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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, 16 Nov 2012 10:16:09 -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/16/t1353078979w6msekyzclbt6ic.htm/, Retrieved Sat, 27 Apr 2024 09:01:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=189959, Retrieved Sat, 27 Apr 2024 09:01:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact62

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] [] [2012-11-16 15:16:09] [2aa9036d98cf3249064494e8c53f9b9c] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
106,68
109,73
108,06
111,33
105,66
103,65
100,34
100,56
102,67
101,5
102,35
104,98
106,31
103,73
106,62
108,54
105,12
105,29
104,62
104,34
108,23
107,6
106,87
107,96
108,34
109,04
106,95
105,59
108,08
108,48
106,84
105,6
106,9
106,84
106,81
106,98
107,53
107,37
106,98
108,94
106,38
109,02
106,53
105,02
109,7
108,39
110,18
109,54
109,1
110,85
112,23
110,58
110,77
108,08
108,05
108,87
109,61
111,27
107,61
110,98
106,63
106,83
108,77
106,12
106,8
106,34
105,16
107,97
106,76
108,78
105,58
109,22

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Sir Maurice George Kendall' @ kendall.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 & 3 seconds \tabularnewline
R Server & 'Sir Maurice George Kendall' @ kendall.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189959&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Maurice George Kendall' @ kendall.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189959&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189959&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 time3 seconds
R Server'Sir Maurice George Kendall' @ kendall.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6204455.26471e-06
20.5550114.70946e-06
30.4155163.52580.000369
40.2803462.37880.010011
50.269352.28550.012615
60.1531311.29940.098984
70.1379881.17090.122757
80.1362951.15650.12565
90.1465631.24360.108835
100.1514621.28520.101421
110.1196161.0150.156757
120.1440741.22250.112751
130.059640.50610.307179
14-0.044513-0.37770.353379
15-0.082687-0.70160.242589
16-0.10506-0.89150.187825
17-0.062087-0.52680.299967
18-0.034711-0.29450.384598
19-0.074379-0.63110.264977
200.0002750.00230.499071
210.0687960.58380.280604
220.0363140.30810.379435
230.0408990.3470.364788
240.0442340.37530.354255
250.0503020.42680.33539
260.0327370.27780.390988
270.037080.31460.376975
28-0.056138-0.47630.317635
29-0.049799-0.42260.336938
30-0.041889-0.35540.361649
31-0.098502-0.83580.20301
32-0.084412-0.71630.238073
33-0.09433-0.80040.213052
34-0.077794-0.66010.255646
35-0.098812-0.83840.202278
36-0.095817-0.8130.209439
37-0.170671-1.44820.075952
38-0.20982-1.78040.039616
39-0.268795-2.28080.012761
40-0.340453-2.88880.002552
41-0.302944-2.57060.006111
42-0.279906-2.37510.010106
43-0.259047-2.19810.015579
44-0.231063-1.96060.026896
45-0.202382-1.71730.045114
46-0.171588-1.4560.074873
47-0.072597-0.6160.269916
48-0.085462-0.72520.23535

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.620445 & 5.2647 & 1e-06 \tabularnewline
2 & 0.555011 & 4.7094 & 6e-06 \tabularnewline
3 & 0.415516 & 3.5258 & 0.000369 \tabularnewline
4 & 0.280346 & 2.3788 & 0.010011 \tabularnewline
5 & 0.26935 & 2.2855 & 0.012615 \tabularnewline
6 & 0.153131 & 1.2994 & 0.098984 \tabularnewline
7 & 0.137988 & 1.1709 & 0.122757 \tabularnewline
8 & 0.136295 & 1.1565 & 0.12565 \tabularnewline
9 & 0.146563 & 1.2436 & 0.108835 \tabularnewline
10 & 0.151462 & 1.2852 & 0.101421 \tabularnewline
11 & 0.119616 & 1.015 & 0.156757 \tabularnewline
12 & 0.144074 & 1.2225 & 0.112751 \tabularnewline
13 & 0.05964 & 0.5061 & 0.307179 \tabularnewline
14 & -0.044513 & -0.3777 & 0.353379 \tabularnewline
15 & -0.082687 & -0.7016 & 0.242589 \tabularnewline
16 & -0.10506 & -0.8915 & 0.187825 \tabularnewline
17 & -0.062087 & -0.5268 & 0.299967 \tabularnewline
18 & -0.034711 & -0.2945 & 0.384598 \tabularnewline
19 & -0.074379 & -0.6311 & 0.264977 \tabularnewline
20 & 0.000275 & 0.0023 & 0.499071 \tabularnewline
21 & 0.068796 & 0.5838 & 0.280604 \tabularnewline
22 & 0.036314 & 0.3081 & 0.379435 \tabularnewline
23 & 0.040899 & 0.347 & 0.364788 \tabularnewline
24 & 0.044234 & 0.3753 & 0.354255 \tabularnewline
25 & 0.050302 & 0.4268 & 0.33539 \tabularnewline
26 & 0.032737 & 0.2778 & 0.390988 \tabularnewline
27 & 0.03708 & 0.3146 & 0.376975 \tabularnewline
28 & -0.056138 & -0.4763 & 0.317635 \tabularnewline
29 & -0.049799 & -0.4226 & 0.336938 \tabularnewline
30 & -0.041889 & -0.3554 & 0.361649 \tabularnewline
31 & -0.098502 & -0.8358 & 0.20301 \tabularnewline
32 & -0.084412 & -0.7163 & 0.238073 \tabularnewline
33 & -0.09433 & -0.8004 & 0.213052 \tabularnewline
34 & -0.077794 & -0.6601 & 0.255646 \tabularnewline
35 & -0.098812 & -0.8384 & 0.202278 \tabularnewline
36 & -0.095817 & -0.813 & 0.209439 \tabularnewline
37 & -0.170671 & -1.4482 & 0.075952 \tabularnewline
38 & -0.20982 & -1.7804 & 0.039616 \tabularnewline
39 & -0.268795 & -2.2808 & 0.012761 \tabularnewline
40 & -0.340453 & -2.8888 & 0.002552 \tabularnewline
41 & -0.302944 & -2.5706 & 0.006111 \tabularnewline
42 & -0.279906 & -2.3751 & 0.010106 \tabularnewline
43 & -0.259047 & -2.1981 & 0.015579 \tabularnewline
44 & -0.231063 & -1.9606 & 0.026896 \tabularnewline
45 & -0.202382 & -1.7173 & 0.045114 \tabularnewline
46 & -0.171588 & -1.456 & 0.074873 \tabularnewline
47 & -0.072597 & -0.616 & 0.269916 \tabularnewline
48 & -0.085462 & -0.7252 & 0.23535 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189959&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]0.620445[/C][C]5.2647[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.555011[/C][C]4.7094[/C][C]6e-06[/C][/ROW]
[ROW][C]3[/C][C]0.415516[/C][C]3.5258[/C][C]0.000369[/C][/ROW]
[ROW][C]4[/C][C]0.280346[/C][C]2.3788[/C][C]0.010011[/C][/ROW]
[ROW][C]5[/C][C]0.26935[/C][C]2.2855[/C][C]0.012615[/C][/ROW]
[ROW][C]6[/C][C]0.153131[/C][C]1.2994[/C][C]0.098984[/C][/ROW]
[ROW][C]7[/C][C]0.137988[/C][C]1.1709[/C][C]0.122757[/C][/ROW]
[ROW][C]8[/C][C]0.136295[/C][C]1.1565[/C][C]0.12565[/C][/ROW]
[ROW][C]9[/C][C]0.146563[/C][C]1.2436[/C][C]0.108835[/C][/ROW]
[ROW][C]10[/C][C]0.151462[/C][C]1.2852[/C][C]0.101421[/C][/ROW]
[ROW][C]11[/C][C]0.119616[/C][C]1.015[/C][C]0.156757[/C][/ROW]
[ROW][C]12[/C][C]0.144074[/C][C]1.2225[/C][C]0.112751[/C][/ROW]
[ROW][C]13[/C][C]0.05964[/C][C]0.5061[/C][C]0.307179[/C][/ROW]
[ROW][C]14[/C][C]-0.044513[/C][C]-0.3777[/C][C]0.353379[/C][/ROW]
[ROW][C]15[/C][C]-0.082687[/C][C]-0.7016[/C][C]0.242589[/C][/ROW]
[ROW][C]16[/C][C]-0.10506[/C][C]-0.8915[/C][C]0.187825[/C][/ROW]
[ROW][C]17[/C][C]-0.062087[/C][C]-0.5268[/C][C]0.299967[/C][/ROW]
[ROW][C]18[/C][C]-0.034711[/C][C]-0.2945[/C][C]0.384598[/C][/ROW]
[ROW][C]19[/C][C]-0.074379[/C][C]-0.6311[/C][C]0.264977[/C][/ROW]
[ROW][C]20[/C][C]0.000275[/C][C]0.0023[/C][C]0.499071[/C][/ROW]
[ROW][C]21[/C][C]0.068796[/C][C]0.5838[/C][C]0.280604[/C][/ROW]
[ROW][C]22[/C][C]0.036314[/C][C]0.3081[/C][C]0.379435[/C][/ROW]
[ROW][C]23[/C][C]0.040899[/C][C]0.347[/C][C]0.364788[/C][/ROW]
[ROW][C]24[/C][C]0.044234[/C][C]0.3753[/C][C]0.354255[/C][/ROW]
[ROW][C]25[/C][C]0.050302[/C][C]0.4268[/C][C]0.33539[/C][/ROW]
[ROW][C]26[/C][C]0.032737[/C][C]0.2778[/C][C]0.390988[/C][/ROW]
[ROW][C]27[/C][C]0.03708[/C][C]0.3146[/C][C]0.376975[/C][/ROW]
[ROW][C]28[/C][C]-0.056138[/C][C]-0.4763[/C][C]0.317635[/C][/ROW]
[ROW][C]29[/C][C]-0.049799[/C][C]-0.4226[/C][C]0.336938[/C][/ROW]
[ROW][C]30[/C][C]-0.041889[/C][C]-0.3554[/C][C]0.361649[/C][/ROW]
[ROW][C]31[/C][C]-0.098502[/C][C]-0.8358[/C][C]0.20301[/C][/ROW]
[ROW][C]32[/C][C]-0.084412[/C][C]-0.7163[/C][C]0.238073[/C][/ROW]
[ROW][C]33[/C][C]-0.09433[/C][C]-0.8004[/C][C]0.213052[/C][/ROW]
[ROW][C]34[/C][C]-0.077794[/C][C]-0.6601[/C][C]0.255646[/C][/ROW]
[ROW][C]35[/C][C]-0.098812[/C][C]-0.8384[/C][C]0.202278[/C][/ROW]
[ROW][C]36[/C][C]-0.095817[/C][C]-0.813[/C][C]0.209439[/C][/ROW]
[ROW][C]37[/C][C]-0.170671[/C][C]-1.4482[/C][C]0.075952[/C][/ROW]
[ROW][C]38[/C][C]-0.20982[/C][C]-1.7804[/C][C]0.039616[/C][/ROW]
[ROW][C]39[/C][C]-0.268795[/C][C]-2.2808[/C][C]0.012761[/C][/ROW]
[ROW][C]40[/C][C]-0.340453[/C][C]-2.8888[/C][C]0.002552[/C][/ROW]
[ROW][C]41[/C][C]-0.302944[/C][C]-2.5706[/C][C]0.006111[/C][/ROW]
[ROW][C]42[/C][C]-0.279906[/C][C]-2.3751[/C][C]0.010106[/C][/ROW]
[ROW][C]43[/C][C]-0.259047[/C][C]-2.1981[/C][C]0.015579[/C][/ROW]
[ROW][C]44[/C][C]-0.231063[/C][C]-1.9606[/C][C]0.026896[/C][/ROW]
[ROW][C]45[/C][C]-0.202382[/C][C]-1.7173[/C][C]0.045114[/C][/ROW]
[ROW][C]46[/C][C]-0.171588[/C][C]-1.456[/C][C]0.074873[/C][/ROW]
[ROW][C]47[/C][C]-0.072597[/C][C]-0.616[/C][C]0.269916[/C][/ROW]
[ROW][C]48[/C][C]-0.085462[/C][C]-0.7252[/C][C]0.23535[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189959&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189959&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
10.6204455.26471e-06
20.5550114.70946e-06
30.4155163.52580.000369
40.2803462.37880.010011
50.269352.28550.012615
60.1531311.29940.098984
70.1379881.17090.122757
80.1362951.15650.12565
90.1465631.24360.108835
100.1514621.28520.101421
110.1196161.0150.156757
120.1440741.22250.112751
130.059640.50610.307179
14-0.044513-0.37770.353379
15-0.082687-0.70160.242589
16-0.10506-0.89150.187825
17-0.062087-0.52680.299967
18-0.034711-0.29450.384598
19-0.074379-0.63110.264977
200.0002750.00230.499071
210.0687960.58380.280604
220.0363140.30810.379435
230.0408990.3470.364788
240.0442340.37530.354255
250.0503020.42680.33539
260.0327370.27780.390988
270.037080.31460.376975
28-0.056138-0.47630.317635
29-0.049799-0.42260.336938
30-0.041889-0.35540.361649
31-0.098502-0.83580.20301
32-0.084412-0.71630.238073
33-0.09433-0.80040.213052
34-0.077794-0.66010.255646
35-0.098812-0.83840.202278
36-0.095817-0.8130.209439
37-0.170671-1.44820.075952
38-0.20982-1.78040.039616
39-0.268795-2.28080.012761
40-0.340453-2.88880.002552
41-0.302944-2.57060.006111
42-0.279906-2.37510.010106
43-0.259047-2.19810.015579
44-0.231063-1.96060.026896
45-0.202382-1.71730.045114
46-0.171588-1.4560.074873
47-0.072597-0.6160.269916
48-0.085462-0.72520.23535






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6204455.26471e-06
20.2764982.34620.010862
3-0.009114-0.07730.469287
4-0.100882-0.8560.197416
50.1015290.86150.195911
6-0.072341-0.61380.270629
70.0130520.11080.45606
80.0736770.62520.266919
90.0804050.68230.248632
100.0012460.01060.495796
11-0.035551-0.30170.381892
120.0605020.51340.304628
13-0.112746-0.95670.170965
14-0.196407-1.66660.049972
15-0.023205-0.19690.422231
160.0695680.59030.278419
170.0720990.61180.271304
180.0447180.37940.352739
19-0.092562-0.78540.217395
200.0685170.58140.281397
210.1342941.13950.129132
22-0.098992-0.840.201851
23-0.047991-0.40720.342529
240.0995250.84450.200594
250.058020.49230.311997
26-0.053911-0.45740.324363
270.0361430.30670.379986
28-0.167634-1.42240.079612
29-0.079888-0.67790.250012
300.0221340.18780.425774
31-0.033055-0.28050.389956
32-0.022903-0.19430.423229
33-0.021513-0.18250.427835
340.0321320.27260.392952
35-0.034759-0.29490.384445
360.0088660.07520.47012
37-0.176649-1.49890.069134
38-0.138962-1.17910.121114
39-0.086177-0.73120.233505
40-0.002933-0.02490.490107
410.0623940.52940.299068
420.0021440.01820.492767
43-0.032872-0.27890.390551
44-0.049792-0.42250.336959
45-0.02026-0.17190.431993
46-0.017198-0.14590.442191
470.1267671.07570.142836
48-0.045225-0.38370.351149

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.620445 & 5.2647 & 1e-06 \tabularnewline
2 & 0.276498 & 2.3462 & 0.010862 \tabularnewline
3 & -0.009114 & -0.0773 & 0.469287 \tabularnewline
4 & -0.100882 & -0.856 & 0.197416 \tabularnewline
5 & 0.101529 & 0.8615 & 0.195911 \tabularnewline
6 & -0.072341 & -0.6138 & 0.270629 \tabularnewline
7 & 0.013052 & 0.1108 & 0.45606 \tabularnewline
8 & 0.073677 & 0.6252 & 0.266919 \tabularnewline
9 & 0.080405 & 0.6823 & 0.248632 \tabularnewline
10 & 0.001246 & 0.0106 & 0.495796 \tabularnewline
11 & -0.035551 & -0.3017 & 0.381892 \tabularnewline
12 & 0.060502 & 0.5134 & 0.304628 \tabularnewline
13 & -0.112746 & -0.9567 & 0.170965 \tabularnewline
14 & -0.196407 & -1.6666 & 0.049972 \tabularnewline
15 & -0.023205 & -0.1969 & 0.422231 \tabularnewline
16 & 0.069568 & 0.5903 & 0.278419 \tabularnewline
17 & 0.072099 & 0.6118 & 0.271304 \tabularnewline
18 & 0.044718 & 0.3794 & 0.352739 \tabularnewline
19 & -0.092562 & -0.7854 & 0.217395 \tabularnewline
20 & 0.068517 & 0.5814 & 0.281397 \tabularnewline
21 & 0.134294 & 1.1395 & 0.129132 \tabularnewline
22 & -0.098992 & -0.84 & 0.201851 \tabularnewline
23 & -0.047991 & -0.4072 & 0.342529 \tabularnewline
24 & 0.099525 & 0.8445 & 0.200594 \tabularnewline
25 & 0.05802 & 0.4923 & 0.311997 \tabularnewline
26 & -0.053911 & -0.4574 & 0.324363 \tabularnewline
27 & 0.036143 & 0.3067 & 0.379986 \tabularnewline
28 & -0.167634 & -1.4224 & 0.079612 \tabularnewline
29 & -0.079888 & -0.6779 & 0.250012 \tabularnewline
30 & 0.022134 & 0.1878 & 0.425774 \tabularnewline
31 & -0.033055 & -0.2805 & 0.389956 \tabularnewline
32 & -0.022903 & -0.1943 & 0.423229 \tabularnewline
33 & -0.021513 & -0.1825 & 0.427835 \tabularnewline
34 & 0.032132 & 0.2726 & 0.392952 \tabularnewline
35 & -0.034759 & -0.2949 & 0.384445 \tabularnewline
36 & 0.008866 & 0.0752 & 0.47012 \tabularnewline
37 & -0.176649 & -1.4989 & 0.069134 \tabularnewline
38 & -0.138962 & -1.1791 & 0.121114 \tabularnewline
39 & -0.086177 & -0.7312 & 0.233505 \tabularnewline
40 & -0.002933 & -0.0249 & 0.490107 \tabularnewline
41 & 0.062394 & 0.5294 & 0.299068 \tabularnewline
42 & 0.002144 & 0.0182 & 0.492767 \tabularnewline
43 & -0.032872 & -0.2789 & 0.390551 \tabularnewline
44 & -0.049792 & -0.4225 & 0.336959 \tabularnewline
45 & -0.02026 & -0.1719 & 0.431993 \tabularnewline
46 & -0.017198 & -0.1459 & 0.442191 \tabularnewline
47 & 0.126767 & 1.0757 & 0.142836 \tabularnewline
48 & -0.045225 & -0.3837 & 0.351149 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189959&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]0.620445[/C][C]5.2647[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.276498[/C][C]2.3462[/C][C]0.010862[/C][/ROW]
[ROW][C]3[/C][C]-0.009114[/C][C]-0.0773[/C][C]0.469287[/C][/ROW]
[ROW][C]4[/C][C]-0.100882[/C][C]-0.856[/C][C]0.197416[/C][/ROW]
[ROW][C]5[/C][C]0.101529[/C][C]0.8615[/C][C]0.195911[/C][/ROW]
[ROW][C]6[/C][C]-0.072341[/C][C]-0.6138[/C][C]0.270629[/C][/ROW]
[ROW][C]7[/C][C]0.013052[/C][C]0.1108[/C][C]0.45606[/C][/ROW]
[ROW][C]8[/C][C]0.073677[/C][C]0.6252[/C][C]0.266919[/C][/ROW]
[ROW][C]9[/C][C]0.080405[/C][C]0.6823[/C][C]0.248632[/C][/ROW]
[ROW][C]10[/C][C]0.001246[/C][C]0.0106[/C][C]0.495796[/C][/ROW]
[ROW][C]11[/C][C]-0.035551[/C][C]-0.3017[/C][C]0.381892[/C][/ROW]
[ROW][C]12[/C][C]0.060502[/C][C]0.5134[/C][C]0.304628[/C][/ROW]
[ROW][C]13[/C][C]-0.112746[/C][C]-0.9567[/C][C]0.170965[/C][/ROW]
[ROW][C]14[/C][C]-0.196407[/C][C]-1.6666[/C][C]0.049972[/C][/ROW]
[ROW][C]15[/C][C]-0.023205[/C][C]-0.1969[/C][C]0.422231[/C][/ROW]
[ROW][C]16[/C][C]0.069568[/C][C]0.5903[/C][C]0.278419[/C][/ROW]
[ROW][C]17[/C][C]0.072099[/C][C]0.6118[/C][C]0.271304[/C][/ROW]
[ROW][C]18[/C][C]0.044718[/C][C]0.3794[/C][C]0.352739[/C][/ROW]
[ROW][C]19[/C][C]-0.092562[/C][C]-0.7854[/C][C]0.217395[/C][/ROW]
[ROW][C]20[/C][C]0.068517[/C][C]0.5814[/C][C]0.281397[/C][/ROW]
[ROW][C]21[/C][C]0.134294[/C][C]1.1395[/C][C]0.129132[/C][/ROW]
[ROW][C]22[/C][C]-0.098992[/C][C]-0.84[/C][C]0.201851[/C][/ROW]
[ROW][C]23[/C][C]-0.047991[/C][C]-0.4072[/C][C]0.342529[/C][/ROW]
[ROW][C]24[/C][C]0.099525[/C][C]0.8445[/C][C]0.200594[/C][/ROW]
[ROW][C]25[/C][C]0.05802[/C][C]0.4923[/C][C]0.311997[/C][/ROW]
[ROW][C]26[/C][C]-0.053911[/C][C]-0.4574[/C][C]0.324363[/C][/ROW]
[ROW][C]27[/C][C]0.036143[/C][C]0.3067[/C][C]0.379986[/C][/ROW]
[ROW][C]28[/C][C]-0.167634[/C][C]-1.4224[/C][C]0.079612[/C][/ROW]
[ROW][C]29[/C][C]-0.079888[/C][C]-0.6779[/C][C]0.250012[/C][/ROW]
[ROW][C]30[/C][C]0.022134[/C][C]0.1878[/C][C]0.425774[/C][/ROW]
[ROW][C]31[/C][C]-0.033055[/C][C]-0.2805[/C][C]0.389956[/C][/ROW]
[ROW][C]32[/C][C]-0.022903[/C][C]-0.1943[/C][C]0.423229[/C][/ROW]
[ROW][C]33[/C][C]-0.021513[/C][C]-0.1825[/C][C]0.427835[/C][/ROW]
[ROW][C]34[/C][C]0.032132[/C][C]0.2726[/C][C]0.392952[/C][/ROW]
[ROW][C]35[/C][C]-0.034759[/C][C]-0.2949[/C][C]0.384445[/C][/ROW]
[ROW][C]36[/C][C]0.008866[/C][C]0.0752[/C][C]0.47012[/C][/ROW]
[ROW][C]37[/C][C]-0.176649[/C][C]-1.4989[/C][C]0.069134[/C][/ROW]
[ROW][C]38[/C][C]-0.138962[/C][C]-1.1791[/C][C]0.121114[/C][/ROW]
[ROW][C]39[/C][C]-0.086177[/C][C]-0.7312[/C][C]0.233505[/C][/ROW]
[ROW][C]40[/C][C]-0.002933[/C][C]-0.0249[/C][C]0.490107[/C][/ROW]
[ROW][C]41[/C][C]0.062394[/C][C]0.5294[/C][C]0.299068[/C][/ROW]
[ROW][C]42[/C][C]0.002144[/C][C]0.0182[/C][C]0.492767[/C][/ROW]
[ROW][C]43[/C][C]-0.032872[/C][C]-0.2789[/C][C]0.390551[/C][/ROW]
[ROW][C]44[/C][C]-0.049792[/C][C]-0.4225[/C][C]0.336959[/C][/ROW]
[ROW][C]45[/C][C]-0.02026[/C][C]-0.1719[/C][C]0.431993[/C][/ROW]
[ROW][C]46[/C][C]-0.017198[/C][C]-0.1459[/C][C]0.442191[/C][/ROW]
[ROW][C]47[/C][C]0.126767[/C][C]1.0757[/C][C]0.142836[/C][/ROW]
[ROW][C]48[/C][C]-0.045225[/C][C]-0.3837[/C][C]0.351149[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189959&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189959&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
10.6204455.26471e-06
20.2764982.34620.010862
3-0.009114-0.07730.469287
4-0.100882-0.8560.197416
50.1015290.86150.195911
6-0.072341-0.61380.270629
70.0130520.11080.45606
80.0736770.62520.266919
90.0804050.68230.248632
100.0012460.01060.495796
11-0.035551-0.30170.381892
120.0605020.51340.304628
13-0.112746-0.95670.170965
14-0.196407-1.66660.049972
15-0.023205-0.19690.422231
160.0695680.59030.278419
170.0720990.61180.271304
180.0447180.37940.352739
19-0.092562-0.78540.217395
200.0685170.58140.281397
210.1342941.13950.129132
22-0.098992-0.840.201851
23-0.047991-0.40720.342529
240.0995250.84450.200594
250.058020.49230.311997
26-0.053911-0.45740.324363
270.0361430.30670.379986
28-0.167634-1.42240.079612
29-0.079888-0.67790.250012
300.0221340.18780.425774
31-0.033055-0.28050.389956
32-0.022903-0.19430.423229
33-0.021513-0.18250.427835
340.0321320.27260.392952
35-0.034759-0.29490.384445
360.0088660.07520.47012
37-0.176649-1.49890.069134
38-0.138962-1.17910.121114
39-0.086177-0.73120.233505
40-0.002933-0.02490.490107
410.0623940.52940.299068
420.0021440.01820.492767
43-0.032872-0.27890.390551
44-0.049792-0.42250.336959
45-0.02026-0.17190.431993
46-0.017198-0.14590.442191
470.1267671.07570.142836
48-0.045225-0.38370.351149


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')