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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 14:44:43 -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/t13850631051kloier3np9sffx.htm/, Retrieved Fri, 03 May 2024 06:46:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=227391, Retrieved Fri, 03 May 2024 06:46:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact64

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 19:44:43] [df14db71c8d078cdcecf2ce9850db3a5] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
106,68
109,73
108,06
111,33
105,66
103,65
100,34
100,56
102,67
101,5
102,35
104,98
106,31
103,73
106,62
108,54
105,12
105,29
104,62
104,34
108,23
107,6
106,87
107,96
108,34
109,04
106,95
105,59
108,08
108,48
106,84
105,6
106,9
106,84
106,81
106,98
107,53
107,37
106,98
108,94
106,38
109,02
106,53
105,02
109,7
108,39
110,18
109,54
109,1
110,85
112,23
110,58
110,77
108,08
108,05
108,87
109,61
111,27
107,61
110,98
106,63
106,83
108,77
106,12
106,8
106,34
105,16
107,97
106,76
108,78
105,58
109,22
105,67
109,04
106,59
109,66
108,05
109,91
107,63
107,15
103,8
103,43
103,59
107,63

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 Maurice George Kendall' @ kendall.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 Maurice George Kendall' @ kendall.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=227391&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 Maurice George Kendall' @ kendall.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=227391&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=227391&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 Maurice George Kendall' @ kendall.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5897375.4050
20.5434744.9812e-06
30.320312.93570.002146
40.2423222.22090.014524
50.175351.60710.055892
60.140911.29150.100043
70.0836090.76630.222826
80.1350061.23740.109702
90.1066920.97790.165478
100.1310391.2010.116564
110.0867860.79540.214309
120.1194591.09490.138354
130.0295130.27050.393721
14-0.014528-0.13310.447197
15-0.065401-0.59940.275256
16-0.038825-0.35580.361428
17-0.032192-0.2950.384345
180.0154910.1420.44372
19-0.039736-0.36420.358316
200.0253810.23260.408311
210.0731020.670.252349
220.017430.15970.436731
230.0090560.0830.467025
240.0256170.23480.407473
250.035160.32220.374034
260.0457270.41910.338108
270.0642970.58930.278623
28-0.05009-0.45910.323679
29-0.050565-0.46340.322125
30-0.10506-0.96290.169184
31-0.142745-1.30830.097174
32-0.135167-1.23880.109431
33-0.13807-1.26540.104607
34-0.110544-1.01320.156949
35-0.143422-1.31450.09613
36-0.113099-1.03660.151456
37-0.158931-1.45660.074474
38-0.170734-1.56480.060695
39-0.222812-2.04210.022139
40-0.304663-2.79230.00324
41-0.282136-2.58580.00572
42-0.258361-2.36790.010093
43-0.24901-2.28220.012502
44-0.211887-1.9420.027746
45-0.180566-1.65490.050837
46-0.15897-1.4570.074425
47-0.058678-0.53780.296071
48-0.064617-0.59220.277647

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.589737 & 5.405 & 0 \tabularnewline
2 & 0.543474 & 4.981 & 2e-06 \tabularnewline
3 & 0.32031 & 2.9357 & 0.002146 \tabularnewline
4 & 0.242322 & 2.2209 & 0.014524 \tabularnewline
5 & 0.17535 & 1.6071 & 0.055892 \tabularnewline
6 & 0.14091 & 1.2915 & 0.100043 \tabularnewline
7 & 0.083609 & 0.7663 & 0.222826 \tabularnewline
8 & 0.135006 & 1.2374 & 0.109702 \tabularnewline
9 & 0.106692 & 0.9779 & 0.165478 \tabularnewline
10 & 0.131039 & 1.201 & 0.116564 \tabularnewline
11 & 0.086786 & 0.7954 & 0.214309 \tabularnewline
12 & 0.119459 & 1.0949 & 0.138354 \tabularnewline
13 & 0.029513 & 0.2705 & 0.393721 \tabularnewline
14 & -0.014528 & -0.1331 & 0.447197 \tabularnewline
15 & -0.065401 & -0.5994 & 0.275256 \tabularnewline
16 & -0.038825 & -0.3558 & 0.361428 \tabularnewline
17 & -0.032192 & -0.295 & 0.384345 \tabularnewline
18 & 0.015491 & 0.142 & 0.44372 \tabularnewline
19 & -0.039736 & -0.3642 & 0.358316 \tabularnewline
20 & 0.025381 & 0.2326 & 0.408311 \tabularnewline
21 & 0.073102 & 0.67 & 0.252349 \tabularnewline
22 & 0.01743 & 0.1597 & 0.436731 \tabularnewline
23 & 0.009056 & 0.083 & 0.467025 \tabularnewline
24 & 0.025617 & 0.2348 & 0.407473 \tabularnewline
25 & 0.03516 & 0.3222 & 0.374034 \tabularnewline
26 & 0.045727 & 0.4191 & 0.338108 \tabularnewline
27 & 0.064297 & 0.5893 & 0.278623 \tabularnewline
28 & -0.05009 & -0.4591 & 0.323679 \tabularnewline
29 & -0.050565 & -0.4634 & 0.322125 \tabularnewline
30 & -0.10506 & -0.9629 & 0.169184 \tabularnewline
31 & -0.142745 & -1.3083 & 0.097174 \tabularnewline
32 & -0.135167 & -1.2388 & 0.109431 \tabularnewline
33 & -0.13807 & -1.2654 & 0.104607 \tabularnewline
34 & -0.110544 & -1.0132 & 0.156949 \tabularnewline
35 & -0.143422 & -1.3145 & 0.09613 \tabularnewline
36 & -0.113099 & -1.0366 & 0.151456 \tabularnewline
37 & -0.158931 & -1.4566 & 0.074474 \tabularnewline
38 & -0.170734 & -1.5648 & 0.060695 \tabularnewline
39 & -0.222812 & -2.0421 & 0.022139 \tabularnewline
40 & -0.304663 & -2.7923 & 0.00324 \tabularnewline
41 & -0.282136 & -2.5858 & 0.00572 \tabularnewline
42 & -0.258361 & -2.3679 & 0.010093 \tabularnewline
43 & -0.24901 & -2.2822 & 0.012502 \tabularnewline
44 & -0.211887 & -1.942 & 0.027746 \tabularnewline
45 & -0.180566 & -1.6549 & 0.050837 \tabularnewline
46 & -0.15897 & -1.457 & 0.074425 \tabularnewline
47 & -0.058678 & -0.5378 & 0.296071 \tabularnewline
48 & -0.064617 & -0.5922 & 0.277647 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=227391&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]0.589737[/C][C]5.405[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.543474[/C][C]4.981[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.32031[/C][C]2.9357[/C][C]0.002146[/C][/ROW]
[ROW][C]4[/C][C]0.242322[/C][C]2.2209[/C][C]0.014524[/C][/ROW]
[ROW][C]5[/C][C]0.17535[/C][C]1.6071[/C][C]0.055892[/C][/ROW]
[ROW][C]6[/C][C]0.14091[/C][C]1.2915[/C][C]0.100043[/C][/ROW]
[ROW][C]7[/C][C]0.083609[/C][C]0.7663[/C][C]0.222826[/C][/ROW]
[ROW][C]8[/C][C]0.135006[/C][C]1.2374[/C][C]0.109702[/C][/ROW]
[ROW][C]9[/C][C]0.106692[/C][C]0.9779[/C][C]0.165478[/C][/ROW]
[ROW][C]10[/C][C]0.131039[/C][C]1.201[/C][C]0.116564[/C][/ROW]
[ROW][C]11[/C][C]0.086786[/C][C]0.7954[/C][C]0.214309[/C][/ROW]
[ROW][C]12[/C][C]0.119459[/C][C]1.0949[/C][C]0.138354[/C][/ROW]
[ROW][C]13[/C][C]0.029513[/C][C]0.2705[/C][C]0.393721[/C][/ROW]
[ROW][C]14[/C][C]-0.014528[/C][C]-0.1331[/C][C]0.447197[/C][/ROW]
[ROW][C]15[/C][C]-0.065401[/C][C]-0.5994[/C][C]0.275256[/C][/ROW]
[ROW][C]16[/C][C]-0.038825[/C][C]-0.3558[/C][C]0.361428[/C][/ROW]
[ROW][C]17[/C][C]-0.032192[/C][C]-0.295[/C][C]0.384345[/C][/ROW]
[ROW][C]18[/C][C]0.015491[/C][C]0.142[/C][C]0.44372[/C][/ROW]
[ROW][C]19[/C][C]-0.039736[/C][C]-0.3642[/C][C]0.358316[/C][/ROW]
[ROW][C]20[/C][C]0.025381[/C][C]0.2326[/C][C]0.408311[/C][/ROW]
[ROW][C]21[/C][C]0.073102[/C][C]0.67[/C][C]0.252349[/C][/ROW]
[ROW][C]22[/C][C]0.01743[/C][C]0.1597[/C][C]0.436731[/C][/ROW]
[ROW][C]23[/C][C]0.009056[/C][C]0.083[/C][C]0.467025[/C][/ROW]
[ROW][C]24[/C][C]0.025617[/C][C]0.2348[/C][C]0.407473[/C][/ROW]
[ROW][C]25[/C][C]0.03516[/C][C]0.3222[/C][C]0.374034[/C][/ROW]
[ROW][C]26[/C][C]0.045727[/C][C]0.4191[/C][C]0.338108[/C][/ROW]
[ROW][C]27[/C][C]0.064297[/C][C]0.5893[/C][C]0.278623[/C][/ROW]
[ROW][C]28[/C][C]-0.05009[/C][C]-0.4591[/C][C]0.323679[/C][/ROW]
[ROW][C]29[/C][C]-0.050565[/C][C]-0.4634[/C][C]0.322125[/C][/ROW]
[ROW][C]30[/C][C]-0.10506[/C][C]-0.9629[/C][C]0.169184[/C][/ROW]
[ROW][C]31[/C][C]-0.142745[/C][C]-1.3083[/C][C]0.097174[/C][/ROW]
[ROW][C]32[/C][C]-0.135167[/C][C]-1.2388[/C][C]0.109431[/C][/ROW]
[ROW][C]33[/C][C]-0.13807[/C][C]-1.2654[/C][C]0.104607[/C][/ROW]
[ROW][C]34[/C][C]-0.110544[/C][C]-1.0132[/C][C]0.156949[/C][/ROW]
[ROW][C]35[/C][C]-0.143422[/C][C]-1.3145[/C][C]0.09613[/C][/ROW]
[ROW][C]36[/C][C]-0.113099[/C][C]-1.0366[/C][C]0.151456[/C][/ROW]
[ROW][C]37[/C][C]-0.158931[/C][C]-1.4566[/C][C]0.074474[/C][/ROW]
[ROW][C]38[/C][C]-0.170734[/C][C]-1.5648[/C][C]0.060695[/C][/ROW]
[ROW][C]39[/C][C]-0.222812[/C][C]-2.0421[/C][C]0.022139[/C][/ROW]
[ROW][C]40[/C][C]-0.304663[/C][C]-2.7923[/C][C]0.00324[/C][/ROW]
[ROW][C]41[/C][C]-0.282136[/C][C]-2.5858[/C][C]0.00572[/C][/ROW]
[ROW][C]42[/C][C]-0.258361[/C][C]-2.3679[/C][C]0.010093[/C][/ROW]
[ROW][C]43[/C][C]-0.24901[/C][C]-2.2822[/C][C]0.012502[/C][/ROW]
[ROW][C]44[/C][C]-0.211887[/C][C]-1.942[/C][C]0.027746[/C][/ROW]
[ROW][C]45[/C][C]-0.180566[/C][C]-1.6549[/C][C]0.050837[/C][/ROW]
[ROW][C]46[/C][C]-0.15897[/C][C]-1.457[/C][C]0.074425[/C][/ROW]
[ROW][C]47[/C][C]-0.058678[/C][C]-0.5378[/C][C]0.296071[/C][/ROW]
[ROW][C]48[/C][C]-0.064617[/C][C]-0.5922[/C][C]0.277647[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=227391&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=227391&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
10.5897375.4050
20.5434744.9812e-06
30.320312.93570.002146
40.2423222.22090.014524
50.175351.60710.055892
60.140911.29150.100043
70.0836090.76630.222826
80.1350061.23740.109702
90.1066920.97790.165478
100.1310391.2010.116564
110.0867860.79540.214309
120.1194591.09490.138354
130.0295130.27050.393721
14-0.014528-0.13310.447197
15-0.065401-0.59940.275256
16-0.038825-0.35580.361428
17-0.032192-0.2950.384345
180.0154910.1420.44372
19-0.039736-0.36420.358316
200.0253810.23260.408311
210.0731020.670.252349
220.017430.15970.436731
230.0090560.0830.467025
240.0256170.23480.407473
250.035160.32220.374034
260.0457270.41910.338108
270.0642970.58930.278623
28-0.05009-0.45910.323679
29-0.050565-0.46340.322125
30-0.10506-0.96290.169184
31-0.142745-1.30830.097174
32-0.135167-1.23880.109431
33-0.13807-1.26540.104607
34-0.110544-1.01320.156949
35-0.143422-1.31450.09613
36-0.113099-1.03660.151456
37-0.158931-1.45660.074474
38-0.170734-1.56480.060695
39-0.222812-2.04210.022139
40-0.304663-2.79230.00324
41-0.282136-2.58580.00572
42-0.258361-2.36790.010093
43-0.24901-2.28220.012502
44-0.211887-1.9420.027746
45-0.180566-1.65490.050837
46-0.15897-1.4570.074425
47-0.058678-0.53780.296071
48-0.064617-0.59220.277647






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5897375.4050
20.3000332.74990.00365
3-0.136436-1.25050.107302
4-0.027848-0.25520.399583
50.0561940.5150.303944
60.0228910.20980.417165
7-0.051687-0.47370.318466
80.1222241.12020.132911
90.0207440.19010.424837
100.0021480.01970.492168
11-0.034318-0.31450.376948
120.0747140.68480.247689
13-0.105031-0.96260.169249
14-0.111127-1.01850.155685
150.0012190.01120.495555
160.079560.72920.233961
170.0071050.06510.474116
180.0257660.23610.406946
19-0.078634-0.72070.236548
200.0556390.50990.305714
210.1403081.28590.100997
22-0.145013-1.32910.093712
23-0.051481-0.47180.319137
240.1336831.22520.111958
250.0591220.54190.294674
26-0.071022-0.65090.258435
270.067770.62110.268102
28-0.189461-1.73640.043076
29-0.092908-0.85150.198453
300.0077220.07080.471874
31-0.032934-0.30180.381756
32-0.018761-0.17190.431946
33-0.03186-0.2920.385504
340.0436310.39990.345129
35-0.093716-0.85890.196414
360.0226470.20760.418035
37-0.097555-0.89410.186909
38-0.10681-0.97890.165213
39-0.078588-0.72030.236679
40-0.046749-0.42850.334705
410.0047950.04390.482527
42-0.007246-0.06640.473603
43-0.036598-0.33540.369068
44-0.053822-0.49330.31155
45-0.006524-0.05980.476229
46-0.005669-0.0520.479342
470.1151511.05540.147139
48-0.04987-0.45710.324403

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.589737 & 5.405 & 0 \tabularnewline
2 & 0.300033 & 2.7499 & 0.00365 \tabularnewline
3 & -0.136436 & -1.2505 & 0.107302 \tabularnewline
4 & -0.027848 & -0.2552 & 0.399583 \tabularnewline
5 & 0.056194 & 0.515 & 0.303944 \tabularnewline
6 & 0.022891 & 0.2098 & 0.417165 \tabularnewline
7 & -0.051687 & -0.4737 & 0.318466 \tabularnewline
8 & 0.122224 & 1.1202 & 0.132911 \tabularnewline
9 & 0.020744 & 0.1901 & 0.424837 \tabularnewline
10 & 0.002148 & 0.0197 & 0.492168 \tabularnewline
11 & -0.034318 & -0.3145 & 0.376948 \tabularnewline
12 & 0.074714 & 0.6848 & 0.247689 \tabularnewline
13 & -0.105031 & -0.9626 & 0.169249 \tabularnewline
14 & -0.111127 & -1.0185 & 0.155685 \tabularnewline
15 & 0.001219 & 0.0112 & 0.495555 \tabularnewline
16 & 0.07956 & 0.7292 & 0.233961 \tabularnewline
17 & 0.007105 & 0.0651 & 0.474116 \tabularnewline
18 & 0.025766 & 0.2361 & 0.406946 \tabularnewline
19 & -0.078634 & -0.7207 & 0.236548 \tabularnewline
20 & 0.055639 & 0.5099 & 0.305714 \tabularnewline
21 & 0.140308 & 1.2859 & 0.100997 \tabularnewline
22 & -0.145013 & -1.3291 & 0.093712 \tabularnewline
23 & -0.051481 & -0.4718 & 0.319137 \tabularnewline
24 & 0.133683 & 1.2252 & 0.111958 \tabularnewline
25 & 0.059122 & 0.5419 & 0.294674 \tabularnewline
26 & -0.071022 & -0.6509 & 0.258435 \tabularnewline
27 & 0.06777 & 0.6211 & 0.268102 \tabularnewline
28 & -0.189461 & -1.7364 & 0.043076 \tabularnewline
29 & -0.092908 & -0.8515 & 0.198453 \tabularnewline
30 & 0.007722 & 0.0708 & 0.471874 \tabularnewline
31 & -0.032934 & -0.3018 & 0.381756 \tabularnewline
32 & -0.018761 & -0.1719 & 0.431946 \tabularnewline
33 & -0.03186 & -0.292 & 0.385504 \tabularnewline
34 & 0.043631 & 0.3999 & 0.345129 \tabularnewline
35 & -0.093716 & -0.8589 & 0.196414 \tabularnewline
36 & 0.022647 & 0.2076 & 0.418035 \tabularnewline
37 & -0.097555 & -0.8941 & 0.186909 \tabularnewline
38 & -0.10681 & -0.9789 & 0.165213 \tabularnewline
39 & -0.078588 & -0.7203 & 0.236679 \tabularnewline
40 & -0.046749 & -0.4285 & 0.334705 \tabularnewline
41 & 0.004795 & 0.0439 & 0.482527 \tabularnewline
42 & -0.007246 & -0.0664 & 0.473603 \tabularnewline
43 & -0.036598 & -0.3354 & 0.369068 \tabularnewline
44 & -0.053822 & -0.4933 & 0.31155 \tabularnewline
45 & -0.006524 & -0.0598 & 0.476229 \tabularnewline
46 & -0.005669 & -0.052 & 0.479342 \tabularnewline
47 & 0.115151 & 1.0554 & 0.147139 \tabularnewline
48 & -0.04987 & -0.4571 & 0.324403 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=227391&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]0.589737[/C][C]5.405[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.300033[/C][C]2.7499[/C][C]0.00365[/C][/ROW]
[ROW][C]3[/C][C]-0.136436[/C][C]-1.2505[/C][C]0.107302[/C][/ROW]
[ROW][C]4[/C][C]-0.027848[/C][C]-0.2552[/C][C]0.399583[/C][/ROW]
[ROW][C]5[/C][C]0.056194[/C][C]0.515[/C][C]0.303944[/C][/ROW]
[ROW][C]6[/C][C]0.022891[/C][C]0.2098[/C][C]0.417165[/C][/ROW]
[ROW][C]7[/C][C]-0.051687[/C][C]-0.4737[/C][C]0.318466[/C][/ROW]
[ROW][C]8[/C][C]0.122224[/C][C]1.1202[/C][C]0.132911[/C][/ROW]
[ROW][C]9[/C][C]0.020744[/C][C]0.1901[/C][C]0.424837[/C][/ROW]
[ROW][C]10[/C][C]0.002148[/C][C]0.0197[/C][C]0.492168[/C][/ROW]
[ROW][C]11[/C][C]-0.034318[/C][C]-0.3145[/C][C]0.376948[/C][/ROW]
[ROW][C]12[/C][C]0.074714[/C][C]0.6848[/C][C]0.247689[/C][/ROW]
[ROW][C]13[/C][C]-0.105031[/C][C]-0.9626[/C][C]0.169249[/C][/ROW]
[ROW][C]14[/C][C]-0.111127[/C][C]-1.0185[/C][C]0.155685[/C][/ROW]
[ROW][C]15[/C][C]0.001219[/C][C]0.0112[/C][C]0.495555[/C][/ROW]
[ROW][C]16[/C][C]0.07956[/C][C]0.7292[/C][C]0.233961[/C][/ROW]
[ROW][C]17[/C][C]0.007105[/C][C]0.0651[/C][C]0.474116[/C][/ROW]
[ROW][C]18[/C][C]0.025766[/C][C]0.2361[/C][C]0.406946[/C][/ROW]
[ROW][C]19[/C][C]-0.078634[/C][C]-0.7207[/C][C]0.236548[/C][/ROW]
[ROW][C]20[/C][C]0.055639[/C][C]0.5099[/C][C]0.305714[/C][/ROW]
[ROW][C]21[/C][C]0.140308[/C][C]1.2859[/C][C]0.100997[/C][/ROW]
[ROW][C]22[/C][C]-0.145013[/C][C]-1.3291[/C][C]0.093712[/C][/ROW]
[ROW][C]23[/C][C]-0.051481[/C][C]-0.4718[/C][C]0.319137[/C][/ROW]
[ROW][C]24[/C][C]0.133683[/C][C]1.2252[/C][C]0.111958[/C][/ROW]
[ROW][C]25[/C][C]0.059122[/C][C]0.5419[/C][C]0.294674[/C][/ROW]
[ROW][C]26[/C][C]-0.071022[/C][C]-0.6509[/C][C]0.258435[/C][/ROW]
[ROW][C]27[/C][C]0.06777[/C][C]0.6211[/C][C]0.268102[/C][/ROW]
[ROW][C]28[/C][C]-0.189461[/C][C]-1.7364[/C][C]0.043076[/C][/ROW]
[ROW][C]29[/C][C]-0.092908[/C][C]-0.8515[/C][C]0.198453[/C][/ROW]
[ROW][C]30[/C][C]0.007722[/C][C]0.0708[/C][C]0.471874[/C][/ROW]
[ROW][C]31[/C][C]-0.032934[/C][C]-0.3018[/C][C]0.381756[/C][/ROW]
[ROW][C]32[/C][C]-0.018761[/C][C]-0.1719[/C][C]0.431946[/C][/ROW]
[ROW][C]33[/C][C]-0.03186[/C][C]-0.292[/C][C]0.385504[/C][/ROW]
[ROW][C]34[/C][C]0.043631[/C][C]0.3999[/C][C]0.345129[/C][/ROW]
[ROW][C]35[/C][C]-0.093716[/C][C]-0.8589[/C][C]0.196414[/C][/ROW]
[ROW][C]36[/C][C]0.022647[/C][C]0.2076[/C][C]0.418035[/C][/ROW]
[ROW][C]37[/C][C]-0.097555[/C][C]-0.8941[/C][C]0.186909[/C][/ROW]
[ROW][C]38[/C][C]-0.10681[/C][C]-0.9789[/C][C]0.165213[/C][/ROW]
[ROW][C]39[/C][C]-0.078588[/C][C]-0.7203[/C][C]0.236679[/C][/ROW]
[ROW][C]40[/C][C]-0.046749[/C][C]-0.4285[/C][C]0.334705[/C][/ROW]
[ROW][C]41[/C][C]0.004795[/C][C]0.0439[/C][C]0.482527[/C][/ROW]
[ROW][C]42[/C][C]-0.007246[/C][C]-0.0664[/C][C]0.473603[/C][/ROW]
[ROW][C]43[/C][C]-0.036598[/C][C]-0.3354[/C][C]0.369068[/C][/ROW]
[ROW][C]44[/C][C]-0.053822[/C][C]-0.4933[/C][C]0.31155[/C][/ROW]
[ROW][C]45[/C][C]-0.006524[/C][C]-0.0598[/C][C]0.476229[/C][/ROW]
[ROW][C]46[/C][C]-0.005669[/C][C]-0.052[/C][C]0.479342[/C][/ROW]
[ROW][C]47[/C][C]0.115151[/C][C]1.0554[/C][C]0.147139[/C][/ROW]
[ROW][C]48[/C][C]-0.04987[/C][C]-0.4571[/C][C]0.324403[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=227391&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=227391&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
10.5897375.4050
20.3000332.74990.00365
3-0.136436-1.25050.107302
4-0.027848-0.25520.399583
50.0561940.5150.303944
60.0228910.20980.417165
7-0.051687-0.47370.318466
80.1222241.12020.132911
90.0207440.19010.424837
100.0021480.01970.492168
11-0.034318-0.31450.376948
120.0747140.68480.247689
13-0.105031-0.96260.169249
14-0.111127-1.01850.155685
150.0012190.01120.495555
160.079560.72920.233961
170.0071050.06510.474116
180.0257660.23610.406946
19-0.078634-0.72070.236548
200.0556390.50990.305714
210.1403081.28590.100997
22-0.145013-1.32910.093712
23-0.051481-0.47180.319137
240.1336831.22520.111958
250.0591220.54190.294674
26-0.071022-0.65090.258435
270.067770.62110.268102
28-0.189461-1.73640.043076
29-0.092908-0.85150.198453
300.0077220.07080.471874
31-0.032934-0.30180.381756
32-0.018761-0.17190.431946
33-0.03186-0.2920.385504
340.0436310.39990.345129
35-0.093716-0.85890.196414
360.0226470.20760.418035
37-0.097555-0.89410.186909
38-0.10681-0.97890.165213
39-0.078588-0.72030.236679
40-0.046749-0.42850.334705
410.0047950.04390.482527
42-0.007246-0.06640.473603
43-0.036598-0.33540.369068
44-0.053822-0.49330.31155
45-0.006524-0.05980.476229
46-0.005669-0.0520.479342
470.1151511.05540.147139
48-0.04987-0.45710.324403


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')