FreeStatistics.org

Free Statistics

of Irreproducible Research!

Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationSun, 26 May 2013 19:28:31 -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/May/26/t1369610934wmiwfp1m4sqaetq.htm/, Retrieved Mon, 29 Apr 2024 14:50:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=210684, Retrieved Mon, 29 Apr 2024 14:50:55 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact105

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Mean Plot] [Inschrijvingen ni...] [2012-03-09 13:44:23] [dd1db122e2fe6bd517fcf7008a48ce3e]
- RMP   [(Partial) Autocorrelation Function] [] [2013-05-26 23:17:52] [f974b105a61ab974a820d469d59cfaf7]
-    D    [(Partial) Autocorrelation Function] [] [2013-05-26 23:26:36] [f974b105a61ab974a820d469d59cfaf7]
- R PD        [(Partial) Autocorrelation Function] [] [2013-05-26 23:28:31] [8f84a338303fe8d74ac0d8ad91c8b331] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
20.5
20.2
19.4
19.2
18.8
18.8
22.6
23.3
23
21.4
19.9
18.8
18.6
18.4
18.6
19.9
19.2
18.4
21.1
20.5
19.1
18.1
17
17.1
17.4
16.8
15.3
14.3
13.4
15.3
22.1
23.7
22.2
19.5
16.6
17.3
19.8
21.2
21.5
20.6
19.1
19.6
23.4
24.3
24.1
22.8
22.5
23.8
24.9
25.2
24.3
22.8
20.7
19.8
22.5
22.6
22.5
21.8
21.2
20.6
19.9
18.7
17.6
16.4
15.9
16.8
22.8
24
22.2
17.9
16
16

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=210684&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=210684&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=210684&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
10.3839883.23550.000923
2-0.232715-1.96090.026907
3-0.492477-4.14974.6e-05
4-0.379644-3.19890.001031
50.0228830.19280.423827
60.2867382.41610.009131
70.1750851.47530.072277
8-0.078094-0.6580.256323
9-0.204268-1.72120.044786
10-0.171121-1.44190.076865
110.1337341.12690.131798
120.490324.13154.9e-05
130.0817880.68920.246486
14-0.222398-1.8740.032526
15-0.264076-2.22510.014625
16-0.139476-1.17520.121912
170.1522121.28260.101909
180.2541062.14110.017848
190.0731350.61620.269851
20-0.186161-1.56860.060592
21-0.291299-2.45450.00828
22-0.193737-1.63250.053505
230.1347241.13520.130054
240.4462493.76020.000173
250.1046360.88170.190462
26-0.172008-1.44940.075819
27-0.235707-1.98610.025442
28-0.119069-1.00330.159563
290.1238581.04360.150095
300.1927861.62440.054357
310.0291380.24550.403382
32-0.187971-1.58390.058833
33-0.25507-2.14930.017512
34-0.13548-1.14160.128732
350.1586671.3370.092753
360.40473.41010.000537
370.1285051.08280.141279
38-0.113943-0.96010.17013
39-0.20461-1.72410.044523
40-0.120894-1.01870.155908
410.0463210.39030.34874
420.0970590.81780.208094
430.0504420.4250.336048
44-0.047038-0.39640.346517
45-0.105403-0.88810.188732
46-0.089268-0.75220.227213
470.0141910.11960.452578
480.1606561.35370.090061

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.383988 & 3.2355 & 0.000923 \tabularnewline
2 & -0.232715 & -1.9609 & 0.026907 \tabularnewline
3 & -0.492477 & -4.1497 & 4.6e-05 \tabularnewline
4 & -0.379644 & -3.1989 & 0.001031 \tabularnewline
5 & 0.022883 & 0.1928 & 0.423827 \tabularnewline
6 & 0.286738 & 2.4161 & 0.009131 \tabularnewline
7 & 0.175085 & 1.4753 & 0.072277 \tabularnewline
8 & -0.078094 & -0.658 & 0.256323 \tabularnewline
9 & -0.204268 & -1.7212 & 0.044786 \tabularnewline
10 & -0.171121 & -1.4419 & 0.076865 \tabularnewline
11 & 0.133734 & 1.1269 & 0.131798 \tabularnewline
12 & 0.49032 & 4.1315 & 4.9e-05 \tabularnewline
13 & 0.081788 & 0.6892 & 0.246486 \tabularnewline
14 & -0.222398 & -1.874 & 0.032526 \tabularnewline
15 & -0.264076 & -2.2251 & 0.014625 \tabularnewline
16 & -0.139476 & -1.1752 & 0.121912 \tabularnewline
17 & 0.152212 & 1.2826 & 0.101909 \tabularnewline
18 & 0.254106 & 2.1411 & 0.017848 \tabularnewline
19 & 0.073135 & 0.6162 & 0.269851 \tabularnewline
20 & -0.186161 & -1.5686 & 0.060592 \tabularnewline
21 & -0.291299 & -2.4545 & 0.00828 \tabularnewline
22 & -0.193737 & -1.6325 & 0.053505 \tabularnewline
23 & 0.134724 & 1.1352 & 0.130054 \tabularnewline
24 & 0.446249 & 3.7602 & 0.000173 \tabularnewline
25 & 0.104636 & 0.8817 & 0.190462 \tabularnewline
26 & -0.172008 & -1.4494 & 0.075819 \tabularnewline
27 & -0.235707 & -1.9861 & 0.025442 \tabularnewline
28 & -0.119069 & -1.0033 & 0.159563 \tabularnewline
29 & 0.123858 & 1.0436 & 0.150095 \tabularnewline
30 & 0.192786 & 1.6244 & 0.054357 \tabularnewline
31 & 0.029138 & 0.2455 & 0.403382 \tabularnewline
32 & -0.187971 & -1.5839 & 0.058833 \tabularnewline
33 & -0.25507 & -2.1493 & 0.017512 \tabularnewline
34 & -0.13548 & -1.1416 & 0.128732 \tabularnewline
35 & 0.158667 & 1.337 & 0.092753 \tabularnewline
36 & 0.4047 & 3.4101 & 0.000537 \tabularnewline
37 & 0.128505 & 1.0828 & 0.141279 \tabularnewline
38 & -0.113943 & -0.9601 & 0.17013 \tabularnewline
39 & -0.20461 & -1.7241 & 0.044523 \tabularnewline
40 & -0.120894 & -1.0187 & 0.155908 \tabularnewline
41 & 0.046321 & 0.3903 & 0.34874 \tabularnewline
42 & 0.097059 & 0.8178 & 0.208094 \tabularnewline
43 & 0.050442 & 0.425 & 0.336048 \tabularnewline
44 & -0.047038 & -0.3964 & 0.346517 \tabularnewline
45 & -0.105403 & -0.8881 & 0.188732 \tabularnewline
46 & -0.089268 & -0.7522 & 0.227213 \tabularnewline
47 & 0.014191 & 0.1196 & 0.452578 \tabularnewline
48 & 0.160656 & 1.3537 & 0.090061 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=210684&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]0.383988[/C][C]3.2355[/C][C]0.000923[/C][/ROW]
[ROW][C]2[/C][C]-0.232715[/C][C]-1.9609[/C][C]0.026907[/C][/ROW]
[ROW][C]3[/C][C]-0.492477[/C][C]-4.1497[/C][C]4.6e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.379644[/C][C]-3.1989[/C][C]0.001031[/C][/ROW]
[ROW][C]5[/C][C]0.022883[/C][C]0.1928[/C][C]0.423827[/C][/ROW]
[ROW][C]6[/C][C]0.286738[/C][C]2.4161[/C][C]0.009131[/C][/ROW]
[ROW][C]7[/C][C]0.175085[/C][C]1.4753[/C][C]0.072277[/C][/ROW]
[ROW][C]8[/C][C]-0.078094[/C][C]-0.658[/C][C]0.256323[/C][/ROW]
[ROW][C]9[/C][C]-0.204268[/C][C]-1.7212[/C][C]0.044786[/C][/ROW]
[ROW][C]10[/C][C]-0.171121[/C][C]-1.4419[/C][C]0.076865[/C][/ROW]
[ROW][C]11[/C][C]0.133734[/C][C]1.1269[/C][C]0.131798[/C][/ROW]
[ROW][C]12[/C][C]0.49032[/C][C]4.1315[/C][C]4.9e-05[/C][/ROW]
[ROW][C]13[/C][C]0.081788[/C][C]0.6892[/C][C]0.246486[/C][/ROW]
[ROW][C]14[/C][C]-0.222398[/C][C]-1.874[/C][C]0.032526[/C][/ROW]
[ROW][C]15[/C][C]-0.264076[/C][C]-2.2251[/C][C]0.014625[/C][/ROW]
[ROW][C]16[/C][C]-0.139476[/C][C]-1.1752[/C][C]0.121912[/C][/ROW]
[ROW][C]17[/C][C]0.152212[/C][C]1.2826[/C][C]0.101909[/C][/ROW]
[ROW][C]18[/C][C]0.254106[/C][C]2.1411[/C][C]0.017848[/C][/ROW]
[ROW][C]19[/C][C]0.073135[/C][C]0.6162[/C][C]0.269851[/C][/ROW]
[ROW][C]20[/C][C]-0.186161[/C][C]-1.5686[/C][C]0.060592[/C][/ROW]
[ROW][C]21[/C][C]-0.291299[/C][C]-2.4545[/C][C]0.00828[/C][/ROW]
[ROW][C]22[/C][C]-0.193737[/C][C]-1.6325[/C][C]0.053505[/C][/ROW]
[ROW][C]23[/C][C]0.134724[/C][C]1.1352[/C][C]0.130054[/C][/ROW]
[ROW][C]24[/C][C]0.446249[/C][C]3.7602[/C][C]0.000173[/C][/ROW]
[ROW][C]25[/C][C]0.104636[/C][C]0.8817[/C][C]0.190462[/C][/ROW]
[ROW][C]26[/C][C]-0.172008[/C][C]-1.4494[/C][C]0.075819[/C][/ROW]
[ROW][C]27[/C][C]-0.235707[/C][C]-1.9861[/C][C]0.025442[/C][/ROW]
[ROW][C]28[/C][C]-0.119069[/C][C]-1.0033[/C][C]0.159563[/C][/ROW]
[ROW][C]29[/C][C]0.123858[/C][C]1.0436[/C][C]0.150095[/C][/ROW]
[ROW][C]30[/C][C]0.192786[/C][C]1.6244[/C][C]0.054357[/C][/ROW]
[ROW][C]31[/C][C]0.029138[/C][C]0.2455[/C][C]0.403382[/C][/ROW]
[ROW][C]32[/C][C]-0.187971[/C][C]-1.5839[/C][C]0.058833[/C][/ROW]
[ROW][C]33[/C][C]-0.25507[/C][C]-2.1493[/C][C]0.017512[/C][/ROW]
[ROW][C]34[/C][C]-0.13548[/C][C]-1.1416[/C][C]0.128732[/C][/ROW]
[ROW][C]35[/C][C]0.158667[/C][C]1.337[/C][C]0.092753[/C][/ROW]
[ROW][C]36[/C][C]0.4047[/C][C]3.4101[/C][C]0.000537[/C][/ROW]
[ROW][C]37[/C][C]0.128505[/C][C]1.0828[/C][C]0.141279[/C][/ROW]
[ROW][C]38[/C][C]-0.113943[/C][C]-0.9601[/C][C]0.17013[/C][/ROW]
[ROW][C]39[/C][C]-0.20461[/C][C]-1.7241[/C][C]0.044523[/C][/ROW]
[ROW][C]40[/C][C]-0.120894[/C][C]-1.0187[/C][C]0.155908[/C][/ROW]
[ROW][C]41[/C][C]0.046321[/C][C]0.3903[/C][C]0.34874[/C][/ROW]
[ROW][C]42[/C][C]0.097059[/C][C]0.8178[/C][C]0.208094[/C][/ROW]
[ROW][C]43[/C][C]0.050442[/C][C]0.425[/C][C]0.336048[/C][/ROW]
[ROW][C]44[/C][C]-0.047038[/C][C]-0.3964[/C][C]0.346517[/C][/ROW]
[ROW][C]45[/C][C]-0.105403[/C][C]-0.8881[/C][C]0.188732[/C][/ROW]
[ROW][C]46[/C][C]-0.089268[/C][C]-0.7522[/C][C]0.227213[/C][/ROW]
[ROW][C]47[/C][C]0.014191[/C][C]0.1196[/C][C]0.452578[/C][/ROW]
[ROW][C]48[/C][C]0.160656[/C][C]1.3537[/C][C]0.090061[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=210684&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=210684&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
10.3839883.23550.000923
2-0.232715-1.96090.026907
3-0.492477-4.14974.6e-05
4-0.379644-3.19890.001031
50.0228830.19280.423827
60.2867382.41610.009131
70.1750851.47530.072277
8-0.078094-0.6580.256323
9-0.204268-1.72120.044786
10-0.171121-1.44190.076865
110.1337341.12690.131798
120.490324.13154.9e-05
130.0817880.68920.246486
14-0.222398-1.8740.032526
15-0.264076-2.22510.014625
16-0.139476-1.17520.121912
170.1522121.28260.101909
180.2541062.14110.017848
190.0731350.61620.269851
20-0.186161-1.56860.060592
21-0.291299-2.45450.00828
22-0.193737-1.63250.053505
230.1347241.13520.130054
240.4462493.76020.000173
250.1046360.88170.190462
26-0.172008-1.44940.075819
27-0.235707-1.98610.025442
28-0.119069-1.00330.159563
290.1238581.04360.150095
300.1927861.62440.054357
310.0291380.24550.403382
32-0.187971-1.58390.058833
33-0.25507-2.14930.017512
34-0.13548-1.14160.128732
350.1586671.3370.092753
360.40473.41010.000537
370.1285051.08280.141279
38-0.113943-0.96010.17013
39-0.20461-1.72410.044523
40-0.120894-1.01870.155908
410.0463210.39030.34874
420.0970590.81780.208094
430.0504420.4250.336048
44-0.047038-0.39640.346517
45-0.105403-0.88810.188732
46-0.089268-0.75220.227213
470.0141910.11960.452578
480.1606561.35370.090061






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3839883.23550.000923
2-0.445909-3.75730.000175
3-0.281167-2.36920.010276
4-0.202589-1.7070.046092
50.0421610.35530.361725
6-0.010853-0.09150.463695
7-0.149158-1.25680.106468
8-0.122982-1.03630.151797
9-0.062473-0.52640.300124
10-0.119139-1.00390.159422
110.1501571.26520.10496
120.3921023.30390.000748
13-0.44278-3.73090.000191
140.1933021.62880.053894
150.1463041.23280.110862
16-0.02845-0.23970.405617
170.0565710.47670.317528
180.0279590.23560.407214
190.0039950.03370.486622
20-0.187247-1.57780.059531
21-0.116987-0.98570.163802
220.0329730.27780.390973
23-0.063814-0.53770.296231
24-0.03308-0.27870.390627
25-0.095892-0.8080.210894
26-0.020833-0.17550.430577
27-0.037919-0.31950.375138
280.0607950.51230.305026
29-0.052309-0.44080.330361
30-0.009249-0.07790.469051
31-0.056821-0.47880.316781
32-0.091012-0.76690.222848
33-0.057303-0.48280.315345
34-0.056997-0.48030.316258
35-0.012007-0.10120.459849
360.0055520.04680.481408
370.0383680.32330.373711
380.0453880.38240.351636
390.0018150.01530.49392
400.0595160.50150.30879
41-0.079448-0.66940.252694
42-0.047567-0.40080.344883
430.1022410.86150.195933
440.0379870.32010.374922
45-0.072931-0.61450.270416
46-0.06141-0.51740.303225
47-0.139295-1.17370.122215
48-0.083956-0.70740.240808

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.383988 & 3.2355 & 0.000923 \tabularnewline
2 & -0.445909 & -3.7573 & 0.000175 \tabularnewline
3 & -0.281167 & -2.3692 & 0.010276 \tabularnewline
4 & -0.202589 & -1.707 & 0.046092 \tabularnewline
5 & 0.042161 & 0.3553 & 0.361725 \tabularnewline
6 & -0.010853 & -0.0915 & 0.463695 \tabularnewline
7 & -0.149158 & -1.2568 & 0.106468 \tabularnewline
8 & -0.122982 & -1.0363 & 0.151797 \tabularnewline
9 & -0.062473 & -0.5264 & 0.300124 \tabularnewline
10 & -0.119139 & -1.0039 & 0.159422 \tabularnewline
11 & 0.150157 & 1.2652 & 0.10496 \tabularnewline
12 & 0.392102 & 3.3039 & 0.000748 \tabularnewline
13 & -0.44278 & -3.7309 & 0.000191 \tabularnewline
14 & 0.193302 & 1.6288 & 0.053894 \tabularnewline
15 & 0.146304 & 1.2328 & 0.110862 \tabularnewline
16 & -0.02845 & -0.2397 & 0.405617 \tabularnewline
17 & 0.056571 & 0.4767 & 0.317528 \tabularnewline
18 & 0.027959 & 0.2356 & 0.407214 \tabularnewline
19 & 0.003995 & 0.0337 & 0.486622 \tabularnewline
20 & -0.187247 & -1.5778 & 0.059531 \tabularnewline
21 & -0.116987 & -0.9857 & 0.163802 \tabularnewline
22 & 0.032973 & 0.2778 & 0.390973 \tabularnewline
23 & -0.063814 & -0.5377 & 0.296231 \tabularnewline
24 & -0.03308 & -0.2787 & 0.390627 \tabularnewline
25 & -0.095892 & -0.808 & 0.210894 \tabularnewline
26 & -0.020833 & -0.1755 & 0.430577 \tabularnewline
27 & -0.037919 & -0.3195 & 0.375138 \tabularnewline
28 & 0.060795 & 0.5123 & 0.305026 \tabularnewline
29 & -0.052309 & -0.4408 & 0.330361 \tabularnewline
30 & -0.009249 & -0.0779 & 0.469051 \tabularnewline
31 & -0.056821 & -0.4788 & 0.316781 \tabularnewline
32 & -0.091012 & -0.7669 & 0.222848 \tabularnewline
33 & -0.057303 & -0.4828 & 0.315345 \tabularnewline
34 & -0.056997 & -0.4803 & 0.316258 \tabularnewline
35 & -0.012007 & -0.1012 & 0.459849 \tabularnewline
36 & 0.005552 & 0.0468 & 0.481408 \tabularnewline
37 & 0.038368 & 0.3233 & 0.373711 \tabularnewline
38 & 0.045388 & 0.3824 & 0.351636 \tabularnewline
39 & 0.001815 & 0.0153 & 0.49392 \tabularnewline
40 & 0.059516 & 0.5015 & 0.30879 \tabularnewline
41 & -0.079448 & -0.6694 & 0.252694 \tabularnewline
42 & -0.047567 & -0.4008 & 0.344883 \tabularnewline
43 & 0.102241 & 0.8615 & 0.195933 \tabularnewline
44 & 0.037987 & 0.3201 & 0.374922 \tabularnewline
45 & -0.072931 & -0.6145 & 0.270416 \tabularnewline
46 & -0.06141 & -0.5174 & 0.303225 \tabularnewline
47 & -0.139295 & -1.1737 & 0.122215 \tabularnewline
48 & -0.083956 & -0.7074 & 0.240808 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=210684&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]0.383988[/C][C]3.2355[/C][C]0.000923[/C][/ROW]
[ROW][C]2[/C][C]-0.445909[/C][C]-3.7573[/C][C]0.000175[/C][/ROW]
[ROW][C]3[/C][C]-0.281167[/C][C]-2.3692[/C][C]0.010276[/C][/ROW]
[ROW][C]4[/C][C]-0.202589[/C][C]-1.707[/C][C]0.046092[/C][/ROW]
[ROW][C]5[/C][C]0.042161[/C][C]0.3553[/C][C]0.361725[/C][/ROW]
[ROW][C]6[/C][C]-0.010853[/C][C]-0.0915[/C][C]0.463695[/C][/ROW]
[ROW][C]7[/C][C]-0.149158[/C][C]-1.2568[/C][C]0.106468[/C][/ROW]
[ROW][C]8[/C][C]-0.122982[/C][C]-1.0363[/C][C]0.151797[/C][/ROW]
[ROW][C]9[/C][C]-0.062473[/C][C]-0.5264[/C][C]0.300124[/C][/ROW]
[ROW][C]10[/C][C]-0.119139[/C][C]-1.0039[/C][C]0.159422[/C][/ROW]
[ROW][C]11[/C][C]0.150157[/C][C]1.2652[/C][C]0.10496[/C][/ROW]
[ROW][C]12[/C][C]0.392102[/C][C]3.3039[/C][C]0.000748[/C][/ROW]
[ROW][C]13[/C][C]-0.44278[/C][C]-3.7309[/C][C]0.000191[/C][/ROW]
[ROW][C]14[/C][C]0.193302[/C][C]1.6288[/C][C]0.053894[/C][/ROW]
[ROW][C]15[/C][C]0.146304[/C][C]1.2328[/C][C]0.110862[/C][/ROW]
[ROW][C]16[/C][C]-0.02845[/C][C]-0.2397[/C][C]0.405617[/C][/ROW]
[ROW][C]17[/C][C]0.056571[/C][C]0.4767[/C][C]0.317528[/C][/ROW]
[ROW][C]18[/C][C]0.027959[/C][C]0.2356[/C][C]0.407214[/C][/ROW]
[ROW][C]19[/C][C]0.003995[/C][C]0.0337[/C][C]0.486622[/C][/ROW]
[ROW][C]20[/C][C]-0.187247[/C][C]-1.5778[/C][C]0.059531[/C][/ROW]
[ROW][C]21[/C][C]-0.116987[/C][C]-0.9857[/C][C]0.163802[/C][/ROW]
[ROW][C]22[/C][C]0.032973[/C][C]0.2778[/C][C]0.390973[/C][/ROW]
[ROW][C]23[/C][C]-0.063814[/C][C]-0.5377[/C][C]0.296231[/C][/ROW]
[ROW][C]24[/C][C]-0.03308[/C][C]-0.2787[/C][C]0.390627[/C][/ROW]
[ROW][C]25[/C][C]-0.095892[/C][C]-0.808[/C][C]0.210894[/C][/ROW]
[ROW][C]26[/C][C]-0.020833[/C][C]-0.1755[/C][C]0.430577[/C][/ROW]
[ROW][C]27[/C][C]-0.037919[/C][C]-0.3195[/C][C]0.375138[/C][/ROW]
[ROW][C]28[/C][C]0.060795[/C][C]0.5123[/C][C]0.305026[/C][/ROW]
[ROW][C]29[/C][C]-0.052309[/C][C]-0.4408[/C][C]0.330361[/C][/ROW]
[ROW][C]30[/C][C]-0.009249[/C][C]-0.0779[/C][C]0.469051[/C][/ROW]
[ROW][C]31[/C][C]-0.056821[/C][C]-0.4788[/C][C]0.316781[/C][/ROW]
[ROW][C]32[/C][C]-0.091012[/C][C]-0.7669[/C][C]0.222848[/C][/ROW]
[ROW][C]33[/C][C]-0.057303[/C][C]-0.4828[/C][C]0.315345[/C][/ROW]
[ROW][C]34[/C][C]-0.056997[/C][C]-0.4803[/C][C]0.316258[/C][/ROW]
[ROW][C]35[/C][C]-0.012007[/C][C]-0.1012[/C][C]0.459849[/C][/ROW]
[ROW][C]36[/C][C]0.005552[/C][C]0.0468[/C][C]0.481408[/C][/ROW]
[ROW][C]37[/C][C]0.038368[/C][C]0.3233[/C][C]0.373711[/C][/ROW]
[ROW][C]38[/C][C]0.045388[/C][C]0.3824[/C][C]0.351636[/C][/ROW]
[ROW][C]39[/C][C]0.001815[/C][C]0.0153[/C][C]0.49392[/C][/ROW]
[ROW][C]40[/C][C]0.059516[/C][C]0.5015[/C][C]0.30879[/C][/ROW]
[ROW][C]41[/C][C]-0.079448[/C][C]-0.6694[/C][C]0.252694[/C][/ROW]
[ROW][C]42[/C][C]-0.047567[/C][C]-0.4008[/C][C]0.344883[/C][/ROW]
[ROW][C]43[/C][C]0.102241[/C][C]0.8615[/C][C]0.195933[/C][/ROW]
[ROW][C]44[/C][C]0.037987[/C][C]0.3201[/C][C]0.374922[/C][/ROW]
[ROW][C]45[/C][C]-0.072931[/C][C]-0.6145[/C][C]0.270416[/C][/ROW]
[ROW][C]46[/C][C]-0.06141[/C][C]-0.5174[/C][C]0.303225[/C][/ROW]
[ROW][C]47[/C][C]-0.139295[/C][C]-1.1737[/C][C]0.122215[/C][/ROW]
[ROW][C]48[/C][C]-0.083956[/C][C]-0.7074[/C][C]0.240808[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=210684&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=210684&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
10.3839883.23550.000923
2-0.445909-3.75730.000175
3-0.281167-2.36920.010276
4-0.202589-1.7070.046092
50.0421610.35530.361725
6-0.010853-0.09150.463695
7-0.149158-1.25680.106468
8-0.122982-1.03630.151797
9-0.062473-0.52640.300124
10-0.119139-1.00390.159422
110.1501571.26520.10496
120.3921023.30390.000748
13-0.44278-3.73090.000191
140.1933021.62880.053894
150.1463041.23280.110862
16-0.02845-0.23970.405617
170.0565710.47670.317528
180.0279590.23560.407214
190.0039950.03370.486622
20-0.187247-1.57780.059531
21-0.116987-0.98570.163802
220.0329730.27780.390973
23-0.063814-0.53770.296231
24-0.03308-0.27870.390627
25-0.095892-0.8080.210894
26-0.020833-0.17550.430577
27-0.037919-0.31950.375138
280.0607950.51230.305026
29-0.052309-0.44080.330361
30-0.009249-0.07790.469051
31-0.056821-0.47880.316781
32-0.091012-0.76690.222848
33-0.057303-0.48280.315345
34-0.056997-0.48030.316258
35-0.012007-0.10120.459849
360.0055520.04680.481408
370.0383680.32330.373711
380.0453880.38240.351636
390.0018150.01530.49392
400.0595160.50150.30879
41-0.079448-0.66940.252694
42-0.047567-0.40080.344883
430.1022410.86150.195933
440.0379870.32010.374922
45-0.072931-0.61450.270416
46-0.06141-0.51740.303225
47-0.139295-1.17370.122215
48-0.083956-0.70740.240808


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')