[/C][C]-0.005001[/C][C]-0.043[/C][C]0.482899[/C][/ROW]
[ROW][C]20[/C][C]-0.000272[/C][C]-0.0023[/C][C]0.499071[/C][/ROW]
[ROW][C]21[/C][C]-0.00214[/C][C]-0.0184[/C][C]0.492681[/C][/ROW]
[ROW][C]22[/C][C]0.015413[/C][C]0.1326[/C][C]0.447439[/C][/ROW]
[ROW][C]23[/C][C]-0.012493[/C][C]-0.1075[/C][C]0.457354[/C][/ROW]
[ROW][C]24[/C][C]-0.011405[/C][C]-0.0981[/C][C]0.461054[/C][/ROW]
[ROW][C]25[/C][C]0.006573[/C][C]0.0565[/C][C]0.47753[/C][/ROW]
[ROW][C]26[/C][C]-0.001476[/C][C]-0.0127[/C][C]0.494951[/C][/ROW]
[ROW][C]27[/C][C]0.007756[/C][C]0.0667[/C][C]0.473494[/C][/ROW]
[ROW][C]28[/C][C]0.006594[/C][C]0.0567[/C][C]0.47746[/C][/ROW]
[ROW][C]29[/C][C]0.010903[/C][C]0.0938[/C][C]0.462765[/C][/ROW]
[ROW][C]30[/C][C]-0.019345[/C][C]-0.1664[/C][C]0.434142[/C][/ROW]
[ROW][C]31[/C][C]-0.015252[/C][C]-0.1312[/C][C]0.447985[/C][/ROW]
[ROW][C]32[/C][C]-0.020953[/C][C]-0.1802[/C][C]0.428728[/C][/ROW]
[ROW][C]33[/C][C]-0.003466[/C][C]-0.0298[/C][C]0.488146[/C][/ROW]
[ROW][C]34[/C][C]0.005193[/C][C]0.0447[/C][C]0.482244[/C][/ROW]
[ROW][C]35[/C][C]-0.004742[/C][C]-0.0408[/C][C]0.483785[/C][/ROW]
[ROW][C]36[/C][C]-0.019255[/C][C]-0.1656[/C][C]0.434446[/C][/ROW]
[ROW][C]37[/C][C]-0.037465[/C][C]-0.3223[/C][C]0.374071[/C][/ROW]
[ROW][C]38[/C][C]-0.023104[/C][C]-0.1987[/C][C]0.421502[/C][/ROW]
[ROW][C]39[/C][C]-0.053137[/C][C]-0.4571[/C][C]0.32447[/C][/ROW]
[ROW][C]40[/C][C]0.025878[/C][C]0.2226[/C][C]0.412227[/C][/ROW]
[ROW][C]41[/C][C]0.005884[/C][C]0.0506[/C][C]0.479885[/C][/ROW]
[ROW][C]42[/C][C]-0.018892[/C][C]-0.1625[/C][C]0.435671[/C][/ROW]
[ROW][C]43[/C][C]0.005639[/C][C]0.0485[/C][C]0.480721[/C][/ROW]
[ROW][C]44[/C][C]0.082969[/C][C]0.7137[/C][C]0.23882[/C][/ROW]
[ROW][C]45[/C][C]-0.012889[/C][C]-0.1109[/C][C]0.456008[/C][/ROW]
[ROW][C]46[/C][C]-0.036181[/C][C]-0.3112[/C][C]0.378245[/C][/ROW]
[ROW][C]47[/C][C]-0.021732[/C][C]-0.1869[/C][C]0.426106[/C][/ROW]
[ROW][C]48[/C][C]-0.024276[/C][C]-0.2088[/C][C]0.417576[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151404&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151404&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
10.0947370.8150.208855
2-0.025391-0.21840.413851
30.0014650.01260.494989
4-0.020379-0.17530.430659
5-0.040505-0.34840.364249
6-0.040006-0.34410.365857
7-0.017802-0.15310.439352
8-0.009132-0.07860.468798
90.0426710.36710.357307
100.0139870.12030.452278
11-0.001021-0.00880.496508
12-0.047055-0.40480.343404
13-0.087193-0.75010.227798
14-0.0203-0.17460.430923
15-0.006964-0.05990.476195
16-0.000865-0.00740.497041
17-0.005724-0.04920.480432
18-0.013188-0.11340.454991
19-0.005001-0.0430.482899
20-0.000272-0.00230.499071
21-0.00214-0.01840.492681
220.0154130.13260.447439
23-0.012493-0.10750.457354
24-0.011405-0.09810.461054
250.0065730.05650.47753
26-0.001476-0.01270.494951
270.0077560.06670.473494
280.0065940.05670.47746
290.0109030.09380.462765
30-0.019345-0.16640.434142
31-0.015252-0.13120.447985
32-0.020953-0.18020.428728
33-0.003466-0.02980.488146
340.0051930.04470.482244
35-0.004742-0.04080.483785
36-0.019255-0.16560.434446
37-0.037465-0.32230.374071
38-0.023104-0.19870.421502
39-0.053137-0.45710.32447
400.0258780.22260.412227
410.0058840.05060.479885
42-0.018892-0.16250.435671
430.0056390.04850.480721
440.0829690.71370.23882
45-0.012889-0.11090.456008
46-0.036181-0.31120.378245
47-0.021732-0.18690.426106
48-0.024276-0.20880.417576






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0947370.8150.208855
2-0.034677-0.29830.383153
30.0073130.06290.475003
4-0.022343-0.19220.424056
5-0.036479-0.31380.377276
6-0.034226-0.29440.38463
7-0.012993-0.11180.455655
8-0.008646-0.07440.470456
90.042840.36850.356768
100.0026340.02270.490993
11-0.003123-0.02690.489321
12-0.050088-0.43090.333906
13-0.079784-0.68630.247325
14-0.005472-0.04710.481291
15-0.006031-0.05190.479383
160.0006990.0060.497609
17-0.011236-0.09670.461631
18-0.023718-0.2040.419445
19-0.012115-0.10420.458639
20-0.00516-0.04440.482356
21-0.001495-0.01290.494887
220.022130.19040.424771
23-0.016642-0.14320.443277
24-0.011955-0.10280.459184
25-0.001922-0.01650.493427
26-0.010842-0.09330.462973
270.008920.07670.46952
280.0045390.0390.484481
290.0088830.07640.469649
30-0.025203-0.21680.41448
31-0.017746-0.15270.439543
32-0.021632-0.18610.426443
330.0010110.00870.496542
340.0060430.0520.47934
35-0.004409-0.03790.484924
36-0.025864-0.22250.412273
37-0.041406-0.35620.361357
38-0.022897-0.1970.422197
39-0.052632-0.45280.326023
400.0380890.32770.37205
41-0.002591-0.02230.491139
42-0.022816-0.19630.422467
43-0.004689-0.04030.483968
440.0710040.61080.271602
45-0.033213-0.28570.387951
46-0.02459-0.21150.416527
47-0.019101-0.16430.434968
48-0.019971-0.17180.432033

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.094737 & 0.815 & 0.208855 \tabularnewline
2 & -0.034677 & -0.2983 & 0.383153 \tabularnewline
3 & 0.007313 & 0.0629 & 0.475003 \tabularnewline
4 & -0.022343 & -0.1922 & 0.424056 \tabularnewline
5 & -0.036479 & -0.3138 & 0.377276 \tabularnewline
6 & -0.034226 & -0.2944 & 0.38463 \tabularnewline
7 & -0.012993 & -0.1118 & 0.455655 \tabularnewline
8 & -0.008646 & -0.0744 & 0.470456 \tabularnewline
9 & 0.04284 & 0.3685 & 0.356768 \tabularnewline
10 & 0.002634 & 0.0227 & 0.490993 \tabularnewline
11 & -0.003123 & -0.0269 & 0.489321 \tabularnewline
12 & -0.050088 & -0.4309 & 0.333906 \tabularnewline
13 & -0.079784 & -0.6863 & 0.247325 \tabularnewline
14 & -0.005472 & -0.0471 & 0.481291 \tabularnewline
15 & -0.006031 & -0.0519 & 0.479383 \tabularnewline
16 & 0.000699 & 0.006 & 0.497609 \tabularnewline
17 & -0.011236 & -0.0967 & 0.461631 \tabularnewline
18 & -0.023718 & -0.204 & 0.419445 \tabularnewline
19 & -0.012115 & -0.1042 & 0.458639 \tabularnewline
20 & -0.00516 & -0.0444 & 0.482356 \tabularnewline
21 & -0.001495 & -0.0129 & 0.494887 \tabularnewline
22 & 0.02213 & 0.1904 & 0.424771 \tabularnewline
23 & -0.016642 & -0.1432 & 0.443277 \tabularnewline
24 & -0.011955 & -0.1028 & 0.459184 \tabularnewline
25 & -0.001922 & -0.0165 & 0.493427 \tabularnewline
26 & -0.010842 & -0.0933 & 0.462973 \tabularnewline
27 & 0.00892 & 0.0767 & 0.46952 \tabularnewline
28 & 0.004539 & 0.039 & 0.484481 \tabularnewline
29 & 0.008883 & 0.0764 & 0.469649 \tabularnewline
30 & -0.025203 & -0.2168 & 0.41448 \tabularnewline
31 & -0.017746 & -0.1527 & 0.439543 \tabularnewline
32 & -0.021632 & -0.1861 & 0.426443 \tabularnewline
33 & 0.001011 & 0.0087 & 0.496542 \tabularnewline
34 & 0.006043 & 0.052 & 0.47934 \tabularnewline
35 & -0.004409 & -0.0379 & 0.484924 \tabularnewline
36 & -0.025864 & -0.2225 & 0.412273 \tabularnewline
37 & -0.041406 & -0.3562 & 0.361357 \tabularnewline
38 & -0.022897 & -0.197 & 0.422197 \tabularnewline
39 & -0.052632 & -0.4528 & 0.326023 \tabularnewline
40 & 0.038089 & 0.3277 & 0.37205 \tabularnewline
41 & -0.002591 & -0.0223 & 0.491139 \tabularnewline
42 & -0.022816 & -0.1963 & 0.422467 \tabularnewline
43 & -0.004689 & -0.0403 & 0.483968 \tabularnewline
44 & 0.071004 & 0.6108 & 0.271602 \tabularnewline
45 & -0.033213 & -0.2857 & 0.387951 \tabularnewline
46 & -0.02459 & -0.2115 & 0.416527 \tabularnewline
47 & -0.019101 & -0.1643 & 0.434968 \tabularnewline
48 & -0.019971 & -0.1718 & 0.432033 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151404&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]0.094737[/C][C]0.815[/C][C]0.208855[/C][/ROW]
[ROW][C]2[/C][C]-0.034677[/C][C]-0.2983[/C][C]0.383153[/C][/ROW]
[ROW][C]3[/C][C]0.007313[/C][C]0.0629[/C][C]0.475003[/C][/ROW]
[ROW][C]4[/C][C]-0.022343[/C][C]-0.1922[/C][C]0.424056[/C][/ROW]
[ROW][C]5[/C][C]-0.036479[/C][C]-0.3138[/C][C]0.377276[/C][/ROW]
[ROW][C]6[/C][C]-0.034226[/C][C]-0.2944[/C][C]0.38463[/C][/ROW]
[ROW][C]7[/C][C]-0.012993[/C][C]-0.1118[/C][C]0.455655[/C][/ROW]
[ROW][C]8[/C][C]-0.008646[/C][C]-0.0744[/C][C]0.470456[/C][/ROW]
[ROW][C]9[/C][C]0.04284[/C][C]0.3685[/C][C]0.356768[/C][/ROW]
[ROW][C]10[/C][C]0.002634[/C][C]0.0227[/C][C]0.490993[/C][/ROW]
[ROW][C]11[/C][C]-0.003123[/C][C]-0.0269[/C][C]0.489321[/C][/ROW]
[ROW][C]12[/C][C]-0.050088[/C][C]-0.4309[/C][C]0.333906[/C][/ROW]
[ROW][C]13[/C][C]-0.079784[/C][C]-0.6863[/C][C]0.247325[/C][/ROW]
[ROW][C]14[/C][C]-0.005472[/C][C]-0.0471[/C][C]0.481291[/C][/ROW]
[ROW][C]15[/C][C]-0.006031[/C][C]-0.0519[/C][C]0.479383[/C][/ROW]
[ROW][C]16[/C][C]0.000699[/C][C]0.006[/C][C]0.497609[/C][/ROW]
[ROW][C]17[/C][C]-0.011236[/C][C]-0.0967[/C][C]0.461631[/C][/ROW]
[ROW][C]18[/C][C]-0.023718[/C][C]-0.204[/C][C]0.419445[/C][/ROW]
[ROW][C]19[/C][C]-0.012115[/C][C]-0.1042[/C][C]0.458639[/C][/ROW]
[ROW][C]20[/C][C]-0.00516[/C][C]-0.0444[/C][C]0.482356[/C][/ROW]
[ROW][C]21[/C][C]-0.001495[/C][C]-0.0129[/C][C]0.494887[/C][/ROW]
[ROW][C]22[/C][C]0.02213[/C][C]0.1904[/C][C]0.424771[/C][/ROW]
[ROW][C]23[/C][C]-0.016642[/C][C]-0.1432[/C][C]0.443277[/C][/ROW]
[ROW][C]24[/C][C]-0.011955[/C][C]-0.1028[/C][C]0.459184[/C][/ROW]
[ROW][C]25[/C][C]-0.001922[/C][C]-0.0165[/C][C]0.493427[/C][/ROW]
[ROW][C]26[/C][C]-0.010842[/C][C]-0.0933[/C][C]0.462973[/C][/ROW]
[ROW][C]27[/C][C]0.00892[/C][C]0.0767[/C][C]0.46952[/C][/ROW]
[ROW][C]28[/C][C]0.004539[/C][C]0.039[/C][C]0.484481[/C][/ROW]
[ROW][C]29[/C][C]0.008883[/C][C]0.0764[/C][C]0.469649[/C][/ROW]
[ROW][C]30[/C][C]-0.025203[/C][C]-0.2168[/C][C]0.41448[/C][/ROW]
[ROW][C]31[/C][C]-0.017746[/C][C]-0.1527[/C][C]0.439543[/C][/ROW]
[ROW][C]32[/C][C]-0.021632[/C][C]-0.1861[/C][C]0.426443[/C][/ROW]
[ROW][C]33[/C][C]0.001011[/C][C]0.0087[/C][C]0.496542[/C][/ROW]
[ROW][C]34[/C][C]0.006043[/C][C]0.052[/C][C]0.47934[/C][/ROW]
[ROW][C]35[/C][C]-0.004409[/C][C]-0.0379[/C][C]0.484924[/C][/ROW]
[ROW][C]36[/C][C]-0.025864[/C][C]-0.2225[/C][C]0.412273[/C][/ROW]
[ROW][C]37[/C][C]-0.041406[/C][C]-0.3562[/C][C]0.361357[/C][/ROW]
[ROW][C]38[/C][C]-0.022897[/C][C]-0.197[/C][C]0.422197[/C][/ROW]
[ROW][C]39[/C][C]-0.052632[/C][C]-0.4528[/C][C]0.326023[/C][/ROW]
[ROW][C]40[/C][C]0.038089[/C][C]0.3277[/C][C]0.37205[/C][/ROW]
[ROW][C]41[/C][C]-0.002591[/C][C]-0.0223[/C][C]0.491139[/C][/ROW]
[ROW][C]42[/C][C]-0.022816[/C][C]-0.1963[/C][C]0.422467[/C][/ROW]
[ROW][C]43[/C][C]-0.004689[/C][C]-0.0403[/C][C]0.483968[/C][/ROW]
[ROW][C]44[/C][C]0.071004[/C][C]0.6108[/C][C]0.271602[/C][/ROW]
[ROW][C]45[/C][C]-0.033213[/C][C]-0.2857[/C][C]0.387951[/C][/ROW]
[ROW][C]46[/C][C]-0.02459[/C][C]-0.2115[/C][C]0.416527[/C][/ROW]
[ROW][C]47[/C][C]-0.019101[/C][C]-0.1643[/C][C]0.434968[/C][/ROW]
[ROW][C]48[/C][C]-0.019971[/C][C]-0.1718[/C][C]0.432033[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151404&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151404&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
10.0947370.8150.208855
2-0.034677-0.29830.383153
30.0073130.06290.475003
4-0.022343-0.19220.424056
5-0.036479-0.31380.377276
6-0.034226-0.29440.38463
7-0.012993-0.11180.455655
8-0.008646-0.07440.470456
90.042840.36850.356768
100.0026340.02270.490993
11-0.003123-0.02690.489321
12-0.050088-0.43090.333906
13-0.079784-0.68630.247325
14-0.005472-0.04710.481291
15-0.006031-0.05190.479383
160.0006990.0060.497609
17-0.011236-0.09670.461631
18-0.023718-0.2040.419445
19-0.012115-0.10420.458639
20-0.00516-0.04440.482356
21-0.001495-0.01290.494887
220.022130.19040.424771
23-0.016642-0.14320.443277
24-0.011955-0.10280.459184
25-0.001922-0.01650.493427
26-0.010842-0.09330.462973
270.008920.07670.46952
280.0045390.0390.484481
290.0088830.07640.469649
30-0.025203-0.21680.41448
31-0.017746-0.15270.439543
32-0.021632-0.18610.426443
330.0010110.00870.496542
340.0060430.0520.47934
35-0.004409-0.03790.484924
36-0.025864-0.22250.412273
37-0.041406-0.35620.361357
38-0.022897-0.1970.422197
39-0.052632-0.45280.326023
400.0380890.32770.37205
41-0.002591-0.02230.491139
42-0.022816-0.19630.422467
43-0.004689-0.04030.483968
440.0710040.61080.271602
45-0.033213-0.28570.387951
46-0.02459-0.21150.416527
47-0.019101-0.16430.434968
48-0.019971-0.17180.432033


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')