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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 computationSat, 30 May 2015 12:14:10 +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/30/t14329844628i8x0kkhu5eyiwr.htm/, Retrieved Mon, 29 Apr 2024 13:06:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=279500, Retrieved Mon, 29 Apr 2024 13:06:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact155

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] [] [2015-05-30 11:14:10] [d3245c242fac7b2d7caab09de558415e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
20
23
27
23
21
18
16
11
14
-3
2
26
11
11
11
3
8
8
7
3
4
-7
0
-5
5
-1
-4
4
7
6
13
20
21
37
52
59
66
73
71
69
63
68
58
50
50
50
47
60
62
63
56
38
45
39
26
25
19
14
6
4
5
-3
-5
0
-6
4
-3
14
16
17
25
25
30
51
31
31
25
35
39
48
41
47
61
55
63
45
62
55
50
52
45
36
40
32
29
24
28
27
33
33
24
26
38
32
30
26
21
21

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'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 & 1 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=279500&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]'Sir Ronald Aylmer Fisher' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=279500&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=279500&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'Sir Ronald Aylmer Fisher' @ fisher.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.179041-1.8520.033391
20.1174231.21460.11359
30.1534771.58760.057667
4-0.002144-0.02220.491172
50.0868680.89860.185449
60.0826220.85460.197328
7-0.113321-1.17220.121859
80.0006850.00710.497181
9-0.053292-0.55130.291302
100.0005350.00550.497799
110.0445810.46110.322815
12-0.099975-1.03410.151699
130.036750.38010.352295
14-0.009257-0.09580.461947
15-0.075017-0.7760.219734
16-0.003729-0.03860.484651
17-0.041793-0.43230.333193
18-0.171578-1.77480.039386
190.0252110.26080.397381
20-0.081709-0.84520.19994
21-0.073214-0.75730.225257
22-0.176689-1.82770.035191
23-0.00577-0.05970.476259
24-0.137792-1.42530.078486
25-0.038561-0.39890.345391
26-0.033009-0.34140.36672
27-0.196699-2.03470.022178
28-0.172283-1.78210.038784
290.0387180.40050.344793
300.0033780.03490.486095
310.0139080.14390.442941
320.0502490.51980.302145
33-0.008086-0.08360.46675
340.164421.70080.045945
350.0045820.04740.481145
360.1210251.25190.106669
370.1223121.26520.104272
38-0.041246-0.42670.335243
390.1106761.14480.127414
40-0.060705-0.62790.265691
410.0091810.0950.46226
420.0602730.62350.267152
430.0144140.14910.440877
44-0.038696-0.40030.344876
450.1417741.46650.07272
460.0236350.24450.403662
470.0071720.07420.470501
480.0162630.16820.433363

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.179041 & -1.852 & 0.033391 \tabularnewline
2 & 0.117423 & 1.2146 & 0.11359 \tabularnewline
3 & 0.153477 & 1.5876 & 0.057667 \tabularnewline
4 & -0.002144 & -0.0222 & 0.491172 \tabularnewline
5 & 0.086868 & 0.8986 & 0.185449 \tabularnewline
6 & 0.082622 & 0.8546 & 0.197328 \tabularnewline
7 & -0.113321 & -1.1722 & 0.121859 \tabularnewline
8 & 0.000685 & 0.0071 & 0.497181 \tabularnewline
9 & -0.053292 & -0.5513 & 0.291302 \tabularnewline
10 & 0.000535 & 0.0055 & 0.497799 \tabularnewline
11 & 0.044581 & 0.4611 & 0.322815 \tabularnewline
12 & -0.099975 & -1.0341 & 0.151699 \tabularnewline
13 & 0.03675 & 0.3801 & 0.352295 \tabularnewline
14 & -0.009257 & -0.0958 & 0.461947 \tabularnewline
15 & -0.075017 & -0.776 & 0.219734 \tabularnewline
16 & -0.003729 & -0.0386 & 0.484651 \tabularnewline
17 & -0.041793 & -0.4323 & 0.333193 \tabularnewline
18 & -0.171578 & -1.7748 & 0.039386 \tabularnewline
19 & 0.025211 & 0.2608 & 0.397381 \tabularnewline
20 & -0.081709 & -0.8452 & 0.19994 \tabularnewline
21 & -0.073214 & -0.7573 & 0.225257 \tabularnewline
22 & -0.176689 & -1.8277 & 0.035191 \tabularnewline
23 & -0.00577 & -0.0597 & 0.476259 \tabularnewline
24 & -0.137792 & -1.4253 & 0.078486 \tabularnewline
25 & -0.038561 & -0.3989 & 0.345391 \tabularnewline
26 & -0.033009 & -0.3414 & 0.36672 \tabularnewline
27 & -0.196699 & -2.0347 & 0.022178 \tabularnewline
28 & -0.172283 & -1.7821 & 0.038784 \tabularnewline
29 & 0.038718 & 0.4005 & 0.344793 \tabularnewline
30 & 0.003378 & 0.0349 & 0.486095 \tabularnewline
31 & 0.013908 & 0.1439 & 0.442941 \tabularnewline
32 & 0.050249 & 0.5198 & 0.302145 \tabularnewline
33 & -0.008086 & -0.0836 & 0.46675 \tabularnewline
34 & 0.16442 & 1.7008 & 0.045945 \tabularnewline
35 & 0.004582 & 0.0474 & 0.481145 \tabularnewline
36 & 0.121025 & 1.2519 & 0.106669 \tabularnewline
37 & 0.122312 & 1.2652 & 0.104272 \tabularnewline
38 & -0.041246 & -0.4267 & 0.335243 \tabularnewline
39 & 0.110676 & 1.1448 & 0.127414 \tabularnewline
40 & -0.060705 & -0.6279 & 0.265691 \tabularnewline
41 & 0.009181 & 0.095 & 0.46226 \tabularnewline
42 & 0.060273 & 0.6235 & 0.267152 \tabularnewline
43 & 0.014414 & 0.1491 & 0.440877 \tabularnewline
44 & -0.038696 & -0.4003 & 0.344876 \tabularnewline
45 & 0.141774 & 1.4665 & 0.07272 \tabularnewline
46 & 0.023635 & 0.2445 & 0.403662 \tabularnewline
47 & 0.007172 & 0.0742 & 0.470501 \tabularnewline
48 & 0.016263 & 0.1682 & 0.433363 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=279500&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]-0.179041[/C][C]-1.852[/C][C]0.033391[/C][/ROW]
[ROW][C]2[/C][C]0.117423[/C][C]1.2146[/C][C]0.11359[/C][/ROW]
[ROW][C]3[/C][C]0.153477[/C][C]1.5876[/C][C]0.057667[/C][/ROW]
[ROW][C]4[/C][C]-0.002144[/C][C]-0.0222[/C][C]0.491172[/C][/ROW]
[ROW][C]5[/C][C]0.086868[/C][C]0.8986[/C][C]0.185449[/C][/ROW]
[ROW][C]6[/C][C]0.082622[/C][C]0.8546[/C][C]0.197328[/C][/ROW]
[ROW][C]7[/C][C]-0.113321[/C][C]-1.1722[/C][C]0.121859[/C][/ROW]
[ROW][C]8[/C][C]0.000685[/C][C]0.0071[/C][C]0.497181[/C][/ROW]
[ROW][C]9[/C][C]-0.053292[/C][C]-0.5513[/C][C]0.291302[/C][/ROW]
[ROW][C]10[/C][C]0.000535[/C][C]0.0055[/C][C]0.497799[/C][/ROW]
[ROW][C]11[/C][C]0.044581[/C][C]0.4611[/C][C]0.322815[/C][/ROW]
[ROW][C]12[/C][C]-0.099975[/C][C]-1.0341[/C][C]0.151699[/C][/ROW]
[ROW][C]13[/C][C]0.03675[/C][C]0.3801[/C][C]0.352295[/C][/ROW]
[ROW][C]14[/C][C]-0.009257[/C][C]-0.0958[/C][C]0.461947[/C][/ROW]
[ROW][C]15[/C][C]-0.075017[/C][C]-0.776[/C][C]0.219734[/C][/ROW]
[ROW][C]16[/C][C]-0.003729[/C][C]-0.0386[/C][C]0.484651[/C][/ROW]
[ROW][C]17[/C][C]-0.041793[/C][C]-0.4323[/C][C]0.333193[/C][/ROW]
[ROW][C]18[/C][C]-0.171578[/C][C]-1.7748[/C][C]0.039386[/C][/ROW]
[ROW][C]19[/C][C]0.025211[/C][C]0.2608[/C][C]0.397381[/C][/ROW]
[ROW][C]20[/C][C]-0.081709[/C][C]-0.8452[/C][C]0.19994[/C][/ROW]
[ROW][C]21[/C][C]-0.073214[/C][C]-0.7573[/C][C]0.225257[/C][/ROW]
[ROW][C]22[/C][C]-0.176689[/C][C]-1.8277[/C][C]0.035191[/C][/ROW]
[ROW][C]23[/C][C]-0.00577[/C][C]-0.0597[/C][C]0.476259[/C][/ROW]
[ROW][C]24[/C][C]-0.137792[/C][C]-1.4253[/C][C]0.078486[/C][/ROW]
[ROW][C]25[/C][C]-0.038561[/C][C]-0.3989[/C][C]0.345391[/C][/ROW]
[ROW][C]26[/C][C]-0.033009[/C][C]-0.3414[/C][C]0.36672[/C][/ROW]
[ROW][C]27[/C][C]-0.196699[/C][C]-2.0347[/C][C]0.022178[/C][/ROW]
[ROW][C]28[/C][C]-0.172283[/C][C]-1.7821[/C][C]0.038784[/C][/ROW]
[ROW][C]29[/C][C]0.038718[/C][C]0.4005[/C][C]0.344793[/C][/ROW]
[ROW][C]30[/C][C]0.003378[/C][C]0.0349[/C][C]0.486095[/C][/ROW]
[ROW][C]31[/C][C]0.013908[/C][C]0.1439[/C][C]0.442941[/C][/ROW]
[ROW][C]32[/C][C]0.050249[/C][C]0.5198[/C][C]0.302145[/C][/ROW]
[ROW][C]33[/C][C]-0.008086[/C][C]-0.0836[/C][C]0.46675[/C][/ROW]
[ROW][C]34[/C][C]0.16442[/C][C]1.7008[/C][C]0.045945[/C][/ROW]
[ROW][C]35[/C][C]0.004582[/C][C]0.0474[/C][C]0.481145[/C][/ROW]
[ROW][C]36[/C][C]0.121025[/C][C]1.2519[/C][C]0.106669[/C][/ROW]
[ROW][C]37[/C][C]0.122312[/C][C]1.2652[/C][C]0.104272[/C][/ROW]
[ROW][C]38[/C][C]-0.041246[/C][C]-0.4267[/C][C]0.335243[/C][/ROW]
[ROW][C]39[/C][C]0.110676[/C][C]1.1448[/C][C]0.127414[/C][/ROW]
[ROW][C]40[/C][C]-0.060705[/C][C]-0.6279[/C][C]0.265691[/C][/ROW]
[ROW][C]41[/C][C]0.009181[/C][C]0.095[/C][C]0.46226[/C][/ROW]
[ROW][C]42[/C][C]0.060273[/C][C]0.6235[/C][C]0.267152[/C][/ROW]
[ROW][C]43[/C][C]0.014414[/C][C]0.1491[/C][C]0.440877[/C][/ROW]
[ROW][C]44[/C][C]-0.038696[/C][C]-0.4003[/C][C]0.344876[/C][/ROW]
[ROW][C]45[/C][C]0.141774[/C][C]1.4665[/C][C]0.07272[/C][/ROW]
[ROW][C]46[/C][C]0.023635[/C][C]0.2445[/C][C]0.403662[/C][/ROW]
[ROW][C]47[/C][C]0.007172[/C][C]0.0742[/C][C]0.470501[/C][/ROW]
[ROW][C]48[/C][C]0.016263[/C][C]0.1682[/C][C]0.433363[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=279500&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=279500&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
1-0.179041-1.8520.033391
20.1174231.21460.11359
30.1534771.58760.057667
4-0.002144-0.02220.491172
50.0868680.89860.185449
60.0826220.85460.197328
7-0.113321-1.17220.121859
80.0006850.00710.497181
9-0.053292-0.55130.291302
100.0005350.00550.497799
110.0445810.46110.322815
12-0.099975-1.03410.151699
130.036750.38010.352295
14-0.009257-0.09580.461947
15-0.075017-0.7760.219734
16-0.003729-0.03860.484651
17-0.041793-0.43230.333193
18-0.171578-1.77480.039386
190.0252110.26080.397381
20-0.081709-0.84520.19994
21-0.073214-0.75730.225257
22-0.176689-1.82770.035191
23-0.00577-0.05970.476259
24-0.137792-1.42530.078486
25-0.038561-0.39890.345391
26-0.033009-0.34140.36672
27-0.196699-2.03470.022178
28-0.172283-1.78210.038784
290.0387180.40050.344793
300.0033780.03490.486095
310.0139080.14390.442941
320.0502490.51980.302145
33-0.008086-0.08360.46675
340.164421.70080.045945
350.0045820.04740.481145
360.1210251.25190.106669
370.1223121.26520.104272
38-0.041246-0.42670.335243
390.1106761.14480.127414
40-0.060705-0.62790.265691
410.0091810.0950.46226
420.0602730.62350.267152
430.0144140.14910.440877
44-0.038696-0.40030.344876
450.1417741.46650.07272
460.0236350.24450.403662
470.0071720.07420.470501
480.0162630.16820.433363






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.179041-1.8520.033391
20.0881950.91230.181833
30.1962032.02950.022443
40.0504390.52170.301463
50.0584750.60490.273271
60.0788660.81580.208214
7-0.118141-1.22210.112185
8-0.096148-0.99460.161097
9-0.084243-0.87140.192738
100.0148130.15320.439255
110.0831980.86060.195691
12-0.042387-0.43850.33097
130.0281910.29160.385573
140.0067990.07030.472033
15-0.076292-0.78920.215878
16-0.074163-0.76710.222341
17-0.046043-0.47630.317427
18-0.158738-1.6420.051763
19-0.029372-0.30380.380927
20-0.009296-0.09620.461786
21-0.020767-0.21480.415159
22-0.196625-2.03390.022218
23-0.034736-0.35930.360034
24-0.107238-1.10930.134898
25-0.069986-0.72390.235341
26-0.023812-0.24630.402957
27-0.193408-2.00060.023983
28-0.282565-2.92290.002116
29-0.083612-0.86490.194518
300.0522510.54050.294993
310.074730.7730.220611
320.0896870.92770.177819
330.0163710.16930.432924
340.0979061.01280.156731
35-0.063264-0.65440.257126
36-0.04898-0.50670.30672
370.0682910.70640.240735
38-0.010451-0.10810.457057
390.0303110.31350.377242
40-0.1696-1.75440.041116
41-0.047757-0.4940.311158
42-0.046068-0.47650.317334
43-0.003914-0.04050.483891
44-0.106176-1.09830.137271
450.0170110.1760.430327
460.0153180.15840.437202
47-0.071499-0.73960.230584
48-0.154069-1.59370.056977

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.179041 & -1.852 & 0.033391 \tabularnewline
2 & 0.088195 & 0.9123 & 0.181833 \tabularnewline
3 & 0.196203 & 2.0295 & 0.022443 \tabularnewline
4 & 0.050439 & 0.5217 & 0.301463 \tabularnewline
5 & 0.058475 & 0.6049 & 0.273271 \tabularnewline
6 & 0.078866 & 0.8158 & 0.208214 \tabularnewline
7 & -0.118141 & -1.2221 & 0.112185 \tabularnewline
8 & -0.096148 & -0.9946 & 0.161097 \tabularnewline
9 & -0.084243 & -0.8714 & 0.192738 \tabularnewline
10 & 0.014813 & 0.1532 & 0.439255 \tabularnewline
11 & 0.083198 & 0.8606 & 0.195691 \tabularnewline
12 & -0.042387 & -0.4385 & 0.33097 \tabularnewline
13 & 0.028191 & 0.2916 & 0.385573 \tabularnewline
14 & 0.006799 & 0.0703 & 0.472033 \tabularnewline
15 & -0.076292 & -0.7892 & 0.215878 \tabularnewline
16 & -0.074163 & -0.7671 & 0.222341 \tabularnewline
17 & -0.046043 & -0.4763 & 0.317427 \tabularnewline
18 & -0.158738 & -1.642 & 0.051763 \tabularnewline
19 & -0.029372 & -0.3038 & 0.380927 \tabularnewline
20 & -0.009296 & -0.0962 & 0.461786 \tabularnewline
21 & -0.020767 & -0.2148 & 0.415159 \tabularnewline
22 & -0.196625 & -2.0339 & 0.022218 \tabularnewline
23 & -0.034736 & -0.3593 & 0.360034 \tabularnewline
24 & -0.107238 & -1.1093 & 0.134898 \tabularnewline
25 & -0.069986 & -0.7239 & 0.235341 \tabularnewline
26 & -0.023812 & -0.2463 & 0.402957 \tabularnewline
27 & -0.193408 & -2.0006 & 0.023983 \tabularnewline
28 & -0.282565 & -2.9229 & 0.002116 \tabularnewline
29 & -0.083612 & -0.8649 & 0.194518 \tabularnewline
30 & 0.052251 & 0.5405 & 0.294993 \tabularnewline
31 & 0.07473 & 0.773 & 0.220611 \tabularnewline
32 & 0.089687 & 0.9277 & 0.177819 \tabularnewline
33 & 0.016371 & 0.1693 & 0.432924 \tabularnewline
34 & 0.097906 & 1.0128 & 0.156731 \tabularnewline
35 & -0.063264 & -0.6544 & 0.257126 \tabularnewline
36 & -0.04898 & -0.5067 & 0.30672 \tabularnewline
37 & 0.068291 & 0.7064 & 0.240735 \tabularnewline
38 & -0.010451 & -0.1081 & 0.457057 \tabularnewline
39 & 0.030311 & 0.3135 & 0.377242 \tabularnewline
40 & -0.1696 & -1.7544 & 0.041116 \tabularnewline
41 & -0.047757 & -0.494 & 0.311158 \tabularnewline
42 & -0.046068 & -0.4765 & 0.317334 \tabularnewline
43 & -0.003914 & -0.0405 & 0.483891 \tabularnewline
44 & -0.106176 & -1.0983 & 0.137271 \tabularnewline
45 & 0.017011 & 0.176 & 0.430327 \tabularnewline
46 & 0.015318 & 0.1584 & 0.437202 \tabularnewline
47 & -0.071499 & -0.7396 & 0.230584 \tabularnewline
48 & -0.154069 & -1.5937 & 0.056977 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=279500&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]-0.179041[/C][C]-1.852[/C][C]0.033391[/C][/ROW]
[ROW][C]2[/C][C]0.088195[/C][C]0.9123[/C][C]0.181833[/C][/ROW]
[ROW][C]3[/C][C]0.196203[/C][C]2.0295[/C][C]0.022443[/C][/ROW]
[ROW][C]4[/C][C]0.050439[/C][C]0.5217[/C][C]0.301463[/C][/ROW]
[ROW][C]5[/C][C]0.058475[/C][C]0.6049[/C][C]0.273271[/C][/ROW]
[ROW][C]6[/C][C]0.078866[/C][C]0.8158[/C][C]0.208214[/C][/ROW]
[ROW][C]7[/C][C]-0.118141[/C][C]-1.2221[/C][C]0.112185[/C][/ROW]
[ROW][C]8[/C][C]-0.096148[/C][C]-0.9946[/C][C]0.161097[/C][/ROW]
[ROW][C]9[/C][C]-0.084243[/C][C]-0.8714[/C][C]0.192738[/C][/ROW]
[ROW][C]10[/C][C]0.014813[/C][C]0.1532[/C][C]0.439255[/C][/ROW]
[ROW][C]11[/C][C]0.083198[/C][C]0.8606[/C][C]0.195691[/C][/ROW]
[ROW][C]12[/C][C]-0.042387[/C][C]-0.4385[/C][C]0.33097[/C][/ROW]
[ROW][C]13[/C][C]0.028191[/C][C]0.2916[/C][C]0.385573[/C][/ROW]
[ROW][C]14[/C][C]0.006799[/C][C]0.0703[/C][C]0.472033[/C][/ROW]
[ROW][C]15[/C][C]-0.076292[/C][C]-0.7892[/C][C]0.215878[/C][/ROW]
[ROW][C]16[/C][C]-0.074163[/C][C]-0.7671[/C][C]0.222341[/C][/ROW]
[ROW][C]17[/C][C]-0.046043[/C][C]-0.4763[/C][C]0.317427[/C][/ROW]
[ROW][C]18[/C][C]-0.158738[/C][C]-1.642[/C][C]0.051763[/C][/ROW]
[ROW][C]19[/C][C]-0.029372[/C][C]-0.3038[/C][C]0.380927[/C][/ROW]
[ROW][C]20[/C][C]-0.009296[/C][C]-0.0962[/C][C]0.461786[/C][/ROW]
[ROW][C]21[/C][C]-0.020767[/C][C]-0.2148[/C][C]0.415159[/C][/ROW]
[ROW][C]22[/C][C]-0.196625[/C][C]-2.0339[/C][C]0.022218[/C][/ROW]
[ROW][C]23[/C][C]-0.034736[/C][C]-0.3593[/C][C]0.360034[/C][/ROW]
[ROW][C]24[/C][C]-0.107238[/C][C]-1.1093[/C][C]0.134898[/C][/ROW]
[ROW][C]25[/C][C]-0.069986[/C][C]-0.7239[/C][C]0.235341[/C][/ROW]
[ROW][C]26[/C][C]-0.023812[/C][C]-0.2463[/C][C]0.402957[/C][/ROW]
[ROW][C]27[/C][C]-0.193408[/C][C]-2.0006[/C][C]0.023983[/C][/ROW]
[ROW][C]28[/C][C]-0.282565[/C][C]-2.9229[/C][C]0.002116[/C][/ROW]
[ROW][C]29[/C][C]-0.083612[/C][C]-0.8649[/C][C]0.194518[/C][/ROW]
[ROW][C]30[/C][C]0.052251[/C][C]0.5405[/C][C]0.294993[/C][/ROW]
[ROW][C]31[/C][C]0.07473[/C][C]0.773[/C][C]0.220611[/C][/ROW]
[ROW][C]32[/C][C]0.089687[/C][C]0.9277[/C][C]0.177819[/C][/ROW]
[ROW][C]33[/C][C]0.016371[/C][C]0.1693[/C][C]0.432924[/C][/ROW]
[ROW][C]34[/C][C]0.097906[/C][C]1.0128[/C][C]0.156731[/C][/ROW]
[ROW][C]35[/C][C]-0.063264[/C][C]-0.6544[/C][C]0.257126[/C][/ROW]
[ROW][C]36[/C][C]-0.04898[/C][C]-0.5067[/C][C]0.30672[/C][/ROW]
[ROW][C]37[/C][C]0.068291[/C][C]0.7064[/C][C]0.240735[/C][/ROW]
[ROW][C]38[/C][C]-0.010451[/C][C]-0.1081[/C][C]0.457057[/C][/ROW]
[ROW][C]39[/C][C]0.030311[/C][C]0.3135[/C][C]0.377242[/C][/ROW]
[ROW][C]40[/C][C]-0.1696[/C][C]-1.7544[/C][C]0.041116[/C][/ROW]
[ROW][C]41[/C][C]-0.047757[/C][C]-0.494[/C][C]0.311158[/C][/ROW]
[ROW][C]42[/C][C]-0.046068[/C][C]-0.4765[/C][C]0.317334[/C][/ROW]
[ROW][C]43[/C][C]-0.003914[/C][C]-0.0405[/C][C]0.483891[/C][/ROW]
[ROW][C]44[/C][C]-0.106176[/C][C]-1.0983[/C][C]0.137271[/C][/ROW]
[ROW][C]45[/C][C]0.017011[/C][C]0.176[/C][C]0.430327[/C][/ROW]
[ROW][C]46[/C][C]0.015318[/C][C]0.1584[/C][C]0.437202[/C][/ROW]
[ROW][C]47[/C][C]-0.071499[/C][C]-0.7396[/C][C]0.230584[/C][/ROW]
[ROW][C]48[/C][C]-0.154069[/C][C]-1.5937[/C][C]0.056977[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=279500&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=279500&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
1-0.179041-1.8520.033391
20.0881950.91230.181833
30.1962032.02950.022443
40.0504390.52170.301463
50.0584750.60490.273271
60.0788660.81580.208214
7-0.118141-1.22210.112185
8-0.096148-0.99460.161097
9-0.084243-0.87140.192738
100.0148130.15320.439255
110.0831980.86060.195691
12-0.042387-0.43850.33097
130.0281910.29160.385573
140.0067990.07030.472033
15-0.076292-0.78920.215878
16-0.074163-0.76710.222341
17-0.046043-0.47630.317427
18-0.158738-1.6420.051763
19-0.029372-0.30380.380927
20-0.009296-0.09620.461786
21-0.020767-0.21480.415159
22-0.196625-2.03390.022218
23-0.034736-0.35930.360034
24-0.107238-1.10930.134898
25-0.069986-0.72390.235341
26-0.023812-0.24630.402957
27-0.193408-2.00060.023983
28-0.282565-2.92290.002116
29-0.083612-0.86490.194518
300.0522510.54050.294993
310.074730.7730.220611
320.0896870.92770.177819
330.0163710.16930.432924
340.0979061.01280.156731
35-0.063264-0.65440.257126
36-0.04898-0.50670.30672
370.0682910.70640.240735
38-0.010451-0.10810.457057
390.0303110.31350.377242
40-0.1696-1.75440.041116
41-0.047757-0.4940.311158
42-0.046068-0.47650.317334
43-0.003914-0.04050.483891
44-0.106176-1.09830.137271
450.0170110.1760.430327
460.0153180.15840.437202
47-0.071499-0.73960.230584
48-0.154069-1.59370.056977


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')