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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 10:17:05 -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/t135307903357olakbnzuu24cv.htm/, Retrieved Sat, 27 Apr 2024 11:08:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=189960, Retrieved Sat, 27 Apr 2024 11:08:52 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact69

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 15:17:05] [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 time2 seconds
R Server'George Udny Yule' @ yule.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 & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189960&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189960&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189960&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'George Udny Yule' @ yule.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.391076-3.29530.000768
20.0757890.63860.262566
30.0128270.10810.457118
4-0.18294-1.54150.063823
50.1550411.30640.097816
6-0.148536-1.25160.107415
7-0.021272-0.17920.429129
8-0.008686-0.07320.470932
9-0.01243-0.10470.458441
100.0622560.52460.300755
11-0.069951-0.58940.278727
120.1193151.00540.159067
130.0431810.36380.358527
14-0.107392-0.90490.184289
15-0.007637-0.06440.474436
16-0.088545-0.74610.229038
170.0259520.21870.413767
180.0878320.74010.230845
19-0.17109-1.44160.076901
200.0152930.12890.448916
210.12281.03470.152152
22-0.042432-0.35750.360876
230.014340.12080.452085
24-0.006073-0.05120.479665
250.0283860.23920.405825
26-0.021482-0.1810.428439
270.1192311.00470.159236
28-0.098964-0.83390.203571
29-0.010971-0.09240.463302
300.067340.56740.286109
31-0.079834-0.67270.251664
320.0174930.14740.441617
33-0.023099-0.19460.423116
340.0474330.39970.345298
35-0.033024-0.27830.390808
360.1082920.91250.182301
37-0.046955-0.39560.346775
380.0255310.21510.415143
390.0197740.16660.434071
40-0.141724-1.19420.118189
410.0157450.13270.447414
42-0.01191-0.10040.460173
43-0.009909-0.08350.466847
440.0227120.19140.424388
45-0.013602-0.11460.454537
46-0.101596-0.85610.197422
470.1527951.28750.101055
48-0.00082-0.00690.497252

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.391076 & -3.2953 & 0.000768 \tabularnewline
2 & 0.075789 & 0.6386 & 0.262566 \tabularnewline
3 & 0.012827 & 0.1081 & 0.457118 \tabularnewline
4 & -0.18294 & -1.5415 & 0.063823 \tabularnewline
5 & 0.155041 & 1.3064 & 0.097816 \tabularnewline
6 & -0.148536 & -1.2516 & 0.107415 \tabularnewline
7 & -0.021272 & -0.1792 & 0.429129 \tabularnewline
8 & -0.008686 & -0.0732 & 0.470932 \tabularnewline
9 & -0.01243 & -0.1047 & 0.458441 \tabularnewline
10 & 0.062256 & 0.5246 & 0.300755 \tabularnewline
11 & -0.069951 & -0.5894 & 0.278727 \tabularnewline
12 & 0.119315 & 1.0054 & 0.159067 \tabularnewline
13 & 0.043181 & 0.3638 & 0.358527 \tabularnewline
14 & -0.107392 & -0.9049 & 0.184289 \tabularnewline
15 & -0.007637 & -0.0644 & 0.474436 \tabularnewline
16 & -0.088545 & -0.7461 & 0.229038 \tabularnewline
17 & 0.025952 & 0.2187 & 0.413767 \tabularnewline
18 & 0.087832 & 0.7401 & 0.230845 \tabularnewline
19 & -0.17109 & -1.4416 & 0.076901 \tabularnewline
20 & 0.015293 & 0.1289 & 0.448916 \tabularnewline
21 & 0.1228 & 1.0347 & 0.152152 \tabularnewline
22 & -0.042432 & -0.3575 & 0.360876 \tabularnewline
23 & 0.01434 & 0.1208 & 0.452085 \tabularnewline
24 & -0.006073 & -0.0512 & 0.479665 \tabularnewline
25 & 0.028386 & 0.2392 & 0.405825 \tabularnewline
26 & -0.021482 & -0.181 & 0.428439 \tabularnewline
27 & 0.119231 & 1.0047 & 0.159236 \tabularnewline
28 & -0.098964 & -0.8339 & 0.203571 \tabularnewline
29 & -0.010971 & -0.0924 & 0.463302 \tabularnewline
30 & 0.06734 & 0.5674 & 0.286109 \tabularnewline
31 & -0.079834 & -0.6727 & 0.251664 \tabularnewline
32 & 0.017493 & 0.1474 & 0.441617 \tabularnewline
33 & -0.023099 & -0.1946 & 0.423116 \tabularnewline
34 & 0.047433 & 0.3997 & 0.345298 \tabularnewline
35 & -0.033024 & -0.2783 & 0.390808 \tabularnewline
36 & 0.108292 & 0.9125 & 0.182301 \tabularnewline
37 & -0.046955 & -0.3956 & 0.346775 \tabularnewline
38 & 0.025531 & 0.2151 & 0.415143 \tabularnewline
39 & 0.019774 & 0.1666 & 0.434071 \tabularnewline
40 & -0.141724 & -1.1942 & 0.118189 \tabularnewline
41 & 0.015745 & 0.1327 & 0.447414 \tabularnewline
42 & -0.01191 & -0.1004 & 0.460173 \tabularnewline
43 & -0.009909 & -0.0835 & 0.466847 \tabularnewline
44 & 0.022712 & 0.1914 & 0.424388 \tabularnewline
45 & -0.013602 & -0.1146 & 0.454537 \tabularnewline
46 & -0.101596 & -0.8561 & 0.197422 \tabularnewline
47 & 0.152795 & 1.2875 & 0.101055 \tabularnewline
48 & -0.00082 & -0.0069 & 0.497252 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189960&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]-0.391076[/C][C]-3.2953[/C][C]0.000768[/C][/ROW]
[ROW][C]2[/C][C]0.075789[/C][C]0.6386[/C][C]0.262566[/C][/ROW]
[ROW][C]3[/C][C]0.012827[/C][C]0.1081[/C][C]0.457118[/C][/ROW]
[ROW][C]4[/C][C]-0.18294[/C][C]-1.5415[/C][C]0.063823[/C][/ROW]
[ROW][C]5[/C][C]0.155041[/C][C]1.3064[/C][C]0.097816[/C][/ROW]
[ROW][C]6[/C][C]-0.148536[/C][C]-1.2516[/C][C]0.107415[/C][/ROW]
[ROW][C]7[/C][C]-0.021272[/C][C]-0.1792[/C][C]0.429129[/C][/ROW]
[ROW][C]8[/C][C]-0.008686[/C][C]-0.0732[/C][C]0.470932[/C][/ROW]
[ROW][C]9[/C][C]-0.01243[/C][C]-0.1047[/C][C]0.458441[/C][/ROW]
[ROW][C]10[/C][C]0.062256[/C][C]0.5246[/C][C]0.300755[/C][/ROW]
[ROW][C]11[/C][C]-0.069951[/C][C]-0.5894[/C][C]0.278727[/C][/ROW]
[ROW][C]12[/C][C]0.119315[/C][C]1.0054[/C][C]0.159067[/C][/ROW]
[ROW][C]13[/C][C]0.043181[/C][C]0.3638[/C][C]0.358527[/C][/ROW]
[ROW][C]14[/C][C]-0.107392[/C][C]-0.9049[/C][C]0.184289[/C][/ROW]
[ROW][C]15[/C][C]-0.007637[/C][C]-0.0644[/C][C]0.474436[/C][/ROW]
[ROW][C]16[/C][C]-0.088545[/C][C]-0.7461[/C][C]0.229038[/C][/ROW]
[ROW][C]17[/C][C]0.025952[/C][C]0.2187[/C][C]0.413767[/C][/ROW]
[ROW][C]18[/C][C]0.087832[/C][C]0.7401[/C][C]0.230845[/C][/ROW]
[ROW][C]19[/C][C]-0.17109[/C][C]-1.4416[/C][C]0.076901[/C][/ROW]
[ROW][C]20[/C][C]0.015293[/C][C]0.1289[/C][C]0.448916[/C][/ROW]
[ROW][C]21[/C][C]0.1228[/C][C]1.0347[/C][C]0.152152[/C][/ROW]
[ROW][C]22[/C][C]-0.042432[/C][C]-0.3575[/C][C]0.360876[/C][/ROW]
[ROW][C]23[/C][C]0.01434[/C][C]0.1208[/C][C]0.452085[/C][/ROW]
[ROW][C]24[/C][C]-0.006073[/C][C]-0.0512[/C][C]0.479665[/C][/ROW]
[ROW][C]25[/C][C]0.028386[/C][C]0.2392[/C][C]0.405825[/C][/ROW]
[ROW][C]26[/C][C]-0.021482[/C][C]-0.181[/C][C]0.428439[/C][/ROW]
[ROW][C]27[/C][C]0.119231[/C][C]1.0047[/C][C]0.159236[/C][/ROW]
[ROW][C]28[/C][C]-0.098964[/C][C]-0.8339[/C][C]0.203571[/C][/ROW]
[ROW][C]29[/C][C]-0.010971[/C][C]-0.0924[/C][C]0.463302[/C][/ROW]
[ROW][C]30[/C][C]0.06734[/C][C]0.5674[/C][C]0.286109[/C][/ROW]
[ROW][C]31[/C][C]-0.079834[/C][C]-0.6727[/C][C]0.251664[/C][/ROW]
[ROW][C]32[/C][C]0.017493[/C][C]0.1474[/C][C]0.441617[/C][/ROW]
[ROW][C]33[/C][C]-0.023099[/C][C]-0.1946[/C][C]0.423116[/C][/ROW]
[ROW][C]34[/C][C]0.047433[/C][C]0.3997[/C][C]0.345298[/C][/ROW]
[ROW][C]35[/C][C]-0.033024[/C][C]-0.2783[/C][C]0.390808[/C][/ROW]
[ROW][C]36[/C][C]0.108292[/C][C]0.9125[/C][C]0.182301[/C][/ROW]
[ROW][C]37[/C][C]-0.046955[/C][C]-0.3956[/C][C]0.346775[/C][/ROW]
[ROW][C]38[/C][C]0.025531[/C][C]0.2151[/C][C]0.415143[/C][/ROW]
[ROW][C]39[/C][C]0.019774[/C][C]0.1666[/C][C]0.434071[/C][/ROW]
[ROW][C]40[/C][C]-0.141724[/C][C]-1.1942[/C][C]0.118189[/C][/ROW]
[ROW][C]41[/C][C]0.015745[/C][C]0.1327[/C][C]0.447414[/C][/ROW]
[ROW][C]42[/C][C]-0.01191[/C][C]-0.1004[/C][C]0.460173[/C][/ROW]
[ROW][C]43[/C][C]-0.009909[/C][C]-0.0835[/C][C]0.466847[/C][/ROW]
[ROW][C]44[/C][C]0.022712[/C][C]0.1914[/C][C]0.424388[/C][/ROW]
[ROW][C]45[/C][C]-0.013602[/C][C]-0.1146[/C][C]0.454537[/C][/ROW]
[ROW][C]46[/C][C]-0.101596[/C][C]-0.8561[/C][C]0.197422[/C][/ROW]
[ROW][C]47[/C][C]0.152795[/C][C]1.2875[/C][C]0.101055[/C][/ROW]
[ROW][C]48[/C][C]-0.00082[/C][C]-0.0069[/C][C]0.497252[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189960&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189960&T=1

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


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

Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.391076-3.29530.000768
20.0757890.63860.262566
30.0128270.10810.457118
4-0.18294-1.54150.063823
50.1550411.30640.097816
6-0.148536-1.25160.107415
7-0.021272-0.17920.429129
8-0.008686-0.07320.470932
9-0.01243-0.10470.458441
100.0622560.52460.300755
11-0.069951-0.58940.278727
120.1193151.00540.159067
130.0431810.36380.358527
14-0.107392-0.90490.184289
15-0.007637-0.06440.474436
16-0.088545-0.74610.229038
170.0259520.21870.413767
180.0878320.74010.230845
19-0.17109-1.44160.076901
200.0152930.12890.448916
210.12281.03470.152152
22-0.042432-0.35750.360876
230.014340.12080.452085
24-0.006073-0.05120.479665
250.0283860.23920.405825
26-0.021482-0.1810.428439
270.1192311.00470.159236
28-0.098964-0.83390.203571
29-0.010971-0.09240.463302
300.067340.56740.286109
31-0.079834-0.67270.251664
320.0174930.14740.441617
33-0.023099-0.19460.423116
340.0474330.39970.345298
35-0.033024-0.27830.390808
360.1082920.91250.182301
37-0.046955-0.39560.346775
380.0255310.21510.415143
390.0197740.16660.434071
40-0.141724-1.19420.118189
410.0157450.13270.447414
42-0.01191-0.10040.460173
43-0.009909-0.08350.466847
440.0227120.19140.424388
45-0.013602-0.11460.454537
46-0.101596-0.85610.197422
470.1527951.28750.101055
48-0.00082-0.00690.497252






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.391076-3.29530.000768
2-0.091082-0.76750.222674
30.0113640.09580.461993
4-0.198232-1.67030.049628
50.0085740.07220.471305
6-0.102762-0.86590.194734
7-0.143085-1.20570.115977
8-0.131175-1.10530.136381
9-0.058252-0.49080.312527
10-0.018609-0.15680.437922
11-0.092808-0.7820.218404
120.0471340.39720.346222
130.1168650.98470.164053
14-0.069618-0.58660.279662
15-0.133686-1.12650.131882
16-0.13107-1.10440.136571
17-0.081847-0.68970.24633
180.0420520.35430.36207
19-0.144526-1.21780.113666
20-0.190754-1.60730.056211
210.037580.31670.376217
22-0.017416-0.14680.441872
23-0.144656-1.21890.113459
24-0.087856-0.74030.230784
25-0.002051-0.01730.493131
26-0.091951-0.77480.220518
270.1054560.88860.188613
280.0328830.27710.391262
29-0.058166-0.49010.312782
30-0.031562-0.26590.395525
31-0.025003-0.21070.416871
32-0.024332-0.2050.41907
33-0.07107-0.59880.275591
34-0.010221-0.08610.465804
35-0.065739-0.55390.290685
360.1245291.04930.148799
370.0812410.68460.247928
380.0233190.19650.422396
39-0.038471-0.32420.373385
40-0.093071-0.78420.217757
41-0.054685-0.46080.323182
42-0.030053-0.25320.40041
43-0.003163-0.02670.489405
44-0.002829-0.02380.490526
45-0.025514-0.2150.415198
46-0.192664-1.62340.054466
470.008260.06960.472352
48-0.03486-0.29370.384907

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.391076 & -3.2953 & 0.000768 \tabularnewline
2 & -0.091082 & -0.7675 & 0.222674 \tabularnewline
3 & 0.011364 & 0.0958 & 0.461993 \tabularnewline
4 & -0.198232 & -1.6703 & 0.049628 \tabularnewline
5 & 0.008574 & 0.0722 & 0.471305 \tabularnewline
6 & -0.102762 & -0.8659 & 0.194734 \tabularnewline
7 & -0.143085 & -1.2057 & 0.115977 \tabularnewline
8 & -0.131175 & -1.1053 & 0.136381 \tabularnewline
9 & -0.058252 & -0.4908 & 0.312527 \tabularnewline
10 & -0.018609 & -0.1568 & 0.437922 \tabularnewline
11 & -0.092808 & -0.782 & 0.218404 \tabularnewline
12 & 0.047134 & 0.3972 & 0.346222 \tabularnewline
13 & 0.116865 & 0.9847 & 0.164053 \tabularnewline
14 & -0.069618 & -0.5866 & 0.279662 \tabularnewline
15 & -0.133686 & -1.1265 & 0.131882 \tabularnewline
16 & -0.13107 & -1.1044 & 0.136571 \tabularnewline
17 & -0.081847 & -0.6897 & 0.24633 \tabularnewline
18 & 0.042052 & 0.3543 & 0.36207 \tabularnewline
19 & -0.144526 & -1.2178 & 0.113666 \tabularnewline
20 & -0.190754 & -1.6073 & 0.056211 \tabularnewline
21 & 0.03758 & 0.3167 & 0.376217 \tabularnewline
22 & -0.017416 & -0.1468 & 0.441872 \tabularnewline
23 & -0.144656 & -1.2189 & 0.113459 \tabularnewline
24 & -0.087856 & -0.7403 & 0.230784 \tabularnewline
25 & -0.002051 & -0.0173 & 0.493131 \tabularnewline
26 & -0.091951 & -0.7748 & 0.220518 \tabularnewline
27 & 0.105456 & 0.8886 & 0.188613 \tabularnewline
28 & 0.032883 & 0.2771 & 0.391262 \tabularnewline
29 & -0.058166 & -0.4901 & 0.312782 \tabularnewline
30 & -0.031562 & -0.2659 & 0.395525 \tabularnewline
31 & -0.025003 & -0.2107 & 0.416871 \tabularnewline
32 & -0.024332 & -0.205 & 0.41907 \tabularnewline
33 & -0.07107 & -0.5988 & 0.275591 \tabularnewline
34 & -0.010221 & -0.0861 & 0.465804 \tabularnewline
35 & -0.065739 & -0.5539 & 0.290685 \tabularnewline
36 & 0.124529 & 1.0493 & 0.148799 \tabularnewline
37 & 0.081241 & 0.6846 & 0.247928 \tabularnewline
38 & 0.023319 & 0.1965 & 0.422396 \tabularnewline
39 & -0.038471 & -0.3242 & 0.373385 \tabularnewline
40 & -0.093071 & -0.7842 & 0.217757 \tabularnewline
41 & -0.054685 & -0.4608 & 0.323182 \tabularnewline
42 & -0.030053 & -0.2532 & 0.40041 \tabularnewline
43 & -0.003163 & -0.0267 & 0.489405 \tabularnewline
44 & -0.002829 & -0.0238 & 0.490526 \tabularnewline
45 & -0.025514 & -0.215 & 0.415198 \tabularnewline
46 & -0.192664 & -1.6234 & 0.054466 \tabularnewline
47 & 0.00826 & 0.0696 & 0.472352 \tabularnewline
48 & -0.03486 & -0.2937 & 0.384907 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189960&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]-0.391076[/C][C]-3.2953[/C][C]0.000768[/C][/ROW]
[ROW][C]2[/C][C]-0.091082[/C][C]-0.7675[/C][C]0.222674[/C][/ROW]
[ROW][C]3[/C][C]0.011364[/C][C]0.0958[/C][C]0.461993[/C][/ROW]
[ROW][C]4[/C][C]-0.198232[/C][C]-1.6703[/C][C]0.049628[/C][/ROW]
[ROW][C]5[/C][C]0.008574[/C][C]0.0722[/C][C]0.471305[/C][/ROW]
[ROW][C]6[/C][C]-0.102762[/C][C]-0.8659[/C][C]0.194734[/C][/ROW]
[ROW][C]7[/C][C]-0.143085[/C][C]-1.2057[/C][C]0.115977[/C][/ROW]
[ROW][C]8[/C][C]-0.131175[/C][C]-1.1053[/C][C]0.136381[/C][/ROW]
[ROW][C]9[/C][C]-0.058252[/C][C]-0.4908[/C][C]0.312527[/C][/ROW]
[ROW][C]10[/C][C]-0.018609[/C][C]-0.1568[/C][C]0.437922[/C][/ROW]
[ROW][C]11[/C][C]-0.092808[/C][C]-0.782[/C][C]0.218404[/C][/ROW]
[ROW][C]12[/C][C]0.047134[/C][C]0.3972[/C][C]0.346222[/C][/ROW]
[ROW][C]13[/C][C]0.116865[/C][C]0.9847[/C][C]0.164053[/C][/ROW]
[ROW][C]14[/C][C]-0.069618[/C][C]-0.5866[/C][C]0.279662[/C][/ROW]
[ROW][C]15[/C][C]-0.133686[/C][C]-1.1265[/C][C]0.131882[/C][/ROW]
[ROW][C]16[/C][C]-0.13107[/C][C]-1.1044[/C][C]0.136571[/C][/ROW]
[ROW][C]17[/C][C]-0.081847[/C][C]-0.6897[/C][C]0.24633[/C][/ROW]
[ROW][C]18[/C][C]0.042052[/C][C]0.3543[/C][C]0.36207[/C][/ROW]
[ROW][C]19[/C][C]-0.144526[/C][C]-1.2178[/C][C]0.113666[/C][/ROW]
[ROW][C]20[/C][C]-0.190754[/C][C]-1.6073[/C][C]0.056211[/C][/ROW]
[ROW][C]21[/C][C]0.03758[/C][C]0.3167[/C][C]0.376217[/C][/ROW]
[ROW][C]22[/C][C]-0.017416[/C][C]-0.1468[/C][C]0.441872[/C][/ROW]
[ROW][C]23[/C][C]-0.144656[/C][C]-1.2189[/C][C]0.113459[/C][/ROW]
[ROW][C]24[/C][C]-0.087856[/C][C]-0.7403[/C][C]0.230784[/C][/ROW]
[ROW][C]25[/C][C]-0.002051[/C][C]-0.0173[/C][C]0.493131[/C][/ROW]
[ROW][C]26[/C][C]-0.091951[/C][C]-0.7748[/C][C]0.220518[/C][/ROW]
[ROW][C]27[/C][C]0.105456[/C][C]0.8886[/C][C]0.188613[/C][/ROW]
[ROW][C]28[/C][C]0.032883[/C][C]0.2771[/C][C]0.391262[/C][/ROW]
[ROW][C]29[/C][C]-0.058166[/C][C]-0.4901[/C][C]0.312782[/C][/ROW]
[ROW][C]30[/C][C]-0.031562[/C][C]-0.2659[/C][C]0.395525[/C][/ROW]
[ROW][C]31[/C][C]-0.025003[/C][C]-0.2107[/C][C]0.416871[/C][/ROW]
[ROW][C]32[/C][C]-0.024332[/C][C]-0.205[/C][C]0.41907[/C][/ROW]
[ROW][C]33[/C][C]-0.07107[/C][C]-0.5988[/C][C]0.275591[/C][/ROW]
[ROW][C]34[/C][C]-0.010221[/C][C]-0.0861[/C][C]0.465804[/C][/ROW]
[ROW][C]35[/C][C]-0.065739[/C][C]-0.5539[/C][C]0.290685[/C][/ROW]
[ROW][C]36[/C][C]0.124529[/C][C]1.0493[/C][C]0.148799[/C][/ROW]
[ROW][C]37[/C][C]0.081241[/C][C]0.6846[/C][C]0.247928[/C][/ROW]
[ROW][C]38[/C][C]0.023319[/C][C]0.1965[/C][C]0.422396[/C][/ROW]
[ROW][C]39[/C][C]-0.038471[/C][C]-0.3242[/C][C]0.373385[/C][/ROW]
[ROW][C]40[/C][C]-0.093071[/C][C]-0.7842[/C][C]0.217757[/C][/ROW]
[ROW][C]41[/C][C]-0.054685[/C][C]-0.4608[/C][C]0.323182[/C][/ROW]
[ROW][C]42[/C][C]-0.030053[/C][C]-0.2532[/C][C]0.40041[/C][/ROW]
[ROW][C]43[/C][C]-0.003163[/C][C]-0.0267[/C][C]0.489405[/C][/ROW]
[ROW][C]44[/C][C]-0.002829[/C][C]-0.0238[/C][C]0.490526[/C][/ROW]
[ROW][C]45[/C][C]-0.025514[/C][C]-0.215[/C][C]0.415198[/C][/ROW]
[ROW][C]46[/C][C]-0.192664[/C][C]-1.6234[/C][C]0.054466[/C][/ROW]
[ROW][C]47[/C][C]0.00826[/C][C]0.0696[/C][C]0.472352[/C][/ROW]
[ROW][C]48[/C][C]-0.03486[/C][C]-0.2937[/C][C]0.384907[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189960&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189960&T=2

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


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

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.391076-3.29530.000768
2-0.091082-0.76750.222674
30.0113640.09580.461993
4-0.198232-1.67030.049628
50.0085740.07220.471305
6-0.102762-0.86590.194734
7-0.143085-1.20570.115977
8-0.131175-1.10530.136381
9-0.058252-0.49080.312527
10-0.018609-0.15680.437922
11-0.092808-0.7820.218404
120.0471340.39720.346222
130.1168650.98470.164053
14-0.069618-0.58660.279662
15-0.133686-1.12650.131882
16-0.13107-1.10440.136571
17-0.081847-0.68970.24633
180.0420520.35430.36207
19-0.144526-1.21780.113666
20-0.190754-1.60730.056211
210.037580.31670.376217
22-0.017416-0.14680.441872
23-0.144656-1.21890.113459
24-0.087856-0.74030.230784
25-0.002051-0.01730.493131
26-0.091951-0.77480.220518
270.1054560.88860.188613
280.0328830.27710.391262
29-0.058166-0.49010.312782
30-0.031562-0.26590.395525
31-0.025003-0.21070.416871
32-0.024332-0.2050.41907
33-0.07107-0.59880.275591
34-0.010221-0.08610.465804
35-0.065739-0.55390.290685
360.1245291.04930.148799
370.0812410.68460.247928
380.0233190.19650.422396
39-0.038471-0.32420.373385
40-0.093071-0.78420.217757
41-0.054685-0.46080.323182
42-0.030053-0.25320.40041
43-0.003163-0.02670.489405
44-0.002829-0.02380.490526
45-0.025514-0.2150.415198
46-0.192664-1.62340.054466
470.008260.06960.472352
48-0.03486-0.29370.384907


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')