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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, 15 Nov 2011 07:53:54 -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/Nov/15/t1321361661z89z5k2vn7x37nf.htm/, Retrieved Fri, 26 Apr 2024 01:37:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=142811, Retrieved Fri, 26 Apr 2024 01:37:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W12
Estimated Impact89

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] [] [2011-11-15 12:53:54] [cc1ece1bb71b9752e72e266b4a37553b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
117,87
117,74
117,61
117,55
117,06
117,08
117,21
117,58
117,27
117,14
116,52
116,16
114,79
114,97
114,66
114,3
114,48
114,96
115,44
116,38
116,5
116,2
116,37
116,46
115,07
115,03
115,15
114,71
114,67
115,49
114,65
114,92
114,17
112,8
112,28
112,05
111,03
110,4
109,08
107,89
107,26
107,76
107,32
107,15
108,04
106,52
106,62
106,47
105,46
106,13
105,15
105,39
104,57
104,29
104,09
104,51
103,39
102,71
102,62
101,94
101,65
101,86
101,27
101,21
102,15
102,07
102,8
103,39
102,71
102,65
101,12
100,29

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'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 & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=142811&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=142811&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=142811&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'Herman Ole Andreas Wold' @ wold.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.000641-0.00540.497853
20.1622471.36710.08795
30.2313561.94940.027597
4-0.19996-1.68490.0482
5-0.124491-1.0490.148872
60.062290.52490.300657
7-0.201189-1.69530.047205
8-0.10413-0.87740.191611
90.0814970.68670.247252
10-0.083716-0.70540.241433
11-0.045422-0.38270.351532
120.2524972.12760.018423
13-0.044478-0.37480.354473
140.0152930.12890.448915
150.067910.57220.28449
16-0.183007-1.5420.063754
17-0.128995-1.08690.140372
180.1109280.93470.176557
19-0.273165-2.30170.012144
200.1010790.85170.198621
21-0.054123-0.45610.324873
220.0066740.05620.477655
230.1076580.90710.183699
240.0873260.73580.232131
25-0.014304-0.12050.452203
260.02490.20980.417207
27-0.126304-1.06430.145409
28-0.094683-0.79780.21382
29-0.108282-0.91240.182324
30-0.057412-0.48380.31502
31-0.149419-1.2590.106072
320.0247290.20840.417769
330.0050640.04270.483043
34-0.089798-0.75670.225881
350.1111450.93650.176089
360.0593970.50050.30914
37-0.027404-0.23090.409023
380.1533111.29180.100304
39-0.095343-0.80340.21222
40-0.044243-0.37280.355204
41-0.012449-0.10490.458376
42-0.021117-0.17790.42964
43-0.083237-0.70140.242684
440.1017650.85750.197031
450.0290610.24490.403631
460.1048470.88350.189985
470.1112710.93760.175818
480.0878340.74010.230838

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.000641 & -0.0054 & 0.497853 \tabularnewline
2 & 0.162247 & 1.3671 & 0.08795 \tabularnewline
3 & 0.231356 & 1.9494 & 0.027597 \tabularnewline
4 & -0.19996 & -1.6849 & 0.0482 \tabularnewline
5 & -0.124491 & -1.049 & 0.148872 \tabularnewline
6 & 0.06229 & 0.5249 & 0.300657 \tabularnewline
7 & -0.201189 & -1.6953 & 0.047205 \tabularnewline
8 & -0.10413 & -0.8774 & 0.191611 \tabularnewline
9 & 0.081497 & 0.6867 & 0.247252 \tabularnewline
10 & -0.083716 & -0.7054 & 0.241433 \tabularnewline
11 & -0.045422 & -0.3827 & 0.351532 \tabularnewline
12 & 0.252497 & 2.1276 & 0.018423 \tabularnewline
13 & -0.044478 & -0.3748 & 0.354473 \tabularnewline
14 & 0.015293 & 0.1289 & 0.448915 \tabularnewline
15 & 0.06791 & 0.5722 & 0.28449 \tabularnewline
16 & -0.183007 & -1.542 & 0.063754 \tabularnewline
17 & -0.128995 & -1.0869 & 0.140372 \tabularnewline
18 & 0.110928 & 0.9347 & 0.176557 \tabularnewline
19 & -0.273165 & -2.3017 & 0.012144 \tabularnewline
20 & 0.101079 & 0.8517 & 0.198621 \tabularnewline
21 & -0.054123 & -0.4561 & 0.324873 \tabularnewline
22 & 0.006674 & 0.0562 & 0.477655 \tabularnewline
23 & 0.107658 & 0.9071 & 0.183699 \tabularnewline
24 & 0.087326 & 0.7358 & 0.232131 \tabularnewline
25 & -0.014304 & -0.1205 & 0.452203 \tabularnewline
26 & 0.0249 & 0.2098 & 0.417207 \tabularnewline
27 & -0.126304 & -1.0643 & 0.145409 \tabularnewline
28 & -0.094683 & -0.7978 & 0.21382 \tabularnewline
29 & -0.108282 & -0.9124 & 0.182324 \tabularnewline
30 & -0.057412 & -0.4838 & 0.31502 \tabularnewline
31 & -0.149419 & -1.259 & 0.106072 \tabularnewline
32 & 0.024729 & 0.2084 & 0.417769 \tabularnewline
33 & 0.005064 & 0.0427 & 0.483043 \tabularnewline
34 & -0.089798 & -0.7567 & 0.225881 \tabularnewline
35 & 0.111145 & 0.9365 & 0.176089 \tabularnewline
36 & 0.059397 & 0.5005 & 0.30914 \tabularnewline
37 & -0.027404 & -0.2309 & 0.409023 \tabularnewline
38 & 0.153311 & 1.2918 & 0.100304 \tabularnewline
39 & -0.095343 & -0.8034 & 0.21222 \tabularnewline
40 & -0.044243 & -0.3728 & 0.355204 \tabularnewline
41 & -0.012449 & -0.1049 & 0.458376 \tabularnewline
42 & -0.021117 & -0.1779 & 0.42964 \tabularnewline
43 & -0.083237 & -0.7014 & 0.242684 \tabularnewline
44 & 0.101765 & 0.8575 & 0.197031 \tabularnewline
45 & 0.029061 & 0.2449 & 0.403631 \tabularnewline
46 & 0.104847 & 0.8835 & 0.189985 \tabularnewline
47 & 0.111271 & 0.9376 & 0.175818 \tabularnewline
48 & 0.087834 & 0.7401 & 0.230838 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=142811&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]-0.000641[/C][C]-0.0054[/C][C]0.497853[/C][/ROW]
[ROW][C]2[/C][C]0.162247[/C][C]1.3671[/C][C]0.08795[/C][/ROW]
[ROW][C]3[/C][C]0.231356[/C][C]1.9494[/C][C]0.027597[/C][/ROW]
[ROW][C]4[/C][C]-0.19996[/C][C]-1.6849[/C][C]0.0482[/C][/ROW]
[ROW][C]5[/C][C]-0.124491[/C][C]-1.049[/C][C]0.148872[/C][/ROW]
[ROW][C]6[/C][C]0.06229[/C][C]0.5249[/C][C]0.300657[/C][/ROW]
[ROW][C]7[/C][C]-0.201189[/C][C]-1.6953[/C][C]0.047205[/C][/ROW]
[ROW][C]8[/C][C]-0.10413[/C][C]-0.8774[/C][C]0.191611[/C][/ROW]
[ROW][C]9[/C][C]0.081497[/C][C]0.6867[/C][C]0.247252[/C][/ROW]
[ROW][C]10[/C][C]-0.083716[/C][C]-0.7054[/C][C]0.241433[/C][/ROW]
[ROW][C]11[/C][C]-0.045422[/C][C]-0.3827[/C][C]0.351532[/C][/ROW]
[ROW][C]12[/C][C]0.252497[/C][C]2.1276[/C][C]0.018423[/C][/ROW]
[ROW][C]13[/C][C]-0.044478[/C][C]-0.3748[/C][C]0.354473[/C][/ROW]
[ROW][C]14[/C][C]0.015293[/C][C]0.1289[/C][C]0.448915[/C][/ROW]
[ROW][C]15[/C][C]0.06791[/C][C]0.5722[/C][C]0.28449[/C][/ROW]
[ROW][C]16[/C][C]-0.183007[/C][C]-1.542[/C][C]0.063754[/C][/ROW]
[ROW][C]17[/C][C]-0.128995[/C][C]-1.0869[/C][C]0.140372[/C][/ROW]
[ROW][C]18[/C][C]0.110928[/C][C]0.9347[/C][C]0.176557[/C][/ROW]
[ROW][C]19[/C][C]-0.273165[/C][C]-2.3017[/C][C]0.012144[/C][/ROW]
[ROW][C]20[/C][C]0.101079[/C][C]0.8517[/C][C]0.198621[/C][/ROW]
[ROW][C]21[/C][C]-0.054123[/C][C]-0.4561[/C][C]0.324873[/C][/ROW]
[ROW][C]22[/C][C]0.006674[/C][C]0.0562[/C][C]0.477655[/C][/ROW]
[ROW][C]23[/C][C]0.107658[/C][C]0.9071[/C][C]0.183699[/C][/ROW]
[ROW][C]24[/C][C]0.087326[/C][C]0.7358[/C][C]0.232131[/C][/ROW]
[ROW][C]25[/C][C]-0.014304[/C][C]-0.1205[/C][C]0.452203[/C][/ROW]
[ROW][C]26[/C][C]0.0249[/C][C]0.2098[/C][C]0.417207[/C][/ROW]
[ROW][C]27[/C][C]-0.126304[/C][C]-1.0643[/C][C]0.145409[/C][/ROW]
[ROW][C]28[/C][C]-0.094683[/C][C]-0.7978[/C][C]0.21382[/C][/ROW]
[ROW][C]29[/C][C]-0.108282[/C][C]-0.9124[/C][C]0.182324[/C][/ROW]
[ROW][C]30[/C][C]-0.057412[/C][C]-0.4838[/C][C]0.31502[/C][/ROW]
[ROW][C]31[/C][C]-0.149419[/C][C]-1.259[/C][C]0.106072[/C][/ROW]
[ROW][C]32[/C][C]0.024729[/C][C]0.2084[/C][C]0.417769[/C][/ROW]
[ROW][C]33[/C][C]0.005064[/C][C]0.0427[/C][C]0.483043[/C][/ROW]
[ROW][C]34[/C][C]-0.089798[/C][C]-0.7567[/C][C]0.225881[/C][/ROW]
[ROW][C]35[/C][C]0.111145[/C][C]0.9365[/C][C]0.176089[/C][/ROW]
[ROW][C]36[/C][C]0.059397[/C][C]0.5005[/C][C]0.30914[/C][/ROW]
[ROW][C]37[/C][C]-0.027404[/C][C]-0.2309[/C][C]0.409023[/C][/ROW]
[ROW][C]38[/C][C]0.153311[/C][C]1.2918[/C][C]0.100304[/C][/ROW]
[ROW][C]39[/C][C]-0.095343[/C][C]-0.8034[/C][C]0.21222[/C][/ROW]
[ROW][C]40[/C][C]-0.044243[/C][C]-0.3728[/C][C]0.355204[/C][/ROW]
[ROW][C]41[/C][C]-0.012449[/C][C]-0.1049[/C][C]0.458376[/C][/ROW]
[ROW][C]42[/C][C]-0.021117[/C][C]-0.1779[/C][C]0.42964[/C][/ROW]
[ROW][C]43[/C][C]-0.083237[/C][C]-0.7014[/C][C]0.242684[/C][/ROW]
[ROW][C]44[/C][C]0.101765[/C][C]0.8575[/C][C]0.197031[/C][/ROW]
[ROW][C]45[/C][C]0.029061[/C][C]0.2449[/C][C]0.403631[/C][/ROW]
[ROW][C]46[/C][C]0.104847[/C][C]0.8835[/C][C]0.189985[/C][/ROW]
[ROW][C]47[/C][C]0.111271[/C][C]0.9376[/C][C]0.175818[/C][/ROW]
[ROW][C]48[/C][C]0.087834[/C][C]0.7401[/C][C]0.230838[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=142811&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=142811&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
1-0.000641-0.00540.497853
20.1622471.36710.08795
30.2313561.94940.027597
4-0.19996-1.68490.0482
5-0.124491-1.0490.148872
60.062290.52490.300657
7-0.201189-1.69530.047205
8-0.10413-0.87740.191611
90.0814970.68670.247252
10-0.083716-0.70540.241433
11-0.045422-0.38270.351532
120.2524972.12760.018423
13-0.044478-0.37480.354473
140.0152930.12890.448915
150.067910.57220.28449
16-0.183007-1.5420.063754
17-0.128995-1.08690.140372
180.1109280.93470.176557
19-0.273165-2.30170.012144
200.1010790.85170.198621
21-0.054123-0.45610.324873
220.0066740.05620.477655
230.1076580.90710.183699
240.0873260.73580.232131
25-0.014304-0.12050.452203
260.02490.20980.417207
27-0.126304-1.06430.145409
28-0.094683-0.79780.21382
29-0.108282-0.91240.182324
30-0.057412-0.48380.31502
31-0.149419-1.2590.106072
320.0247290.20840.417769
330.0050640.04270.483043
34-0.089798-0.75670.225881
350.1111450.93650.176089
360.0593970.50050.30914
37-0.027404-0.23090.409023
380.1533111.29180.100304
39-0.095343-0.80340.21222
40-0.044243-0.37280.355204
41-0.012449-0.10490.458376
42-0.021117-0.17790.42964
43-0.083237-0.70140.242684
440.1017650.85750.197031
450.0290610.24490.403631
460.1048470.88350.189985
470.1112710.93760.175818
480.0878340.74010.230838






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.000641-0.00540.497853
20.1622471.36710.087951
30.2378082.00380.024454
4-0.236337-1.99140.025142
5-0.236083-1.98930.025262
60.1002460.84470.200562
7-0.022947-0.19340.423615
8-0.133161-1.1220.132815
90.0280060.2360.407063
100.0485060.40870.341988
11-0.071275-0.60060.275019
120.1713771.44410.076562
130.0242250.20410.41942
14-0.077053-0.64930.259132
15-0.108037-0.91030.182863
16-0.096889-0.81640.2085
17-0.066962-0.56420.287188
180.1518681.27970.102415
19-0.171448-1.44460.076478
200.0870210.73320.23291
21-0.1455-1.2260.112123
220.1338781.12810.131542
230.0860730.72530.235338
24-0.014975-0.12620.449971
25-0.10119-0.85260.198362
26-0.075188-0.63350.264205
27-0.169023-1.42420.079382
280.058240.49070.312562
29-0.019849-0.16730.433823
30-0.045685-0.3850.350713
31-0.142045-1.19690.117664
32-0.038873-0.32750.372109
330.1178650.99310.162006
34-0.118132-0.99540.161462
35-0.04348-0.36640.35759
36-0.017545-0.14780.441446
370.0242920.20470.419201
38-0.004604-0.03880.484581
390.025770.21710.414359
40-0.119556-1.00740.158582
41-0.014305-0.12050.4522
42-0.00363-0.03060.487842
43-0.003955-0.03330.486754
440.0495710.41770.338715
450.0329540.27770.391035
460.0799360.67350.251392
47-0.008388-0.07070.471926
48-0.033252-0.28020.390073

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.000641 & -0.0054 & 0.497853 \tabularnewline
2 & 0.162247 & 1.3671 & 0.087951 \tabularnewline
3 & 0.237808 & 2.0038 & 0.024454 \tabularnewline
4 & -0.236337 & -1.9914 & 0.025142 \tabularnewline
5 & -0.236083 & -1.9893 & 0.025262 \tabularnewline
6 & 0.100246 & 0.8447 & 0.200562 \tabularnewline
7 & -0.022947 & -0.1934 & 0.423615 \tabularnewline
8 & -0.133161 & -1.122 & 0.132815 \tabularnewline
9 & 0.028006 & 0.236 & 0.407063 \tabularnewline
10 & 0.048506 & 0.4087 & 0.341988 \tabularnewline
11 & -0.071275 & -0.6006 & 0.275019 \tabularnewline
12 & 0.171377 & 1.4441 & 0.076562 \tabularnewline
13 & 0.024225 & 0.2041 & 0.41942 \tabularnewline
14 & -0.077053 & -0.6493 & 0.259132 \tabularnewline
15 & -0.108037 & -0.9103 & 0.182863 \tabularnewline
16 & -0.096889 & -0.8164 & 0.2085 \tabularnewline
17 & -0.066962 & -0.5642 & 0.287188 \tabularnewline
18 & 0.151868 & 1.2797 & 0.102415 \tabularnewline
19 & -0.171448 & -1.4446 & 0.076478 \tabularnewline
20 & 0.087021 & 0.7332 & 0.23291 \tabularnewline
21 & -0.1455 & -1.226 & 0.112123 \tabularnewline
22 & 0.133878 & 1.1281 & 0.131542 \tabularnewline
23 & 0.086073 & 0.7253 & 0.235338 \tabularnewline
24 & -0.014975 & -0.1262 & 0.449971 \tabularnewline
25 & -0.10119 & -0.8526 & 0.198362 \tabularnewline
26 & -0.075188 & -0.6335 & 0.264205 \tabularnewline
27 & -0.169023 & -1.4242 & 0.079382 \tabularnewline
28 & 0.05824 & 0.4907 & 0.312562 \tabularnewline
29 & -0.019849 & -0.1673 & 0.433823 \tabularnewline
30 & -0.045685 & -0.385 & 0.350713 \tabularnewline
31 & -0.142045 & -1.1969 & 0.117664 \tabularnewline
32 & -0.038873 & -0.3275 & 0.372109 \tabularnewline
33 & 0.117865 & 0.9931 & 0.162006 \tabularnewline
34 & -0.118132 & -0.9954 & 0.161462 \tabularnewline
35 & -0.04348 & -0.3664 & 0.35759 \tabularnewline
36 & -0.017545 & -0.1478 & 0.441446 \tabularnewline
37 & 0.024292 & 0.2047 & 0.419201 \tabularnewline
38 & -0.004604 & -0.0388 & 0.484581 \tabularnewline
39 & 0.02577 & 0.2171 & 0.414359 \tabularnewline
40 & -0.119556 & -1.0074 & 0.158582 \tabularnewline
41 & -0.014305 & -0.1205 & 0.4522 \tabularnewline
42 & -0.00363 & -0.0306 & 0.487842 \tabularnewline
43 & -0.003955 & -0.0333 & 0.486754 \tabularnewline
44 & 0.049571 & 0.4177 & 0.338715 \tabularnewline
45 & 0.032954 & 0.2777 & 0.391035 \tabularnewline
46 & 0.079936 & 0.6735 & 0.251392 \tabularnewline
47 & -0.008388 & -0.0707 & 0.471926 \tabularnewline
48 & -0.033252 & -0.2802 & 0.390073 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=142811&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]-0.000641[/C][C]-0.0054[/C][C]0.497853[/C][/ROW]
[ROW][C]2[/C][C]0.162247[/C][C]1.3671[/C][C]0.087951[/C][/ROW]
[ROW][C]3[/C][C]0.237808[/C][C]2.0038[/C][C]0.024454[/C][/ROW]
[ROW][C]4[/C][C]-0.236337[/C][C]-1.9914[/C][C]0.025142[/C][/ROW]
[ROW][C]5[/C][C]-0.236083[/C][C]-1.9893[/C][C]0.025262[/C][/ROW]
[ROW][C]6[/C][C]0.100246[/C][C]0.8447[/C][C]0.200562[/C][/ROW]
[ROW][C]7[/C][C]-0.022947[/C][C]-0.1934[/C][C]0.423615[/C][/ROW]
[ROW][C]8[/C][C]-0.133161[/C][C]-1.122[/C][C]0.132815[/C][/ROW]
[ROW][C]9[/C][C]0.028006[/C][C]0.236[/C][C]0.407063[/C][/ROW]
[ROW][C]10[/C][C]0.048506[/C][C]0.4087[/C][C]0.341988[/C][/ROW]
[ROW][C]11[/C][C]-0.071275[/C][C]-0.6006[/C][C]0.275019[/C][/ROW]
[ROW][C]12[/C][C]0.171377[/C][C]1.4441[/C][C]0.076562[/C][/ROW]
[ROW][C]13[/C][C]0.024225[/C][C]0.2041[/C][C]0.41942[/C][/ROW]
[ROW][C]14[/C][C]-0.077053[/C][C]-0.6493[/C][C]0.259132[/C][/ROW]
[ROW][C]15[/C][C]-0.108037[/C][C]-0.9103[/C][C]0.182863[/C][/ROW]
[ROW][C]16[/C][C]-0.096889[/C][C]-0.8164[/C][C]0.2085[/C][/ROW]
[ROW][C]17[/C][C]-0.066962[/C][C]-0.5642[/C][C]0.287188[/C][/ROW]
[ROW][C]18[/C][C]0.151868[/C][C]1.2797[/C][C]0.102415[/C][/ROW]
[ROW][C]19[/C][C]-0.171448[/C][C]-1.4446[/C][C]0.076478[/C][/ROW]
[ROW][C]20[/C][C]0.087021[/C][C]0.7332[/C][C]0.23291[/C][/ROW]
[ROW][C]21[/C][C]-0.1455[/C][C]-1.226[/C][C]0.112123[/C][/ROW]
[ROW][C]22[/C][C]0.133878[/C][C]1.1281[/C][C]0.131542[/C][/ROW]
[ROW][C]23[/C][C]0.086073[/C][C]0.7253[/C][C]0.235338[/C][/ROW]
[ROW][C]24[/C][C]-0.014975[/C][C]-0.1262[/C][C]0.449971[/C][/ROW]
[ROW][C]25[/C][C]-0.10119[/C][C]-0.8526[/C][C]0.198362[/C][/ROW]
[ROW][C]26[/C][C]-0.075188[/C][C]-0.6335[/C][C]0.264205[/C][/ROW]
[ROW][C]27[/C][C]-0.169023[/C][C]-1.4242[/C][C]0.079382[/C][/ROW]
[ROW][C]28[/C][C]0.05824[/C][C]0.4907[/C][C]0.312562[/C][/ROW]
[ROW][C]29[/C][C]-0.019849[/C][C]-0.1673[/C][C]0.433823[/C][/ROW]
[ROW][C]30[/C][C]-0.045685[/C][C]-0.385[/C][C]0.350713[/C][/ROW]
[ROW][C]31[/C][C]-0.142045[/C][C]-1.1969[/C][C]0.117664[/C][/ROW]
[ROW][C]32[/C][C]-0.038873[/C][C]-0.3275[/C][C]0.372109[/C][/ROW]
[ROW][C]33[/C][C]0.117865[/C][C]0.9931[/C][C]0.162006[/C][/ROW]
[ROW][C]34[/C][C]-0.118132[/C][C]-0.9954[/C][C]0.161462[/C][/ROW]
[ROW][C]35[/C][C]-0.04348[/C][C]-0.3664[/C][C]0.35759[/C][/ROW]
[ROW][C]36[/C][C]-0.017545[/C][C]-0.1478[/C][C]0.441446[/C][/ROW]
[ROW][C]37[/C][C]0.024292[/C][C]0.2047[/C][C]0.419201[/C][/ROW]
[ROW][C]38[/C][C]-0.004604[/C][C]-0.0388[/C][C]0.484581[/C][/ROW]
[ROW][C]39[/C][C]0.02577[/C][C]0.2171[/C][C]0.414359[/C][/ROW]
[ROW][C]40[/C][C]-0.119556[/C][C]-1.0074[/C][C]0.158582[/C][/ROW]
[ROW][C]41[/C][C]-0.014305[/C][C]-0.1205[/C][C]0.4522[/C][/ROW]
[ROW][C]42[/C][C]-0.00363[/C][C]-0.0306[/C][C]0.487842[/C][/ROW]
[ROW][C]43[/C][C]-0.003955[/C][C]-0.0333[/C][C]0.486754[/C][/ROW]
[ROW][C]44[/C][C]0.049571[/C][C]0.4177[/C][C]0.338715[/C][/ROW]
[ROW][C]45[/C][C]0.032954[/C][C]0.2777[/C][C]0.391035[/C][/ROW]
[ROW][C]46[/C][C]0.079936[/C][C]0.6735[/C][C]0.251392[/C][/ROW]
[ROW][C]47[/C][C]-0.008388[/C][C]-0.0707[/C][C]0.471926[/C][/ROW]
[ROW][C]48[/C][C]-0.033252[/C][C]-0.2802[/C][C]0.390073[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=142811&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=142811&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
1-0.000641-0.00540.497853
20.1622471.36710.087951
30.2378082.00380.024454
4-0.236337-1.99140.025142
5-0.236083-1.98930.025262
60.1002460.84470.200562
7-0.022947-0.19340.423615
8-0.133161-1.1220.132815
90.0280060.2360.407063
100.0485060.40870.341988
11-0.071275-0.60060.275019
120.1713771.44410.076562
130.0242250.20410.41942
14-0.077053-0.64930.259132
15-0.108037-0.91030.182863
16-0.096889-0.81640.2085
17-0.066962-0.56420.287188
180.1518681.27970.102415
19-0.171448-1.44460.076478
200.0870210.73320.23291
21-0.1455-1.2260.112123
220.1338781.12810.131542
230.0860730.72530.235338
24-0.014975-0.12620.449971
25-0.10119-0.85260.198362
26-0.075188-0.63350.264205
27-0.169023-1.42420.079382
280.058240.49070.312562
29-0.019849-0.16730.433823
30-0.045685-0.3850.350713
31-0.142045-1.19690.117664
32-0.038873-0.32750.372109
330.1178650.99310.162006
34-0.118132-0.99540.161462
35-0.04348-0.36640.35759
36-0.017545-0.14780.441446
370.0242920.20470.419201
38-0.004604-0.03880.484581
390.025770.21710.414359
40-0.119556-1.00740.158582
41-0.014305-0.12050.4522
42-0.00363-0.03060.487842
43-0.003955-0.03330.486754
440.0495710.41770.338715
450.0329540.27770.391035
460.0799360.67350.251392
47-0.008388-0.07070.471926
48-0.033252-0.28020.390073


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')