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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, 21 Nov 2013 09:52:16 -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/21/t13850455461wewlgb6pvxs1zm.htm/, Retrieved Fri, 03 May 2024 09:14:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=227227, Retrieved Fri, 03 May 2024 09:14:27 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact58

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] [] [2013-11-21 14:52:16] [d46004c4f56a1463f2fd3be871dd57bc] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
83,7
86,4
85,9
80,4
81,8
87,5
83,7
87
99,7
101,4
101,9
115,7
123,2
136,9
146,8
149,6
146,5
157
147,9
133,6
128,7
100,8
91,8
89,3
96,7
91,6
93,3
93,3
101
100,4
86,9
83,9
80,3
87,7
92,7
95,5
92
87,4
86,8
83,7
85
81,7
90,9
101,5
113,8
120,1
122,1
132,5
140
149,4
144,3
154,4
151,4
145,5
136,8
146,6
145,1
133,6
131,4
127,5
130,1
131,1
132,3
128,6
125,1
128,7
156,1
163,2
159,8
157,4
156,2
152,5

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=227227&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=227227&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=227227&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
10.9318987.90740
20.8332697.07050
30.7201976.11110
40.5932025.03352e-06
50.4558883.86830.000119
60.3300462.80050.003273
70.2231911.89380.031132
80.1298971.10220.137019
90.0643740.54620.293299
100.0020720.01760.493009
11-0.043872-0.37230.355394
12-0.084107-0.71370.238868
13-0.105334-0.89380.187206
14-0.102262-0.86770.194214
15-0.081211-0.68910.246489
16-0.069961-0.59360.277308
17-0.065143-0.55280.291072
18-0.046111-0.39130.348378
19-0.047933-0.40670.34271
20-0.064491-0.54720.292958
21-0.091412-0.77570.220245
22-0.125742-1.0670.144779
23-0.166986-1.41690.080409
24-0.201487-1.70970.045817
25-0.217419-1.84490.034585
26-0.216902-1.84050.034909
27-0.199365-1.69170.047517
28-0.17711-1.50280.068628
29-0.132626-1.12540.132085
30-0.07711-0.65430.257502
31-0.016635-0.14120.444073
320.0280890.23830.406146
330.054830.46520.32158
340.0712390.60450.27371
350.0799070.6780.249963
360.0782360.66390.254453
370.0664070.56350.28743
380.0490920.41660.339119
390.0164610.13970.444653
40-0.016439-0.13950.444727
41-0.051372-0.43590.332106
42-0.088701-0.75270.227056
43-0.132534-1.12460.132249
44-0.170484-1.44660.076173
45-0.188141-1.59640.057387
46-0.179948-1.52690.065583
47-0.15705-1.33260.09343
48-0.126209-1.07090.143892

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.931898 & 7.9074 & 0 \tabularnewline
2 & 0.833269 & 7.0705 & 0 \tabularnewline
3 & 0.720197 & 6.1111 & 0 \tabularnewline
4 & 0.593202 & 5.0335 & 2e-06 \tabularnewline
5 & 0.455888 & 3.8683 & 0.000119 \tabularnewline
6 & 0.330046 & 2.8005 & 0.003273 \tabularnewline
7 & 0.223191 & 1.8938 & 0.031132 \tabularnewline
8 & 0.129897 & 1.1022 & 0.137019 \tabularnewline
9 & 0.064374 & 0.5462 & 0.293299 \tabularnewline
10 & 0.002072 & 0.0176 & 0.493009 \tabularnewline
11 & -0.043872 & -0.3723 & 0.355394 \tabularnewline
12 & -0.084107 & -0.7137 & 0.238868 \tabularnewline
13 & -0.105334 & -0.8938 & 0.187206 \tabularnewline
14 & -0.102262 & -0.8677 & 0.194214 \tabularnewline
15 & -0.081211 & -0.6891 & 0.246489 \tabularnewline
16 & -0.069961 & -0.5936 & 0.277308 \tabularnewline
17 & -0.065143 & -0.5528 & 0.291072 \tabularnewline
18 & -0.046111 & -0.3913 & 0.348378 \tabularnewline
19 & -0.047933 & -0.4067 & 0.34271 \tabularnewline
20 & -0.064491 & -0.5472 & 0.292958 \tabularnewline
21 & -0.091412 & -0.7757 & 0.220245 \tabularnewline
22 & -0.125742 & -1.067 & 0.144779 \tabularnewline
23 & -0.166986 & -1.4169 & 0.080409 \tabularnewline
24 & -0.201487 & -1.7097 & 0.045817 \tabularnewline
25 & -0.217419 & -1.8449 & 0.034585 \tabularnewline
26 & -0.216902 & -1.8405 & 0.034909 \tabularnewline
27 & -0.199365 & -1.6917 & 0.047517 \tabularnewline
28 & -0.17711 & -1.5028 & 0.068628 \tabularnewline
29 & -0.132626 & -1.1254 & 0.132085 \tabularnewline
30 & -0.07711 & -0.6543 & 0.257502 \tabularnewline
31 & -0.016635 & -0.1412 & 0.444073 \tabularnewline
32 & 0.028089 & 0.2383 & 0.406146 \tabularnewline
33 & 0.05483 & 0.4652 & 0.32158 \tabularnewline
34 & 0.071239 & 0.6045 & 0.27371 \tabularnewline
35 & 0.079907 & 0.678 & 0.249963 \tabularnewline
36 & 0.078236 & 0.6639 & 0.254453 \tabularnewline
37 & 0.066407 & 0.5635 & 0.28743 \tabularnewline
38 & 0.049092 & 0.4166 & 0.339119 \tabularnewline
39 & 0.016461 & 0.1397 & 0.444653 \tabularnewline
40 & -0.016439 & -0.1395 & 0.444727 \tabularnewline
41 & -0.051372 & -0.4359 & 0.332106 \tabularnewline
42 & -0.088701 & -0.7527 & 0.227056 \tabularnewline
43 & -0.132534 & -1.1246 & 0.132249 \tabularnewline
44 & -0.170484 & -1.4466 & 0.076173 \tabularnewline
45 & -0.188141 & -1.5964 & 0.057387 \tabularnewline
46 & -0.179948 & -1.5269 & 0.065583 \tabularnewline
47 & -0.15705 & -1.3326 & 0.09343 \tabularnewline
48 & -0.126209 & -1.0709 & 0.143892 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=227227&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]0.931898[/C][C]7.9074[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.833269[/C][C]7.0705[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.720197[/C][C]6.1111[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.593202[/C][C]5.0335[/C][C]2e-06[/C][/ROW]
[ROW][C]5[/C][C]0.455888[/C][C]3.8683[/C][C]0.000119[/C][/ROW]
[ROW][C]6[/C][C]0.330046[/C][C]2.8005[/C][C]0.003273[/C][/ROW]
[ROW][C]7[/C][C]0.223191[/C][C]1.8938[/C][C]0.031132[/C][/ROW]
[ROW][C]8[/C][C]0.129897[/C][C]1.1022[/C][C]0.137019[/C][/ROW]
[ROW][C]9[/C][C]0.064374[/C][C]0.5462[/C][C]0.293299[/C][/ROW]
[ROW][C]10[/C][C]0.002072[/C][C]0.0176[/C][C]0.493009[/C][/ROW]
[ROW][C]11[/C][C]-0.043872[/C][C]-0.3723[/C][C]0.355394[/C][/ROW]
[ROW][C]12[/C][C]-0.084107[/C][C]-0.7137[/C][C]0.238868[/C][/ROW]
[ROW][C]13[/C][C]-0.105334[/C][C]-0.8938[/C][C]0.187206[/C][/ROW]
[ROW][C]14[/C][C]-0.102262[/C][C]-0.8677[/C][C]0.194214[/C][/ROW]
[ROW][C]15[/C][C]-0.081211[/C][C]-0.6891[/C][C]0.246489[/C][/ROW]
[ROW][C]16[/C][C]-0.069961[/C][C]-0.5936[/C][C]0.277308[/C][/ROW]
[ROW][C]17[/C][C]-0.065143[/C][C]-0.5528[/C][C]0.291072[/C][/ROW]
[ROW][C]18[/C][C]-0.046111[/C][C]-0.3913[/C][C]0.348378[/C][/ROW]
[ROW][C]19[/C][C]-0.047933[/C][C]-0.4067[/C][C]0.34271[/C][/ROW]
[ROW][C]20[/C][C]-0.064491[/C][C]-0.5472[/C][C]0.292958[/C][/ROW]
[ROW][C]21[/C][C]-0.091412[/C][C]-0.7757[/C][C]0.220245[/C][/ROW]
[ROW][C]22[/C][C]-0.125742[/C][C]-1.067[/C][C]0.144779[/C][/ROW]
[ROW][C]23[/C][C]-0.166986[/C][C]-1.4169[/C][C]0.080409[/C][/ROW]
[ROW][C]24[/C][C]-0.201487[/C][C]-1.7097[/C][C]0.045817[/C][/ROW]
[ROW][C]25[/C][C]-0.217419[/C][C]-1.8449[/C][C]0.034585[/C][/ROW]
[ROW][C]26[/C][C]-0.216902[/C][C]-1.8405[/C][C]0.034909[/C][/ROW]
[ROW][C]27[/C][C]-0.199365[/C][C]-1.6917[/C][C]0.047517[/C][/ROW]
[ROW][C]28[/C][C]-0.17711[/C][C]-1.5028[/C][C]0.068628[/C][/ROW]
[ROW][C]29[/C][C]-0.132626[/C][C]-1.1254[/C][C]0.132085[/C][/ROW]
[ROW][C]30[/C][C]-0.07711[/C][C]-0.6543[/C][C]0.257502[/C][/ROW]
[ROW][C]31[/C][C]-0.016635[/C][C]-0.1412[/C][C]0.444073[/C][/ROW]
[ROW][C]32[/C][C]0.028089[/C][C]0.2383[/C][C]0.406146[/C][/ROW]
[ROW][C]33[/C][C]0.05483[/C][C]0.4652[/C][C]0.32158[/C][/ROW]
[ROW][C]34[/C][C]0.071239[/C][C]0.6045[/C][C]0.27371[/C][/ROW]
[ROW][C]35[/C][C]0.079907[/C][C]0.678[/C][C]0.249963[/C][/ROW]
[ROW][C]36[/C][C]0.078236[/C][C]0.6639[/C][C]0.254453[/C][/ROW]
[ROW][C]37[/C][C]0.066407[/C][C]0.5635[/C][C]0.28743[/C][/ROW]
[ROW][C]38[/C][C]0.049092[/C][C]0.4166[/C][C]0.339119[/C][/ROW]
[ROW][C]39[/C][C]0.016461[/C][C]0.1397[/C][C]0.444653[/C][/ROW]
[ROW][C]40[/C][C]-0.016439[/C][C]-0.1395[/C][C]0.444727[/C][/ROW]
[ROW][C]41[/C][C]-0.051372[/C][C]-0.4359[/C][C]0.332106[/C][/ROW]
[ROW][C]42[/C][C]-0.088701[/C][C]-0.7527[/C][C]0.227056[/C][/ROW]
[ROW][C]43[/C][C]-0.132534[/C][C]-1.1246[/C][C]0.132249[/C][/ROW]
[ROW][C]44[/C][C]-0.170484[/C][C]-1.4466[/C][C]0.076173[/C][/ROW]
[ROW][C]45[/C][C]-0.188141[/C][C]-1.5964[/C][C]0.057387[/C][/ROW]
[ROW][C]46[/C][C]-0.179948[/C][C]-1.5269[/C][C]0.065583[/C][/ROW]
[ROW][C]47[/C][C]-0.15705[/C][C]-1.3326[/C][C]0.09343[/C][/ROW]
[ROW][C]48[/C][C]-0.126209[/C][C]-1.0709[/C][C]0.143892[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=227227&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=227227&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
10.9318987.90740
20.8332697.07050
30.7201976.11110
40.5932025.03352e-06
50.4558883.86830.000119
60.3300462.80050.003273
70.2231911.89380.031132
80.1298971.10220.137019
90.0643740.54620.293299
100.0020720.01760.493009
11-0.043872-0.37230.355394
12-0.084107-0.71370.238868
13-0.105334-0.89380.187206
14-0.102262-0.86770.194214
15-0.081211-0.68910.246489
16-0.069961-0.59360.277308
17-0.065143-0.55280.291072
18-0.046111-0.39130.348378
19-0.047933-0.40670.34271
20-0.064491-0.54720.292958
21-0.091412-0.77570.220245
22-0.125742-1.0670.144779
23-0.166986-1.41690.080409
24-0.201487-1.70970.045817
25-0.217419-1.84490.034585
26-0.216902-1.84050.034909
27-0.199365-1.69170.047517
28-0.17711-1.50280.068628
29-0.132626-1.12540.132085
30-0.07711-0.65430.257502
31-0.016635-0.14120.444073
320.0280890.23830.406146
330.054830.46520.32158
340.0712390.60450.27371
350.0799070.6780.249963
360.0782360.66390.254453
370.0664070.56350.28743
380.0490920.41660.339119
390.0164610.13970.444653
40-0.016439-0.13950.444727
41-0.051372-0.43590.332106
42-0.088701-0.75270.227056
43-0.132534-1.12460.132249
44-0.170484-1.44660.076173
45-0.188141-1.59640.057387
46-0.179948-1.52690.065583
47-0.15705-1.33260.09343
48-0.126209-1.07090.143892






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9318987.90740
2-0.267279-2.26790.013167
3-0.121111-1.02770.153775
4-0.146396-1.24220.109095
5-0.128483-1.09020.139627
60.0339180.28780.387161
70.0411030.34880.364141
8-0.025039-0.21250.416175
90.0961950.81620.208527
10-0.160213-1.35950.089123
110.0341650.28990.386362
12-0.079037-0.67060.252295
130.0847980.71950.237069
140.1404581.19180.118621
150.0565930.48020.316268
16-0.18195-1.54390.063499
17-0.071507-0.60680.27296
180.0718740.60990.271934
19-0.153081-1.29890.099056
20-0.028631-0.24290.404372
21-0.024853-0.21090.416786
22-0.074635-0.63330.264271
23-0.026215-0.22240.412301
24-0.003871-0.03280.486944
250.1111820.94340.174312
260.1087620.92290.179577
270.0265280.22510.411272
28-0.043916-0.37260.355257
290.0733050.6220.267949
300.0229210.19450.423169
310.0808720.68620.247389
32-0.122434-1.03890.151167
33-0.187959-1.59490.057559
34-0.012323-0.10460.458505
350.0604960.51330.304647
36-0.058257-0.49430.31129
370.0714340.60610.273165
380.0009970.00850.496635
39-0.10972-0.9310.177481
40-0.013538-0.11490.454432
41-0.025255-0.21430.41546
420.0368810.31290.377615
43-0.002695-0.02290.49091
44-0.066393-0.56340.28747
450.0074780.06350.47479
460.105950.8990.185821
47-0.025725-0.21830.413914
480.0549160.4660.321319

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.931898 & 7.9074 & 0 \tabularnewline
2 & -0.267279 & -2.2679 & 0.013167 \tabularnewline
3 & -0.121111 & -1.0277 & 0.153775 \tabularnewline
4 & -0.146396 & -1.2422 & 0.109095 \tabularnewline
5 & -0.128483 & -1.0902 & 0.139627 \tabularnewline
6 & 0.033918 & 0.2878 & 0.387161 \tabularnewline
7 & 0.041103 & 0.3488 & 0.364141 \tabularnewline
8 & -0.025039 & -0.2125 & 0.416175 \tabularnewline
9 & 0.096195 & 0.8162 & 0.208527 \tabularnewline
10 & -0.160213 & -1.3595 & 0.089123 \tabularnewline
11 & 0.034165 & 0.2899 & 0.386362 \tabularnewline
12 & -0.079037 & -0.6706 & 0.252295 \tabularnewline
13 & 0.084798 & 0.7195 & 0.237069 \tabularnewline
14 & 0.140458 & 1.1918 & 0.118621 \tabularnewline
15 & 0.056593 & 0.4802 & 0.316268 \tabularnewline
16 & -0.18195 & -1.5439 & 0.063499 \tabularnewline
17 & -0.071507 & -0.6068 & 0.27296 \tabularnewline
18 & 0.071874 & 0.6099 & 0.271934 \tabularnewline
19 & -0.153081 & -1.2989 & 0.099056 \tabularnewline
20 & -0.028631 & -0.2429 & 0.404372 \tabularnewline
21 & -0.024853 & -0.2109 & 0.416786 \tabularnewline
22 & -0.074635 & -0.6333 & 0.264271 \tabularnewline
23 & -0.026215 & -0.2224 & 0.412301 \tabularnewline
24 & -0.003871 & -0.0328 & 0.486944 \tabularnewline
25 & 0.111182 & 0.9434 & 0.174312 \tabularnewline
26 & 0.108762 & 0.9229 & 0.179577 \tabularnewline
27 & 0.026528 & 0.2251 & 0.411272 \tabularnewline
28 & -0.043916 & -0.3726 & 0.355257 \tabularnewline
29 & 0.073305 & 0.622 & 0.267949 \tabularnewline
30 & 0.022921 & 0.1945 & 0.423169 \tabularnewline
31 & 0.080872 & 0.6862 & 0.247389 \tabularnewline
32 & -0.122434 & -1.0389 & 0.151167 \tabularnewline
33 & -0.187959 & -1.5949 & 0.057559 \tabularnewline
34 & -0.012323 & -0.1046 & 0.458505 \tabularnewline
35 & 0.060496 & 0.5133 & 0.304647 \tabularnewline
36 & -0.058257 & -0.4943 & 0.31129 \tabularnewline
37 & 0.071434 & 0.6061 & 0.273165 \tabularnewline
38 & 0.000997 & 0.0085 & 0.496635 \tabularnewline
39 & -0.10972 & -0.931 & 0.177481 \tabularnewline
40 & -0.013538 & -0.1149 & 0.454432 \tabularnewline
41 & -0.025255 & -0.2143 & 0.41546 \tabularnewline
42 & 0.036881 & 0.3129 & 0.377615 \tabularnewline
43 & -0.002695 & -0.0229 & 0.49091 \tabularnewline
44 & -0.066393 & -0.5634 & 0.28747 \tabularnewline
45 & 0.007478 & 0.0635 & 0.47479 \tabularnewline
46 & 0.10595 & 0.899 & 0.185821 \tabularnewline
47 & -0.025725 & -0.2183 & 0.413914 \tabularnewline
48 & 0.054916 & 0.466 & 0.321319 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=227227&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]0.931898[/C][C]7.9074[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.267279[/C][C]-2.2679[/C][C]0.013167[/C][/ROW]
[ROW][C]3[/C][C]-0.121111[/C][C]-1.0277[/C][C]0.153775[/C][/ROW]
[ROW][C]4[/C][C]-0.146396[/C][C]-1.2422[/C][C]0.109095[/C][/ROW]
[ROW][C]5[/C][C]-0.128483[/C][C]-1.0902[/C][C]0.139627[/C][/ROW]
[ROW][C]6[/C][C]0.033918[/C][C]0.2878[/C][C]0.387161[/C][/ROW]
[ROW][C]7[/C][C]0.041103[/C][C]0.3488[/C][C]0.364141[/C][/ROW]
[ROW][C]8[/C][C]-0.025039[/C][C]-0.2125[/C][C]0.416175[/C][/ROW]
[ROW][C]9[/C][C]0.096195[/C][C]0.8162[/C][C]0.208527[/C][/ROW]
[ROW][C]10[/C][C]-0.160213[/C][C]-1.3595[/C][C]0.089123[/C][/ROW]
[ROW][C]11[/C][C]0.034165[/C][C]0.2899[/C][C]0.386362[/C][/ROW]
[ROW][C]12[/C][C]-0.079037[/C][C]-0.6706[/C][C]0.252295[/C][/ROW]
[ROW][C]13[/C][C]0.084798[/C][C]0.7195[/C][C]0.237069[/C][/ROW]
[ROW][C]14[/C][C]0.140458[/C][C]1.1918[/C][C]0.118621[/C][/ROW]
[ROW][C]15[/C][C]0.056593[/C][C]0.4802[/C][C]0.316268[/C][/ROW]
[ROW][C]16[/C][C]-0.18195[/C][C]-1.5439[/C][C]0.063499[/C][/ROW]
[ROW][C]17[/C][C]-0.071507[/C][C]-0.6068[/C][C]0.27296[/C][/ROW]
[ROW][C]18[/C][C]0.071874[/C][C]0.6099[/C][C]0.271934[/C][/ROW]
[ROW][C]19[/C][C]-0.153081[/C][C]-1.2989[/C][C]0.099056[/C][/ROW]
[ROW][C]20[/C][C]-0.028631[/C][C]-0.2429[/C][C]0.404372[/C][/ROW]
[ROW][C]21[/C][C]-0.024853[/C][C]-0.2109[/C][C]0.416786[/C][/ROW]
[ROW][C]22[/C][C]-0.074635[/C][C]-0.6333[/C][C]0.264271[/C][/ROW]
[ROW][C]23[/C][C]-0.026215[/C][C]-0.2224[/C][C]0.412301[/C][/ROW]
[ROW][C]24[/C][C]-0.003871[/C][C]-0.0328[/C][C]0.486944[/C][/ROW]
[ROW][C]25[/C][C]0.111182[/C][C]0.9434[/C][C]0.174312[/C][/ROW]
[ROW][C]26[/C][C]0.108762[/C][C]0.9229[/C][C]0.179577[/C][/ROW]
[ROW][C]27[/C][C]0.026528[/C][C]0.2251[/C][C]0.411272[/C][/ROW]
[ROW][C]28[/C][C]-0.043916[/C][C]-0.3726[/C][C]0.355257[/C][/ROW]
[ROW][C]29[/C][C]0.073305[/C][C]0.622[/C][C]0.267949[/C][/ROW]
[ROW][C]30[/C][C]0.022921[/C][C]0.1945[/C][C]0.423169[/C][/ROW]
[ROW][C]31[/C][C]0.080872[/C][C]0.6862[/C][C]0.247389[/C][/ROW]
[ROW][C]32[/C][C]-0.122434[/C][C]-1.0389[/C][C]0.151167[/C][/ROW]
[ROW][C]33[/C][C]-0.187959[/C][C]-1.5949[/C][C]0.057559[/C][/ROW]
[ROW][C]34[/C][C]-0.012323[/C][C]-0.1046[/C][C]0.458505[/C][/ROW]
[ROW][C]35[/C][C]0.060496[/C][C]0.5133[/C][C]0.304647[/C][/ROW]
[ROW][C]36[/C][C]-0.058257[/C][C]-0.4943[/C][C]0.31129[/C][/ROW]
[ROW][C]37[/C][C]0.071434[/C][C]0.6061[/C][C]0.273165[/C][/ROW]
[ROW][C]38[/C][C]0.000997[/C][C]0.0085[/C][C]0.496635[/C][/ROW]
[ROW][C]39[/C][C]-0.10972[/C][C]-0.931[/C][C]0.177481[/C][/ROW]
[ROW][C]40[/C][C]-0.013538[/C][C]-0.1149[/C][C]0.454432[/C][/ROW]
[ROW][C]41[/C][C]-0.025255[/C][C]-0.2143[/C][C]0.41546[/C][/ROW]
[ROW][C]42[/C][C]0.036881[/C][C]0.3129[/C][C]0.377615[/C][/ROW]
[ROW][C]43[/C][C]-0.002695[/C][C]-0.0229[/C][C]0.49091[/C][/ROW]
[ROW][C]44[/C][C]-0.066393[/C][C]-0.5634[/C][C]0.28747[/C][/ROW]
[ROW][C]45[/C][C]0.007478[/C][C]0.0635[/C][C]0.47479[/C][/ROW]
[ROW][C]46[/C][C]0.10595[/C][C]0.899[/C][C]0.185821[/C][/ROW]
[ROW][C]47[/C][C]-0.025725[/C][C]-0.2183[/C][C]0.413914[/C][/ROW]
[ROW][C]48[/C][C]0.054916[/C][C]0.466[/C][C]0.321319[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=227227&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=227227&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
10.9318987.90740
2-0.267279-2.26790.013167
3-0.121111-1.02770.153775
4-0.146396-1.24220.109095
5-0.128483-1.09020.139627
60.0339180.28780.387161
70.0411030.34880.364141
8-0.025039-0.21250.416175
90.0961950.81620.208527
10-0.160213-1.35950.089123
110.0341650.28990.386362
12-0.079037-0.67060.252295
130.0847980.71950.237069
140.1404581.19180.118621
150.0565930.48020.316268
16-0.18195-1.54390.063499
17-0.071507-0.60680.27296
180.0718740.60990.271934
19-0.153081-1.29890.099056
20-0.028631-0.24290.404372
21-0.024853-0.21090.416786
22-0.074635-0.63330.264271
23-0.026215-0.22240.412301
24-0.003871-0.03280.486944
250.1111820.94340.174312
260.1087620.92290.179577
270.0265280.22510.411272
28-0.043916-0.37260.355257
290.0733050.6220.267949
300.0229210.19450.423169
310.0808720.68620.247389
32-0.122434-1.03890.151167
33-0.187959-1.59490.057559
34-0.012323-0.10460.458505
350.0604960.51330.304647
36-0.058257-0.49430.31129
370.0714340.60610.273165
380.0009970.00850.496635
39-0.10972-0.9310.177481
40-0.013538-0.11490.454432
41-0.025255-0.21430.41546
420.0368810.31290.377615
43-0.002695-0.02290.49091
44-0.066393-0.56340.28747
450.0074780.06350.47479
460.105950.8990.185821
47-0.025725-0.21830.413914
480.0549160.4660.321319


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')