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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 computationMon, 25 May 2015 13:52:15 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2015/May/25/t1432558970hhnsf4papa28ce5.htm/, Retrieved Wed, 08 May 2024 02:46:42 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=279339, Retrieved Wed, 08 May 2024 02:46:42 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact96

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] [] [2015-05-25 12:52:15] [f6ba6fe2e657f2a4c34c9d874eedca96] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
101,97
103,9
106,85
106,93
107,13
107,07
107,2
107,78
108
108,11
107,26
105,3
105,55
105,38
106,12
106,85
107,92
107,97
107,76
107,99
108,41
107,61
106,54
106,24
106,19
106,71
106,36
107,53
107,89
108
108,05
108,86
109,27
108,87
108,88
108,19
108,19
108,91
110,39
111,21
111,44
111,87
111,88
111,93
111,76
111,66
110,25
109,05
109,47
109,68
110,93
111,86
112,66
112,96
113,14
113,53
113,62
112,51
111
108,49
108,52
110,66
111,15
112,14
113,38
113,75
113,89
113,92
116,4
115,86
115,16
114,45
114,65
114,85
116,51
118,18
118,75
119,06
119,28
119,68
119,28
117,3
114,23
112,56
112,83
112,35
112,8
113,84
115,02
115,46
115
115,3
116,09
115,49
112,89
110,66

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ jenkins.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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=279339&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=279339&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=279339&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 time1 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4833884.71154e-06
20.069650.67890.249436
3-0.100091-0.97560.165878
4-0.1278-1.24560.10798
5-0.203381-1.98230.025167
6-0.267049-2.60290.005363
7-0.198668-1.93640.027897
8-0.234685-2.28740.012195
9-0.226743-2.210.014753
100.0127610.12440.45064
110.2958252.88330.002433
120.452834.41361.3e-05
130.3903993.80510.000125
140.1155261.1260.1315
15-0.09812-0.95640.170661
16-0.152508-1.48650.070234
17-0.189545-1.84750.033897
18-0.147616-1.43880.076749
19-0.230599-2.24760.013458
20-0.258093-2.51560.006781
21-0.218607-2.13070.017847
220.020640.20120.420495
230.3274843.19190.000958
240.3682133.58890.000264
250.2487962.4250.0086
260.0388230.37840.352988
27-0.100333-0.97790.165297
28-0.147265-1.43540.077234
29-0.131931-1.28590.1008
30-0.13736-1.33880.091912
31-0.169868-1.65570.050544
32-0.175654-1.71210.045073
33-0.143397-1.39770.082735
340.014550.14180.443764
350.2450292.38830.009453
360.4362964.25252.5e-05
370.2935332.8610.002597
380.0978540.95380.171313
39-0.053651-0.52290.301121
40-0.090851-0.88550.189059
41-0.064957-0.63310.264089
42-0.160906-1.56830.060066
43-0.16007-1.56020.061022
44-0.195609-1.90660.0298
45-0.148358-1.4460.075732
460.0050820.04950.480297
470.1556331.51690.066303
480.2685162.61720.005158

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.483388 & 4.7115 & 4e-06 \tabularnewline
2 & 0.06965 & 0.6789 & 0.249436 \tabularnewline
3 & -0.100091 & -0.9756 & 0.165878 \tabularnewline
4 & -0.1278 & -1.2456 & 0.10798 \tabularnewline
5 & -0.203381 & -1.9823 & 0.025167 \tabularnewline
6 & -0.267049 & -2.6029 & 0.005363 \tabularnewline
7 & -0.198668 & -1.9364 & 0.027897 \tabularnewline
8 & -0.234685 & -2.2874 & 0.012195 \tabularnewline
9 & -0.226743 & -2.21 & 0.014753 \tabularnewline
10 & 0.012761 & 0.1244 & 0.45064 \tabularnewline
11 & 0.295825 & 2.8833 & 0.002433 \tabularnewline
12 & 0.45283 & 4.4136 & 1.3e-05 \tabularnewline
13 & 0.390399 & 3.8051 & 0.000125 \tabularnewline
14 & 0.115526 & 1.126 & 0.1315 \tabularnewline
15 & -0.09812 & -0.9564 & 0.170661 \tabularnewline
16 & -0.152508 & -1.4865 & 0.070234 \tabularnewline
17 & -0.189545 & -1.8475 & 0.033897 \tabularnewline
18 & -0.147616 & -1.4388 & 0.076749 \tabularnewline
19 & -0.230599 & -2.2476 & 0.013458 \tabularnewline
20 & -0.258093 & -2.5156 & 0.006781 \tabularnewline
21 & -0.218607 & -2.1307 & 0.017847 \tabularnewline
22 & 0.02064 & 0.2012 & 0.420495 \tabularnewline
23 & 0.327484 & 3.1919 & 0.000958 \tabularnewline
24 & 0.368213 & 3.5889 & 0.000264 \tabularnewline
25 & 0.248796 & 2.425 & 0.0086 \tabularnewline
26 & 0.038823 & 0.3784 & 0.352988 \tabularnewline
27 & -0.100333 & -0.9779 & 0.165297 \tabularnewline
28 & -0.147265 & -1.4354 & 0.077234 \tabularnewline
29 & -0.131931 & -1.2859 & 0.1008 \tabularnewline
30 & -0.13736 & -1.3388 & 0.091912 \tabularnewline
31 & -0.169868 & -1.6557 & 0.050544 \tabularnewline
32 & -0.175654 & -1.7121 & 0.045073 \tabularnewline
33 & -0.143397 & -1.3977 & 0.082735 \tabularnewline
34 & 0.01455 & 0.1418 & 0.443764 \tabularnewline
35 & 0.245029 & 2.3883 & 0.009453 \tabularnewline
36 & 0.436296 & 4.2525 & 2.5e-05 \tabularnewline
37 & 0.293533 & 2.861 & 0.002597 \tabularnewline
38 & 0.097854 & 0.9538 & 0.171313 \tabularnewline
39 & -0.053651 & -0.5229 & 0.301121 \tabularnewline
40 & -0.090851 & -0.8855 & 0.189059 \tabularnewline
41 & -0.064957 & -0.6331 & 0.264089 \tabularnewline
42 & -0.160906 & -1.5683 & 0.060066 \tabularnewline
43 & -0.16007 & -1.5602 & 0.061022 \tabularnewline
44 & -0.195609 & -1.9066 & 0.0298 \tabularnewline
45 & -0.148358 & -1.446 & 0.075732 \tabularnewline
46 & 0.005082 & 0.0495 & 0.480297 \tabularnewline
47 & 0.155633 & 1.5169 & 0.066303 \tabularnewline
48 & 0.268516 & 2.6172 & 0.005158 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=279339&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]0.483388[/C][C]4.7115[/C][C]4e-06[/C][/ROW]
[ROW][C]2[/C][C]0.06965[/C][C]0.6789[/C][C]0.249436[/C][/ROW]
[ROW][C]3[/C][C]-0.100091[/C][C]-0.9756[/C][C]0.165878[/C][/ROW]
[ROW][C]4[/C][C]-0.1278[/C][C]-1.2456[/C][C]0.10798[/C][/ROW]
[ROW][C]5[/C][C]-0.203381[/C][C]-1.9823[/C][C]0.025167[/C][/ROW]
[ROW][C]6[/C][C]-0.267049[/C][C]-2.6029[/C][C]0.005363[/C][/ROW]
[ROW][C]7[/C][C]-0.198668[/C][C]-1.9364[/C][C]0.027897[/C][/ROW]
[ROW][C]8[/C][C]-0.234685[/C][C]-2.2874[/C][C]0.012195[/C][/ROW]
[ROW][C]9[/C][C]-0.226743[/C][C]-2.21[/C][C]0.014753[/C][/ROW]
[ROW][C]10[/C][C]0.012761[/C][C]0.1244[/C][C]0.45064[/C][/ROW]
[ROW][C]11[/C][C]0.295825[/C][C]2.8833[/C][C]0.002433[/C][/ROW]
[ROW][C]12[/C][C]0.45283[/C][C]4.4136[/C][C]1.3e-05[/C][/ROW]
[ROW][C]13[/C][C]0.390399[/C][C]3.8051[/C][C]0.000125[/C][/ROW]
[ROW][C]14[/C][C]0.115526[/C][C]1.126[/C][C]0.1315[/C][/ROW]
[ROW][C]15[/C][C]-0.09812[/C][C]-0.9564[/C][C]0.170661[/C][/ROW]
[ROW][C]16[/C][C]-0.152508[/C][C]-1.4865[/C][C]0.070234[/C][/ROW]
[ROW][C]17[/C][C]-0.189545[/C][C]-1.8475[/C][C]0.033897[/C][/ROW]
[ROW][C]18[/C][C]-0.147616[/C][C]-1.4388[/C][C]0.076749[/C][/ROW]
[ROW][C]19[/C][C]-0.230599[/C][C]-2.2476[/C][C]0.013458[/C][/ROW]
[ROW][C]20[/C][C]-0.258093[/C][C]-2.5156[/C][C]0.006781[/C][/ROW]
[ROW][C]21[/C][C]-0.218607[/C][C]-2.1307[/C][C]0.017847[/C][/ROW]
[ROW][C]22[/C][C]0.02064[/C][C]0.2012[/C][C]0.420495[/C][/ROW]
[ROW][C]23[/C][C]0.327484[/C][C]3.1919[/C][C]0.000958[/C][/ROW]
[ROW][C]24[/C][C]0.368213[/C][C]3.5889[/C][C]0.000264[/C][/ROW]
[ROW][C]25[/C][C]0.248796[/C][C]2.425[/C][C]0.0086[/C][/ROW]
[ROW][C]26[/C][C]0.038823[/C][C]0.3784[/C][C]0.352988[/C][/ROW]
[ROW][C]27[/C][C]-0.100333[/C][C]-0.9779[/C][C]0.165297[/C][/ROW]
[ROW][C]28[/C][C]-0.147265[/C][C]-1.4354[/C][C]0.077234[/C][/ROW]
[ROW][C]29[/C][C]-0.131931[/C][C]-1.2859[/C][C]0.1008[/C][/ROW]
[ROW][C]30[/C][C]-0.13736[/C][C]-1.3388[/C][C]0.091912[/C][/ROW]
[ROW][C]31[/C][C]-0.169868[/C][C]-1.6557[/C][C]0.050544[/C][/ROW]
[ROW][C]32[/C][C]-0.175654[/C][C]-1.7121[/C][C]0.045073[/C][/ROW]
[ROW][C]33[/C][C]-0.143397[/C][C]-1.3977[/C][C]0.082735[/C][/ROW]
[ROW][C]34[/C][C]0.01455[/C][C]0.1418[/C][C]0.443764[/C][/ROW]
[ROW][C]35[/C][C]0.245029[/C][C]2.3883[/C][C]0.009453[/C][/ROW]
[ROW][C]36[/C][C]0.436296[/C][C]4.2525[/C][C]2.5e-05[/C][/ROW]
[ROW][C]37[/C][C]0.293533[/C][C]2.861[/C][C]0.002597[/C][/ROW]
[ROW][C]38[/C][C]0.097854[/C][C]0.9538[/C][C]0.171313[/C][/ROW]
[ROW][C]39[/C][C]-0.053651[/C][C]-0.5229[/C][C]0.301121[/C][/ROW]
[ROW][C]40[/C][C]-0.090851[/C][C]-0.8855[/C][C]0.189059[/C][/ROW]
[ROW][C]41[/C][C]-0.064957[/C][C]-0.6331[/C][C]0.264089[/C][/ROW]
[ROW][C]42[/C][C]-0.160906[/C][C]-1.5683[/C][C]0.060066[/C][/ROW]
[ROW][C]43[/C][C]-0.16007[/C][C]-1.5602[/C][C]0.061022[/C][/ROW]
[ROW][C]44[/C][C]-0.195609[/C][C]-1.9066[/C][C]0.0298[/C][/ROW]
[ROW][C]45[/C][C]-0.148358[/C][C]-1.446[/C][C]0.075732[/C][/ROW]
[ROW][C]46[/C][C]0.005082[/C][C]0.0495[/C][C]0.480297[/C][/ROW]
[ROW][C]47[/C][C]0.155633[/C][C]1.5169[/C][C]0.066303[/C][/ROW]
[ROW][C]48[/C][C]0.268516[/C][C]2.6172[/C][C]0.005158[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=279339&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=279339&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
10.4833884.71154e-06
20.069650.67890.249436
3-0.100091-0.97560.165878
4-0.1278-1.24560.10798
5-0.203381-1.98230.025167
6-0.267049-2.60290.005363
7-0.198668-1.93640.027897
8-0.234685-2.28740.012195
9-0.226743-2.210.014753
100.0127610.12440.45064
110.2958252.88330.002433
120.452834.41361.3e-05
130.3903993.80510.000125
140.1155261.1260.1315
15-0.09812-0.95640.170661
16-0.152508-1.48650.070234
17-0.189545-1.84750.033897
18-0.147616-1.43880.076749
19-0.230599-2.24760.013458
20-0.258093-2.51560.006781
21-0.218607-2.13070.017847
220.020640.20120.420495
230.3274843.19190.000958
240.3682133.58890.000264
250.2487962.4250.0086
260.0388230.37840.352988
27-0.100333-0.97790.165297
28-0.147265-1.43540.077234
29-0.131931-1.28590.1008
30-0.13736-1.33880.091912
31-0.169868-1.65570.050544
32-0.175654-1.71210.045073
33-0.143397-1.39770.082735
340.014550.14180.443764
350.2450292.38830.009453
360.4362964.25252.5e-05
370.2935332.8610.002597
380.0978540.95380.171313
39-0.053651-0.52290.301121
40-0.090851-0.88550.189059
41-0.064957-0.63310.264089
42-0.160906-1.56830.060066
43-0.16007-1.56020.061022
44-0.195609-1.90660.0298
45-0.148358-1.4460.075732
460.0050820.04950.480297
470.1556331.51690.066303
480.2685162.61720.005158






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4833884.71154e-06
2-0.214023-2.0860.019828
3-0.051295-0.50.309128
4-0.044638-0.43510.332245
5-0.17304-1.68660.047482
6-0.146068-1.42370.078905
7-0.031524-0.30730.379659
8-0.253874-2.47450.007559
9-0.127662-1.24430.108227
100.146391.42680.078453
110.1647811.60610.055787
120.2209632.15370.016898
130.1369151.33450.092617
14-0.175968-1.71510.044791
15-0.110515-1.07720.142066
16-0.002433-0.02370.490565
17-0.129545-1.26260.104904
180.1024370.99840.160303
19-0.106818-1.04110.150227
20-0.076349-0.74420.22931
21-0.022112-0.21550.414912
220.1205331.17480.121504
230.1342121.30810.096991
24-0.034621-0.33740.368262
25-0.092985-0.90630.183533
26-0.166829-1.6260.053627
27-0.048476-0.47250.318831
28-0.000349-0.00340.498645
290.0213660.20820.417741
30-0.036601-0.35670.361039
310.0172890.16850.43327
320.0790680.77070.221411
33-0.031562-0.30760.379519
34-0.028412-0.27690.391221
350.0084570.08240.467239
360.1085331.05780.146403
37-0.004221-0.04110.483633
380.0947430.92340.179059
39-0.022029-0.21470.415226
400.0155610.15170.439885
410.0790660.77060.221415
42-0.111859-1.09030.139177
430.0734760.71620.237826
44-0.010995-0.10720.45744
45-0.052498-0.51170.305027
460.0187170.18240.427815
47-0.057809-0.56340.287228
48-0.034517-0.33640.368645

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.483388 & 4.7115 & 4e-06 \tabularnewline
2 & -0.214023 & -2.086 & 0.019828 \tabularnewline
3 & -0.051295 & -0.5 & 0.309128 \tabularnewline
4 & -0.044638 & -0.4351 & 0.332245 \tabularnewline
5 & -0.17304 & -1.6866 & 0.047482 \tabularnewline
6 & -0.146068 & -1.4237 & 0.078905 \tabularnewline
7 & -0.031524 & -0.3073 & 0.379659 \tabularnewline
8 & -0.253874 & -2.4745 & 0.007559 \tabularnewline
9 & -0.127662 & -1.2443 & 0.108227 \tabularnewline
10 & 0.14639 & 1.4268 & 0.078453 \tabularnewline
11 & 0.164781 & 1.6061 & 0.055787 \tabularnewline
12 & 0.220963 & 2.1537 & 0.016898 \tabularnewline
13 & 0.136915 & 1.3345 & 0.092617 \tabularnewline
14 & -0.175968 & -1.7151 & 0.044791 \tabularnewline
15 & -0.110515 & -1.0772 & 0.142066 \tabularnewline
16 & -0.002433 & -0.0237 & 0.490565 \tabularnewline
17 & -0.129545 & -1.2626 & 0.104904 \tabularnewline
18 & 0.102437 & 0.9984 & 0.160303 \tabularnewline
19 & -0.106818 & -1.0411 & 0.150227 \tabularnewline
20 & -0.076349 & -0.7442 & 0.22931 \tabularnewline
21 & -0.022112 & -0.2155 & 0.414912 \tabularnewline
22 & 0.120533 & 1.1748 & 0.121504 \tabularnewline
23 & 0.134212 & 1.3081 & 0.096991 \tabularnewline
24 & -0.034621 & -0.3374 & 0.368262 \tabularnewline
25 & -0.092985 & -0.9063 & 0.183533 \tabularnewline
26 & -0.166829 & -1.626 & 0.053627 \tabularnewline
27 & -0.048476 & -0.4725 & 0.318831 \tabularnewline
28 & -0.000349 & -0.0034 & 0.498645 \tabularnewline
29 & 0.021366 & 0.2082 & 0.417741 \tabularnewline
30 & -0.036601 & -0.3567 & 0.361039 \tabularnewline
31 & 0.017289 & 0.1685 & 0.43327 \tabularnewline
32 & 0.079068 & 0.7707 & 0.221411 \tabularnewline
33 & -0.031562 & -0.3076 & 0.379519 \tabularnewline
34 & -0.028412 & -0.2769 & 0.391221 \tabularnewline
35 & 0.008457 & 0.0824 & 0.467239 \tabularnewline
36 & 0.108533 & 1.0578 & 0.146403 \tabularnewline
37 & -0.004221 & -0.0411 & 0.483633 \tabularnewline
38 & 0.094743 & 0.9234 & 0.179059 \tabularnewline
39 & -0.022029 & -0.2147 & 0.415226 \tabularnewline
40 & 0.015561 & 0.1517 & 0.439885 \tabularnewline
41 & 0.079066 & 0.7706 & 0.221415 \tabularnewline
42 & -0.111859 & -1.0903 & 0.139177 \tabularnewline
43 & 0.073476 & 0.7162 & 0.237826 \tabularnewline
44 & -0.010995 & -0.1072 & 0.45744 \tabularnewline
45 & -0.052498 & -0.5117 & 0.305027 \tabularnewline
46 & 0.018717 & 0.1824 & 0.427815 \tabularnewline
47 & -0.057809 & -0.5634 & 0.287228 \tabularnewline
48 & -0.034517 & -0.3364 & 0.368645 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=279339&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]0.483388[/C][C]4.7115[/C][C]4e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.214023[/C][C]-2.086[/C][C]0.019828[/C][/ROW]
[ROW][C]3[/C][C]-0.051295[/C][C]-0.5[/C][C]0.309128[/C][/ROW]
[ROW][C]4[/C][C]-0.044638[/C][C]-0.4351[/C][C]0.332245[/C][/ROW]
[ROW][C]5[/C][C]-0.17304[/C][C]-1.6866[/C][C]0.047482[/C][/ROW]
[ROW][C]6[/C][C]-0.146068[/C][C]-1.4237[/C][C]0.078905[/C][/ROW]
[ROW][C]7[/C][C]-0.031524[/C][C]-0.3073[/C][C]0.379659[/C][/ROW]
[ROW][C]8[/C][C]-0.253874[/C][C]-2.4745[/C][C]0.007559[/C][/ROW]
[ROW][C]9[/C][C]-0.127662[/C][C]-1.2443[/C][C]0.108227[/C][/ROW]
[ROW][C]10[/C][C]0.14639[/C][C]1.4268[/C][C]0.078453[/C][/ROW]
[ROW][C]11[/C][C]0.164781[/C][C]1.6061[/C][C]0.055787[/C][/ROW]
[ROW][C]12[/C][C]0.220963[/C][C]2.1537[/C][C]0.016898[/C][/ROW]
[ROW][C]13[/C][C]0.136915[/C][C]1.3345[/C][C]0.092617[/C][/ROW]
[ROW][C]14[/C][C]-0.175968[/C][C]-1.7151[/C][C]0.044791[/C][/ROW]
[ROW][C]15[/C][C]-0.110515[/C][C]-1.0772[/C][C]0.142066[/C][/ROW]
[ROW][C]16[/C][C]-0.002433[/C][C]-0.0237[/C][C]0.490565[/C][/ROW]
[ROW][C]17[/C][C]-0.129545[/C][C]-1.2626[/C][C]0.104904[/C][/ROW]
[ROW][C]18[/C][C]0.102437[/C][C]0.9984[/C][C]0.160303[/C][/ROW]
[ROW][C]19[/C][C]-0.106818[/C][C]-1.0411[/C][C]0.150227[/C][/ROW]
[ROW][C]20[/C][C]-0.076349[/C][C]-0.7442[/C][C]0.22931[/C][/ROW]
[ROW][C]21[/C][C]-0.022112[/C][C]-0.2155[/C][C]0.414912[/C][/ROW]
[ROW][C]22[/C][C]0.120533[/C][C]1.1748[/C][C]0.121504[/C][/ROW]
[ROW][C]23[/C][C]0.134212[/C][C]1.3081[/C][C]0.096991[/C][/ROW]
[ROW][C]24[/C][C]-0.034621[/C][C]-0.3374[/C][C]0.368262[/C][/ROW]
[ROW][C]25[/C][C]-0.092985[/C][C]-0.9063[/C][C]0.183533[/C][/ROW]
[ROW][C]26[/C][C]-0.166829[/C][C]-1.626[/C][C]0.053627[/C][/ROW]
[ROW][C]27[/C][C]-0.048476[/C][C]-0.4725[/C][C]0.318831[/C][/ROW]
[ROW][C]28[/C][C]-0.000349[/C][C]-0.0034[/C][C]0.498645[/C][/ROW]
[ROW][C]29[/C][C]0.021366[/C][C]0.2082[/C][C]0.417741[/C][/ROW]
[ROW][C]30[/C][C]-0.036601[/C][C]-0.3567[/C][C]0.361039[/C][/ROW]
[ROW][C]31[/C][C]0.017289[/C][C]0.1685[/C][C]0.43327[/C][/ROW]
[ROW][C]32[/C][C]0.079068[/C][C]0.7707[/C][C]0.221411[/C][/ROW]
[ROW][C]33[/C][C]-0.031562[/C][C]-0.3076[/C][C]0.379519[/C][/ROW]
[ROW][C]34[/C][C]-0.028412[/C][C]-0.2769[/C][C]0.391221[/C][/ROW]
[ROW][C]35[/C][C]0.008457[/C][C]0.0824[/C][C]0.467239[/C][/ROW]
[ROW][C]36[/C][C]0.108533[/C][C]1.0578[/C][C]0.146403[/C][/ROW]
[ROW][C]37[/C][C]-0.004221[/C][C]-0.0411[/C][C]0.483633[/C][/ROW]
[ROW][C]38[/C][C]0.094743[/C][C]0.9234[/C][C]0.179059[/C][/ROW]
[ROW][C]39[/C][C]-0.022029[/C][C]-0.2147[/C][C]0.415226[/C][/ROW]
[ROW][C]40[/C][C]0.015561[/C][C]0.1517[/C][C]0.439885[/C][/ROW]
[ROW][C]41[/C][C]0.079066[/C][C]0.7706[/C][C]0.221415[/C][/ROW]
[ROW][C]42[/C][C]-0.111859[/C][C]-1.0903[/C][C]0.139177[/C][/ROW]
[ROW][C]43[/C][C]0.073476[/C][C]0.7162[/C][C]0.237826[/C][/ROW]
[ROW][C]44[/C][C]-0.010995[/C][C]-0.1072[/C][C]0.45744[/C][/ROW]
[ROW][C]45[/C][C]-0.052498[/C][C]-0.5117[/C][C]0.305027[/C][/ROW]
[ROW][C]46[/C][C]0.018717[/C][C]0.1824[/C][C]0.427815[/C][/ROW]
[ROW][C]47[/C][C]-0.057809[/C][C]-0.5634[/C][C]0.287228[/C][/ROW]
[ROW][C]48[/C][C]-0.034517[/C][C]-0.3364[/C][C]0.368645[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=279339&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=279339&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
10.4833884.71154e-06
2-0.214023-2.0860.019828
3-0.051295-0.50.309128
4-0.044638-0.43510.332245
5-0.17304-1.68660.047482
6-0.146068-1.42370.078905
7-0.031524-0.30730.379659
8-0.253874-2.47450.007559
9-0.127662-1.24430.108227
100.146391.42680.078453
110.1647811.60610.055787
120.2209632.15370.016898
130.1369151.33450.092617
14-0.175968-1.71510.044791
15-0.110515-1.07720.142066
16-0.002433-0.02370.490565
17-0.129545-1.26260.104904
180.1024370.99840.160303
19-0.106818-1.04110.150227
20-0.076349-0.74420.22931
21-0.022112-0.21550.414912
220.1205331.17480.121504
230.1342121.30810.096991
24-0.034621-0.33740.368262
25-0.092985-0.90630.183533
26-0.166829-1.6260.053627
27-0.048476-0.47250.318831
28-0.000349-0.00340.498645
290.0213660.20820.417741
30-0.036601-0.35670.361039
310.0172890.16850.43327
320.0790680.77070.221411
33-0.031562-0.30760.379519
34-0.028412-0.27690.391221
350.0084570.08240.467239
360.1085331.05780.146403
37-0.004221-0.04110.483633
380.0947430.92340.179059
39-0.022029-0.21470.415226
400.0155610.15170.439885
410.0790660.77060.221415
42-0.111859-1.09030.139177
430.0734760.71620.237826
44-0.010995-0.10720.45744
45-0.052498-0.51170.305027
460.0187170.18240.427815
47-0.057809-0.56340.287228
48-0.034517-0.33640.368645


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')