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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 computationSat, 28 Dec 2013 08:06:03 -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/2013/Dec/28/t1388236033coz74sxreyswtvs.htm/, Retrieved Wed, 24 Apr 2024 00:55:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=232644, Retrieved Wed, 24 Apr 2024 00:55:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact143

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] [] [2013-11-18 08:10:54] [9fb2675916b8773bb0a74f31adc60d44]
- R PD    [(Partial) Autocorrelation Function] [] [2013-12-28 13:06:03] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
500
500.01
500.02
500.03
500.04
500.05
500.06
500.07
500.08
500.09
500.10
500.11
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500.13
500.14
500.15
500.16
500.17
500.18
500.19
500.20
500.21
500.22
500.23
500.24
500.25
500.26
500.27
500.28
500.29
500.30
500.31
500.32
500.33
500.34
500.35
500.36
500.37
500.38
500.39
500.40
500.41
500.42
500.43
500.44
500.45
500.46
500.47
500.48
500.49
500.50
500.51
500.52
500.53
500.54
500.55
500.56
500.57
500.58
500.59
500.60
500.61
500.62
500.63
500.64
500.65
500.66
500.67
500.68
500.69
500.70
500.71

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'Gertrude Mary Cox' @ cox.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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232644&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232644&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232644&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'Gertrude Mary Cox' @ cox.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.185916-1.56660.060833
2-0.188498-1.58830.058329
3-0.191081-1.61010.05591
4-0.176996-1.49140.070144
5-0.179578-1.51320.06734
60.6951135.85710
70.0470760.39670.3464
8-0.170658-1.4380.077415
9-0.17324-1.45970.074385
10-0.159155-1.34110.092087
11-0.161737-1.36280.088622
120.3902263.28810.000785
130.2800682.35990.010516
14-0.152817-1.28770.101023
15-0.1554-1.30940.097307
16-0.141315-1.19070.118861
17-0.143897-1.21250.114671
180.085340.71910.237224
190.513064.32312.5e-05
20-0.134977-1.13730.129611
21-0.137559-1.15910.125151
22-0.123474-1.04040.15084
23-0.126056-1.06220.145879
24-0.128639-1.08390.141031
250.6384775.37990
26-0.117136-0.9870.163495
27-0.119719-1.00880.158256
28-0.122301-1.03050.15313
29-0.108216-0.91180.182468
30-0.110798-0.93360.176836
310.4411663.71730.000199
320.008280.06980.472287
33-0.101878-0.85840.196769
34-0.104461-0.88020.19086
35-0.090375-0.76150.224435
36-0.092958-0.78330.218035
370.2438552.05480.021792
380.1336961.12650.131864
39-0.084038-0.70810.240596
40-0.08662-0.72990.233934
41-0.072535-0.61120.271513
42-0.075117-0.6330.2644
430.0465430.39220.348049
440.2591132.18330.01616
45-0.066197-0.55780.289372
46-0.06878-0.57950.282027
47-0.054694-0.46090.323153
48-0.057277-0.48260.315424

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.185916 & -1.5666 & 0.060833 \tabularnewline
2 & -0.188498 & -1.5883 & 0.058329 \tabularnewline
3 & -0.191081 & -1.6101 & 0.05591 \tabularnewline
4 & -0.176996 & -1.4914 & 0.070144 \tabularnewline
5 & -0.179578 & -1.5132 & 0.06734 \tabularnewline
6 & 0.695113 & 5.8571 & 0 \tabularnewline
7 & 0.047076 & 0.3967 & 0.3464 \tabularnewline
8 & -0.170658 & -1.438 & 0.077415 \tabularnewline
9 & -0.17324 & -1.4597 & 0.074385 \tabularnewline
10 & -0.159155 & -1.3411 & 0.092087 \tabularnewline
11 & -0.161737 & -1.3628 & 0.088622 \tabularnewline
12 & 0.390226 & 3.2881 & 0.000785 \tabularnewline
13 & 0.280068 & 2.3599 & 0.010516 \tabularnewline
14 & -0.152817 & -1.2877 & 0.101023 \tabularnewline
15 & -0.1554 & -1.3094 & 0.097307 \tabularnewline
16 & -0.141315 & -1.1907 & 0.118861 \tabularnewline
17 & -0.143897 & -1.2125 & 0.114671 \tabularnewline
18 & 0.08534 & 0.7191 & 0.237224 \tabularnewline
19 & 0.51306 & 4.3231 & 2.5e-05 \tabularnewline
20 & -0.134977 & -1.1373 & 0.129611 \tabularnewline
21 & -0.137559 & -1.1591 & 0.125151 \tabularnewline
22 & -0.123474 & -1.0404 & 0.15084 \tabularnewline
23 & -0.126056 & -1.0622 & 0.145879 \tabularnewline
24 & -0.128639 & -1.0839 & 0.141031 \tabularnewline
25 & 0.638477 & 5.3799 & 0 \tabularnewline
26 & -0.117136 & -0.987 & 0.163495 \tabularnewline
27 & -0.119719 & -1.0088 & 0.158256 \tabularnewline
28 & -0.122301 & -1.0305 & 0.15313 \tabularnewline
29 & -0.108216 & -0.9118 & 0.182468 \tabularnewline
30 & -0.110798 & -0.9336 & 0.176836 \tabularnewline
31 & 0.441166 & 3.7173 & 0.000199 \tabularnewline
32 & 0.00828 & 0.0698 & 0.472287 \tabularnewline
33 & -0.101878 & -0.8584 & 0.196769 \tabularnewline
34 & -0.104461 & -0.8802 & 0.19086 \tabularnewline
35 & -0.090375 & -0.7615 & 0.224435 \tabularnewline
36 & -0.092958 & -0.7833 & 0.218035 \tabularnewline
37 & 0.243855 & 2.0548 & 0.021792 \tabularnewline
38 & 0.133696 & 1.1265 & 0.131864 \tabularnewline
39 & -0.084038 & -0.7081 & 0.240596 \tabularnewline
40 & -0.08662 & -0.7299 & 0.233934 \tabularnewline
41 & -0.072535 & -0.6112 & 0.271513 \tabularnewline
42 & -0.075117 & -0.633 & 0.2644 \tabularnewline
43 & 0.046543 & 0.3922 & 0.348049 \tabularnewline
44 & 0.259113 & 2.1833 & 0.01616 \tabularnewline
45 & -0.066197 & -0.5578 & 0.289372 \tabularnewline
46 & -0.06878 & -0.5795 & 0.282027 \tabularnewline
47 & -0.054694 & -0.4609 & 0.323153 \tabularnewline
48 & -0.057277 & -0.4826 & 0.315424 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232644&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]-0.185916[/C][C]-1.5666[/C][C]0.060833[/C][/ROW]
[ROW][C]2[/C][C]-0.188498[/C][C]-1.5883[/C][C]0.058329[/C][/ROW]
[ROW][C]3[/C][C]-0.191081[/C][C]-1.6101[/C][C]0.05591[/C][/ROW]
[ROW][C]4[/C][C]-0.176996[/C][C]-1.4914[/C][C]0.070144[/C][/ROW]
[ROW][C]5[/C][C]-0.179578[/C][C]-1.5132[/C][C]0.06734[/C][/ROW]
[ROW][C]6[/C][C]0.695113[/C][C]5.8571[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.047076[/C][C]0.3967[/C][C]0.3464[/C][/ROW]
[ROW][C]8[/C][C]-0.170658[/C][C]-1.438[/C][C]0.077415[/C][/ROW]
[ROW][C]9[/C][C]-0.17324[/C][C]-1.4597[/C][C]0.074385[/C][/ROW]
[ROW][C]10[/C][C]-0.159155[/C][C]-1.3411[/C][C]0.092087[/C][/ROW]
[ROW][C]11[/C][C]-0.161737[/C][C]-1.3628[/C][C]0.088622[/C][/ROW]
[ROW][C]12[/C][C]0.390226[/C][C]3.2881[/C][C]0.000785[/C][/ROW]
[ROW][C]13[/C][C]0.280068[/C][C]2.3599[/C][C]0.010516[/C][/ROW]
[ROW][C]14[/C][C]-0.152817[/C][C]-1.2877[/C][C]0.101023[/C][/ROW]
[ROW][C]15[/C][C]-0.1554[/C][C]-1.3094[/C][C]0.097307[/C][/ROW]
[ROW][C]16[/C][C]-0.141315[/C][C]-1.1907[/C][C]0.118861[/C][/ROW]
[ROW][C]17[/C][C]-0.143897[/C][C]-1.2125[/C][C]0.114671[/C][/ROW]
[ROW][C]18[/C][C]0.08534[/C][C]0.7191[/C][C]0.237224[/C][/ROW]
[ROW][C]19[/C][C]0.51306[/C][C]4.3231[/C][C]2.5e-05[/C][/ROW]
[ROW][C]20[/C][C]-0.134977[/C][C]-1.1373[/C][C]0.129611[/C][/ROW]
[ROW][C]21[/C][C]-0.137559[/C][C]-1.1591[/C][C]0.125151[/C][/ROW]
[ROW][C]22[/C][C]-0.123474[/C][C]-1.0404[/C][C]0.15084[/C][/ROW]
[ROW][C]23[/C][C]-0.126056[/C][C]-1.0622[/C][C]0.145879[/C][/ROW]
[ROW][C]24[/C][C]-0.128639[/C][C]-1.0839[/C][C]0.141031[/C][/ROW]
[ROW][C]25[/C][C]0.638477[/C][C]5.3799[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]-0.117136[/C][C]-0.987[/C][C]0.163495[/C][/ROW]
[ROW][C]27[/C][C]-0.119719[/C][C]-1.0088[/C][C]0.158256[/C][/ROW]
[ROW][C]28[/C][C]-0.122301[/C][C]-1.0305[/C][C]0.15313[/C][/ROW]
[ROW][C]29[/C][C]-0.108216[/C][C]-0.9118[/C][C]0.182468[/C][/ROW]
[ROW][C]30[/C][C]-0.110798[/C][C]-0.9336[/C][C]0.176836[/C][/ROW]
[ROW][C]31[/C][C]0.441166[/C][C]3.7173[/C][C]0.000199[/C][/ROW]
[ROW][C]32[/C][C]0.00828[/C][C]0.0698[/C][C]0.472287[/C][/ROW]
[ROW][C]33[/C][C]-0.101878[/C][C]-0.8584[/C][C]0.196769[/C][/ROW]
[ROW][C]34[/C][C]-0.104461[/C][C]-0.8802[/C][C]0.19086[/C][/ROW]
[ROW][C]35[/C][C]-0.090375[/C][C]-0.7615[/C][C]0.224435[/C][/ROW]
[ROW][C]36[/C][C]-0.092958[/C][C]-0.7833[/C][C]0.218035[/C][/ROW]
[ROW][C]37[/C][C]0.243855[/C][C]2.0548[/C][C]0.021792[/C][/ROW]
[ROW][C]38[/C][C]0.133696[/C][C]1.1265[/C][C]0.131864[/C][/ROW]
[ROW][C]39[/C][C]-0.084038[/C][C]-0.7081[/C][C]0.240596[/C][/ROW]
[ROW][C]40[/C][C]-0.08662[/C][C]-0.7299[/C][C]0.233934[/C][/ROW]
[ROW][C]41[/C][C]-0.072535[/C][C]-0.6112[/C][C]0.271513[/C][/ROW]
[ROW][C]42[/C][C]-0.075117[/C][C]-0.633[/C][C]0.2644[/C][/ROW]
[ROW][C]43[/C][C]0.046543[/C][C]0.3922[/C][C]0.348049[/C][/ROW]
[ROW][C]44[/C][C]0.259113[/C][C]2.1833[/C][C]0.01616[/C][/ROW]
[ROW][C]45[/C][C]-0.066197[/C][C]-0.5578[/C][C]0.289372[/C][/ROW]
[ROW][C]46[/C][C]-0.06878[/C][C]-0.5795[/C][C]0.282027[/C][/ROW]
[ROW][C]47[/C][C]-0.054694[/C][C]-0.4609[/C][C]0.323153[/C][/ROW]
[ROW][C]48[/C][C]-0.057277[/C][C]-0.4826[/C][C]0.315424[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232644&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232644&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
1-0.185916-1.56660.060833
2-0.188498-1.58830.058329
3-0.191081-1.61010.05591
4-0.176996-1.49140.070144
5-0.179578-1.51320.06734
60.6951135.85710
70.0470760.39670.3464
8-0.170658-1.4380.077415
9-0.17324-1.45970.074385
10-0.159155-1.34110.092087
11-0.161737-1.36280.088622
120.3902263.28810.000785
130.2800682.35990.010516
14-0.152817-1.28770.101023
15-0.1554-1.30940.097307
16-0.141315-1.19070.118861
17-0.143897-1.21250.114671
180.085340.71910.237224
190.513064.32312.5e-05
20-0.134977-1.13730.129611
21-0.137559-1.15910.125151
22-0.123474-1.04040.15084
23-0.126056-1.06220.145879
24-0.128639-1.08390.141031
250.6384775.37990
26-0.117136-0.9870.163495
27-0.119719-1.00880.158256
28-0.122301-1.03050.15313
29-0.108216-0.91180.182468
30-0.110798-0.93360.176836
310.4411663.71730.000199
320.008280.06980.472287
33-0.101878-0.85840.196769
34-0.104461-0.88020.19086
35-0.090375-0.76150.224435
36-0.092958-0.78330.218035
370.2438552.05480.021792
380.1336961.12650.131864
39-0.084038-0.70810.240596
40-0.08662-0.72990.233934
41-0.072535-0.61120.271513
42-0.075117-0.6330.2644
430.0465430.39220.348049
440.2591132.18330.01616
45-0.066197-0.55780.289372
46-0.06878-0.57950.282027
47-0.054694-0.46090.323153
48-0.057277-0.48260.315424






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.185915-1.56660.060833
2-0.231048-1.94680.027755
3-0.303291-2.55560.006372
4-0.418327-3.52490.000373
5-0.722877-6.09110
60.0676920.57040.285109
70.0947120.79810.213748
80.0024820.02090.491686
9-0.006474-0.05450.478325
100.00270.02270.490957
110.0235930.19880.421493
12-0.22621-1.90610.030344
130.0574450.4840.314925
14-0.008434-0.07110.471771
15-0.009-0.07580.46988
160.0137460.11580.454057
170.0324630.27350.392617
18-0.304347-2.56450.006225
190.0974080.82080.207261
20-0.022294-0.18790.425764
21-0.021164-0.17830.429485
220.0175410.14780.441458
230.0605720.51040.30568
24-0.128345-1.08150.141577
250.2078581.75140.042094
26-0.02881-0.24280.404445
27-0.014-0.1180.453214
28-0.046236-0.38960.349001
29-0.025416-0.21420.415518
300.289222.4370.008659
31-0.085952-0.72420.235649
32-0.06072-0.51160.305247
33-0.013087-0.11030.456254
340.0007660.00650.497434
35-0.008901-0.0750.470212
36-0.050667-0.42690.335361
370.0270990.22830.410021
38-0.038469-0.32410.37339
390.0011370.00960.496191
400.0099960.08420.466556
41-0.015891-0.13390.446932
42-0.087284-0.73550.232239
430.00730.06150.475563
44-0.084271-0.71010.239989
45-0.023363-0.19690.422248
46-0.022605-0.19050.424741
470.0061570.05190.479384
480.0401570.33840.368041

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.185915 & -1.5666 & 0.060833 \tabularnewline
2 & -0.231048 & -1.9468 & 0.027755 \tabularnewline
3 & -0.303291 & -2.5556 & 0.006372 \tabularnewline
4 & -0.418327 & -3.5249 & 0.000373 \tabularnewline
5 & -0.722877 & -6.0911 & 0 \tabularnewline
6 & 0.067692 & 0.5704 & 0.285109 \tabularnewline
7 & 0.094712 & 0.7981 & 0.213748 \tabularnewline
8 & 0.002482 & 0.0209 & 0.491686 \tabularnewline
9 & -0.006474 & -0.0545 & 0.478325 \tabularnewline
10 & 0.0027 & 0.0227 & 0.490957 \tabularnewline
11 & 0.023593 & 0.1988 & 0.421493 \tabularnewline
12 & -0.22621 & -1.9061 & 0.030344 \tabularnewline
13 & 0.057445 & 0.484 & 0.314925 \tabularnewline
14 & -0.008434 & -0.0711 & 0.471771 \tabularnewline
15 & -0.009 & -0.0758 & 0.46988 \tabularnewline
16 & 0.013746 & 0.1158 & 0.454057 \tabularnewline
17 & 0.032463 & 0.2735 & 0.392617 \tabularnewline
18 & -0.304347 & -2.5645 & 0.006225 \tabularnewline
19 & 0.097408 & 0.8208 & 0.207261 \tabularnewline
20 & -0.022294 & -0.1879 & 0.425764 \tabularnewline
21 & -0.021164 & -0.1783 & 0.429485 \tabularnewline
22 & 0.017541 & 0.1478 & 0.441458 \tabularnewline
23 & 0.060572 & 0.5104 & 0.30568 \tabularnewline
24 & -0.128345 & -1.0815 & 0.141577 \tabularnewline
25 & 0.207858 & 1.7514 & 0.042094 \tabularnewline
26 & -0.02881 & -0.2428 & 0.404445 \tabularnewline
27 & -0.014 & -0.118 & 0.453214 \tabularnewline
28 & -0.046236 & -0.3896 & 0.349001 \tabularnewline
29 & -0.025416 & -0.2142 & 0.415518 \tabularnewline
30 & 0.28922 & 2.437 & 0.008659 \tabularnewline
31 & -0.085952 & -0.7242 & 0.235649 \tabularnewline
32 & -0.06072 & -0.5116 & 0.305247 \tabularnewline
33 & -0.013087 & -0.1103 & 0.456254 \tabularnewline
34 & 0.000766 & 0.0065 & 0.497434 \tabularnewline
35 & -0.008901 & -0.075 & 0.470212 \tabularnewline
36 & -0.050667 & -0.4269 & 0.335361 \tabularnewline
37 & 0.027099 & 0.2283 & 0.410021 \tabularnewline
38 & -0.038469 & -0.3241 & 0.37339 \tabularnewline
39 & 0.001137 & 0.0096 & 0.496191 \tabularnewline
40 & 0.009996 & 0.0842 & 0.466556 \tabularnewline
41 & -0.015891 & -0.1339 & 0.446932 \tabularnewline
42 & -0.087284 & -0.7355 & 0.232239 \tabularnewline
43 & 0.0073 & 0.0615 & 0.475563 \tabularnewline
44 & -0.084271 & -0.7101 & 0.239989 \tabularnewline
45 & -0.023363 & -0.1969 & 0.422248 \tabularnewline
46 & -0.022605 & -0.1905 & 0.424741 \tabularnewline
47 & 0.006157 & 0.0519 & 0.479384 \tabularnewline
48 & 0.040157 & 0.3384 & 0.368041 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232644&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]-0.185915[/C][C]-1.5666[/C][C]0.060833[/C][/ROW]
[ROW][C]2[/C][C]-0.231048[/C][C]-1.9468[/C][C]0.027755[/C][/ROW]
[ROW][C]3[/C][C]-0.303291[/C][C]-2.5556[/C][C]0.006372[/C][/ROW]
[ROW][C]4[/C][C]-0.418327[/C][C]-3.5249[/C][C]0.000373[/C][/ROW]
[ROW][C]5[/C][C]-0.722877[/C][C]-6.0911[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.067692[/C][C]0.5704[/C][C]0.285109[/C][/ROW]
[ROW][C]7[/C][C]0.094712[/C][C]0.7981[/C][C]0.213748[/C][/ROW]
[ROW][C]8[/C][C]0.002482[/C][C]0.0209[/C][C]0.491686[/C][/ROW]
[ROW][C]9[/C][C]-0.006474[/C][C]-0.0545[/C][C]0.478325[/C][/ROW]
[ROW][C]10[/C][C]0.0027[/C][C]0.0227[/C][C]0.490957[/C][/ROW]
[ROW][C]11[/C][C]0.023593[/C][C]0.1988[/C][C]0.421493[/C][/ROW]
[ROW][C]12[/C][C]-0.22621[/C][C]-1.9061[/C][C]0.030344[/C][/ROW]
[ROW][C]13[/C][C]0.057445[/C][C]0.484[/C][C]0.314925[/C][/ROW]
[ROW][C]14[/C][C]-0.008434[/C][C]-0.0711[/C][C]0.471771[/C][/ROW]
[ROW][C]15[/C][C]-0.009[/C][C]-0.0758[/C][C]0.46988[/C][/ROW]
[ROW][C]16[/C][C]0.013746[/C][C]0.1158[/C][C]0.454057[/C][/ROW]
[ROW][C]17[/C][C]0.032463[/C][C]0.2735[/C][C]0.392617[/C][/ROW]
[ROW][C]18[/C][C]-0.304347[/C][C]-2.5645[/C][C]0.006225[/C][/ROW]
[ROW][C]19[/C][C]0.097408[/C][C]0.8208[/C][C]0.207261[/C][/ROW]
[ROW][C]20[/C][C]-0.022294[/C][C]-0.1879[/C][C]0.425764[/C][/ROW]
[ROW][C]21[/C][C]-0.021164[/C][C]-0.1783[/C][C]0.429485[/C][/ROW]
[ROW][C]22[/C][C]0.017541[/C][C]0.1478[/C][C]0.441458[/C][/ROW]
[ROW][C]23[/C][C]0.060572[/C][C]0.5104[/C][C]0.30568[/C][/ROW]
[ROW][C]24[/C][C]-0.128345[/C][C]-1.0815[/C][C]0.141577[/C][/ROW]
[ROW][C]25[/C][C]0.207858[/C][C]1.7514[/C][C]0.042094[/C][/ROW]
[ROW][C]26[/C][C]-0.02881[/C][C]-0.2428[/C][C]0.404445[/C][/ROW]
[ROW][C]27[/C][C]-0.014[/C][C]-0.118[/C][C]0.453214[/C][/ROW]
[ROW][C]28[/C][C]-0.046236[/C][C]-0.3896[/C][C]0.349001[/C][/ROW]
[ROW][C]29[/C][C]-0.025416[/C][C]-0.2142[/C][C]0.415518[/C][/ROW]
[ROW][C]30[/C][C]0.28922[/C][C]2.437[/C][C]0.008659[/C][/ROW]
[ROW][C]31[/C][C]-0.085952[/C][C]-0.7242[/C][C]0.235649[/C][/ROW]
[ROW][C]32[/C][C]-0.06072[/C][C]-0.5116[/C][C]0.305247[/C][/ROW]
[ROW][C]33[/C][C]-0.013087[/C][C]-0.1103[/C][C]0.456254[/C][/ROW]
[ROW][C]34[/C][C]0.000766[/C][C]0.0065[/C][C]0.497434[/C][/ROW]
[ROW][C]35[/C][C]-0.008901[/C][C]-0.075[/C][C]0.470212[/C][/ROW]
[ROW][C]36[/C][C]-0.050667[/C][C]-0.4269[/C][C]0.335361[/C][/ROW]
[ROW][C]37[/C][C]0.027099[/C][C]0.2283[/C][C]0.410021[/C][/ROW]
[ROW][C]38[/C][C]-0.038469[/C][C]-0.3241[/C][C]0.37339[/C][/ROW]
[ROW][C]39[/C][C]0.001137[/C][C]0.0096[/C][C]0.496191[/C][/ROW]
[ROW][C]40[/C][C]0.009996[/C][C]0.0842[/C][C]0.466556[/C][/ROW]
[ROW][C]41[/C][C]-0.015891[/C][C]-0.1339[/C][C]0.446932[/C][/ROW]
[ROW][C]42[/C][C]-0.087284[/C][C]-0.7355[/C][C]0.232239[/C][/ROW]
[ROW][C]43[/C][C]0.0073[/C][C]0.0615[/C][C]0.475563[/C][/ROW]
[ROW][C]44[/C][C]-0.084271[/C][C]-0.7101[/C][C]0.239989[/C][/ROW]
[ROW][C]45[/C][C]-0.023363[/C][C]-0.1969[/C][C]0.422248[/C][/ROW]
[ROW][C]46[/C][C]-0.022605[/C][C]-0.1905[/C][C]0.424741[/C][/ROW]
[ROW][C]47[/C][C]0.006157[/C][C]0.0519[/C][C]0.479384[/C][/ROW]
[ROW][C]48[/C][C]0.040157[/C][C]0.3384[/C][C]0.368041[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232644&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232644&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
1-0.185915-1.56660.060833
2-0.231048-1.94680.027755
3-0.303291-2.55560.006372
4-0.418327-3.52490.000373
5-0.722877-6.09110
60.0676920.57040.285109
70.0947120.79810.213748
80.0024820.02090.491686
9-0.006474-0.05450.478325
100.00270.02270.490957
110.0235930.19880.421493
12-0.22621-1.90610.030344
130.0574450.4840.314925
14-0.008434-0.07110.471771
15-0.009-0.07580.46988
160.0137460.11580.454057
170.0324630.27350.392617
18-0.304347-2.56450.006225
190.0974080.82080.207261
20-0.022294-0.18790.425764
21-0.021164-0.17830.429485
220.0175410.14780.441458
230.0605720.51040.30568
24-0.128345-1.08150.141577
250.2078581.75140.042094
26-0.02881-0.24280.404445
27-0.014-0.1180.453214
28-0.046236-0.38960.349001
29-0.025416-0.21420.415518
300.289222.4370.008659
31-0.085952-0.72420.235649
32-0.06072-0.51160.305247
33-0.013087-0.11030.456254
340.0007660.00650.497434
35-0.008901-0.0750.470212
36-0.050667-0.42690.335361
370.0270990.22830.410021
38-0.038469-0.32410.37339
390.0011370.00960.496191
400.0099960.08420.466556
41-0.015891-0.13390.446932
42-0.087284-0.73550.232239
430.00730.06150.475563
44-0.084271-0.71010.239989
45-0.023363-0.19690.422248
46-0.022605-0.19050.424741
470.0061570.05190.479384
480.0401570.33840.368041


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')