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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 computationMon, 12 Nov 2012 06:06:37 -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/2012/Nov/12/t1352718452g4vjinbhik2yxaa.htm/, Retrieved Sun, 28 Apr 2024 21:26:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=187764, Retrieved Sun, 28 Apr 2024 21:26:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact66

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] [Autocorrelatie pr...] [2012-11-12 11:06:37] [38988f759262636e31810af7a466e7c0] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
52,21
52,53
53,06
53,23
53,25
53,27
53,35
53,6
53,98
54,18
54,27
54,32
54,4
54,73
54,96
55,27
55,27
55,26
55,37
55,53
55,55
55,54
55,6
55,56
55,64
56,13
56,69
56,8
56,93
57
57,01
57,21
57,17
57,36
57,29
57,26
57,29
57,68
58,19
58,34
58,46
58,67
58,72
58,74
58,77
58,84
59,13
59,12
59,12
59,33
59,49
59,67
59,7
59,73
59,74
59,62
59,6
59,98
60,05
60,06
60,1
60,18
60,38
60,52
60,78
60,72
60,72
60,86
60,99
61,11
61,17
61,19

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'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=187764&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=187764&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=187764&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'Gwilym Jenkins' @ jenkins.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3152972.65670.004869
2-0.149959-1.26360.105257
3-0.247215-2.08310.020424
4-0.168204-1.41730.080383
50.0363380.30620.380178
60.0746910.62940.265568
70.0809960.68250.248576
8-0.114095-0.96140.169812
9-0.292774-2.4670.008021
10-0.120577-1.0160.15654
110.302452.54850.006492
120.4224063.55930.000334
130.2922862.46280.008106
14-0.135126-1.13860.12935
15-0.162184-1.36660.088034
16-0.064512-0.54360.294214
17-0.082246-0.6930.245279
180.0714150.60170.274629
19-0.009114-0.07680.469502
20-0.019634-0.16540.434536
21-0.205169-1.72880.044097
22-0.165288-1.39270.084022
230.172531.45380.07521
240.3210112.70490.004274
250.1410041.18810.119372
260.0447190.37680.35372
27-0.126366-1.06480.145291
28-0.174392-1.46950.073064
29-0.070999-0.59830.275788
30-0.028921-0.24370.404087
310.1748721.47350.072518
320.0010280.00870.496558
33-0.138678-1.16850.123253
34-0.157559-1.32760.094279
350.0383480.32310.373775
360.1894141.5960.057462
370.1043790.87950.191044
380.1226311.03330.152484
390.0084430.07110.471743
40-0.17175-1.44720.076123
41-0.123217-1.03820.15134
420.0094410.07960.468409
430.0332990.28060.389924
440.0544610.45890.323854
45-0.097835-0.82440.206244
46-0.148228-1.2490.107886
47-0.052626-0.44340.3294
480.0370780.31240.377817

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.315297 & 2.6567 & 0.004869 \tabularnewline
2 & -0.149959 & -1.2636 & 0.105257 \tabularnewline
3 & -0.247215 & -2.0831 & 0.020424 \tabularnewline
4 & -0.168204 & -1.4173 & 0.080383 \tabularnewline
5 & 0.036338 & 0.3062 & 0.380178 \tabularnewline
6 & 0.074691 & 0.6294 & 0.265568 \tabularnewline
7 & 0.080996 & 0.6825 & 0.248576 \tabularnewline
8 & -0.114095 & -0.9614 & 0.169812 \tabularnewline
9 & -0.292774 & -2.467 & 0.008021 \tabularnewline
10 & -0.120577 & -1.016 & 0.15654 \tabularnewline
11 & 0.30245 & 2.5485 & 0.006492 \tabularnewline
12 & 0.422406 & 3.5593 & 0.000334 \tabularnewline
13 & 0.292286 & 2.4628 & 0.008106 \tabularnewline
14 & -0.135126 & -1.1386 & 0.12935 \tabularnewline
15 & -0.162184 & -1.3666 & 0.088034 \tabularnewline
16 & -0.064512 & -0.5436 & 0.294214 \tabularnewline
17 & -0.082246 & -0.693 & 0.245279 \tabularnewline
18 & 0.071415 & 0.6017 & 0.274629 \tabularnewline
19 & -0.009114 & -0.0768 & 0.469502 \tabularnewline
20 & -0.019634 & -0.1654 & 0.434536 \tabularnewline
21 & -0.205169 & -1.7288 & 0.044097 \tabularnewline
22 & -0.165288 & -1.3927 & 0.084022 \tabularnewline
23 & 0.17253 & 1.4538 & 0.07521 \tabularnewline
24 & 0.321011 & 2.7049 & 0.004274 \tabularnewline
25 & 0.141004 & 1.1881 & 0.119372 \tabularnewline
26 & 0.044719 & 0.3768 & 0.35372 \tabularnewline
27 & -0.126366 & -1.0648 & 0.145291 \tabularnewline
28 & -0.174392 & -1.4695 & 0.073064 \tabularnewline
29 & -0.070999 & -0.5983 & 0.275788 \tabularnewline
30 & -0.028921 & -0.2437 & 0.404087 \tabularnewline
31 & 0.174872 & 1.4735 & 0.072518 \tabularnewline
32 & 0.001028 & 0.0087 & 0.496558 \tabularnewline
33 & -0.138678 & -1.1685 & 0.123253 \tabularnewline
34 & -0.157559 & -1.3276 & 0.094279 \tabularnewline
35 & 0.038348 & 0.3231 & 0.373775 \tabularnewline
36 & 0.189414 & 1.596 & 0.057462 \tabularnewline
37 & 0.104379 & 0.8795 & 0.191044 \tabularnewline
38 & 0.122631 & 1.0333 & 0.152484 \tabularnewline
39 & 0.008443 & 0.0711 & 0.471743 \tabularnewline
40 & -0.17175 & -1.4472 & 0.076123 \tabularnewline
41 & -0.123217 & -1.0382 & 0.15134 \tabularnewline
42 & 0.009441 & 0.0796 & 0.468409 \tabularnewline
43 & 0.033299 & 0.2806 & 0.389924 \tabularnewline
44 & 0.054461 & 0.4589 & 0.323854 \tabularnewline
45 & -0.097835 & -0.8244 & 0.206244 \tabularnewline
46 & -0.148228 & -1.249 & 0.107886 \tabularnewline
47 & -0.052626 & -0.4434 & 0.3294 \tabularnewline
48 & 0.037078 & 0.3124 & 0.377817 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=187764&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]0.315297[/C][C]2.6567[/C][C]0.004869[/C][/ROW]
[ROW][C]2[/C][C]-0.149959[/C][C]-1.2636[/C][C]0.105257[/C][/ROW]
[ROW][C]3[/C][C]-0.247215[/C][C]-2.0831[/C][C]0.020424[/C][/ROW]
[ROW][C]4[/C][C]-0.168204[/C][C]-1.4173[/C][C]0.080383[/C][/ROW]
[ROW][C]5[/C][C]0.036338[/C][C]0.3062[/C][C]0.380178[/C][/ROW]
[ROW][C]6[/C][C]0.074691[/C][C]0.6294[/C][C]0.265568[/C][/ROW]
[ROW][C]7[/C][C]0.080996[/C][C]0.6825[/C][C]0.248576[/C][/ROW]
[ROW][C]8[/C][C]-0.114095[/C][C]-0.9614[/C][C]0.169812[/C][/ROW]
[ROW][C]9[/C][C]-0.292774[/C][C]-2.467[/C][C]0.008021[/C][/ROW]
[ROW][C]10[/C][C]-0.120577[/C][C]-1.016[/C][C]0.15654[/C][/ROW]
[ROW][C]11[/C][C]0.30245[/C][C]2.5485[/C][C]0.006492[/C][/ROW]
[ROW][C]12[/C][C]0.422406[/C][C]3.5593[/C][C]0.000334[/C][/ROW]
[ROW][C]13[/C][C]0.292286[/C][C]2.4628[/C][C]0.008106[/C][/ROW]
[ROW][C]14[/C][C]-0.135126[/C][C]-1.1386[/C][C]0.12935[/C][/ROW]
[ROW][C]15[/C][C]-0.162184[/C][C]-1.3666[/C][C]0.088034[/C][/ROW]
[ROW][C]16[/C][C]-0.064512[/C][C]-0.5436[/C][C]0.294214[/C][/ROW]
[ROW][C]17[/C][C]-0.082246[/C][C]-0.693[/C][C]0.245279[/C][/ROW]
[ROW][C]18[/C][C]0.071415[/C][C]0.6017[/C][C]0.274629[/C][/ROW]
[ROW][C]19[/C][C]-0.009114[/C][C]-0.0768[/C][C]0.469502[/C][/ROW]
[ROW][C]20[/C][C]-0.019634[/C][C]-0.1654[/C][C]0.434536[/C][/ROW]
[ROW][C]21[/C][C]-0.205169[/C][C]-1.7288[/C][C]0.044097[/C][/ROW]
[ROW][C]22[/C][C]-0.165288[/C][C]-1.3927[/C][C]0.084022[/C][/ROW]
[ROW][C]23[/C][C]0.17253[/C][C]1.4538[/C][C]0.07521[/C][/ROW]
[ROW][C]24[/C][C]0.321011[/C][C]2.7049[/C][C]0.004274[/C][/ROW]
[ROW][C]25[/C][C]0.141004[/C][C]1.1881[/C][C]0.119372[/C][/ROW]
[ROW][C]26[/C][C]0.044719[/C][C]0.3768[/C][C]0.35372[/C][/ROW]
[ROW][C]27[/C][C]-0.126366[/C][C]-1.0648[/C][C]0.145291[/C][/ROW]
[ROW][C]28[/C][C]-0.174392[/C][C]-1.4695[/C][C]0.073064[/C][/ROW]
[ROW][C]29[/C][C]-0.070999[/C][C]-0.5983[/C][C]0.275788[/C][/ROW]
[ROW][C]30[/C][C]-0.028921[/C][C]-0.2437[/C][C]0.404087[/C][/ROW]
[ROW][C]31[/C][C]0.174872[/C][C]1.4735[/C][C]0.072518[/C][/ROW]
[ROW][C]32[/C][C]0.001028[/C][C]0.0087[/C][C]0.496558[/C][/ROW]
[ROW][C]33[/C][C]-0.138678[/C][C]-1.1685[/C][C]0.123253[/C][/ROW]
[ROW][C]34[/C][C]-0.157559[/C][C]-1.3276[/C][C]0.094279[/C][/ROW]
[ROW][C]35[/C][C]0.038348[/C][C]0.3231[/C][C]0.373775[/C][/ROW]
[ROW][C]36[/C][C]0.189414[/C][C]1.596[/C][C]0.057462[/C][/ROW]
[ROW][C]37[/C][C]0.104379[/C][C]0.8795[/C][C]0.191044[/C][/ROW]
[ROW][C]38[/C][C]0.122631[/C][C]1.0333[/C][C]0.152484[/C][/ROW]
[ROW][C]39[/C][C]0.008443[/C][C]0.0711[/C][C]0.471743[/C][/ROW]
[ROW][C]40[/C][C]-0.17175[/C][C]-1.4472[/C][C]0.076123[/C][/ROW]
[ROW][C]41[/C][C]-0.123217[/C][C]-1.0382[/C][C]0.15134[/C][/ROW]
[ROW][C]42[/C][C]0.009441[/C][C]0.0796[/C][C]0.468409[/C][/ROW]
[ROW][C]43[/C][C]0.033299[/C][C]0.2806[/C][C]0.389924[/C][/ROW]
[ROW][C]44[/C][C]0.054461[/C][C]0.4589[/C][C]0.323854[/C][/ROW]
[ROW][C]45[/C][C]-0.097835[/C][C]-0.8244[/C][C]0.206244[/C][/ROW]
[ROW][C]46[/C][C]-0.148228[/C][C]-1.249[/C][C]0.107886[/C][/ROW]
[ROW][C]47[/C][C]-0.052626[/C][C]-0.4434[/C][C]0.3294[/C][/ROW]
[ROW][C]48[/C][C]0.037078[/C][C]0.3124[/C][C]0.377817[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=187764&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=187764&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
10.3152972.65670.004869
2-0.149959-1.26360.105257
3-0.247215-2.08310.020424
4-0.168204-1.41730.080383
50.0363380.30620.380178
60.0746910.62940.265568
70.0809960.68250.248576
8-0.114095-0.96140.169812
9-0.292774-2.4670.008021
10-0.120577-1.0160.15654
110.302452.54850.006492
120.4224063.55930.000334
130.2922862.46280.008106
14-0.135126-1.13860.12935
15-0.162184-1.36660.088034
16-0.064512-0.54360.294214
17-0.082246-0.6930.245279
180.0714150.60170.274629
19-0.009114-0.07680.469502
20-0.019634-0.16540.434536
21-0.205169-1.72880.044097
22-0.165288-1.39270.084022
230.172531.45380.07521
240.3210112.70490.004274
250.1410041.18810.119372
260.0447190.37680.35372
27-0.126366-1.06480.145291
28-0.174392-1.46950.073064
29-0.070999-0.59830.275788
30-0.028921-0.24370.404087
310.1748721.47350.072518
320.0010280.00870.496558
33-0.138678-1.16850.123253
34-0.157559-1.32760.094279
350.0383480.32310.373775
360.1894141.5960.057462
370.1043790.87950.191044
380.1226311.03330.152484
390.0084430.07110.471743
40-0.17175-1.44720.076123
41-0.123217-1.03820.15134
420.0094410.07960.468409
430.0332990.28060.389924
440.0544610.45890.323854
45-0.097835-0.82440.206244
46-0.148228-1.2490.107886
47-0.052626-0.44340.3294
480.0370780.31240.377817






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3152972.65670.004869
2-0.276899-2.33320.011238
3-0.1197-1.00860.158293
4-0.089583-0.75480.226421
50.0619060.52160.301776
6-0.041286-0.34790.364478
70.0551480.46470.321788
8-0.181967-1.53330.064825
9-0.20138-1.69690.047052
100.0141990.11960.452554
110.3044222.56510.006214
120.1655281.39480.083718
130.2081811.75420.041859
14-0.179207-1.510.067737
150.1745391.47070.072896
160.002580.02170.491359
17-0.10856-0.91470.181711
18-0.007394-0.06230.475248
19-0.087582-0.7380.231479
200.1583021.33390.093254
21-0.139147-1.17250.122463
22-0.064802-0.5460.293379
230.0352610.29710.383623
240.0801410.67530.250844
25-0.038759-0.32660.372471
260.1258651.06060.146242
27-0.151322-1.27510.103222
28-0.031194-0.26280.396715
290.0028590.02410.490423
30-0.015488-0.13050.448268
310.0919740.7750.220461
320.0055320.04660.481478
33-0.004005-0.03370.486586
34-0.038127-0.32130.374477
350.0590890.49790.310049
36-0.126305-1.06430.145408
37-0.012859-0.10840.45701
380.1559311.31390.096555
390.0087520.07370.470712
40-0.04557-0.3840.35107
410.0803540.67710.250279
42-0.124994-1.05320.147905
43-0.007115-0.05990.476182
44-0.024843-0.20930.417394
450.0372650.3140.37722
46-0.16422-1.38370.085386
470.0045630.03840.484719
48-0.000298-0.00250.499001

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.315297 & 2.6567 & 0.004869 \tabularnewline
2 & -0.276899 & -2.3332 & 0.011238 \tabularnewline
3 & -0.1197 & -1.0086 & 0.158293 \tabularnewline
4 & -0.089583 & -0.7548 & 0.226421 \tabularnewline
5 & 0.061906 & 0.5216 & 0.301776 \tabularnewline
6 & -0.041286 & -0.3479 & 0.364478 \tabularnewline
7 & 0.055148 & 0.4647 & 0.321788 \tabularnewline
8 & -0.181967 & -1.5333 & 0.064825 \tabularnewline
9 & -0.20138 & -1.6969 & 0.047052 \tabularnewline
10 & 0.014199 & 0.1196 & 0.452554 \tabularnewline
11 & 0.304422 & 2.5651 & 0.006214 \tabularnewline
12 & 0.165528 & 1.3948 & 0.083718 \tabularnewline
13 & 0.208181 & 1.7542 & 0.041859 \tabularnewline
14 & -0.179207 & -1.51 & 0.067737 \tabularnewline
15 & 0.174539 & 1.4707 & 0.072896 \tabularnewline
16 & 0.00258 & 0.0217 & 0.491359 \tabularnewline
17 & -0.10856 & -0.9147 & 0.181711 \tabularnewline
18 & -0.007394 & -0.0623 & 0.475248 \tabularnewline
19 & -0.087582 & -0.738 & 0.231479 \tabularnewline
20 & 0.158302 & 1.3339 & 0.093254 \tabularnewline
21 & -0.139147 & -1.1725 & 0.122463 \tabularnewline
22 & -0.064802 & -0.546 & 0.293379 \tabularnewline
23 & 0.035261 & 0.2971 & 0.383623 \tabularnewline
24 & 0.080141 & 0.6753 & 0.250844 \tabularnewline
25 & -0.038759 & -0.3266 & 0.372471 \tabularnewline
26 & 0.125865 & 1.0606 & 0.146242 \tabularnewline
27 & -0.151322 & -1.2751 & 0.103222 \tabularnewline
28 & -0.031194 & -0.2628 & 0.396715 \tabularnewline
29 & 0.002859 & 0.0241 & 0.490423 \tabularnewline
30 & -0.015488 & -0.1305 & 0.448268 \tabularnewline
31 & 0.091974 & 0.775 & 0.220461 \tabularnewline
32 & 0.005532 & 0.0466 & 0.481478 \tabularnewline
33 & -0.004005 & -0.0337 & 0.486586 \tabularnewline
34 & -0.038127 & -0.3213 & 0.374477 \tabularnewline
35 & 0.059089 & 0.4979 & 0.310049 \tabularnewline
36 & -0.126305 & -1.0643 & 0.145408 \tabularnewline
37 & -0.012859 & -0.1084 & 0.45701 \tabularnewline
38 & 0.155931 & 1.3139 & 0.096555 \tabularnewline
39 & 0.008752 & 0.0737 & 0.470712 \tabularnewline
40 & -0.04557 & -0.384 & 0.35107 \tabularnewline
41 & 0.080354 & 0.6771 & 0.250279 \tabularnewline
42 & -0.124994 & -1.0532 & 0.147905 \tabularnewline
43 & -0.007115 & -0.0599 & 0.476182 \tabularnewline
44 & -0.024843 & -0.2093 & 0.417394 \tabularnewline
45 & 0.037265 & 0.314 & 0.37722 \tabularnewline
46 & -0.16422 & -1.3837 & 0.085386 \tabularnewline
47 & 0.004563 & 0.0384 & 0.484719 \tabularnewline
48 & -0.000298 & -0.0025 & 0.499001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=187764&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]0.315297[/C][C]2.6567[/C][C]0.004869[/C][/ROW]
[ROW][C]2[/C][C]-0.276899[/C][C]-2.3332[/C][C]0.011238[/C][/ROW]
[ROW][C]3[/C][C]-0.1197[/C][C]-1.0086[/C][C]0.158293[/C][/ROW]
[ROW][C]4[/C][C]-0.089583[/C][C]-0.7548[/C][C]0.226421[/C][/ROW]
[ROW][C]5[/C][C]0.061906[/C][C]0.5216[/C][C]0.301776[/C][/ROW]
[ROW][C]6[/C][C]-0.041286[/C][C]-0.3479[/C][C]0.364478[/C][/ROW]
[ROW][C]7[/C][C]0.055148[/C][C]0.4647[/C][C]0.321788[/C][/ROW]
[ROW][C]8[/C][C]-0.181967[/C][C]-1.5333[/C][C]0.064825[/C][/ROW]
[ROW][C]9[/C][C]-0.20138[/C][C]-1.6969[/C][C]0.047052[/C][/ROW]
[ROW][C]10[/C][C]0.014199[/C][C]0.1196[/C][C]0.452554[/C][/ROW]
[ROW][C]11[/C][C]0.304422[/C][C]2.5651[/C][C]0.006214[/C][/ROW]
[ROW][C]12[/C][C]0.165528[/C][C]1.3948[/C][C]0.083718[/C][/ROW]
[ROW][C]13[/C][C]0.208181[/C][C]1.7542[/C][C]0.041859[/C][/ROW]
[ROW][C]14[/C][C]-0.179207[/C][C]-1.51[/C][C]0.067737[/C][/ROW]
[ROW][C]15[/C][C]0.174539[/C][C]1.4707[/C][C]0.072896[/C][/ROW]
[ROW][C]16[/C][C]0.00258[/C][C]0.0217[/C][C]0.491359[/C][/ROW]
[ROW][C]17[/C][C]-0.10856[/C][C]-0.9147[/C][C]0.181711[/C][/ROW]
[ROW][C]18[/C][C]-0.007394[/C][C]-0.0623[/C][C]0.475248[/C][/ROW]
[ROW][C]19[/C][C]-0.087582[/C][C]-0.738[/C][C]0.231479[/C][/ROW]
[ROW][C]20[/C][C]0.158302[/C][C]1.3339[/C][C]0.093254[/C][/ROW]
[ROW][C]21[/C][C]-0.139147[/C][C]-1.1725[/C][C]0.122463[/C][/ROW]
[ROW][C]22[/C][C]-0.064802[/C][C]-0.546[/C][C]0.293379[/C][/ROW]
[ROW][C]23[/C][C]0.035261[/C][C]0.2971[/C][C]0.383623[/C][/ROW]
[ROW][C]24[/C][C]0.080141[/C][C]0.6753[/C][C]0.250844[/C][/ROW]
[ROW][C]25[/C][C]-0.038759[/C][C]-0.3266[/C][C]0.372471[/C][/ROW]
[ROW][C]26[/C][C]0.125865[/C][C]1.0606[/C][C]0.146242[/C][/ROW]
[ROW][C]27[/C][C]-0.151322[/C][C]-1.2751[/C][C]0.103222[/C][/ROW]
[ROW][C]28[/C][C]-0.031194[/C][C]-0.2628[/C][C]0.396715[/C][/ROW]
[ROW][C]29[/C][C]0.002859[/C][C]0.0241[/C][C]0.490423[/C][/ROW]
[ROW][C]30[/C][C]-0.015488[/C][C]-0.1305[/C][C]0.448268[/C][/ROW]
[ROW][C]31[/C][C]0.091974[/C][C]0.775[/C][C]0.220461[/C][/ROW]
[ROW][C]32[/C][C]0.005532[/C][C]0.0466[/C][C]0.481478[/C][/ROW]
[ROW][C]33[/C][C]-0.004005[/C][C]-0.0337[/C][C]0.486586[/C][/ROW]
[ROW][C]34[/C][C]-0.038127[/C][C]-0.3213[/C][C]0.374477[/C][/ROW]
[ROW][C]35[/C][C]0.059089[/C][C]0.4979[/C][C]0.310049[/C][/ROW]
[ROW][C]36[/C][C]-0.126305[/C][C]-1.0643[/C][C]0.145408[/C][/ROW]
[ROW][C]37[/C][C]-0.012859[/C][C]-0.1084[/C][C]0.45701[/C][/ROW]
[ROW][C]38[/C][C]0.155931[/C][C]1.3139[/C][C]0.096555[/C][/ROW]
[ROW][C]39[/C][C]0.008752[/C][C]0.0737[/C][C]0.470712[/C][/ROW]
[ROW][C]40[/C][C]-0.04557[/C][C]-0.384[/C][C]0.35107[/C][/ROW]
[ROW][C]41[/C][C]0.080354[/C][C]0.6771[/C][C]0.250279[/C][/ROW]
[ROW][C]42[/C][C]-0.124994[/C][C]-1.0532[/C][C]0.147905[/C][/ROW]
[ROW][C]43[/C][C]-0.007115[/C][C]-0.0599[/C][C]0.476182[/C][/ROW]
[ROW][C]44[/C][C]-0.024843[/C][C]-0.2093[/C][C]0.417394[/C][/ROW]
[ROW][C]45[/C][C]0.037265[/C][C]0.314[/C][C]0.37722[/C][/ROW]
[ROW][C]46[/C][C]-0.16422[/C][C]-1.3837[/C][C]0.085386[/C][/ROW]
[ROW][C]47[/C][C]0.004563[/C][C]0.0384[/C][C]0.484719[/C][/ROW]
[ROW][C]48[/C][C]-0.000298[/C][C]-0.0025[/C][C]0.499001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=187764&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=187764&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
10.3152972.65670.004869
2-0.276899-2.33320.011238
3-0.1197-1.00860.158293
4-0.089583-0.75480.226421
50.0619060.52160.301776
6-0.041286-0.34790.364478
70.0551480.46470.321788
8-0.181967-1.53330.064825
9-0.20138-1.69690.047052
100.0141990.11960.452554
110.3044222.56510.006214
120.1655281.39480.083718
130.2081811.75420.041859
14-0.179207-1.510.067737
150.1745391.47070.072896
160.002580.02170.491359
17-0.10856-0.91470.181711
18-0.007394-0.06230.475248
19-0.087582-0.7380.231479
200.1583021.33390.093254
21-0.139147-1.17250.122463
22-0.064802-0.5460.293379
230.0352610.29710.383623
240.0801410.67530.250844
25-0.038759-0.32660.372471
260.1258651.06060.146242
27-0.151322-1.27510.103222
28-0.031194-0.26280.396715
290.0028590.02410.490423
30-0.015488-0.13050.448268
310.0919740.7750.220461
320.0055320.04660.481478
33-0.004005-0.03370.486586
34-0.038127-0.32130.374477
350.0590890.49790.310049
36-0.126305-1.06430.145408
37-0.012859-0.10840.45701
380.1559311.31390.096555
390.0087520.07370.470712
40-0.04557-0.3840.35107
410.0803540.67710.250279
42-0.124994-1.05320.147905
43-0.007115-0.05990.476182
44-0.024843-0.20930.417394
450.0372650.3140.37722
46-0.16422-1.38370.085386
470.0045630.03840.484719
48-0.000298-0.00250.499001


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')