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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 computationFri, 18 Nov 2011 09:56:21 -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/18/t1321628237umiefqwqp6fb5be.htm/, Retrieved Sat, 27 Apr 2024 04:50:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=145463, Retrieved Sat, 27 Apr 2024 04:50:27 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W12
Estimated Impact96

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] [prijs haarsnit heren] [2011-11-18 14:56:21] [d0059bb5ffa81669f18ca7953f72fb2d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
15,58
15,66
15,73
15,74
15,77
15,78
15,8
15,81
15,82
15,88
15,85
15,89
15,92
16,02
16,1
16,13
16,21
16,25
16,27
16,21
16,21
16,24
16,32
16,32
16,36
16,48
16,54
16,58
16,56
16,55
16,58
16,53
16,6
16,46
16,48
16,48
16,49
16,54
16,67
16,72
16,79
16,86
16,84
16,86
16,96
17,01
17,02
17,04
17,04
17,39
17,54
17,57
17,58
17,56
17,63
17,67
17,71
17,75
17,82
17,86

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=145463&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=145463&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145463&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
10.9111746.31280
20.8243815.71150
30.7462295.172e-06
40.6806344.71561.1e-05
50.585624.05739.1e-05
60.4661043.22930.001121
70.3570132.47350.008486
80.2513771.74160.043993
90.1401690.97110.168178
10-0.006954-0.04820.480887
11-0.1469-1.01780.156948
12-0.232218-1.60890.057103
13-0.278184-1.92730.029935
14-0.319306-2.21220.015872
15-0.373551-2.5880.006367
16-0.386359-2.67680.005071
17-0.379085-2.62640.005774
18-0.358371-2.48290.00829
19-0.352509-2.44230.009165
20-0.341848-2.36840.01097
21-0.306227-2.12160.01953
22-0.252263-1.74770.043453
23-0.187992-1.30240.099489
24-0.150922-1.04560.150487
25-0.121983-0.84510.201117
26-0.096464-0.66830.253565
27-0.062091-0.43020.334494
28-0.07279-0.50430.308176
29-0.070434-0.4880.313894
30-0.064657-0.4480.328099
31-0.049999-0.34640.365278
32-0.034551-0.23940.405917
33-0.044071-0.30530.380716
34-0.052602-0.36440.358566
35-0.067515-0.46780.321037
36-0.074989-0.51950.302885
37-0.083712-0.580.282322
38-0.084742-0.58710.27994
39-0.068167-0.47230.319435
40-0.054947-0.38070.352559
41-0.044027-0.3050.380833
42-0.049536-0.34320.366476
43-0.051977-0.36010.360174
44-0.049074-0.340.367673
45-0.041578-0.28810.38727
46-0.03202-0.22180.412689
47-0.018086-0.12530.450403
48NANANA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.911174 & 6.3128 & 0 \tabularnewline
2 & 0.824381 & 5.7115 & 0 \tabularnewline
3 & 0.746229 & 5.17 & 2e-06 \tabularnewline
4 & 0.680634 & 4.7156 & 1.1e-05 \tabularnewline
5 & 0.58562 & 4.0573 & 9.1e-05 \tabularnewline
6 & 0.466104 & 3.2293 & 0.001121 \tabularnewline
7 & 0.357013 & 2.4735 & 0.008486 \tabularnewline
8 & 0.251377 & 1.7416 & 0.043993 \tabularnewline
9 & 0.140169 & 0.9711 & 0.168178 \tabularnewline
10 & -0.006954 & -0.0482 & 0.480887 \tabularnewline
11 & -0.1469 & -1.0178 & 0.156948 \tabularnewline
12 & -0.232218 & -1.6089 & 0.057103 \tabularnewline
13 & -0.278184 & -1.9273 & 0.029935 \tabularnewline
14 & -0.319306 & -2.2122 & 0.015872 \tabularnewline
15 & -0.373551 & -2.588 & 0.006367 \tabularnewline
16 & -0.386359 & -2.6768 & 0.005071 \tabularnewline
17 & -0.379085 & -2.6264 & 0.005774 \tabularnewline
18 & -0.358371 & -2.4829 & 0.00829 \tabularnewline
19 & -0.352509 & -2.4423 & 0.009165 \tabularnewline
20 & -0.341848 & -2.3684 & 0.01097 \tabularnewline
21 & -0.306227 & -2.1216 & 0.01953 \tabularnewline
22 & -0.252263 & -1.7477 & 0.043453 \tabularnewline
23 & -0.187992 & -1.3024 & 0.099489 \tabularnewline
24 & -0.150922 & -1.0456 & 0.150487 \tabularnewline
25 & -0.121983 & -0.8451 & 0.201117 \tabularnewline
26 & -0.096464 & -0.6683 & 0.253565 \tabularnewline
27 & -0.062091 & -0.4302 & 0.334494 \tabularnewline
28 & -0.07279 & -0.5043 & 0.308176 \tabularnewline
29 & -0.070434 & -0.488 & 0.313894 \tabularnewline
30 & -0.064657 & -0.448 & 0.328099 \tabularnewline
31 & -0.049999 & -0.3464 & 0.365278 \tabularnewline
32 & -0.034551 & -0.2394 & 0.405917 \tabularnewline
33 & -0.044071 & -0.3053 & 0.380716 \tabularnewline
34 & -0.052602 & -0.3644 & 0.358566 \tabularnewline
35 & -0.067515 & -0.4678 & 0.321037 \tabularnewline
36 & -0.074989 & -0.5195 & 0.302885 \tabularnewline
37 & -0.083712 & -0.58 & 0.282322 \tabularnewline
38 & -0.084742 & -0.5871 & 0.27994 \tabularnewline
39 & -0.068167 & -0.4723 & 0.319435 \tabularnewline
40 & -0.054947 & -0.3807 & 0.352559 \tabularnewline
41 & -0.044027 & -0.305 & 0.380833 \tabularnewline
42 & -0.049536 & -0.3432 & 0.366476 \tabularnewline
43 & -0.051977 & -0.3601 & 0.360174 \tabularnewline
44 & -0.049074 & -0.34 & 0.367673 \tabularnewline
45 & -0.041578 & -0.2881 & 0.38727 \tabularnewline
46 & -0.03202 & -0.2218 & 0.412689 \tabularnewline
47 & -0.018086 & -0.1253 & 0.450403 \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145463&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]0.911174[/C][C]6.3128[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.824381[/C][C]5.7115[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.746229[/C][C]5.17[/C][C]2e-06[/C][/ROW]
[ROW][C]4[/C][C]0.680634[/C][C]4.7156[/C][C]1.1e-05[/C][/ROW]
[ROW][C]5[/C][C]0.58562[/C][C]4.0573[/C][C]9.1e-05[/C][/ROW]
[ROW][C]6[/C][C]0.466104[/C][C]3.2293[/C][C]0.001121[/C][/ROW]
[ROW][C]7[/C][C]0.357013[/C][C]2.4735[/C][C]0.008486[/C][/ROW]
[ROW][C]8[/C][C]0.251377[/C][C]1.7416[/C][C]0.043993[/C][/ROW]
[ROW][C]9[/C][C]0.140169[/C][C]0.9711[/C][C]0.168178[/C][/ROW]
[ROW][C]10[/C][C]-0.006954[/C][C]-0.0482[/C][C]0.480887[/C][/ROW]
[ROW][C]11[/C][C]-0.1469[/C][C]-1.0178[/C][C]0.156948[/C][/ROW]
[ROW][C]12[/C][C]-0.232218[/C][C]-1.6089[/C][C]0.057103[/C][/ROW]
[ROW][C]13[/C][C]-0.278184[/C][C]-1.9273[/C][C]0.029935[/C][/ROW]
[ROW][C]14[/C][C]-0.319306[/C][C]-2.2122[/C][C]0.015872[/C][/ROW]
[ROW][C]15[/C][C]-0.373551[/C][C]-2.588[/C][C]0.006367[/C][/ROW]
[ROW][C]16[/C][C]-0.386359[/C][C]-2.6768[/C][C]0.005071[/C][/ROW]
[ROW][C]17[/C][C]-0.379085[/C][C]-2.6264[/C][C]0.005774[/C][/ROW]
[ROW][C]18[/C][C]-0.358371[/C][C]-2.4829[/C][C]0.00829[/C][/ROW]
[ROW][C]19[/C][C]-0.352509[/C][C]-2.4423[/C][C]0.009165[/C][/ROW]
[ROW][C]20[/C][C]-0.341848[/C][C]-2.3684[/C][C]0.01097[/C][/ROW]
[ROW][C]21[/C][C]-0.306227[/C][C]-2.1216[/C][C]0.01953[/C][/ROW]
[ROW][C]22[/C][C]-0.252263[/C][C]-1.7477[/C][C]0.043453[/C][/ROW]
[ROW][C]23[/C][C]-0.187992[/C][C]-1.3024[/C][C]0.099489[/C][/ROW]
[ROW][C]24[/C][C]-0.150922[/C][C]-1.0456[/C][C]0.150487[/C][/ROW]
[ROW][C]25[/C][C]-0.121983[/C][C]-0.8451[/C][C]0.201117[/C][/ROW]
[ROW][C]26[/C][C]-0.096464[/C][C]-0.6683[/C][C]0.253565[/C][/ROW]
[ROW][C]27[/C][C]-0.062091[/C][C]-0.4302[/C][C]0.334494[/C][/ROW]
[ROW][C]28[/C][C]-0.07279[/C][C]-0.5043[/C][C]0.308176[/C][/ROW]
[ROW][C]29[/C][C]-0.070434[/C][C]-0.488[/C][C]0.313894[/C][/ROW]
[ROW][C]30[/C][C]-0.064657[/C][C]-0.448[/C][C]0.328099[/C][/ROW]
[ROW][C]31[/C][C]-0.049999[/C][C]-0.3464[/C][C]0.365278[/C][/ROW]
[ROW][C]32[/C][C]-0.034551[/C][C]-0.2394[/C][C]0.405917[/C][/ROW]
[ROW][C]33[/C][C]-0.044071[/C][C]-0.3053[/C][C]0.380716[/C][/ROW]
[ROW][C]34[/C][C]-0.052602[/C][C]-0.3644[/C][C]0.358566[/C][/ROW]
[ROW][C]35[/C][C]-0.067515[/C][C]-0.4678[/C][C]0.321037[/C][/ROW]
[ROW][C]36[/C][C]-0.074989[/C][C]-0.5195[/C][C]0.302885[/C][/ROW]
[ROW][C]37[/C][C]-0.083712[/C][C]-0.58[/C][C]0.282322[/C][/ROW]
[ROW][C]38[/C][C]-0.084742[/C][C]-0.5871[/C][C]0.27994[/C][/ROW]
[ROW][C]39[/C][C]-0.068167[/C][C]-0.4723[/C][C]0.319435[/C][/ROW]
[ROW][C]40[/C][C]-0.054947[/C][C]-0.3807[/C][C]0.352559[/C][/ROW]
[ROW][C]41[/C][C]-0.044027[/C][C]-0.305[/C][C]0.380833[/C][/ROW]
[ROW][C]42[/C][C]-0.049536[/C][C]-0.3432[/C][C]0.366476[/C][/ROW]
[ROW][C]43[/C][C]-0.051977[/C][C]-0.3601[/C][C]0.360174[/C][/ROW]
[ROW][C]44[/C][C]-0.049074[/C][C]-0.34[/C][C]0.367673[/C][/ROW]
[ROW][C]45[/C][C]-0.041578[/C][C]-0.2881[/C][C]0.38727[/C][/ROW]
[ROW][C]46[/C][C]-0.03202[/C][C]-0.2218[/C][C]0.412689[/C][/ROW]
[ROW][C]47[/C][C]-0.018086[/C][C]-0.1253[/C][C]0.450403[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145463&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145463&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
10.9111746.31280
20.8243815.71150
30.7462295.172e-06
40.6806344.71561.1e-05
50.585624.05739.1e-05
60.4661043.22930.001121
70.3570132.47350.008486
80.2513771.74160.043993
90.1401690.97110.168178
10-0.006954-0.04820.480887
11-0.1469-1.01780.156948
12-0.232218-1.60890.057103
13-0.278184-1.92730.029935
14-0.319306-2.21220.015872
15-0.373551-2.5880.006367
16-0.386359-2.67680.005071
17-0.379085-2.62640.005774
18-0.358371-2.48290.00829
19-0.352509-2.44230.009165
20-0.341848-2.36840.01097
21-0.306227-2.12160.01953
22-0.252263-1.74770.043453
23-0.187992-1.30240.099489
24-0.150922-1.04560.150487
25-0.121983-0.84510.201117
26-0.096464-0.66830.253565
27-0.062091-0.43020.334494
28-0.07279-0.50430.308176
29-0.070434-0.4880.313894
30-0.064657-0.4480.328099
31-0.049999-0.34640.365278
32-0.034551-0.23940.405917
33-0.044071-0.30530.380716
34-0.052602-0.36440.358566
35-0.067515-0.46780.321037
36-0.074989-0.51950.302885
37-0.083712-0.580.282322
38-0.084742-0.58710.27994
39-0.068167-0.47230.319435
40-0.054947-0.38070.352559
41-0.044027-0.3050.380833
42-0.049536-0.34320.366476
43-0.051977-0.36010.360174
44-0.049074-0.340.367673
45-0.041578-0.28810.38727
46-0.03202-0.22180.412689
47-0.018086-0.12530.450403
48NANANA






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9111746.31280
2-0.034503-0.2390.406044
30.0035160.02440.490334
40.0301390.20880.417739
5-0.209742-1.45310.076346
6-0.206878-1.43330.079128
7-0.034551-0.23940.405915
8-0.097724-0.67710.250812
9-0.117767-0.81590.209291
10-0.286919-1.98780.026275
11-0.1353-0.93740.176626
120.1668651.15610.126686
130.1803741.24970.10874
140.0995910.690.246763
15-0.036373-0.2520.401059
160.1427360.98890.163835
170.0061570.04270.483075
180.0203550.1410.444221
19-0.091252-0.63220.265124
20-0.149957-1.03890.15202
21-0.150722-1.04420.150804
22-0.083287-0.5770.283309
230.1025810.71070.240355
24-0.003767-0.02610.489642
25-0.079124-0.54820.293051
26-0.098494-0.68240.249137
270.0913530.63290.264897
28-0.178771-1.23860.110765
290.1535141.06360.146421
30-0.025832-0.1790.429356
31-0.014497-0.10040.460208
320.0643570.44590.328844
33-0.003375-0.02340.49072
340.0913990.63320.264794
35-0.048981-0.33930.367914
36-0.112824-0.78170.219125
37-0.054607-0.37830.353428
380.0503140.34860.364462
39-0.002658-0.01840.492693
40-0.066292-0.45930.324052
41-0.113464-0.78610.217836
42-0.068248-0.47280.319237
43-0.079048-0.54770.29323
440.1036110.71780.238169
450.0312060.21620.414872
46-0.001801-0.01250.495048
470.0349150.24190.404946
48NANANA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.911174 & 6.3128 & 0 \tabularnewline
2 & -0.034503 & -0.239 & 0.406044 \tabularnewline
3 & 0.003516 & 0.0244 & 0.490334 \tabularnewline
4 & 0.030139 & 0.2088 & 0.417739 \tabularnewline
5 & -0.209742 & -1.4531 & 0.076346 \tabularnewline
6 & -0.206878 & -1.4333 & 0.079128 \tabularnewline
7 & -0.034551 & -0.2394 & 0.405915 \tabularnewline
8 & -0.097724 & -0.6771 & 0.250812 \tabularnewline
9 & -0.117767 & -0.8159 & 0.209291 \tabularnewline
10 & -0.286919 & -1.9878 & 0.026275 \tabularnewline
11 & -0.1353 & -0.9374 & 0.176626 \tabularnewline
12 & 0.166865 & 1.1561 & 0.126686 \tabularnewline
13 & 0.180374 & 1.2497 & 0.10874 \tabularnewline
14 & 0.099591 & 0.69 & 0.246763 \tabularnewline
15 & -0.036373 & -0.252 & 0.401059 \tabularnewline
16 & 0.142736 & 0.9889 & 0.163835 \tabularnewline
17 & 0.006157 & 0.0427 & 0.483075 \tabularnewline
18 & 0.020355 & 0.141 & 0.444221 \tabularnewline
19 & -0.091252 & -0.6322 & 0.265124 \tabularnewline
20 & -0.149957 & -1.0389 & 0.15202 \tabularnewline
21 & -0.150722 & -1.0442 & 0.150804 \tabularnewline
22 & -0.083287 & -0.577 & 0.283309 \tabularnewline
23 & 0.102581 & 0.7107 & 0.240355 \tabularnewline
24 & -0.003767 & -0.0261 & 0.489642 \tabularnewline
25 & -0.079124 & -0.5482 & 0.293051 \tabularnewline
26 & -0.098494 & -0.6824 & 0.249137 \tabularnewline
27 & 0.091353 & 0.6329 & 0.264897 \tabularnewline
28 & -0.178771 & -1.2386 & 0.110765 \tabularnewline
29 & 0.153514 & 1.0636 & 0.146421 \tabularnewline
30 & -0.025832 & -0.179 & 0.429356 \tabularnewline
31 & -0.014497 & -0.1004 & 0.460208 \tabularnewline
32 & 0.064357 & 0.4459 & 0.328844 \tabularnewline
33 & -0.003375 & -0.0234 & 0.49072 \tabularnewline
34 & 0.091399 & 0.6332 & 0.264794 \tabularnewline
35 & -0.048981 & -0.3393 & 0.367914 \tabularnewline
36 & -0.112824 & -0.7817 & 0.219125 \tabularnewline
37 & -0.054607 & -0.3783 & 0.353428 \tabularnewline
38 & 0.050314 & 0.3486 & 0.364462 \tabularnewline
39 & -0.002658 & -0.0184 & 0.492693 \tabularnewline
40 & -0.066292 & -0.4593 & 0.324052 \tabularnewline
41 & -0.113464 & -0.7861 & 0.217836 \tabularnewline
42 & -0.068248 & -0.4728 & 0.319237 \tabularnewline
43 & -0.079048 & -0.5477 & 0.29323 \tabularnewline
44 & 0.103611 & 0.7178 & 0.238169 \tabularnewline
45 & 0.031206 & 0.2162 & 0.414872 \tabularnewline
46 & -0.001801 & -0.0125 & 0.495048 \tabularnewline
47 & 0.034915 & 0.2419 & 0.404946 \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145463&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]0.911174[/C][C]6.3128[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.034503[/C][C]-0.239[/C][C]0.406044[/C][/ROW]
[ROW][C]3[/C][C]0.003516[/C][C]0.0244[/C][C]0.490334[/C][/ROW]
[ROW][C]4[/C][C]0.030139[/C][C]0.2088[/C][C]0.417739[/C][/ROW]
[ROW][C]5[/C][C]-0.209742[/C][C]-1.4531[/C][C]0.076346[/C][/ROW]
[ROW][C]6[/C][C]-0.206878[/C][C]-1.4333[/C][C]0.079128[/C][/ROW]
[ROW][C]7[/C][C]-0.034551[/C][C]-0.2394[/C][C]0.405915[/C][/ROW]
[ROW][C]8[/C][C]-0.097724[/C][C]-0.6771[/C][C]0.250812[/C][/ROW]
[ROW][C]9[/C][C]-0.117767[/C][C]-0.8159[/C][C]0.209291[/C][/ROW]
[ROW][C]10[/C][C]-0.286919[/C][C]-1.9878[/C][C]0.026275[/C][/ROW]
[ROW][C]11[/C][C]-0.1353[/C][C]-0.9374[/C][C]0.176626[/C][/ROW]
[ROW][C]12[/C][C]0.166865[/C][C]1.1561[/C][C]0.126686[/C][/ROW]
[ROW][C]13[/C][C]0.180374[/C][C]1.2497[/C][C]0.10874[/C][/ROW]
[ROW][C]14[/C][C]0.099591[/C][C]0.69[/C][C]0.246763[/C][/ROW]
[ROW][C]15[/C][C]-0.036373[/C][C]-0.252[/C][C]0.401059[/C][/ROW]
[ROW][C]16[/C][C]0.142736[/C][C]0.9889[/C][C]0.163835[/C][/ROW]
[ROW][C]17[/C][C]0.006157[/C][C]0.0427[/C][C]0.483075[/C][/ROW]
[ROW][C]18[/C][C]0.020355[/C][C]0.141[/C][C]0.444221[/C][/ROW]
[ROW][C]19[/C][C]-0.091252[/C][C]-0.6322[/C][C]0.265124[/C][/ROW]
[ROW][C]20[/C][C]-0.149957[/C][C]-1.0389[/C][C]0.15202[/C][/ROW]
[ROW][C]21[/C][C]-0.150722[/C][C]-1.0442[/C][C]0.150804[/C][/ROW]
[ROW][C]22[/C][C]-0.083287[/C][C]-0.577[/C][C]0.283309[/C][/ROW]
[ROW][C]23[/C][C]0.102581[/C][C]0.7107[/C][C]0.240355[/C][/ROW]
[ROW][C]24[/C][C]-0.003767[/C][C]-0.0261[/C][C]0.489642[/C][/ROW]
[ROW][C]25[/C][C]-0.079124[/C][C]-0.5482[/C][C]0.293051[/C][/ROW]
[ROW][C]26[/C][C]-0.098494[/C][C]-0.6824[/C][C]0.249137[/C][/ROW]
[ROW][C]27[/C][C]0.091353[/C][C]0.6329[/C][C]0.264897[/C][/ROW]
[ROW][C]28[/C][C]-0.178771[/C][C]-1.2386[/C][C]0.110765[/C][/ROW]
[ROW][C]29[/C][C]0.153514[/C][C]1.0636[/C][C]0.146421[/C][/ROW]
[ROW][C]30[/C][C]-0.025832[/C][C]-0.179[/C][C]0.429356[/C][/ROW]
[ROW][C]31[/C][C]-0.014497[/C][C]-0.1004[/C][C]0.460208[/C][/ROW]
[ROW][C]32[/C][C]0.064357[/C][C]0.4459[/C][C]0.328844[/C][/ROW]
[ROW][C]33[/C][C]-0.003375[/C][C]-0.0234[/C][C]0.49072[/C][/ROW]
[ROW][C]34[/C][C]0.091399[/C][C]0.6332[/C][C]0.264794[/C][/ROW]
[ROW][C]35[/C][C]-0.048981[/C][C]-0.3393[/C][C]0.367914[/C][/ROW]
[ROW][C]36[/C][C]-0.112824[/C][C]-0.7817[/C][C]0.219125[/C][/ROW]
[ROW][C]37[/C][C]-0.054607[/C][C]-0.3783[/C][C]0.353428[/C][/ROW]
[ROW][C]38[/C][C]0.050314[/C][C]0.3486[/C][C]0.364462[/C][/ROW]
[ROW][C]39[/C][C]-0.002658[/C][C]-0.0184[/C][C]0.492693[/C][/ROW]
[ROW][C]40[/C][C]-0.066292[/C][C]-0.4593[/C][C]0.324052[/C][/ROW]
[ROW][C]41[/C][C]-0.113464[/C][C]-0.7861[/C][C]0.217836[/C][/ROW]
[ROW][C]42[/C][C]-0.068248[/C][C]-0.4728[/C][C]0.319237[/C][/ROW]
[ROW][C]43[/C][C]-0.079048[/C][C]-0.5477[/C][C]0.29323[/C][/ROW]
[ROW][C]44[/C][C]0.103611[/C][C]0.7178[/C][C]0.238169[/C][/ROW]
[ROW][C]45[/C][C]0.031206[/C][C]0.2162[/C][C]0.414872[/C][/ROW]
[ROW][C]46[/C][C]-0.001801[/C][C]-0.0125[/C][C]0.495048[/C][/ROW]
[ROW][C]47[/C][C]0.034915[/C][C]0.2419[/C][C]0.404946[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145463&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145463&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
10.9111746.31280
2-0.034503-0.2390.406044
30.0035160.02440.490334
40.0301390.20880.417739
5-0.209742-1.45310.076346
6-0.206878-1.43330.079128
7-0.034551-0.23940.405915
8-0.097724-0.67710.250812
9-0.117767-0.81590.209291
10-0.286919-1.98780.026275
11-0.1353-0.93740.176626
120.1668651.15610.126686
130.1803741.24970.10874
140.0995910.690.246763
15-0.036373-0.2520.401059
160.1427360.98890.163835
170.0061570.04270.483075
180.0203550.1410.444221
19-0.091252-0.63220.265124
20-0.149957-1.03890.15202
21-0.150722-1.04420.150804
22-0.083287-0.5770.283309
230.1025810.71070.240355
24-0.003767-0.02610.489642
25-0.079124-0.54820.293051
26-0.098494-0.68240.249137
270.0913530.63290.264897
28-0.178771-1.23860.110765
290.1535141.06360.146421
30-0.025832-0.1790.429356
31-0.014497-0.10040.460208
320.0643570.44590.328844
33-0.003375-0.02340.49072
340.0913990.63320.264794
35-0.048981-0.33930.367914
36-0.112824-0.78170.219125
37-0.054607-0.37830.353428
380.0503140.34860.364462
39-0.002658-0.01840.492693
40-0.066292-0.45930.324052
41-0.113464-0.78610.217836
42-0.068248-0.47280.319237
43-0.079048-0.54770.29323
440.1036110.71780.238169
450.0312060.21620.414872
46-0.001801-0.01250.495048
470.0349150.24190.404946
48NANANA


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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')