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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 computationTue, 19 Nov 2013 06:00:40 -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/19/t1384858905g3jmf50wa007suw.htm/, Retrieved Fri, 03 May 2024 18:24:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=226365, Retrieved Fri, 03 May 2024 18:24:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact95

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] [] [2013-11-19 11:00:40] [5e7911d8fd88d8bc3975d02d8918deef] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
51,02
51,06
50,9
51,23
51,29
51,3
51,3
51,3
51,46
51,47
51,77
51,82
51,82
51,84
51,9
51,94
52,22
52,27
52,27
52,28
52,53
52,73
52,72
52,67
52,67
52,65
52,69
52,73
52,84
52,83
52,83
52,84
52,82
53,09
53,4
53,43
53,43
53,42
53,6
53,69
54,05
54,04
54,04
54,08
54,05
54,39
54,38
54,46
54,46
54,69
54,91
55,52
56,01
56,07
56,07
56,09
56,29
56,45
56,87
56,87
56,87
56,87
56,8
56,89
57,01
57,03
57,03
57,03
57,06
57,25
57,24
57,31

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'Sir Ronald Aylmer Fisher' @ fisher.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 & 'Sir Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=226365&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]'Sir Ronald Aylmer Fisher' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=226365&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=226365&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'Sir Ronald Aylmer Fisher' @ fisher.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1786751.50550.06831
2-0.001606-0.01350.49462
3-0.234118-1.97270.026212
4-0.109925-0.92620.178728
50.1611911.35820.089347
60.2829082.38380.009905
70.2480672.09020.020089
8-0.218154-1.83820.035108
9-0.207312-1.74680.042495
10-0.218127-1.8380.035125
110.0904440.76210.224265
120.1301141.09640.138314
130.1391121.17220.122522
14-0.179042-1.50860.067915
15-0.256975-2.16530.016863
16-0.125547-1.05790.146849
170.1497861.26210.105518
180.3042932.5640.006232
19-0.021575-0.18180.42813
20-0.090927-0.76620.223059
21-0.196561-1.65630.051042
22-0.138925-1.17060.122837
230.0413490.34840.364281
240.2070471.74460.04269
250.0170540.14370.443071
26-0.168988-1.42390.079426
27-0.20975-1.76740.040731
28-0.164101-1.38270.085539
29-0.004064-0.03420.486389
300.1662681.4010.082785
310.0940950.79290.215251
32-0.083491-0.70350.242021
33-0.135495-1.14170.128706
34-0.104943-0.88430.18977
350.1538311.29620.099551
360.0448760.37810.353229
370.0937930.79030.215988
38-0.087578-0.73790.231489
39-0.060459-0.50940.306013
40-0.02113-0.1780.429597
410.0799860.6740.251259
420.1634951.37760.086322
43-0.050561-0.4260.335685
44-0.030361-0.25580.399414
45-0.115176-0.97050.167549
46-0.047949-0.4040.343704
47-0.01839-0.1550.438647
480.1588561.33850.092495

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.178675 & 1.5055 & 0.06831 \tabularnewline
2 & -0.001606 & -0.0135 & 0.49462 \tabularnewline
3 & -0.234118 & -1.9727 & 0.026212 \tabularnewline
4 & -0.109925 & -0.9262 & 0.178728 \tabularnewline
5 & 0.161191 & 1.3582 & 0.089347 \tabularnewline
6 & 0.282908 & 2.3838 & 0.009905 \tabularnewline
7 & 0.248067 & 2.0902 & 0.020089 \tabularnewline
8 & -0.218154 & -1.8382 & 0.035108 \tabularnewline
9 & -0.207312 & -1.7468 & 0.042495 \tabularnewline
10 & -0.218127 & -1.838 & 0.035125 \tabularnewline
11 & 0.090444 & 0.7621 & 0.224265 \tabularnewline
12 & 0.130114 & 1.0964 & 0.138314 \tabularnewline
13 & 0.139112 & 1.1722 & 0.122522 \tabularnewline
14 & -0.179042 & -1.5086 & 0.067915 \tabularnewline
15 & -0.256975 & -2.1653 & 0.016863 \tabularnewline
16 & -0.125547 & -1.0579 & 0.146849 \tabularnewline
17 & 0.149786 & 1.2621 & 0.105518 \tabularnewline
18 & 0.304293 & 2.564 & 0.006232 \tabularnewline
19 & -0.021575 & -0.1818 & 0.42813 \tabularnewline
20 & -0.090927 & -0.7662 & 0.223059 \tabularnewline
21 & -0.196561 & -1.6563 & 0.051042 \tabularnewline
22 & -0.138925 & -1.1706 & 0.122837 \tabularnewline
23 & 0.041349 & 0.3484 & 0.364281 \tabularnewline
24 & 0.207047 & 1.7446 & 0.04269 \tabularnewline
25 & 0.017054 & 0.1437 & 0.443071 \tabularnewline
26 & -0.168988 & -1.4239 & 0.079426 \tabularnewline
27 & -0.20975 & -1.7674 & 0.040731 \tabularnewline
28 & -0.164101 & -1.3827 & 0.085539 \tabularnewline
29 & -0.004064 & -0.0342 & 0.486389 \tabularnewline
30 & 0.166268 & 1.401 & 0.082785 \tabularnewline
31 & 0.094095 & 0.7929 & 0.215251 \tabularnewline
32 & -0.083491 & -0.7035 & 0.242021 \tabularnewline
33 & -0.135495 & -1.1417 & 0.128706 \tabularnewline
34 & -0.104943 & -0.8843 & 0.18977 \tabularnewline
35 & 0.153831 & 1.2962 & 0.099551 \tabularnewline
36 & 0.044876 & 0.3781 & 0.353229 \tabularnewline
37 & 0.093793 & 0.7903 & 0.215988 \tabularnewline
38 & -0.087578 & -0.7379 & 0.231489 \tabularnewline
39 & -0.060459 & -0.5094 & 0.306013 \tabularnewline
40 & -0.02113 & -0.178 & 0.429597 \tabularnewline
41 & 0.079986 & 0.674 & 0.251259 \tabularnewline
42 & 0.163495 & 1.3776 & 0.086322 \tabularnewline
43 & -0.050561 & -0.426 & 0.335685 \tabularnewline
44 & -0.030361 & -0.2558 & 0.399414 \tabularnewline
45 & -0.115176 & -0.9705 & 0.167549 \tabularnewline
46 & -0.047949 & -0.404 & 0.343704 \tabularnewline
47 & -0.01839 & -0.155 & 0.438647 \tabularnewline
48 & 0.158856 & 1.3385 & 0.092495 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=226365&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]0.178675[/C][C]1.5055[/C][C]0.06831[/C][/ROW]
[ROW][C]2[/C][C]-0.001606[/C][C]-0.0135[/C][C]0.49462[/C][/ROW]
[ROW][C]3[/C][C]-0.234118[/C][C]-1.9727[/C][C]0.026212[/C][/ROW]
[ROW][C]4[/C][C]-0.109925[/C][C]-0.9262[/C][C]0.178728[/C][/ROW]
[ROW][C]5[/C][C]0.161191[/C][C]1.3582[/C][C]0.089347[/C][/ROW]
[ROW][C]6[/C][C]0.282908[/C][C]2.3838[/C][C]0.009905[/C][/ROW]
[ROW][C]7[/C][C]0.248067[/C][C]2.0902[/C][C]0.020089[/C][/ROW]
[ROW][C]8[/C][C]-0.218154[/C][C]-1.8382[/C][C]0.035108[/C][/ROW]
[ROW][C]9[/C][C]-0.207312[/C][C]-1.7468[/C][C]0.042495[/C][/ROW]
[ROW][C]10[/C][C]-0.218127[/C][C]-1.838[/C][C]0.035125[/C][/ROW]
[ROW][C]11[/C][C]0.090444[/C][C]0.7621[/C][C]0.224265[/C][/ROW]
[ROW][C]12[/C][C]0.130114[/C][C]1.0964[/C][C]0.138314[/C][/ROW]
[ROW][C]13[/C][C]0.139112[/C][C]1.1722[/C][C]0.122522[/C][/ROW]
[ROW][C]14[/C][C]-0.179042[/C][C]-1.5086[/C][C]0.067915[/C][/ROW]
[ROW][C]15[/C][C]-0.256975[/C][C]-2.1653[/C][C]0.016863[/C][/ROW]
[ROW][C]16[/C][C]-0.125547[/C][C]-1.0579[/C][C]0.146849[/C][/ROW]
[ROW][C]17[/C][C]0.149786[/C][C]1.2621[/C][C]0.105518[/C][/ROW]
[ROW][C]18[/C][C]0.304293[/C][C]2.564[/C][C]0.006232[/C][/ROW]
[ROW][C]19[/C][C]-0.021575[/C][C]-0.1818[/C][C]0.42813[/C][/ROW]
[ROW][C]20[/C][C]-0.090927[/C][C]-0.7662[/C][C]0.223059[/C][/ROW]
[ROW][C]21[/C][C]-0.196561[/C][C]-1.6563[/C][C]0.051042[/C][/ROW]
[ROW][C]22[/C][C]-0.138925[/C][C]-1.1706[/C][C]0.122837[/C][/ROW]
[ROW][C]23[/C][C]0.041349[/C][C]0.3484[/C][C]0.364281[/C][/ROW]
[ROW][C]24[/C][C]0.207047[/C][C]1.7446[/C][C]0.04269[/C][/ROW]
[ROW][C]25[/C][C]0.017054[/C][C]0.1437[/C][C]0.443071[/C][/ROW]
[ROW][C]26[/C][C]-0.168988[/C][C]-1.4239[/C][C]0.079426[/C][/ROW]
[ROW][C]27[/C][C]-0.20975[/C][C]-1.7674[/C][C]0.040731[/C][/ROW]
[ROW][C]28[/C][C]-0.164101[/C][C]-1.3827[/C][C]0.085539[/C][/ROW]
[ROW][C]29[/C][C]-0.004064[/C][C]-0.0342[/C][C]0.486389[/C][/ROW]
[ROW][C]30[/C][C]0.166268[/C][C]1.401[/C][C]0.082785[/C][/ROW]
[ROW][C]31[/C][C]0.094095[/C][C]0.7929[/C][C]0.215251[/C][/ROW]
[ROW][C]32[/C][C]-0.083491[/C][C]-0.7035[/C][C]0.242021[/C][/ROW]
[ROW][C]33[/C][C]-0.135495[/C][C]-1.1417[/C][C]0.128706[/C][/ROW]
[ROW][C]34[/C][C]-0.104943[/C][C]-0.8843[/C][C]0.18977[/C][/ROW]
[ROW][C]35[/C][C]0.153831[/C][C]1.2962[/C][C]0.099551[/C][/ROW]
[ROW][C]36[/C][C]0.044876[/C][C]0.3781[/C][C]0.353229[/C][/ROW]
[ROW][C]37[/C][C]0.093793[/C][C]0.7903[/C][C]0.215988[/C][/ROW]
[ROW][C]38[/C][C]-0.087578[/C][C]-0.7379[/C][C]0.231489[/C][/ROW]
[ROW][C]39[/C][C]-0.060459[/C][C]-0.5094[/C][C]0.306013[/C][/ROW]
[ROW][C]40[/C][C]-0.02113[/C][C]-0.178[/C][C]0.429597[/C][/ROW]
[ROW][C]41[/C][C]0.079986[/C][C]0.674[/C][C]0.251259[/C][/ROW]
[ROW][C]42[/C][C]0.163495[/C][C]1.3776[/C][C]0.086322[/C][/ROW]
[ROW][C]43[/C][C]-0.050561[/C][C]-0.426[/C][C]0.335685[/C][/ROW]
[ROW][C]44[/C][C]-0.030361[/C][C]-0.2558[/C][C]0.399414[/C][/ROW]
[ROW][C]45[/C][C]-0.115176[/C][C]-0.9705[/C][C]0.167549[/C][/ROW]
[ROW][C]46[/C][C]-0.047949[/C][C]-0.404[/C][C]0.343704[/C][/ROW]
[ROW][C]47[/C][C]-0.01839[/C][C]-0.155[/C][C]0.438647[/C][/ROW]
[ROW][C]48[/C][C]0.158856[/C][C]1.3385[/C][C]0.092495[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=226365&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=226365&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
10.1786751.50550.06831
2-0.001606-0.01350.49462
3-0.234118-1.97270.026212
4-0.109925-0.92620.178728
50.1611911.35820.089347
60.2829082.38380.009905
70.2480672.09020.020089
8-0.218154-1.83820.035108
9-0.207312-1.74680.042495
10-0.218127-1.8380.035125
110.0904440.76210.224265
120.1301141.09640.138314
130.1391121.17220.122522
14-0.179042-1.50860.067915
15-0.256975-2.16530.016863
16-0.125547-1.05790.146849
170.1497861.26210.105518
180.3042932.5640.006232
19-0.021575-0.18180.42813
20-0.090927-0.76620.223059
21-0.196561-1.65630.051042
22-0.138925-1.17060.122837
230.0413490.34840.364281
240.2070471.74460.04269
250.0170540.14370.443071
26-0.168988-1.42390.079426
27-0.20975-1.76740.040731
28-0.164101-1.38270.085539
29-0.004064-0.03420.486389
300.1662681.4010.082785
310.0940950.79290.215251
32-0.083491-0.70350.242021
33-0.135495-1.14170.128706
34-0.104943-0.88430.18977
350.1538311.29620.099551
360.0448760.37810.353229
370.0937930.79030.215988
38-0.087578-0.73790.231489
39-0.060459-0.50940.306013
40-0.02113-0.1780.429597
410.0799860.6740.251259
420.1634951.37760.086322
43-0.050561-0.4260.335685
44-0.030361-0.25580.399414
45-0.115176-0.97050.167549
46-0.047949-0.4040.343704
47-0.01839-0.1550.438647
480.1588561.33850.092495






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1786751.50550.06831
2-0.034637-0.29190.385625
3-0.235421-1.98370.025579
4-0.028989-0.24430.403866
50.2047161.7250.044442
60.1941171.63570.053168
70.1497991.26220.105498
8-0.270674-2.28070.012784
9-0.060337-0.50840.306371
10-0.090271-0.76060.224696
110.0458880.38670.350084
12-0.058688-0.49450.311236
130.0486210.40970.341634
14-0.153789-1.29590.099612
15-0.033116-0.2790.390513
16-0.008543-0.0720.471408
170.1854411.56260.061302
180.1213241.02230.155057
19-0.184538-1.55490.062202
20-0.041281-0.34780.364494
210.104250.87840.191337
22-0.150624-1.26920.10426
23-0.112809-0.95050.172531
240.0264560.22290.412117
25-0.055547-0.4680.320593
26-0.065572-0.55250.291164
27-0.062757-0.52880.299297
28-0.048798-0.41120.341091
29-0.049743-0.41910.33819
300.0414290.34910.36403
310.0096420.08120.467737
320.0886250.74680.228835
33-0.013437-0.11320.455088
34-0.091814-0.77360.220857
350.1357441.14380.128274
36-0.157322-1.32560.094608
37-0.042703-0.35980.360024
38-0.080514-0.67840.249853
390.0699840.58970.278634
400.0670420.56490.286961
41-0.036896-0.31090.378399
42-0.001258-0.01060.495787
430.0151740.12790.449312
44-0.007857-0.06620.4737
450.003350.02820.48878
46-0.054387-0.45830.324079
47-0.111306-0.93790.175742
480.0113390.09550.462075

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.178675 & 1.5055 & 0.06831 \tabularnewline
2 & -0.034637 & -0.2919 & 0.385625 \tabularnewline
3 & -0.235421 & -1.9837 & 0.025579 \tabularnewline
4 & -0.028989 & -0.2443 & 0.403866 \tabularnewline
5 & 0.204716 & 1.725 & 0.044442 \tabularnewline
6 & 0.194117 & 1.6357 & 0.053168 \tabularnewline
7 & 0.149799 & 1.2622 & 0.105498 \tabularnewline
8 & -0.270674 & -2.2807 & 0.012784 \tabularnewline
9 & -0.060337 & -0.5084 & 0.306371 \tabularnewline
10 & -0.090271 & -0.7606 & 0.224696 \tabularnewline
11 & 0.045888 & 0.3867 & 0.350084 \tabularnewline
12 & -0.058688 & -0.4945 & 0.311236 \tabularnewline
13 & 0.048621 & 0.4097 & 0.341634 \tabularnewline
14 & -0.153789 & -1.2959 & 0.099612 \tabularnewline
15 & -0.033116 & -0.279 & 0.390513 \tabularnewline
16 & -0.008543 & -0.072 & 0.471408 \tabularnewline
17 & 0.185441 & 1.5626 & 0.061302 \tabularnewline
18 & 0.121324 & 1.0223 & 0.155057 \tabularnewline
19 & -0.184538 & -1.5549 & 0.062202 \tabularnewline
20 & -0.041281 & -0.3478 & 0.364494 \tabularnewline
21 & 0.10425 & 0.8784 & 0.191337 \tabularnewline
22 & -0.150624 & -1.2692 & 0.10426 \tabularnewline
23 & -0.112809 & -0.9505 & 0.172531 \tabularnewline
24 & 0.026456 & 0.2229 & 0.412117 \tabularnewline
25 & -0.055547 & -0.468 & 0.320593 \tabularnewline
26 & -0.065572 & -0.5525 & 0.291164 \tabularnewline
27 & -0.062757 & -0.5288 & 0.299297 \tabularnewline
28 & -0.048798 & -0.4112 & 0.341091 \tabularnewline
29 & -0.049743 & -0.4191 & 0.33819 \tabularnewline
30 & 0.041429 & 0.3491 & 0.36403 \tabularnewline
31 & 0.009642 & 0.0812 & 0.467737 \tabularnewline
32 & 0.088625 & 0.7468 & 0.228835 \tabularnewline
33 & -0.013437 & -0.1132 & 0.455088 \tabularnewline
34 & -0.091814 & -0.7736 & 0.220857 \tabularnewline
35 & 0.135744 & 1.1438 & 0.128274 \tabularnewline
36 & -0.157322 & -1.3256 & 0.094608 \tabularnewline
37 & -0.042703 & -0.3598 & 0.360024 \tabularnewline
38 & -0.080514 & -0.6784 & 0.249853 \tabularnewline
39 & 0.069984 & 0.5897 & 0.278634 \tabularnewline
40 & 0.067042 & 0.5649 & 0.286961 \tabularnewline
41 & -0.036896 & -0.3109 & 0.378399 \tabularnewline
42 & -0.001258 & -0.0106 & 0.495787 \tabularnewline
43 & 0.015174 & 0.1279 & 0.449312 \tabularnewline
44 & -0.007857 & -0.0662 & 0.4737 \tabularnewline
45 & 0.00335 & 0.0282 & 0.48878 \tabularnewline
46 & -0.054387 & -0.4583 & 0.324079 \tabularnewline
47 & -0.111306 & -0.9379 & 0.175742 \tabularnewline
48 & 0.011339 & 0.0955 & 0.462075 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=226365&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]0.178675[/C][C]1.5055[/C][C]0.06831[/C][/ROW]
[ROW][C]2[/C][C]-0.034637[/C][C]-0.2919[/C][C]0.385625[/C][/ROW]
[ROW][C]3[/C][C]-0.235421[/C][C]-1.9837[/C][C]0.025579[/C][/ROW]
[ROW][C]4[/C][C]-0.028989[/C][C]-0.2443[/C][C]0.403866[/C][/ROW]
[ROW][C]5[/C][C]0.204716[/C][C]1.725[/C][C]0.044442[/C][/ROW]
[ROW][C]6[/C][C]0.194117[/C][C]1.6357[/C][C]0.053168[/C][/ROW]
[ROW][C]7[/C][C]0.149799[/C][C]1.2622[/C][C]0.105498[/C][/ROW]
[ROW][C]8[/C][C]-0.270674[/C][C]-2.2807[/C][C]0.012784[/C][/ROW]
[ROW][C]9[/C][C]-0.060337[/C][C]-0.5084[/C][C]0.306371[/C][/ROW]
[ROW][C]10[/C][C]-0.090271[/C][C]-0.7606[/C][C]0.224696[/C][/ROW]
[ROW][C]11[/C][C]0.045888[/C][C]0.3867[/C][C]0.350084[/C][/ROW]
[ROW][C]12[/C][C]-0.058688[/C][C]-0.4945[/C][C]0.311236[/C][/ROW]
[ROW][C]13[/C][C]0.048621[/C][C]0.4097[/C][C]0.341634[/C][/ROW]
[ROW][C]14[/C][C]-0.153789[/C][C]-1.2959[/C][C]0.099612[/C][/ROW]
[ROW][C]15[/C][C]-0.033116[/C][C]-0.279[/C][C]0.390513[/C][/ROW]
[ROW][C]16[/C][C]-0.008543[/C][C]-0.072[/C][C]0.471408[/C][/ROW]
[ROW][C]17[/C][C]0.185441[/C][C]1.5626[/C][C]0.061302[/C][/ROW]
[ROW][C]18[/C][C]0.121324[/C][C]1.0223[/C][C]0.155057[/C][/ROW]
[ROW][C]19[/C][C]-0.184538[/C][C]-1.5549[/C][C]0.062202[/C][/ROW]
[ROW][C]20[/C][C]-0.041281[/C][C]-0.3478[/C][C]0.364494[/C][/ROW]
[ROW][C]21[/C][C]0.10425[/C][C]0.8784[/C][C]0.191337[/C][/ROW]
[ROW][C]22[/C][C]-0.150624[/C][C]-1.2692[/C][C]0.10426[/C][/ROW]
[ROW][C]23[/C][C]-0.112809[/C][C]-0.9505[/C][C]0.172531[/C][/ROW]
[ROW][C]24[/C][C]0.026456[/C][C]0.2229[/C][C]0.412117[/C][/ROW]
[ROW][C]25[/C][C]-0.055547[/C][C]-0.468[/C][C]0.320593[/C][/ROW]
[ROW][C]26[/C][C]-0.065572[/C][C]-0.5525[/C][C]0.291164[/C][/ROW]
[ROW][C]27[/C][C]-0.062757[/C][C]-0.5288[/C][C]0.299297[/C][/ROW]
[ROW][C]28[/C][C]-0.048798[/C][C]-0.4112[/C][C]0.341091[/C][/ROW]
[ROW][C]29[/C][C]-0.049743[/C][C]-0.4191[/C][C]0.33819[/C][/ROW]
[ROW][C]30[/C][C]0.041429[/C][C]0.3491[/C][C]0.36403[/C][/ROW]
[ROW][C]31[/C][C]0.009642[/C][C]0.0812[/C][C]0.467737[/C][/ROW]
[ROW][C]32[/C][C]0.088625[/C][C]0.7468[/C][C]0.228835[/C][/ROW]
[ROW][C]33[/C][C]-0.013437[/C][C]-0.1132[/C][C]0.455088[/C][/ROW]
[ROW][C]34[/C][C]-0.091814[/C][C]-0.7736[/C][C]0.220857[/C][/ROW]
[ROW][C]35[/C][C]0.135744[/C][C]1.1438[/C][C]0.128274[/C][/ROW]
[ROW][C]36[/C][C]-0.157322[/C][C]-1.3256[/C][C]0.094608[/C][/ROW]
[ROW][C]37[/C][C]-0.042703[/C][C]-0.3598[/C][C]0.360024[/C][/ROW]
[ROW][C]38[/C][C]-0.080514[/C][C]-0.6784[/C][C]0.249853[/C][/ROW]
[ROW][C]39[/C][C]0.069984[/C][C]0.5897[/C][C]0.278634[/C][/ROW]
[ROW][C]40[/C][C]0.067042[/C][C]0.5649[/C][C]0.286961[/C][/ROW]
[ROW][C]41[/C][C]-0.036896[/C][C]-0.3109[/C][C]0.378399[/C][/ROW]
[ROW][C]42[/C][C]-0.001258[/C][C]-0.0106[/C][C]0.495787[/C][/ROW]
[ROW][C]43[/C][C]0.015174[/C][C]0.1279[/C][C]0.449312[/C][/ROW]
[ROW][C]44[/C][C]-0.007857[/C][C]-0.0662[/C][C]0.4737[/C][/ROW]
[ROW][C]45[/C][C]0.00335[/C][C]0.0282[/C][C]0.48878[/C][/ROW]
[ROW][C]46[/C][C]-0.054387[/C][C]-0.4583[/C][C]0.324079[/C][/ROW]
[ROW][C]47[/C][C]-0.111306[/C][C]-0.9379[/C][C]0.175742[/C][/ROW]
[ROW][C]48[/C][C]0.011339[/C][C]0.0955[/C][C]0.462075[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=226365&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=226365&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
10.1786751.50550.06831
2-0.034637-0.29190.385625
3-0.235421-1.98370.025579
4-0.028989-0.24430.403866
50.2047161.7250.044442
60.1941171.63570.053168
70.1497991.26220.105498
8-0.270674-2.28070.012784
9-0.060337-0.50840.306371
10-0.090271-0.76060.224696
110.0458880.38670.350084
12-0.058688-0.49450.311236
130.0486210.40970.341634
14-0.153789-1.29590.099612
15-0.033116-0.2790.390513
16-0.008543-0.0720.471408
170.1854411.56260.061302
180.1213241.02230.155057
19-0.184538-1.55490.062202
20-0.041281-0.34780.364494
210.104250.87840.191337
22-0.150624-1.26920.10426
23-0.112809-0.95050.172531
240.0264560.22290.412117
25-0.055547-0.4680.320593
26-0.065572-0.55250.291164
27-0.062757-0.52880.299297
28-0.048798-0.41120.341091
29-0.049743-0.41910.33819
300.0414290.34910.36403
310.0096420.08120.467737
320.0886250.74680.228835
33-0.013437-0.11320.455088
34-0.091814-0.77360.220857
350.1357441.14380.128274
36-0.157322-1.32560.094608
37-0.042703-0.35980.360024
38-0.080514-0.67840.249853
390.0699840.58970.278634
400.0670420.56490.286961
41-0.036896-0.31090.378399
42-0.001258-0.01060.495787
430.0151740.12790.449312
44-0.007857-0.06620.4737
450.003350.02820.48878
46-0.054387-0.45830.324079
47-0.111306-0.93790.175742
480.0113390.09550.462075


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')