FreeStatistics.org

Free Statistics

of Irreproducible Research!

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, 16 Nov 2011 14:06:02 -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/16/t1321470423rf1wswfm829tvlu.htm/, Retrieved Tue, 16 Apr 2024 22:22:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=144133, Retrieved Tue, 16 Apr 2024 22:22:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W12
Estimated Impact124

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] [Autocorrelation a...] [2011-11-16 19:06:02] [18e7d68ff235439d3990cca8ff3322f3] [Current]
- R P     [(Partial) Autocorrelation Function] [Autocorrelation a...] [2012-01-14 20:06:51] [2f66217252b2daf3dd95cd52f8493dc2]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
43
30
42
23
19
19
36
20
27
24
23
26
31
51
39
32
30
46
31
31
40
29
43
17
53
47
49
44
48
51
47
44
33
47
41
36
46
24
17
22
30
24
18
24
24
28
19
22
26
14
16
21
15
23
29
17
24
18
22
8
26
22
34
25
20
35
38
24
14
25
31
17
32
27
30
19
36
27
28
38
26
25
30
27

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=144133&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=144133&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=144133&T=0

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


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

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.458094.19853.3e-05
20.4819564.41721.5e-05
30.4146923.80070.000136
40.4711294.3182.1e-05
50.3458593.16990.001064
60.28072.57270.005925
70.3377163.09520.001336
80.2080151.90650.030003
90.2308522.11580.018661
100.1024940.93940.175115
110.2253932.06580.020966
120.1920491.76020.04101
130.0577380.52920.299038
140.0865690.79340.214885
15-0.009246-0.08470.466333
160.031090.28490.388195
17-0.079097-0.72490.235254
18-0.038934-0.35680.361054
19-0.112425-1.03040.152893
20-0.123737-1.13410.129997
21-0.224991-2.06210.021146
22-0.161469-1.47990.071322
23-0.228174-2.09130.019763
24-0.261258-2.39450.009435
25-0.256965-2.35510.010424
26-0.206334-1.89110.03103
27-0.18532-1.69850.046559
28-0.193973-1.77780.039529
29-0.151088-1.38470.084899
30-0.156584-1.43510.077483
31-0.138762-1.27180.103481
32-0.139295-1.27670.10262
33-0.140452-1.28730.10077
34-0.057524-0.52720.299716
35-0.179319-1.64350.052011
36-0.05259-0.4820.315532
37-0.129106-1.18330.120018
38-0.111489-1.02180.154902
39-0.138737-1.27150.103522
40-0.082473-0.75590.225919
41-0.065233-0.59790.275767
42-0.132362-1.21310.114243
43-0.065447-0.59980.275117
44-0.1145-1.04940.148499
45-0.019874-0.18210.427954
46-0.069892-0.64060.261771
47-0.090974-0.83380.203382
480.0307150.28150.389506

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.45809 & 4.1985 & 3.3e-05 \tabularnewline
2 & 0.481956 & 4.4172 & 1.5e-05 \tabularnewline
3 & 0.414692 & 3.8007 & 0.000136 \tabularnewline
4 & 0.471129 & 4.318 & 2.1e-05 \tabularnewline
5 & 0.345859 & 3.1699 & 0.001064 \tabularnewline
6 & 0.2807 & 2.5727 & 0.005925 \tabularnewline
7 & 0.337716 & 3.0952 & 0.001336 \tabularnewline
8 & 0.208015 & 1.9065 & 0.030003 \tabularnewline
9 & 0.230852 & 2.1158 & 0.018661 \tabularnewline
10 & 0.102494 & 0.9394 & 0.175115 \tabularnewline
11 & 0.225393 & 2.0658 & 0.020966 \tabularnewline
12 & 0.192049 & 1.7602 & 0.04101 \tabularnewline
13 & 0.057738 & 0.5292 & 0.299038 \tabularnewline
14 & 0.086569 & 0.7934 & 0.214885 \tabularnewline
15 & -0.009246 & -0.0847 & 0.466333 \tabularnewline
16 & 0.03109 & 0.2849 & 0.388195 \tabularnewline
17 & -0.079097 & -0.7249 & 0.235254 \tabularnewline
18 & -0.038934 & -0.3568 & 0.361054 \tabularnewline
19 & -0.112425 & -1.0304 & 0.152893 \tabularnewline
20 & -0.123737 & -1.1341 & 0.129997 \tabularnewline
21 & -0.224991 & -2.0621 & 0.021146 \tabularnewline
22 & -0.161469 & -1.4799 & 0.071322 \tabularnewline
23 & -0.228174 & -2.0913 & 0.019763 \tabularnewline
24 & -0.261258 & -2.3945 & 0.009435 \tabularnewline
25 & -0.256965 & -2.3551 & 0.010424 \tabularnewline
26 & -0.206334 & -1.8911 & 0.03103 \tabularnewline
27 & -0.18532 & -1.6985 & 0.046559 \tabularnewline
28 & -0.193973 & -1.7778 & 0.039529 \tabularnewline
29 & -0.151088 & -1.3847 & 0.084899 \tabularnewline
30 & -0.156584 & -1.4351 & 0.077483 \tabularnewline
31 & -0.138762 & -1.2718 & 0.103481 \tabularnewline
32 & -0.139295 & -1.2767 & 0.10262 \tabularnewline
33 & -0.140452 & -1.2873 & 0.10077 \tabularnewline
34 & -0.057524 & -0.5272 & 0.299716 \tabularnewline
35 & -0.179319 & -1.6435 & 0.052011 \tabularnewline
36 & -0.05259 & -0.482 & 0.315532 \tabularnewline
37 & -0.129106 & -1.1833 & 0.120018 \tabularnewline
38 & -0.111489 & -1.0218 & 0.154902 \tabularnewline
39 & -0.138737 & -1.2715 & 0.103522 \tabularnewline
40 & -0.082473 & -0.7559 & 0.225919 \tabularnewline
41 & -0.065233 & -0.5979 & 0.275767 \tabularnewline
42 & -0.132362 & -1.2131 & 0.114243 \tabularnewline
43 & -0.065447 & -0.5998 & 0.275117 \tabularnewline
44 & -0.1145 & -1.0494 & 0.148499 \tabularnewline
45 & -0.019874 & -0.1821 & 0.427954 \tabularnewline
46 & -0.069892 & -0.6406 & 0.261771 \tabularnewline
47 & -0.090974 & -0.8338 & 0.203382 \tabularnewline
48 & 0.030715 & 0.2815 & 0.389506 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=144133&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]0.45809[/C][C]4.1985[/C][C]3.3e-05[/C][/ROW]
[ROW][C]2[/C][C]0.481956[/C][C]4.4172[/C][C]1.5e-05[/C][/ROW]
[ROW][C]3[/C][C]0.414692[/C][C]3.8007[/C][C]0.000136[/C][/ROW]
[ROW][C]4[/C][C]0.471129[/C][C]4.318[/C][C]2.1e-05[/C][/ROW]
[ROW][C]5[/C][C]0.345859[/C][C]3.1699[/C][C]0.001064[/C][/ROW]
[ROW][C]6[/C][C]0.2807[/C][C]2.5727[/C][C]0.005925[/C][/ROW]
[ROW][C]7[/C][C]0.337716[/C][C]3.0952[/C][C]0.001336[/C][/ROW]
[ROW][C]8[/C][C]0.208015[/C][C]1.9065[/C][C]0.030003[/C][/ROW]
[ROW][C]9[/C][C]0.230852[/C][C]2.1158[/C][C]0.018661[/C][/ROW]
[ROW][C]10[/C][C]0.102494[/C][C]0.9394[/C][C]0.175115[/C][/ROW]
[ROW][C]11[/C][C]0.225393[/C][C]2.0658[/C][C]0.020966[/C][/ROW]
[ROW][C]12[/C][C]0.192049[/C][C]1.7602[/C][C]0.04101[/C][/ROW]
[ROW][C]13[/C][C]0.057738[/C][C]0.5292[/C][C]0.299038[/C][/ROW]
[ROW][C]14[/C][C]0.086569[/C][C]0.7934[/C][C]0.214885[/C][/ROW]
[ROW][C]15[/C][C]-0.009246[/C][C]-0.0847[/C][C]0.466333[/C][/ROW]
[ROW][C]16[/C][C]0.03109[/C][C]0.2849[/C][C]0.388195[/C][/ROW]
[ROW][C]17[/C][C]-0.079097[/C][C]-0.7249[/C][C]0.235254[/C][/ROW]
[ROW][C]18[/C][C]-0.038934[/C][C]-0.3568[/C][C]0.361054[/C][/ROW]
[ROW][C]19[/C][C]-0.112425[/C][C]-1.0304[/C][C]0.152893[/C][/ROW]
[ROW][C]20[/C][C]-0.123737[/C][C]-1.1341[/C][C]0.129997[/C][/ROW]
[ROW][C]21[/C][C]-0.224991[/C][C]-2.0621[/C][C]0.021146[/C][/ROW]
[ROW][C]22[/C][C]-0.161469[/C][C]-1.4799[/C][C]0.071322[/C][/ROW]
[ROW][C]23[/C][C]-0.228174[/C][C]-2.0913[/C][C]0.019763[/C][/ROW]
[ROW][C]24[/C][C]-0.261258[/C][C]-2.3945[/C][C]0.009435[/C][/ROW]
[ROW][C]25[/C][C]-0.256965[/C][C]-2.3551[/C][C]0.010424[/C][/ROW]
[ROW][C]26[/C][C]-0.206334[/C][C]-1.8911[/C][C]0.03103[/C][/ROW]
[ROW][C]27[/C][C]-0.18532[/C][C]-1.6985[/C][C]0.046559[/C][/ROW]
[ROW][C]28[/C][C]-0.193973[/C][C]-1.7778[/C][C]0.039529[/C][/ROW]
[ROW][C]29[/C][C]-0.151088[/C][C]-1.3847[/C][C]0.084899[/C][/ROW]
[ROW][C]30[/C][C]-0.156584[/C][C]-1.4351[/C][C]0.077483[/C][/ROW]
[ROW][C]31[/C][C]-0.138762[/C][C]-1.2718[/C][C]0.103481[/C][/ROW]
[ROW][C]32[/C][C]-0.139295[/C][C]-1.2767[/C][C]0.10262[/C][/ROW]
[ROW][C]33[/C][C]-0.140452[/C][C]-1.2873[/C][C]0.10077[/C][/ROW]
[ROW][C]34[/C][C]-0.057524[/C][C]-0.5272[/C][C]0.299716[/C][/ROW]
[ROW][C]35[/C][C]-0.179319[/C][C]-1.6435[/C][C]0.052011[/C][/ROW]
[ROW][C]36[/C][C]-0.05259[/C][C]-0.482[/C][C]0.315532[/C][/ROW]
[ROW][C]37[/C][C]-0.129106[/C][C]-1.1833[/C][C]0.120018[/C][/ROW]
[ROW][C]38[/C][C]-0.111489[/C][C]-1.0218[/C][C]0.154902[/C][/ROW]
[ROW][C]39[/C][C]-0.138737[/C][C]-1.2715[/C][C]0.103522[/C][/ROW]
[ROW][C]40[/C][C]-0.082473[/C][C]-0.7559[/C][C]0.225919[/C][/ROW]
[ROW][C]41[/C][C]-0.065233[/C][C]-0.5979[/C][C]0.275767[/C][/ROW]
[ROW][C]42[/C][C]-0.132362[/C][C]-1.2131[/C][C]0.114243[/C][/ROW]
[ROW][C]43[/C][C]-0.065447[/C][C]-0.5998[/C][C]0.275117[/C][/ROW]
[ROW][C]44[/C][C]-0.1145[/C][C]-1.0494[/C][C]0.148499[/C][/ROW]
[ROW][C]45[/C][C]-0.019874[/C][C]-0.1821[/C][C]0.427954[/C][/ROW]
[ROW][C]46[/C][C]-0.069892[/C][C]-0.6406[/C][C]0.261771[/C][/ROW]
[ROW][C]47[/C][C]-0.090974[/C][C]-0.8338[/C][C]0.203382[/C][/ROW]
[ROW][C]48[/C][C]0.030715[/C][C]0.2815[/C][C]0.389506[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=144133&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=144133&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
10.458094.19853.3e-05
20.4819564.41721.5e-05
30.4146923.80070.000136
40.4711294.3182.1e-05
50.3458593.16990.001064
60.28072.57270.005925
70.3377163.09520.001336
80.2080151.90650.030003
90.2308522.11580.018661
100.1024940.93940.175115
110.2253932.06580.020966
120.1920491.76020.04101
130.0577380.52920.299038
140.0865690.79340.214885
15-0.009246-0.08470.466333
160.031090.28490.388195
17-0.079097-0.72490.235254
18-0.038934-0.35680.361054
19-0.112425-1.03040.152893
20-0.123737-1.13410.129997
21-0.224991-2.06210.021146
22-0.161469-1.47990.071322
23-0.228174-2.09130.019763
24-0.261258-2.39450.009435
25-0.256965-2.35510.010424
26-0.206334-1.89110.03103
27-0.18532-1.69850.046559
28-0.193973-1.77780.039529
29-0.151088-1.38470.084899
30-0.156584-1.43510.077483
31-0.138762-1.27180.103481
32-0.139295-1.27670.10262
33-0.140452-1.28730.10077
34-0.057524-0.52720.299716
35-0.179319-1.64350.052011
36-0.05259-0.4820.315532
37-0.129106-1.18330.120018
38-0.111489-1.02180.154902
39-0.138737-1.27150.103522
40-0.082473-0.75590.225919
41-0.065233-0.59790.275767
42-0.132362-1.21310.114243
43-0.065447-0.59980.275117
44-0.1145-1.04940.148499
45-0.019874-0.18210.427954
46-0.069892-0.64060.261771
47-0.090974-0.83380.203382
480.0307150.28150.389506






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.458094.19853.3e-05
20.3443753.15630.00111
30.1610881.47640.071789
40.2257422.0690.020812
5-0.002818-0.02580.489729
6-0.080273-0.73570.231977
70.1059770.97130.167094
8-0.10906-0.99960.160199
90.0160480.14710.441709
10-0.109348-1.00220.159565
110.1076190.98630.163398
120.1166541.06910.144033
13-0.173452-1.58970.057828
140.0003890.00360.498581
15-0.150406-1.37850.085856
16-0.041814-0.38320.351257
17-0.021557-0.19760.421928
18-0.047595-0.43620.331898
19-0.034867-0.31960.375048
20-0.040892-0.37480.354382
21-0.15879-1.45530.074652
220.0844720.77420.220494
23-0.166526-1.52620.065354
24-0.044958-0.41210.340676
250.0035070.03210.487216
260.0595470.54580.293339
270.1418681.30020.098537
280.0325170.2980.38321
290.0409720.37550.354113
300.0007570.00690.497239
31-0.062585-0.57360.283884
320.0528430.48430.314711
33-0.066095-0.60580.273151
340.0823260.75450.226319
35-0.091897-0.84220.201021
360.0777680.71280.238988
37-0.022593-0.20710.41823
38-0.198789-1.82190.036012
39-0.039085-0.35820.36054
40-0.05745-0.52650.299953
410.0065850.06040.476009
42-0.027344-0.25060.401364
43-0.040288-0.36920.356438
44-0.02339-0.21440.415388
450.0038070.03490.486123
46-0.014045-0.12870.44894
47-0.079526-0.72890.234056
480.0808920.74140.230262

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.45809 & 4.1985 & 3.3e-05 \tabularnewline
2 & 0.344375 & 3.1563 & 0.00111 \tabularnewline
3 & 0.161088 & 1.4764 & 0.071789 \tabularnewline
4 & 0.225742 & 2.069 & 0.020812 \tabularnewline
5 & -0.002818 & -0.0258 & 0.489729 \tabularnewline
6 & -0.080273 & -0.7357 & 0.231977 \tabularnewline
7 & 0.105977 & 0.9713 & 0.167094 \tabularnewline
8 & -0.10906 & -0.9996 & 0.160199 \tabularnewline
9 & 0.016048 & 0.1471 & 0.441709 \tabularnewline
10 & -0.109348 & -1.0022 & 0.159565 \tabularnewline
11 & 0.107619 & 0.9863 & 0.163398 \tabularnewline
12 & 0.116654 & 1.0691 & 0.144033 \tabularnewline
13 & -0.173452 & -1.5897 & 0.057828 \tabularnewline
14 & 0.000389 & 0.0036 & 0.498581 \tabularnewline
15 & -0.150406 & -1.3785 & 0.085856 \tabularnewline
16 & -0.041814 & -0.3832 & 0.351257 \tabularnewline
17 & -0.021557 & -0.1976 & 0.421928 \tabularnewline
18 & -0.047595 & -0.4362 & 0.331898 \tabularnewline
19 & -0.034867 & -0.3196 & 0.375048 \tabularnewline
20 & -0.040892 & -0.3748 & 0.354382 \tabularnewline
21 & -0.15879 & -1.4553 & 0.074652 \tabularnewline
22 & 0.084472 & 0.7742 & 0.220494 \tabularnewline
23 & -0.166526 & -1.5262 & 0.065354 \tabularnewline
24 & -0.044958 & -0.4121 & 0.340676 \tabularnewline
25 & 0.003507 & 0.0321 & 0.487216 \tabularnewline
26 & 0.059547 & 0.5458 & 0.293339 \tabularnewline
27 & 0.141868 & 1.3002 & 0.098537 \tabularnewline
28 & 0.032517 & 0.298 & 0.38321 \tabularnewline
29 & 0.040972 & 0.3755 & 0.354113 \tabularnewline
30 & 0.000757 & 0.0069 & 0.497239 \tabularnewline
31 & -0.062585 & -0.5736 & 0.283884 \tabularnewline
32 & 0.052843 & 0.4843 & 0.314711 \tabularnewline
33 & -0.066095 & -0.6058 & 0.273151 \tabularnewline
34 & 0.082326 & 0.7545 & 0.226319 \tabularnewline
35 & -0.091897 & -0.8422 & 0.201021 \tabularnewline
36 & 0.077768 & 0.7128 & 0.238988 \tabularnewline
37 & -0.022593 & -0.2071 & 0.41823 \tabularnewline
38 & -0.198789 & -1.8219 & 0.036012 \tabularnewline
39 & -0.039085 & -0.3582 & 0.36054 \tabularnewline
40 & -0.05745 & -0.5265 & 0.299953 \tabularnewline
41 & 0.006585 & 0.0604 & 0.476009 \tabularnewline
42 & -0.027344 & -0.2506 & 0.401364 \tabularnewline
43 & -0.040288 & -0.3692 & 0.356438 \tabularnewline
44 & -0.02339 & -0.2144 & 0.415388 \tabularnewline
45 & 0.003807 & 0.0349 & 0.486123 \tabularnewline
46 & -0.014045 & -0.1287 & 0.44894 \tabularnewline
47 & -0.079526 & -0.7289 & 0.234056 \tabularnewline
48 & 0.080892 & 0.7414 & 0.230262 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=144133&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]0.45809[/C][C]4.1985[/C][C]3.3e-05[/C][/ROW]
[ROW][C]2[/C][C]0.344375[/C][C]3.1563[/C][C]0.00111[/C][/ROW]
[ROW][C]3[/C][C]0.161088[/C][C]1.4764[/C][C]0.071789[/C][/ROW]
[ROW][C]4[/C][C]0.225742[/C][C]2.069[/C][C]0.020812[/C][/ROW]
[ROW][C]5[/C][C]-0.002818[/C][C]-0.0258[/C][C]0.489729[/C][/ROW]
[ROW][C]6[/C][C]-0.080273[/C][C]-0.7357[/C][C]0.231977[/C][/ROW]
[ROW][C]7[/C][C]0.105977[/C][C]0.9713[/C][C]0.167094[/C][/ROW]
[ROW][C]8[/C][C]-0.10906[/C][C]-0.9996[/C][C]0.160199[/C][/ROW]
[ROW][C]9[/C][C]0.016048[/C][C]0.1471[/C][C]0.441709[/C][/ROW]
[ROW][C]10[/C][C]-0.109348[/C][C]-1.0022[/C][C]0.159565[/C][/ROW]
[ROW][C]11[/C][C]0.107619[/C][C]0.9863[/C][C]0.163398[/C][/ROW]
[ROW][C]12[/C][C]0.116654[/C][C]1.0691[/C][C]0.144033[/C][/ROW]
[ROW][C]13[/C][C]-0.173452[/C][C]-1.5897[/C][C]0.057828[/C][/ROW]
[ROW][C]14[/C][C]0.000389[/C][C]0.0036[/C][C]0.498581[/C][/ROW]
[ROW][C]15[/C][C]-0.150406[/C][C]-1.3785[/C][C]0.085856[/C][/ROW]
[ROW][C]16[/C][C]-0.041814[/C][C]-0.3832[/C][C]0.351257[/C][/ROW]
[ROW][C]17[/C][C]-0.021557[/C][C]-0.1976[/C][C]0.421928[/C][/ROW]
[ROW][C]18[/C][C]-0.047595[/C][C]-0.4362[/C][C]0.331898[/C][/ROW]
[ROW][C]19[/C][C]-0.034867[/C][C]-0.3196[/C][C]0.375048[/C][/ROW]
[ROW][C]20[/C][C]-0.040892[/C][C]-0.3748[/C][C]0.354382[/C][/ROW]
[ROW][C]21[/C][C]-0.15879[/C][C]-1.4553[/C][C]0.074652[/C][/ROW]
[ROW][C]22[/C][C]0.084472[/C][C]0.7742[/C][C]0.220494[/C][/ROW]
[ROW][C]23[/C][C]-0.166526[/C][C]-1.5262[/C][C]0.065354[/C][/ROW]
[ROW][C]24[/C][C]-0.044958[/C][C]-0.4121[/C][C]0.340676[/C][/ROW]
[ROW][C]25[/C][C]0.003507[/C][C]0.0321[/C][C]0.487216[/C][/ROW]
[ROW][C]26[/C][C]0.059547[/C][C]0.5458[/C][C]0.293339[/C][/ROW]
[ROW][C]27[/C][C]0.141868[/C][C]1.3002[/C][C]0.098537[/C][/ROW]
[ROW][C]28[/C][C]0.032517[/C][C]0.298[/C][C]0.38321[/C][/ROW]
[ROW][C]29[/C][C]0.040972[/C][C]0.3755[/C][C]0.354113[/C][/ROW]
[ROW][C]30[/C][C]0.000757[/C][C]0.0069[/C][C]0.497239[/C][/ROW]
[ROW][C]31[/C][C]-0.062585[/C][C]-0.5736[/C][C]0.283884[/C][/ROW]
[ROW][C]32[/C][C]0.052843[/C][C]0.4843[/C][C]0.314711[/C][/ROW]
[ROW][C]33[/C][C]-0.066095[/C][C]-0.6058[/C][C]0.273151[/C][/ROW]
[ROW][C]34[/C][C]0.082326[/C][C]0.7545[/C][C]0.226319[/C][/ROW]
[ROW][C]35[/C][C]-0.091897[/C][C]-0.8422[/C][C]0.201021[/C][/ROW]
[ROW][C]36[/C][C]0.077768[/C][C]0.7128[/C][C]0.238988[/C][/ROW]
[ROW][C]37[/C][C]-0.022593[/C][C]-0.2071[/C][C]0.41823[/C][/ROW]
[ROW][C]38[/C][C]-0.198789[/C][C]-1.8219[/C][C]0.036012[/C][/ROW]
[ROW][C]39[/C][C]-0.039085[/C][C]-0.3582[/C][C]0.36054[/C][/ROW]
[ROW][C]40[/C][C]-0.05745[/C][C]-0.5265[/C][C]0.299953[/C][/ROW]
[ROW][C]41[/C][C]0.006585[/C][C]0.0604[/C][C]0.476009[/C][/ROW]
[ROW][C]42[/C][C]-0.027344[/C][C]-0.2506[/C][C]0.401364[/C][/ROW]
[ROW][C]43[/C][C]-0.040288[/C][C]-0.3692[/C][C]0.356438[/C][/ROW]
[ROW][C]44[/C][C]-0.02339[/C][C]-0.2144[/C][C]0.415388[/C][/ROW]
[ROW][C]45[/C][C]0.003807[/C][C]0.0349[/C][C]0.486123[/C][/ROW]
[ROW][C]46[/C][C]-0.014045[/C][C]-0.1287[/C][C]0.44894[/C][/ROW]
[ROW][C]47[/C][C]-0.079526[/C][C]-0.7289[/C][C]0.234056[/C][/ROW]
[ROW][C]48[/C][C]0.080892[/C][C]0.7414[/C][C]0.230262[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=144133&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=144133&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
10.458094.19853.3e-05
20.3443753.15630.00111
30.1610881.47640.071789
40.2257422.0690.020812
5-0.002818-0.02580.489729
6-0.080273-0.73570.231977
70.1059770.97130.167094
8-0.10906-0.99960.160199
90.0160480.14710.441709
10-0.109348-1.00220.159565
110.1076190.98630.163398
120.1166541.06910.144033
13-0.173452-1.58970.057828
140.0003890.00360.498581
15-0.150406-1.37850.085856
16-0.041814-0.38320.351257
17-0.021557-0.19760.421928
18-0.047595-0.43620.331898
19-0.034867-0.31960.375048
20-0.040892-0.37480.354382
21-0.15879-1.45530.074652
220.0844720.77420.220494
23-0.166526-1.52620.065354
24-0.044958-0.41210.340676
250.0035070.03210.487216
260.0595470.54580.293339
270.1418681.30020.098537
280.0325170.2980.38321
290.0409720.37550.354113
300.0007570.00690.497239
31-0.062585-0.57360.283884
320.0528430.48430.314711
33-0.066095-0.60580.273151
340.0823260.75450.226319
35-0.091897-0.84220.201021
360.0777680.71280.238988
37-0.022593-0.20710.41823
38-0.198789-1.82190.036012
39-0.039085-0.35820.36054
40-0.05745-0.52650.299953
410.0065850.06040.476009
42-0.027344-0.25060.401364
43-0.040288-0.36920.356438
44-0.02339-0.21440.415388
450.0038070.03490.486123
46-0.014045-0.12870.44894
47-0.079526-0.72890.234056
480.0808920.74140.230262


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')