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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 computationThu, 14 Mar 2013 14:47:56 -0400
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/Mar/14/t13632869033u59e2pi0cf10jy.htm/, Retrieved Sat, 04 May 2024 19:38:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=207821, Retrieved Sat, 04 May 2024 19:38:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact102

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 in...] [2013-03-14 18:47:56] [d0c193e893cebff5c92468d6d00a5cdb] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
99.23
101.14
100.8
98.93
100.97
101.69
102.14
102.52
103.4
105.83
104.35
106.61
105.63
106.73
106.19
107.26
106.27
107.45
107.63
107.45
107.74
108.15
108.99
108.83
110.78
110.66
108.51
108.29
109.33
107.06
108.02
109.43
109.85
110.5
109.9
110.92
108.36
109.01
108.03
106.28
106.6
108.06
107.42
107.58
107.59
109.66
107.85
110.74
108.8
109.18
108.38
108.59
109.52
108.71
109.78
109.77
109.34
111.86
110.74
110.67
111.36
112.21
110.2
110.99
110.43
110.72
111.19
111.52
111.99
111.65
114.45
115.58

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'Herman Ole Andreas Wold' @ wold.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207821&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207821&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207821&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'Herman Ole Andreas Wold' @ wold.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8402657.12990
20.7674686.51220
30.6952715.89960
40.5933965.03512e-06
50.5011314.25223.1e-05
60.4416113.74720.000179
70.3968483.36740.000611
80.3380612.86850.002704
90.3029482.57060.00611
100.3061382.59770.005687
110.2319081.96780.026471
120.2052291.74140.04294
130.1735361.47250.072622
140.1295891.09960.137586
150.0570430.4840.314919
160.0462030.3920.348092
17-0.001324-0.01120.495534
18-0.039217-0.33280.370137
19-0.034891-0.29610.384018
20-0.050545-0.42890.334643
21-0.066123-0.56110.288245
22-0.052274-0.44360.329345
23-0.035009-0.29710.383638
24-0.039057-0.33140.370648
25-0.052479-0.44530.328719
26-0.015271-0.12960.448629
27-0.049739-0.42210.337123
28-0.06269-0.53190.298203
29-0.046931-0.39820.345822
30-0.056725-0.48130.315873
31-0.076521-0.64930.259104
32-0.03487-0.29590.384086
330.0129910.11020.456268
340.0428670.36370.358559
350.0611970.51930.302581
360.1161060.98520.163915
370.083230.70620.241163
380.0767370.65110.258517
390.0539710.4580.324182
400.0104310.08850.464859
41-0.036046-0.30590.380297
42-0.044794-0.38010.352498
43-0.042711-0.36240.359052
44-0.078052-0.66230.25495
45-0.091663-0.77780.219621
46-0.073335-0.62230.267865
47-0.124306-1.05480.147528
48-0.130519-1.10750.135884

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.840265 & 7.1299 & 0 \tabularnewline
2 & 0.767468 & 6.5122 & 0 \tabularnewline
3 & 0.695271 & 5.8996 & 0 \tabularnewline
4 & 0.593396 & 5.0351 & 2e-06 \tabularnewline
5 & 0.501131 & 4.2522 & 3.1e-05 \tabularnewline
6 & 0.441611 & 3.7472 & 0.000179 \tabularnewline
7 & 0.396848 & 3.3674 & 0.000611 \tabularnewline
8 & 0.338061 & 2.8685 & 0.002704 \tabularnewline
9 & 0.302948 & 2.5706 & 0.00611 \tabularnewline
10 & 0.306138 & 2.5977 & 0.005687 \tabularnewline
11 & 0.231908 & 1.9678 & 0.026471 \tabularnewline
12 & 0.205229 & 1.7414 & 0.04294 \tabularnewline
13 & 0.173536 & 1.4725 & 0.072622 \tabularnewline
14 & 0.129589 & 1.0996 & 0.137586 \tabularnewline
15 & 0.057043 & 0.484 & 0.314919 \tabularnewline
16 & 0.046203 & 0.392 & 0.348092 \tabularnewline
17 & -0.001324 & -0.0112 & 0.495534 \tabularnewline
18 & -0.039217 & -0.3328 & 0.370137 \tabularnewline
19 & -0.034891 & -0.2961 & 0.384018 \tabularnewline
20 & -0.050545 & -0.4289 & 0.334643 \tabularnewline
21 & -0.066123 & -0.5611 & 0.288245 \tabularnewline
22 & -0.052274 & -0.4436 & 0.329345 \tabularnewline
23 & -0.035009 & -0.2971 & 0.383638 \tabularnewline
24 & -0.039057 & -0.3314 & 0.370648 \tabularnewline
25 & -0.052479 & -0.4453 & 0.328719 \tabularnewline
26 & -0.015271 & -0.1296 & 0.448629 \tabularnewline
27 & -0.049739 & -0.4221 & 0.337123 \tabularnewline
28 & -0.06269 & -0.5319 & 0.298203 \tabularnewline
29 & -0.046931 & -0.3982 & 0.345822 \tabularnewline
30 & -0.056725 & -0.4813 & 0.315873 \tabularnewline
31 & -0.076521 & -0.6493 & 0.259104 \tabularnewline
32 & -0.03487 & -0.2959 & 0.384086 \tabularnewline
33 & 0.012991 & 0.1102 & 0.456268 \tabularnewline
34 & 0.042867 & 0.3637 & 0.358559 \tabularnewline
35 & 0.061197 & 0.5193 & 0.302581 \tabularnewline
36 & 0.116106 & 0.9852 & 0.163915 \tabularnewline
37 & 0.08323 & 0.7062 & 0.241163 \tabularnewline
38 & 0.076737 & 0.6511 & 0.258517 \tabularnewline
39 & 0.053971 & 0.458 & 0.324182 \tabularnewline
40 & 0.010431 & 0.0885 & 0.464859 \tabularnewline
41 & -0.036046 & -0.3059 & 0.380297 \tabularnewline
42 & -0.044794 & -0.3801 & 0.352498 \tabularnewline
43 & -0.042711 & -0.3624 & 0.359052 \tabularnewline
44 & -0.078052 & -0.6623 & 0.25495 \tabularnewline
45 & -0.091663 & -0.7778 & 0.219621 \tabularnewline
46 & -0.073335 & -0.6223 & 0.267865 \tabularnewline
47 & -0.124306 & -1.0548 & 0.147528 \tabularnewline
48 & -0.130519 & -1.1075 & 0.135884 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207821&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]0.840265[/C][C]7.1299[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.767468[/C][C]6.5122[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.695271[/C][C]5.8996[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.593396[/C][C]5.0351[/C][C]2e-06[/C][/ROW]
[ROW][C]5[/C][C]0.501131[/C][C]4.2522[/C][C]3.1e-05[/C][/ROW]
[ROW][C]6[/C][C]0.441611[/C][C]3.7472[/C][C]0.000179[/C][/ROW]
[ROW][C]7[/C][C]0.396848[/C][C]3.3674[/C][C]0.000611[/C][/ROW]
[ROW][C]8[/C][C]0.338061[/C][C]2.8685[/C][C]0.002704[/C][/ROW]
[ROW][C]9[/C][C]0.302948[/C][C]2.5706[/C][C]0.00611[/C][/ROW]
[ROW][C]10[/C][C]0.306138[/C][C]2.5977[/C][C]0.005687[/C][/ROW]
[ROW][C]11[/C][C]0.231908[/C][C]1.9678[/C][C]0.026471[/C][/ROW]
[ROW][C]12[/C][C]0.205229[/C][C]1.7414[/C][C]0.04294[/C][/ROW]
[ROW][C]13[/C][C]0.173536[/C][C]1.4725[/C][C]0.072622[/C][/ROW]
[ROW][C]14[/C][C]0.129589[/C][C]1.0996[/C][C]0.137586[/C][/ROW]
[ROW][C]15[/C][C]0.057043[/C][C]0.484[/C][C]0.314919[/C][/ROW]
[ROW][C]16[/C][C]0.046203[/C][C]0.392[/C][C]0.348092[/C][/ROW]
[ROW][C]17[/C][C]-0.001324[/C][C]-0.0112[/C][C]0.495534[/C][/ROW]
[ROW][C]18[/C][C]-0.039217[/C][C]-0.3328[/C][C]0.370137[/C][/ROW]
[ROW][C]19[/C][C]-0.034891[/C][C]-0.2961[/C][C]0.384018[/C][/ROW]
[ROW][C]20[/C][C]-0.050545[/C][C]-0.4289[/C][C]0.334643[/C][/ROW]
[ROW][C]21[/C][C]-0.066123[/C][C]-0.5611[/C][C]0.288245[/C][/ROW]
[ROW][C]22[/C][C]-0.052274[/C][C]-0.4436[/C][C]0.329345[/C][/ROW]
[ROW][C]23[/C][C]-0.035009[/C][C]-0.2971[/C][C]0.383638[/C][/ROW]
[ROW][C]24[/C][C]-0.039057[/C][C]-0.3314[/C][C]0.370648[/C][/ROW]
[ROW][C]25[/C][C]-0.052479[/C][C]-0.4453[/C][C]0.328719[/C][/ROW]
[ROW][C]26[/C][C]-0.015271[/C][C]-0.1296[/C][C]0.448629[/C][/ROW]
[ROW][C]27[/C][C]-0.049739[/C][C]-0.4221[/C][C]0.337123[/C][/ROW]
[ROW][C]28[/C][C]-0.06269[/C][C]-0.5319[/C][C]0.298203[/C][/ROW]
[ROW][C]29[/C][C]-0.046931[/C][C]-0.3982[/C][C]0.345822[/C][/ROW]
[ROW][C]30[/C][C]-0.056725[/C][C]-0.4813[/C][C]0.315873[/C][/ROW]
[ROW][C]31[/C][C]-0.076521[/C][C]-0.6493[/C][C]0.259104[/C][/ROW]
[ROW][C]32[/C][C]-0.03487[/C][C]-0.2959[/C][C]0.384086[/C][/ROW]
[ROW][C]33[/C][C]0.012991[/C][C]0.1102[/C][C]0.456268[/C][/ROW]
[ROW][C]34[/C][C]0.042867[/C][C]0.3637[/C][C]0.358559[/C][/ROW]
[ROW][C]35[/C][C]0.061197[/C][C]0.5193[/C][C]0.302581[/C][/ROW]
[ROW][C]36[/C][C]0.116106[/C][C]0.9852[/C][C]0.163915[/C][/ROW]
[ROW][C]37[/C][C]0.08323[/C][C]0.7062[/C][C]0.241163[/C][/ROW]
[ROW][C]38[/C][C]0.076737[/C][C]0.6511[/C][C]0.258517[/C][/ROW]
[ROW][C]39[/C][C]0.053971[/C][C]0.458[/C][C]0.324182[/C][/ROW]
[ROW][C]40[/C][C]0.010431[/C][C]0.0885[/C][C]0.464859[/C][/ROW]
[ROW][C]41[/C][C]-0.036046[/C][C]-0.3059[/C][C]0.380297[/C][/ROW]
[ROW][C]42[/C][C]-0.044794[/C][C]-0.3801[/C][C]0.352498[/C][/ROW]
[ROW][C]43[/C][C]-0.042711[/C][C]-0.3624[/C][C]0.359052[/C][/ROW]
[ROW][C]44[/C][C]-0.078052[/C][C]-0.6623[/C][C]0.25495[/C][/ROW]
[ROW][C]45[/C][C]-0.091663[/C][C]-0.7778[/C][C]0.219621[/C][/ROW]
[ROW][C]46[/C][C]-0.073335[/C][C]-0.6223[/C][C]0.267865[/C][/ROW]
[ROW][C]47[/C][C]-0.124306[/C][C]-1.0548[/C][C]0.147528[/C][/ROW]
[ROW][C]48[/C][C]-0.130519[/C][C]-1.1075[/C][C]0.135884[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207821&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207821&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
10.8402657.12990
20.7674686.51220
30.6952715.89960
40.5933965.03512e-06
50.5011314.25223.1e-05
60.4416113.74720.000179
70.3968483.36740.000611
80.3380612.86850.002704
90.3029482.57060.00611
100.3061382.59770.005687
110.2319081.96780.026471
120.2052291.74140.04294
130.1735361.47250.072622
140.1295891.09960.137586
150.0570430.4840.314919
160.0462030.3920.348092
17-0.001324-0.01120.495534
18-0.039217-0.33280.370137
19-0.034891-0.29610.384018
20-0.050545-0.42890.334643
21-0.066123-0.56110.288245
22-0.052274-0.44360.329345
23-0.035009-0.29710.383638
24-0.039057-0.33140.370648
25-0.052479-0.44530.328719
26-0.015271-0.12960.448629
27-0.049739-0.42210.337123
28-0.06269-0.53190.298203
29-0.046931-0.39820.345822
30-0.056725-0.48130.315873
31-0.076521-0.64930.259104
32-0.03487-0.29590.384086
330.0129910.11020.456268
340.0428670.36370.358559
350.0611970.51930.302581
360.1161060.98520.163915
370.083230.70620.241163
380.0767370.65110.258517
390.0539710.4580.324182
400.0104310.08850.464859
41-0.036046-0.30590.380297
42-0.044794-0.38010.352498
43-0.042711-0.36240.359052
44-0.078052-0.66230.25495
45-0.091663-0.77780.219621
46-0.073335-0.62230.267865
47-0.124306-1.05480.147528
48-0.130519-1.10750.135884






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8402657.12990
20.2089511.7730.040228
30.0340340.28880.386786
4-0.12607-1.06970.144155
5-0.077127-0.65440.257455
60.0537810.45630.324757
70.0797840.6770.250291
8-0.036544-0.31010.378696
90.0066390.05630.477616
100.1268861.07670.142613
11-0.193917-1.64540.052119
120.0136560.11590.454036
13-0.018645-0.15820.437369
14-0.018377-0.15590.43826
15-0.143556-1.21810.11358
160.1009630.85670.197226
17-0.085399-0.72460.235512
180.0089750.07620.469753
190.0832170.70610.241196
20-0.068278-0.57940.282079
210.018710.15880.437152
220.0510260.4330.333167
230.0422870.35880.360392
24-0.047904-0.40650.342797
25-0.010519-0.08930.464563
260.0615030.52190.301681
27-0.103015-0.87410.192482
28-0.007438-0.06310.474924
290.0429850.36470.358186
30-0.018387-0.1560.438227
31-0.041753-0.35430.362081
320.1438081.22030.113176
330.0986220.83680.202727
340.0639940.5430.294401
35-0.088892-0.75430.226572
360.0447210.37950.352727
37-0.155973-1.32350.094932
380.0095720.08120.467746
39-0.097894-0.83070.204457
40-0.067324-0.57130.2848
410.0142460.12090.452059
420.0041830.03550.485892
430.0806430.68430.247998
44-0.112055-0.95080.172439
45-0.050817-0.43120.333806
460.0104470.08860.464804
47-0.089304-0.75780.225531
48-0.011102-0.09420.462604

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.840265 & 7.1299 & 0 \tabularnewline
2 & 0.208951 & 1.773 & 0.040228 \tabularnewline
3 & 0.034034 & 0.2888 & 0.386786 \tabularnewline
4 & -0.12607 & -1.0697 & 0.144155 \tabularnewline
5 & -0.077127 & -0.6544 & 0.257455 \tabularnewline
6 & 0.053781 & 0.4563 & 0.324757 \tabularnewline
7 & 0.079784 & 0.677 & 0.250291 \tabularnewline
8 & -0.036544 & -0.3101 & 0.378696 \tabularnewline
9 & 0.006639 & 0.0563 & 0.477616 \tabularnewline
10 & 0.126886 & 1.0767 & 0.142613 \tabularnewline
11 & -0.193917 & -1.6454 & 0.052119 \tabularnewline
12 & 0.013656 & 0.1159 & 0.454036 \tabularnewline
13 & -0.018645 & -0.1582 & 0.437369 \tabularnewline
14 & -0.018377 & -0.1559 & 0.43826 \tabularnewline
15 & -0.143556 & -1.2181 & 0.11358 \tabularnewline
16 & 0.100963 & 0.8567 & 0.197226 \tabularnewline
17 & -0.085399 & -0.7246 & 0.235512 \tabularnewline
18 & 0.008975 & 0.0762 & 0.469753 \tabularnewline
19 & 0.083217 & 0.7061 & 0.241196 \tabularnewline
20 & -0.068278 & -0.5794 & 0.282079 \tabularnewline
21 & 0.01871 & 0.1588 & 0.437152 \tabularnewline
22 & 0.051026 & 0.433 & 0.333167 \tabularnewline
23 & 0.042287 & 0.3588 & 0.360392 \tabularnewline
24 & -0.047904 & -0.4065 & 0.342797 \tabularnewline
25 & -0.010519 & -0.0893 & 0.464563 \tabularnewline
26 & 0.061503 & 0.5219 & 0.301681 \tabularnewline
27 & -0.103015 & -0.8741 & 0.192482 \tabularnewline
28 & -0.007438 & -0.0631 & 0.474924 \tabularnewline
29 & 0.042985 & 0.3647 & 0.358186 \tabularnewline
30 & -0.018387 & -0.156 & 0.438227 \tabularnewline
31 & -0.041753 & -0.3543 & 0.362081 \tabularnewline
32 & 0.143808 & 1.2203 & 0.113176 \tabularnewline
33 & 0.098622 & 0.8368 & 0.202727 \tabularnewline
34 & 0.063994 & 0.543 & 0.294401 \tabularnewline
35 & -0.088892 & -0.7543 & 0.226572 \tabularnewline
36 & 0.044721 & 0.3795 & 0.352727 \tabularnewline
37 & -0.155973 & -1.3235 & 0.094932 \tabularnewline
38 & 0.009572 & 0.0812 & 0.467746 \tabularnewline
39 & -0.097894 & -0.8307 & 0.204457 \tabularnewline
40 & -0.067324 & -0.5713 & 0.2848 \tabularnewline
41 & 0.014246 & 0.1209 & 0.452059 \tabularnewline
42 & 0.004183 & 0.0355 & 0.485892 \tabularnewline
43 & 0.080643 & 0.6843 & 0.247998 \tabularnewline
44 & -0.112055 & -0.9508 & 0.172439 \tabularnewline
45 & -0.050817 & -0.4312 & 0.333806 \tabularnewline
46 & 0.010447 & 0.0886 & 0.464804 \tabularnewline
47 & -0.089304 & -0.7578 & 0.225531 \tabularnewline
48 & -0.011102 & -0.0942 & 0.462604 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207821&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]0.840265[/C][C]7.1299[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.208951[/C][C]1.773[/C][C]0.040228[/C][/ROW]
[ROW][C]3[/C][C]0.034034[/C][C]0.2888[/C][C]0.386786[/C][/ROW]
[ROW][C]4[/C][C]-0.12607[/C][C]-1.0697[/C][C]0.144155[/C][/ROW]
[ROW][C]5[/C][C]-0.077127[/C][C]-0.6544[/C][C]0.257455[/C][/ROW]
[ROW][C]6[/C][C]0.053781[/C][C]0.4563[/C][C]0.324757[/C][/ROW]
[ROW][C]7[/C][C]0.079784[/C][C]0.677[/C][C]0.250291[/C][/ROW]
[ROW][C]8[/C][C]-0.036544[/C][C]-0.3101[/C][C]0.378696[/C][/ROW]
[ROW][C]9[/C][C]0.006639[/C][C]0.0563[/C][C]0.477616[/C][/ROW]
[ROW][C]10[/C][C]0.126886[/C][C]1.0767[/C][C]0.142613[/C][/ROW]
[ROW][C]11[/C][C]-0.193917[/C][C]-1.6454[/C][C]0.052119[/C][/ROW]
[ROW][C]12[/C][C]0.013656[/C][C]0.1159[/C][C]0.454036[/C][/ROW]
[ROW][C]13[/C][C]-0.018645[/C][C]-0.1582[/C][C]0.437369[/C][/ROW]
[ROW][C]14[/C][C]-0.018377[/C][C]-0.1559[/C][C]0.43826[/C][/ROW]
[ROW][C]15[/C][C]-0.143556[/C][C]-1.2181[/C][C]0.11358[/C][/ROW]
[ROW][C]16[/C][C]0.100963[/C][C]0.8567[/C][C]0.197226[/C][/ROW]
[ROW][C]17[/C][C]-0.085399[/C][C]-0.7246[/C][C]0.235512[/C][/ROW]
[ROW][C]18[/C][C]0.008975[/C][C]0.0762[/C][C]0.469753[/C][/ROW]
[ROW][C]19[/C][C]0.083217[/C][C]0.7061[/C][C]0.241196[/C][/ROW]
[ROW][C]20[/C][C]-0.068278[/C][C]-0.5794[/C][C]0.282079[/C][/ROW]
[ROW][C]21[/C][C]0.01871[/C][C]0.1588[/C][C]0.437152[/C][/ROW]
[ROW][C]22[/C][C]0.051026[/C][C]0.433[/C][C]0.333167[/C][/ROW]
[ROW][C]23[/C][C]0.042287[/C][C]0.3588[/C][C]0.360392[/C][/ROW]
[ROW][C]24[/C][C]-0.047904[/C][C]-0.4065[/C][C]0.342797[/C][/ROW]
[ROW][C]25[/C][C]-0.010519[/C][C]-0.0893[/C][C]0.464563[/C][/ROW]
[ROW][C]26[/C][C]0.061503[/C][C]0.5219[/C][C]0.301681[/C][/ROW]
[ROW][C]27[/C][C]-0.103015[/C][C]-0.8741[/C][C]0.192482[/C][/ROW]
[ROW][C]28[/C][C]-0.007438[/C][C]-0.0631[/C][C]0.474924[/C][/ROW]
[ROW][C]29[/C][C]0.042985[/C][C]0.3647[/C][C]0.358186[/C][/ROW]
[ROW][C]30[/C][C]-0.018387[/C][C]-0.156[/C][C]0.438227[/C][/ROW]
[ROW][C]31[/C][C]-0.041753[/C][C]-0.3543[/C][C]0.362081[/C][/ROW]
[ROW][C]32[/C][C]0.143808[/C][C]1.2203[/C][C]0.113176[/C][/ROW]
[ROW][C]33[/C][C]0.098622[/C][C]0.8368[/C][C]0.202727[/C][/ROW]
[ROW][C]34[/C][C]0.063994[/C][C]0.543[/C][C]0.294401[/C][/ROW]
[ROW][C]35[/C][C]-0.088892[/C][C]-0.7543[/C][C]0.226572[/C][/ROW]
[ROW][C]36[/C][C]0.044721[/C][C]0.3795[/C][C]0.352727[/C][/ROW]
[ROW][C]37[/C][C]-0.155973[/C][C]-1.3235[/C][C]0.094932[/C][/ROW]
[ROW][C]38[/C][C]0.009572[/C][C]0.0812[/C][C]0.467746[/C][/ROW]
[ROW][C]39[/C][C]-0.097894[/C][C]-0.8307[/C][C]0.204457[/C][/ROW]
[ROW][C]40[/C][C]-0.067324[/C][C]-0.5713[/C][C]0.2848[/C][/ROW]
[ROW][C]41[/C][C]0.014246[/C][C]0.1209[/C][C]0.452059[/C][/ROW]
[ROW][C]42[/C][C]0.004183[/C][C]0.0355[/C][C]0.485892[/C][/ROW]
[ROW][C]43[/C][C]0.080643[/C][C]0.6843[/C][C]0.247998[/C][/ROW]
[ROW][C]44[/C][C]-0.112055[/C][C]-0.9508[/C][C]0.172439[/C][/ROW]
[ROW][C]45[/C][C]-0.050817[/C][C]-0.4312[/C][C]0.333806[/C][/ROW]
[ROW][C]46[/C][C]0.010447[/C][C]0.0886[/C][C]0.464804[/C][/ROW]
[ROW][C]47[/C][C]-0.089304[/C][C]-0.7578[/C][C]0.225531[/C][/ROW]
[ROW][C]48[/C][C]-0.011102[/C][C]-0.0942[/C][C]0.462604[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207821&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207821&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
10.8402657.12990
20.2089511.7730.040228
30.0340340.28880.386786
4-0.12607-1.06970.144155
5-0.077127-0.65440.257455
60.0537810.45630.324757
70.0797840.6770.250291
8-0.036544-0.31010.378696
90.0066390.05630.477616
100.1268861.07670.142613
11-0.193917-1.64540.052119
120.0136560.11590.454036
13-0.018645-0.15820.437369
14-0.018377-0.15590.43826
15-0.143556-1.21810.11358
160.1009630.85670.197226
17-0.085399-0.72460.235512
180.0089750.07620.469753
190.0832170.70610.241196
20-0.068278-0.57940.282079
210.018710.15880.437152
220.0510260.4330.333167
230.0422870.35880.360392
24-0.047904-0.40650.342797
25-0.010519-0.08930.464563
260.0615030.52190.301681
27-0.103015-0.87410.192482
28-0.007438-0.06310.474924
290.0429850.36470.358186
30-0.018387-0.1560.438227
31-0.041753-0.35430.362081
320.1438081.22030.113176
330.0986220.83680.202727
340.0639940.5430.294401
35-0.088892-0.75430.226572
360.0447210.37950.352727
37-0.155973-1.32350.094932
380.0095720.08120.467746
39-0.097894-0.83070.204457
40-0.067324-0.57130.2848
410.0142460.12090.452059
420.0041830.03550.485892
430.0806430.68430.247998
44-0.112055-0.95080.172439
45-0.050817-0.43120.333806
460.0104470.08860.464804
47-0.089304-0.75780.225531
48-0.011102-0.09420.462604


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')