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 computationWed, 13 Nov 2013 08:13:25 -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/Nov/13/t1384348468k9qod34n8wkig2v.htm/, Retrieved Mon, 29 Apr 2024 01:25:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=224710, Retrieved Mon, 29 Apr 2024 01:25:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact61

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] [] [2013-11-13 13:13:25] [982f1398cb3cf8a81b54f385eadfb987] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
110,12
112,28
113,77
114,38
119,06
119,94
120,98
122,33
121,7
123,73
121,73
119,75
117,4
120,99
125,18
126,41
129,38
131,93
129,34
128,58
125,37
123,25
122,78
120,37
116,83
116,39
120,69
123,51
127,43
125,99
120,62
113,71
110,79
108,15
111,22
112,65
112,47
117,48
122,46
123,46
122,33
129,2
129,22
131,17
120,22
120,38
115,32
112,25
109,83
107,05
112,87
113,68
115,08
120,61
119,14
118,63
115,78
117,26
117,61
113,92
113,65
115,89
116,55
117,78
117,36
121,09
124,26
121,88
119,52
122,49
120,86
120,31

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'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 & 2 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=224710&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=224710&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=224710&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'Gertrude Mary Cox' @ cox.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8275077.02160
20.5973325.06851e-06
30.3275172.77910.003474
40.0756780.64210.261408
5-0.125142-1.06190.145923
6-0.258862-2.19650.015638
7-0.264649-2.24560.013899
8-0.196809-1.670.049633
9-0.110822-0.94040.175089
100.0009320.00790.496857
110.1060580.89990.185577
120.1697581.44040.077038
130.1265981.07420.143155
140.021610.18340.427512
15-0.075381-0.63960.262221
16-0.203308-1.72510.044397
17-0.308724-2.61960.005364
18-0.31868-2.70410.004271
19-0.261891-2.22220.014705
20-0.172756-1.46590.073517
21-0.073707-0.62540.266836
220.0377160.320.374937
230.158291.34310.091723
240.2347661.99210.025079
250.202721.72010.044852
260.1310231.11180.134968
270.0542220.46010.323419
28-0.00692-0.05870.47667
29-0.074846-0.63510.263691
30-0.114368-0.97040.167536
31-0.117706-0.99880.160625
32-0.112565-0.95510.17135
33-0.104974-0.89070.18802
34-0.086666-0.73540.232247
35-0.071624-0.60770.272634
36-0.052497-0.44550.328664
37-0.075892-0.6440.260821
38-0.124631-1.05750.146903
39-0.163598-1.38820.084682
40-0.210369-1.7850.039233
41-0.238399-2.02290.0234
42-0.225562-1.9140.0298
43-0.167161-1.41840.080193
44-0.074826-0.63490.263746
45-0.027837-0.23620.406973
460.0463640.39340.347588
470.0959820.81440.209041
480.1245821.05710.146997

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.827507 & 7.0216 & 0 \tabularnewline
2 & 0.597332 & 5.0685 & 1e-06 \tabularnewline
3 & 0.327517 & 2.7791 & 0.003474 \tabularnewline
4 & 0.075678 & 0.6421 & 0.261408 \tabularnewline
5 & -0.125142 & -1.0619 & 0.145923 \tabularnewline
6 & -0.258862 & -2.1965 & 0.015638 \tabularnewline
7 & -0.264649 & -2.2456 & 0.013899 \tabularnewline
8 & -0.196809 & -1.67 & 0.049633 \tabularnewline
9 & -0.110822 & -0.9404 & 0.175089 \tabularnewline
10 & 0.000932 & 0.0079 & 0.496857 \tabularnewline
11 & 0.106058 & 0.8999 & 0.185577 \tabularnewline
12 & 0.169758 & 1.4404 & 0.077038 \tabularnewline
13 & 0.126598 & 1.0742 & 0.143155 \tabularnewline
14 & 0.02161 & 0.1834 & 0.427512 \tabularnewline
15 & -0.075381 & -0.6396 & 0.262221 \tabularnewline
16 & -0.203308 & -1.7251 & 0.044397 \tabularnewline
17 & -0.308724 & -2.6196 & 0.005364 \tabularnewline
18 & -0.31868 & -2.7041 & 0.004271 \tabularnewline
19 & -0.261891 & -2.2222 & 0.014705 \tabularnewline
20 & -0.172756 & -1.4659 & 0.073517 \tabularnewline
21 & -0.073707 & -0.6254 & 0.266836 \tabularnewline
22 & 0.037716 & 0.32 & 0.374937 \tabularnewline
23 & 0.15829 & 1.3431 & 0.091723 \tabularnewline
24 & 0.234766 & 1.9921 & 0.025079 \tabularnewline
25 & 0.20272 & 1.7201 & 0.044852 \tabularnewline
26 & 0.131023 & 1.1118 & 0.134968 \tabularnewline
27 & 0.054222 & 0.4601 & 0.323419 \tabularnewline
28 & -0.00692 & -0.0587 & 0.47667 \tabularnewline
29 & -0.074846 & -0.6351 & 0.263691 \tabularnewline
30 & -0.114368 & -0.9704 & 0.167536 \tabularnewline
31 & -0.117706 & -0.9988 & 0.160625 \tabularnewline
32 & -0.112565 & -0.9551 & 0.17135 \tabularnewline
33 & -0.104974 & -0.8907 & 0.18802 \tabularnewline
34 & -0.086666 & -0.7354 & 0.232247 \tabularnewline
35 & -0.071624 & -0.6077 & 0.272634 \tabularnewline
36 & -0.052497 & -0.4455 & 0.328664 \tabularnewline
37 & -0.075892 & -0.644 & 0.260821 \tabularnewline
38 & -0.124631 & -1.0575 & 0.146903 \tabularnewline
39 & -0.163598 & -1.3882 & 0.084682 \tabularnewline
40 & -0.210369 & -1.785 & 0.039233 \tabularnewline
41 & -0.238399 & -2.0229 & 0.0234 \tabularnewline
42 & -0.225562 & -1.914 & 0.0298 \tabularnewline
43 & -0.167161 & -1.4184 & 0.080193 \tabularnewline
44 & -0.074826 & -0.6349 & 0.263746 \tabularnewline
45 & -0.027837 & -0.2362 & 0.406973 \tabularnewline
46 & 0.046364 & 0.3934 & 0.347588 \tabularnewline
47 & 0.095982 & 0.8144 & 0.209041 \tabularnewline
48 & 0.124582 & 1.0571 & 0.146997 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=224710&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]0.827507[/C][C]7.0216[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.597332[/C][C]5.0685[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.327517[/C][C]2.7791[/C][C]0.003474[/C][/ROW]
[ROW][C]4[/C][C]0.075678[/C][C]0.6421[/C][C]0.261408[/C][/ROW]
[ROW][C]5[/C][C]-0.125142[/C][C]-1.0619[/C][C]0.145923[/C][/ROW]
[ROW][C]6[/C][C]-0.258862[/C][C]-2.1965[/C][C]0.015638[/C][/ROW]
[ROW][C]7[/C][C]-0.264649[/C][C]-2.2456[/C][C]0.013899[/C][/ROW]
[ROW][C]8[/C][C]-0.196809[/C][C]-1.67[/C][C]0.049633[/C][/ROW]
[ROW][C]9[/C][C]-0.110822[/C][C]-0.9404[/C][C]0.175089[/C][/ROW]
[ROW][C]10[/C][C]0.000932[/C][C]0.0079[/C][C]0.496857[/C][/ROW]
[ROW][C]11[/C][C]0.106058[/C][C]0.8999[/C][C]0.185577[/C][/ROW]
[ROW][C]12[/C][C]0.169758[/C][C]1.4404[/C][C]0.077038[/C][/ROW]
[ROW][C]13[/C][C]0.126598[/C][C]1.0742[/C][C]0.143155[/C][/ROW]
[ROW][C]14[/C][C]0.02161[/C][C]0.1834[/C][C]0.427512[/C][/ROW]
[ROW][C]15[/C][C]-0.075381[/C][C]-0.6396[/C][C]0.262221[/C][/ROW]
[ROW][C]16[/C][C]-0.203308[/C][C]-1.7251[/C][C]0.044397[/C][/ROW]
[ROW][C]17[/C][C]-0.308724[/C][C]-2.6196[/C][C]0.005364[/C][/ROW]
[ROW][C]18[/C][C]-0.31868[/C][C]-2.7041[/C][C]0.004271[/C][/ROW]
[ROW][C]19[/C][C]-0.261891[/C][C]-2.2222[/C][C]0.014705[/C][/ROW]
[ROW][C]20[/C][C]-0.172756[/C][C]-1.4659[/C][C]0.073517[/C][/ROW]
[ROW][C]21[/C][C]-0.073707[/C][C]-0.6254[/C][C]0.266836[/C][/ROW]
[ROW][C]22[/C][C]0.037716[/C][C]0.32[/C][C]0.374937[/C][/ROW]
[ROW][C]23[/C][C]0.15829[/C][C]1.3431[/C][C]0.091723[/C][/ROW]
[ROW][C]24[/C][C]0.234766[/C][C]1.9921[/C][C]0.025079[/C][/ROW]
[ROW][C]25[/C][C]0.20272[/C][C]1.7201[/C][C]0.044852[/C][/ROW]
[ROW][C]26[/C][C]0.131023[/C][C]1.1118[/C][C]0.134968[/C][/ROW]
[ROW][C]27[/C][C]0.054222[/C][C]0.4601[/C][C]0.323419[/C][/ROW]
[ROW][C]28[/C][C]-0.00692[/C][C]-0.0587[/C][C]0.47667[/C][/ROW]
[ROW][C]29[/C][C]-0.074846[/C][C]-0.6351[/C][C]0.263691[/C][/ROW]
[ROW][C]30[/C][C]-0.114368[/C][C]-0.9704[/C][C]0.167536[/C][/ROW]
[ROW][C]31[/C][C]-0.117706[/C][C]-0.9988[/C][C]0.160625[/C][/ROW]
[ROW][C]32[/C][C]-0.112565[/C][C]-0.9551[/C][C]0.17135[/C][/ROW]
[ROW][C]33[/C][C]-0.104974[/C][C]-0.8907[/C][C]0.18802[/C][/ROW]
[ROW][C]34[/C][C]-0.086666[/C][C]-0.7354[/C][C]0.232247[/C][/ROW]
[ROW][C]35[/C][C]-0.071624[/C][C]-0.6077[/C][C]0.272634[/C][/ROW]
[ROW][C]36[/C][C]-0.052497[/C][C]-0.4455[/C][C]0.328664[/C][/ROW]
[ROW][C]37[/C][C]-0.075892[/C][C]-0.644[/C][C]0.260821[/C][/ROW]
[ROW][C]38[/C][C]-0.124631[/C][C]-1.0575[/C][C]0.146903[/C][/ROW]
[ROW][C]39[/C][C]-0.163598[/C][C]-1.3882[/C][C]0.084682[/C][/ROW]
[ROW][C]40[/C][C]-0.210369[/C][C]-1.785[/C][C]0.039233[/C][/ROW]
[ROW][C]41[/C][C]-0.238399[/C][C]-2.0229[/C][C]0.0234[/C][/ROW]
[ROW][C]42[/C][C]-0.225562[/C][C]-1.914[/C][C]0.0298[/C][/ROW]
[ROW][C]43[/C][C]-0.167161[/C][C]-1.4184[/C][C]0.080193[/C][/ROW]
[ROW][C]44[/C][C]-0.074826[/C][C]-0.6349[/C][C]0.263746[/C][/ROW]
[ROW][C]45[/C][C]-0.027837[/C][C]-0.2362[/C][C]0.406973[/C][/ROW]
[ROW][C]46[/C][C]0.046364[/C][C]0.3934[/C][C]0.347588[/C][/ROW]
[ROW][C]47[/C][C]0.095982[/C][C]0.8144[/C][C]0.209041[/C][/ROW]
[ROW][C]48[/C][C]0.124582[/C][C]1.0571[/C][C]0.146997[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=224710&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=224710&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
10.8275077.02160
20.5973325.06851e-06
30.3275172.77910.003474
40.0756780.64210.261408
5-0.125142-1.06190.145923
6-0.258862-2.19650.015638
7-0.264649-2.24560.013899
8-0.196809-1.670.049633
9-0.110822-0.94040.175089
100.0009320.00790.496857
110.1060580.89990.185577
120.1697581.44040.077038
130.1265981.07420.143155
140.021610.18340.427512
15-0.075381-0.63960.262221
16-0.203308-1.72510.044397
17-0.308724-2.61960.005364
18-0.31868-2.70410.004271
19-0.261891-2.22220.014705
20-0.172756-1.46590.073517
21-0.073707-0.62540.266836
220.0377160.320.374937
230.158291.34310.091723
240.2347661.99210.025079
250.202721.72010.044852
260.1310231.11180.134968
270.0542220.46010.323419
28-0.00692-0.05870.47667
29-0.074846-0.63510.263691
30-0.114368-0.97040.167536
31-0.117706-0.99880.160625
32-0.112565-0.95510.17135
33-0.104974-0.89070.18802
34-0.086666-0.73540.232247
35-0.071624-0.60770.272634
36-0.052497-0.44550.328664
37-0.075892-0.6440.260821
38-0.124631-1.05750.146903
39-0.163598-1.38820.084682
40-0.210369-1.7850.039233
41-0.238399-2.02290.0234
42-0.225562-1.9140.0298
43-0.167161-1.41840.080193
44-0.074826-0.63490.263746
45-0.027837-0.23620.406973
460.0463640.39340.347588
470.0959820.81440.209041
480.1245821.05710.146997






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8275077.02160
2-0.277372-2.35360.010664
3-0.255536-2.16830.016721
4-0.115853-0.9830.164438
5-0.054461-0.46210.322696
6-0.03432-0.29120.385864
70.1953571.65770.050868
80.0538480.45690.324553
9-0.086239-0.73180.233343
100.0713050.6050.273526
110.0545030.46250.322567
12-0.046392-0.39370.3475
13-0.225403-1.91260.029888
14-0.096234-0.81660.208434
150.0774690.65730.256527
16-0.158728-1.34690.091126
17-0.052775-0.44780.327817
180.2161871.83440.035362
19-0.023146-0.19640.422424
20-0.139454-1.18330.120291
210.0690310.58570.279938
220.0636680.54020.295349
230.0225180.19110.424503
240.0622230.5280.299568
25-0.18521-1.57160.060219
26-0.047885-0.40630.342858
270.1032170.87580.19202
280.162521.3790.086077
29-0.083748-0.71060.239807
30-0.165354-1.40310.082446
31-0.052938-0.44920.327321
320.0123810.10510.458311
33-0.081622-0.69260.245398
34-0.017592-0.14930.440878
35-0.042036-0.35670.361186
36-0.039331-0.33370.369775
37-0.069418-0.5890.278841
38-0.081066-0.68790.246874
39-0.048606-0.41240.340623
40-0.034983-0.29680.383723
410.0054170.0460.481733
42-0.034996-0.2970.38368
43-0.024129-0.20470.419177
440.1480611.25630.106527
45-0.121414-1.03020.153176
460.0445340.37790.353315
47-0.084885-0.72030.236845
48-0.049239-0.41780.338666

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.827507 & 7.0216 & 0 \tabularnewline
2 & -0.277372 & -2.3536 & 0.010664 \tabularnewline
3 & -0.255536 & -2.1683 & 0.016721 \tabularnewline
4 & -0.115853 & -0.983 & 0.164438 \tabularnewline
5 & -0.054461 & -0.4621 & 0.322696 \tabularnewline
6 & -0.03432 & -0.2912 & 0.385864 \tabularnewline
7 & 0.195357 & 1.6577 & 0.050868 \tabularnewline
8 & 0.053848 & 0.4569 & 0.324553 \tabularnewline
9 & -0.086239 & -0.7318 & 0.233343 \tabularnewline
10 & 0.071305 & 0.605 & 0.273526 \tabularnewline
11 & 0.054503 & 0.4625 & 0.322567 \tabularnewline
12 & -0.046392 & -0.3937 & 0.3475 \tabularnewline
13 & -0.225403 & -1.9126 & 0.029888 \tabularnewline
14 & -0.096234 & -0.8166 & 0.208434 \tabularnewline
15 & 0.077469 & 0.6573 & 0.256527 \tabularnewline
16 & -0.158728 & -1.3469 & 0.091126 \tabularnewline
17 & -0.052775 & -0.4478 & 0.327817 \tabularnewline
18 & 0.216187 & 1.8344 & 0.035362 \tabularnewline
19 & -0.023146 & -0.1964 & 0.422424 \tabularnewline
20 & -0.139454 & -1.1833 & 0.120291 \tabularnewline
21 & 0.069031 & 0.5857 & 0.279938 \tabularnewline
22 & 0.063668 & 0.5402 & 0.295349 \tabularnewline
23 & 0.022518 & 0.1911 & 0.424503 \tabularnewline
24 & 0.062223 & 0.528 & 0.299568 \tabularnewline
25 & -0.18521 & -1.5716 & 0.060219 \tabularnewline
26 & -0.047885 & -0.4063 & 0.342858 \tabularnewline
27 & 0.103217 & 0.8758 & 0.19202 \tabularnewline
28 & 0.16252 & 1.379 & 0.086077 \tabularnewline
29 & -0.083748 & -0.7106 & 0.239807 \tabularnewline
30 & -0.165354 & -1.4031 & 0.082446 \tabularnewline
31 & -0.052938 & -0.4492 & 0.327321 \tabularnewline
32 & 0.012381 & 0.1051 & 0.458311 \tabularnewline
33 & -0.081622 & -0.6926 & 0.245398 \tabularnewline
34 & -0.017592 & -0.1493 & 0.440878 \tabularnewline
35 & -0.042036 & -0.3567 & 0.361186 \tabularnewline
36 & -0.039331 & -0.3337 & 0.369775 \tabularnewline
37 & -0.069418 & -0.589 & 0.278841 \tabularnewline
38 & -0.081066 & -0.6879 & 0.246874 \tabularnewline
39 & -0.048606 & -0.4124 & 0.340623 \tabularnewline
40 & -0.034983 & -0.2968 & 0.383723 \tabularnewline
41 & 0.005417 & 0.046 & 0.481733 \tabularnewline
42 & -0.034996 & -0.297 & 0.38368 \tabularnewline
43 & -0.024129 & -0.2047 & 0.419177 \tabularnewline
44 & 0.148061 & 1.2563 & 0.106527 \tabularnewline
45 & -0.121414 & -1.0302 & 0.153176 \tabularnewline
46 & 0.044534 & 0.3779 & 0.353315 \tabularnewline
47 & -0.084885 & -0.7203 & 0.236845 \tabularnewline
48 & -0.049239 & -0.4178 & 0.338666 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=224710&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]0.827507[/C][C]7.0216[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.277372[/C][C]-2.3536[/C][C]0.010664[/C][/ROW]
[ROW][C]3[/C][C]-0.255536[/C][C]-2.1683[/C][C]0.016721[/C][/ROW]
[ROW][C]4[/C][C]-0.115853[/C][C]-0.983[/C][C]0.164438[/C][/ROW]
[ROW][C]5[/C][C]-0.054461[/C][C]-0.4621[/C][C]0.322696[/C][/ROW]
[ROW][C]6[/C][C]-0.03432[/C][C]-0.2912[/C][C]0.385864[/C][/ROW]
[ROW][C]7[/C][C]0.195357[/C][C]1.6577[/C][C]0.050868[/C][/ROW]
[ROW][C]8[/C][C]0.053848[/C][C]0.4569[/C][C]0.324553[/C][/ROW]
[ROW][C]9[/C][C]-0.086239[/C][C]-0.7318[/C][C]0.233343[/C][/ROW]
[ROW][C]10[/C][C]0.071305[/C][C]0.605[/C][C]0.273526[/C][/ROW]
[ROW][C]11[/C][C]0.054503[/C][C]0.4625[/C][C]0.322567[/C][/ROW]
[ROW][C]12[/C][C]-0.046392[/C][C]-0.3937[/C][C]0.3475[/C][/ROW]
[ROW][C]13[/C][C]-0.225403[/C][C]-1.9126[/C][C]0.029888[/C][/ROW]
[ROW][C]14[/C][C]-0.096234[/C][C]-0.8166[/C][C]0.208434[/C][/ROW]
[ROW][C]15[/C][C]0.077469[/C][C]0.6573[/C][C]0.256527[/C][/ROW]
[ROW][C]16[/C][C]-0.158728[/C][C]-1.3469[/C][C]0.091126[/C][/ROW]
[ROW][C]17[/C][C]-0.052775[/C][C]-0.4478[/C][C]0.327817[/C][/ROW]
[ROW][C]18[/C][C]0.216187[/C][C]1.8344[/C][C]0.035362[/C][/ROW]
[ROW][C]19[/C][C]-0.023146[/C][C]-0.1964[/C][C]0.422424[/C][/ROW]
[ROW][C]20[/C][C]-0.139454[/C][C]-1.1833[/C][C]0.120291[/C][/ROW]
[ROW][C]21[/C][C]0.069031[/C][C]0.5857[/C][C]0.279938[/C][/ROW]
[ROW][C]22[/C][C]0.063668[/C][C]0.5402[/C][C]0.295349[/C][/ROW]
[ROW][C]23[/C][C]0.022518[/C][C]0.1911[/C][C]0.424503[/C][/ROW]
[ROW][C]24[/C][C]0.062223[/C][C]0.528[/C][C]0.299568[/C][/ROW]
[ROW][C]25[/C][C]-0.18521[/C][C]-1.5716[/C][C]0.060219[/C][/ROW]
[ROW][C]26[/C][C]-0.047885[/C][C]-0.4063[/C][C]0.342858[/C][/ROW]
[ROW][C]27[/C][C]0.103217[/C][C]0.8758[/C][C]0.19202[/C][/ROW]
[ROW][C]28[/C][C]0.16252[/C][C]1.379[/C][C]0.086077[/C][/ROW]
[ROW][C]29[/C][C]-0.083748[/C][C]-0.7106[/C][C]0.239807[/C][/ROW]
[ROW][C]30[/C][C]-0.165354[/C][C]-1.4031[/C][C]0.082446[/C][/ROW]
[ROW][C]31[/C][C]-0.052938[/C][C]-0.4492[/C][C]0.327321[/C][/ROW]
[ROW][C]32[/C][C]0.012381[/C][C]0.1051[/C][C]0.458311[/C][/ROW]
[ROW][C]33[/C][C]-0.081622[/C][C]-0.6926[/C][C]0.245398[/C][/ROW]
[ROW][C]34[/C][C]-0.017592[/C][C]-0.1493[/C][C]0.440878[/C][/ROW]
[ROW][C]35[/C][C]-0.042036[/C][C]-0.3567[/C][C]0.361186[/C][/ROW]
[ROW][C]36[/C][C]-0.039331[/C][C]-0.3337[/C][C]0.369775[/C][/ROW]
[ROW][C]37[/C][C]-0.069418[/C][C]-0.589[/C][C]0.278841[/C][/ROW]
[ROW][C]38[/C][C]-0.081066[/C][C]-0.6879[/C][C]0.246874[/C][/ROW]
[ROW][C]39[/C][C]-0.048606[/C][C]-0.4124[/C][C]0.340623[/C][/ROW]
[ROW][C]40[/C][C]-0.034983[/C][C]-0.2968[/C][C]0.383723[/C][/ROW]
[ROW][C]41[/C][C]0.005417[/C][C]0.046[/C][C]0.481733[/C][/ROW]
[ROW][C]42[/C][C]-0.034996[/C][C]-0.297[/C][C]0.38368[/C][/ROW]
[ROW][C]43[/C][C]-0.024129[/C][C]-0.2047[/C][C]0.419177[/C][/ROW]
[ROW][C]44[/C][C]0.148061[/C][C]1.2563[/C][C]0.106527[/C][/ROW]
[ROW][C]45[/C][C]-0.121414[/C][C]-1.0302[/C][C]0.153176[/C][/ROW]
[ROW][C]46[/C][C]0.044534[/C][C]0.3779[/C][C]0.353315[/C][/ROW]
[ROW][C]47[/C][C]-0.084885[/C][C]-0.7203[/C][C]0.236845[/C][/ROW]
[ROW][C]48[/C][C]-0.049239[/C][C]-0.4178[/C][C]0.338666[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=224710&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=224710&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
10.8275077.02160
2-0.277372-2.35360.010664
3-0.255536-2.16830.016721
4-0.115853-0.9830.164438
5-0.054461-0.46210.322696
6-0.03432-0.29120.385864
70.1953571.65770.050868
80.0538480.45690.324553
9-0.086239-0.73180.233343
100.0713050.6050.273526
110.0545030.46250.322567
12-0.046392-0.39370.3475
13-0.225403-1.91260.029888
14-0.096234-0.81660.208434
150.0774690.65730.256527
16-0.158728-1.34690.091126
17-0.052775-0.44780.327817
180.2161871.83440.035362
19-0.023146-0.19640.422424
20-0.139454-1.18330.120291
210.0690310.58570.279938
220.0636680.54020.295349
230.0225180.19110.424503
240.0622230.5280.299568
25-0.18521-1.57160.060219
26-0.047885-0.40630.342858
270.1032170.87580.19202
280.162521.3790.086077
29-0.083748-0.71060.239807
30-0.165354-1.40310.082446
31-0.052938-0.44920.327321
320.0123810.10510.458311
33-0.081622-0.69260.245398
34-0.017592-0.14930.440878
35-0.042036-0.35670.361186
36-0.039331-0.33370.369775
37-0.069418-0.5890.278841
38-0.081066-0.68790.246874
39-0.048606-0.41240.340623
40-0.034983-0.29680.383723
410.0054170.0460.481733
42-0.034996-0.2970.38368
43-0.024129-0.20470.419177
440.1480611.25630.106527
45-0.121414-1.03020.153176
460.0445340.37790.353315
47-0.084885-0.72030.236845
48-0.049239-0.41780.338666


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')