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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, 02 Jan 2017 20:02:21 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2017/Jan/02/t14833873729y7432eh910ca0v.htm/, Retrieved Tue, 14 May 2024 21:34:39 +0200
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Tue, 14 May 2024 21:34:39 +0200
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact0

Tree of Dependent Computations

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-5
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-7
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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=&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=&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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
10.0006860.00530.497906
20.0555560.42670.335563
30.1927521.48060.072022
4-0.037121-0.28510.38827
50.1052880.80870.210958
6-0.031897-0.2450.403651
7-0.067523-0.51870.30297
80.0608410.46730.320993
90.0102610.07880.468721
10-0.154755-1.18870.119661
11-0.114177-0.8770.19202
120.1481821.13820.129818
13-0.013385-0.10280.45923
140.218381.67740.049377
15-0.098346-0.75540.226504
160.108830.83590.203282
170.0241290.18530.426799
180.0342310.26290.396759
190.024270.18640.426378
20-0.155907-1.19750.117941
210.1335561.02590.154572
220.0146310.11240.455452
23-0.100923-0.77520.220658
240.0877340.67390.251505
25-0.180917-1.38960.084929
26-0.083379-0.64040.262181
27-0.10924-0.83910.202403
28-0.175058-1.34460.091943
29-0.148745-1.14250.128924
300.0339060.26040.397715
31-0.135662-1.0420.150822
32-0.062986-0.48380.315158
330.0022070.0170.493265
34-0.066295-0.50920.306248
350.1356281.04180.150882
360.0251070.19290.423869
37-0.011635-0.08940.464546
380.0997530.76620.2233
39-0.072175-0.55440.290704
400.0116280.08930.464567
41-0.058781-0.45150.326641
42-0.069339-0.53260.298155
43-0.020136-0.15470.438806
44-0.053986-0.41470.339943
45-0.056996-0.43780.331568
46-0.023407-0.17980.428965
47-0.001336-0.01030.495925
480.0054590.04190.483348

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.000686 & 0.0053 & 0.497906 \tabularnewline
2 & 0.055556 & 0.4267 & 0.335563 \tabularnewline
3 & 0.192752 & 1.4806 & 0.072022 \tabularnewline
4 & -0.037121 & -0.2851 & 0.38827 \tabularnewline
5 & 0.105288 & 0.8087 & 0.210958 \tabularnewline
6 & -0.031897 & -0.245 & 0.403651 \tabularnewline
7 & -0.067523 & -0.5187 & 0.30297 \tabularnewline
8 & 0.060841 & 0.4673 & 0.320993 \tabularnewline
9 & 0.010261 & 0.0788 & 0.468721 \tabularnewline
10 & -0.154755 & -1.1887 & 0.119661 \tabularnewline
11 & -0.114177 & -0.877 & 0.19202 \tabularnewline
12 & 0.148182 & 1.1382 & 0.129818 \tabularnewline
13 & -0.013385 & -0.1028 & 0.45923 \tabularnewline
14 & 0.21838 & 1.6774 & 0.049377 \tabularnewline
15 & -0.098346 & -0.7554 & 0.226504 \tabularnewline
16 & 0.10883 & 0.8359 & 0.203282 \tabularnewline
17 & 0.024129 & 0.1853 & 0.426799 \tabularnewline
18 & 0.034231 & 0.2629 & 0.396759 \tabularnewline
19 & 0.02427 & 0.1864 & 0.426378 \tabularnewline
20 & -0.155907 & -1.1975 & 0.117941 \tabularnewline
21 & 0.133556 & 1.0259 & 0.154572 \tabularnewline
22 & 0.014631 & 0.1124 & 0.455452 \tabularnewline
23 & -0.100923 & -0.7752 & 0.220658 \tabularnewline
24 & 0.087734 & 0.6739 & 0.251505 \tabularnewline
25 & -0.180917 & -1.3896 & 0.084929 \tabularnewline
26 & -0.083379 & -0.6404 & 0.262181 \tabularnewline
27 & -0.10924 & -0.8391 & 0.202403 \tabularnewline
28 & -0.175058 & -1.3446 & 0.091943 \tabularnewline
29 & -0.148745 & -1.1425 & 0.128924 \tabularnewline
30 & 0.033906 & 0.2604 & 0.397715 \tabularnewline
31 & -0.135662 & -1.042 & 0.150822 \tabularnewline
32 & -0.062986 & -0.4838 & 0.315158 \tabularnewline
33 & 0.002207 & 0.017 & 0.493265 \tabularnewline
34 & -0.066295 & -0.5092 & 0.306248 \tabularnewline
35 & 0.135628 & 1.0418 & 0.150882 \tabularnewline
36 & 0.025107 & 0.1929 & 0.423869 \tabularnewline
37 & -0.011635 & -0.0894 & 0.464546 \tabularnewline
38 & 0.099753 & 0.7662 & 0.2233 \tabularnewline
39 & -0.072175 & -0.5544 & 0.290704 \tabularnewline
40 & 0.011628 & 0.0893 & 0.464567 \tabularnewline
41 & -0.058781 & -0.4515 & 0.326641 \tabularnewline
42 & -0.069339 & -0.5326 & 0.298155 \tabularnewline
43 & -0.020136 & -0.1547 & 0.438806 \tabularnewline
44 & -0.053986 & -0.4147 & 0.339943 \tabularnewline
45 & -0.056996 & -0.4378 & 0.331568 \tabularnewline
46 & -0.023407 & -0.1798 & 0.428965 \tabularnewline
47 & -0.001336 & -0.0103 & 0.495925 \tabularnewline
48 & 0.005459 & 0.0419 & 0.483348 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]0.000686[/C][C]0.0053[/C][C]0.497906[/C][/ROW]
[ROW][C]2[/C][C]0.055556[/C][C]0.4267[/C][C]0.335563[/C][/ROW]
[ROW][C]3[/C][C]0.192752[/C][C]1.4806[/C][C]0.072022[/C][/ROW]
[ROW][C]4[/C][C]-0.037121[/C][C]-0.2851[/C][C]0.38827[/C][/ROW]
[ROW][C]5[/C][C]0.105288[/C][C]0.8087[/C][C]0.210958[/C][/ROW]
[ROW][C]6[/C][C]-0.031897[/C][C]-0.245[/C][C]0.403651[/C][/ROW]
[ROW][C]7[/C][C]-0.067523[/C][C]-0.5187[/C][C]0.30297[/C][/ROW]
[ROW][C]8[/C][C]0.060841[/C][C]0.4673[/C][C]0.320993[/C][/ROW]
[ROW][C]9[/C][C]0.010261[/C][C]0.0788[/C][C]0.468721[/C][/ROW]
[ROW][C]10[/C][C]-0.154755[/C][C]-1.1887[/C][C]0.119661[/C][/ROW]
[ROW][C]11[/C][C]-0.114177[/C][C]-0.877[/C][C]0.19202[/C][/ROW]
[ROW][C]12[/C][C]0.148182[/C][C]1.1382[/C][C]0.129818[/C][/ROW]
[ROW][C]13[/C][C]-0.013385[/C][C]-0.1028[/C][C]0.45923[/C][/ROW]
[ROW][C]14[/C][C]0.21838[/C][C]1.6774[/C][C]0.049377[/C][/ROW]
[ROW][C]15[/C][C]-0.098346[/C][C]-0.7554[/C][C]0.226504[/C][/ROW]
[ROW][C]16[/C][C]0.10883[/C][C]0.8359[/C][C]0.203282[/C][/ROW]
[ROW][C]17[/C][C]0.024129[/C][C]0.1853[/C][C]0.426799[/C][/ROW]
[ROW][C]18[/C][C]0.034231[/C][C]0.2629[/C][C]0.396759[/C][/ROW]
[ROW][C]19[/C][C]0.02427[/C][C]0.1864[/C][C]0.426378[/C][/ROW]
[ROW][C]20[/C][C]-0.155907[/C][C]-1.1975[/C][C]0.117941[/C][/ROW]
[ROW][C]21[/C][C]0.133556[/C][C]1.0259[/C][C]0.154572[/C][/ROW]
[ROW][C]22[/C][C]0.014631[/C][C]0.1124[/C][C]0.455452[/C][/ROW]
[ROW][C]23[/C][C]-0.100923[/C][C]-0.7752[/C][C]0.220658[/C][/ROW]
[ROW][C]24[/C][C]0.087734[/C][C]0.6739[/C][C]0.251505[/C][/ROW]
[ROW][C]25[/C][C]-0.180917[/C][C]-1.3896[/C][C]0.084929[/C][/ROW]
[ROW][C]26[/C][C]-0.083379[/C][C]-0.6404[/C][C]0.262181[/C][/ROW]
[ROW][C]27[/C][C]-0.10924[/C][C]-0.8391[/C][C]0.202403[/C][/ROW]
[ROW][C]28[/C][C]-0.175058[/C][C]-1.3446[/C][C]0.091943[/C][/ROW]
[ROW][C]29[/C][C]-0.148745[/C][C]-1.1425[/C][C]0.128924[/C][/ROW]
[ROW][C]30[/C][C]0.033906[/C][C]0.2604[/C][C]0.397715[/C][/ROW]
[ROW][C]31[/C][C]-0.135662[/C][C]-1.042[/C][C]0.150822[/C][/ROW]
[ROW][C]32[/C][C]-0.062986[/C][C]-0.4838[/C][C]0.315158[/C][/ROW]
[ROW][C]33[/C][C]0.002207[/C][C]0.017[/C][C]0.493265[/C][/ROW]
[ROW][C]34[/C][C]-0.066295[/C][C]-0.5092[/C][C]0.306248[/C][/ROW]
[ROW][C]35[/C][C]0.135628[/C][C]1.0418[/C][C]0.150882[/C][/ROW]
[ROW][C]36[/C][C]0.025107[/C][C]0.1929[/C][C]0.423869[/C][/ROW]
[ROW][C]37[/C][C]-0.011635[/C][C]-0.0894[/C][C]0.464546[/C][/ROW]
[ROW][C]38[/C][C]0.099753[/C][C]0.7662[/C][C]0.2233[/C][/ROW]
[ROW][C]39[/C][C]-0.072175[/C][C]-0.5544[/C][C]0.290704[/C][/ROW]
[ROW][C]40[/C][C]0.011628[/C][C]0.0893[/C][C]0.464567[/C][/ROW]
[ROW][C]41[/C][C]-0.058781[/C][C]-0.4515[/C][C]0.326641[/C][/ROW]
[ROW][C]42[/C][C]-0.069339[/C][C]-0.5326[/C][C]0.298155[/C][/ROW]
[ROW][C]43[/C][C]-0.020136[/C][C]-0.1547[/C][C]0.438806[/C][/ROW]
[ROW][C]44[/C][C]-0.053986[/C][C]-0.4147[/C][C]0.339943[/C][/ROW]
[ROW][C]45[/C][C]-0.056996[/C][C]-0.4378[/C][C]0.331568[/C][/ROW]
[ROW][C]46[/C][C]-0.023407[/C][C]-0.1798[/C][C]0.428965[/C][/ROW]
[ROW][C]47[/C][C]-0.001336[/C][C]-0.0103[/C][C]0.495925[/C][/ROW]
[ROW][C]48[/C][C]0.005459[/C][C]0.0419[/C][C]0.483348[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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
10.0006860.00530.497906
20.0555560.42670.335563
30.1927521.48060.072022
4-0.037121-0.28510.38827
50.1052880.80870.210958
6-0.031897-0.2450.403651
7-0.067523-0.51870.30297
80.0608410.46730.320993
90.0102610.07880.468721
10-0.154755-1.18870.119661
11-0.114177-0.8770.19202
120.1481821.13820.129818
13-0.013385-0.10280.45923
140.218381.67740.049377
15-0.098346-0.75540.226504
160.108830.83590.203282
170.0241290.18530.426799
180.0342310.26290.396759
190.024270.18640.426378
20-0.155907-1.19750.117941
210.1335561.02590.154572
220.0146310.11240.455452
23-0.100923-0.77520.220658
240.0877340.67390.251505
25-0.180917-1.38960.084929
26-0.083379-0.64040.262181
27-0.10924-0.83910.202403
28-0.175058-1.34460.091943
29-0.148745-1.14250.128924
300.0339060.26040.397715
31-0.135662-1.0420.150822
32-0.062986-0.48380.315158
330.0022070.0170.493265
34-0.066295-0.50920.306248
350.1356281.04180.150882
360.0251070.19290.423869
37-0.011635-0.08940.464546
380.0997530.76620.2233
39-0.072175-0.55440.290704
400.0116280.08930.464567
41-0.058781-0.45150.326641
42-0.069339-0.53260.298155
43-0.020136-0.15470.438806
44-0.053986-0.41470.339943
45-0.056996-0.43780.331568
46-0.023407-0.17980.428965
47-0.001336-0.01030.495925
480.0054590.04190.483348






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0006860.00530.497906
20.0555560.42670.335564
30.1932751.48460.07149
4-0.040002-0.30730.379864
50.0870450.66860.253177
6-0.067891-0.52150.301991
7-0.065005-0.49930.309707
80.0288350.22150.412738
90.0443040.34030.367418
10-0.155016-1.19070.11927
11-0.137621-1.05710.14739
120.1841681.41460.081218
130.05120.39330.347767
140.2613032.00710.024663
15-0.164775-1.26570.105305
160.1247770.95840.170879
17-0.170753-1.31160.097372
180.1716361.31840.096239
19-0.091847-0.70550.241642
20-0.12707-0.9760.166515
210.0573820.44080.330498
220.0414140.31810.375763
230.0462860.35550.361729
240.0658290.50560.307496
25-0.156198-1.19980.117511
26-0.255814-1.96490.027068
27-0.090384-0.69430.245125
28-0.189123-1.45270.075806
29-0.004462-0.03430.486387
30-0.07303-0.5610.288476
310.0183790.14120.444107
32-0.018712-0.14370.443103
330.0759380.58330.280959
340.0707510.54340.294434
350.0673350.51720.303471
36-0.08122-0.62390.26756
37-0.060559-0.46520.321763
38-0.032924-0.25290.400615
39-0.020295-0.15590.438326
400.0636880.48920.313259
410.0522930.40170.34469
420.0091280.07010.47217
430.0241790.18570.42665
440.0469590.36070.359807
45-0.02437-0.18720.426078
46-0.039388-0.30250.38165
47-0.045483-0.34940.36403
48-0.062351-0.47890.316881

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.000686 & 0.0053 & 0.497906 \tabularnewline
2 & 0.055556 & 0.4267 & 0.335564 \tabularnewline
3 & 0.193275 & 1.4846 & 0.07149 \tabularnewline
4 & -0.040002 & -0.3073 & 0.379864 \tabularnewline
5 & 0.087045 & 0.6686 & 0.253177 \tabularnewline
6 & -0.067891 & -0.5215 & 0.301991 \tabularnewline
7 & -0.065005 & -0.4993 & 0.309707 \tabularnewline
8 & 0.028835 & 0.2215 & 0.412738 \tabularnewline
9 & 0.044304 & 0.3403 & 0.367418 \tabularnewline
10 & -0.155016 & -1.1907 & 0.11927 \tabularnewline
11 & -0.137621 & -1.0571 & 0.14739 \tabularnewline
12 & 0.184168 & 1.4146 & 0.081218 \tabularnewline
13 & 0.0512 & 0.3933 & 0.347767 \tabularnewline
14 & 0.261303 & 2.0071 & 0.024663 \tabularnewline
15 & -0.164775 & -1.2657 & 0.105305 \tabularnewline
16 & 0.124777 & 0.9584 & 0.170879 \tabularnewline
17 & -0.170753 & -1.3116 & 0.097372 \tabularnewline
18 & 0.171636 & 1.3184 & 0.096239 \tabularnewline
19 & -0.091847 & -0.7055 & 0.241642 \tabularnewline
20 & -0.12707 & -0.976 & 0.166515 \tabularnewline
21 & 0.057382 & 0.4408 & 0.330498 \tabularnewline
22 & 0.041414 & 0.3181 & 0.375763 \tabularnewline
23 & 0.046286 & 0.3555 & 0.361729 \tabularnewline
24 & 0.065829 & 0.5056 & 0.307496 \tabularnewline
25 & -0.156198 & -1.1998 & 0.117511 \tabularnewline
26 & -0.255814 & -1.9649 & 0.027068 \tabularnewline
27 & -0.090384 & -0.6943 & 0.245125 \tabularnewline
28 & -0.189123 & -1.4527 & 0.075806 \tabularnewline
29 & -0.004462 & -0.0343 & 0.486387 \tabularnewline
30 & -0.07303 & -0.561 & 0.288476 \tabularnewline
31 & 0.018379 & 0.1412 & 0.444107 \tabularnewline
32 & -0.018712 & -0.1437 & 0.443103 \tabularnewline
33 & 0.075938 & 0.5833 & 0.280959 \tabularnewline
34 & 0.070751 & 0.5434 & 0.294434 \tabularnewline
35 & 0.067335 & 0.5172 & 0.303471 \tabularnewline
36 & -0.08122 & -0.6239 & 0.26756 \tabularnewline
37 & -0.060559 & -0.4652 & 0.321763 \tabularnewline
38 & -0.032924 & -0.2529 & 0.400615 \tabularnewline
39 & -0.020295 & -0.1559 & 0.438326 \tabularnewline
40 & 0.063688 & 0.4892 & 0.313259 \tabularnewline
41 & 0.052293 & 0.4017 & 0.34469 \tabularnewline
42 & 0.009128 & 0.0701 & 0.47217 \tabularnewline
43 & 0.024179 & 0.1857 & 0.42665 \tabularnewline
44 & 0.046959 & 0.3607 & 0.359807 \tabularnewline
45 & -0.02437 & -0.1872 & 0.426078 \tabularnewline
46 & -0.039388 & -0.3025 & 0.38165 \tabularnewline
47 & -0.045483 & -0.3494 & 0.36403 \tabularnewline
48 & -0.062351 & -0.4789 & 0.316881 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]0.000686[/C][C]0.0053[/C][C]0.497906[/C][/ROW]
[ROW][C]2[/C][C]0.055556[/C][C]0.4267[/C][C]0.335564[/C][/ROW]
[ROW][C]3[/C][C]0.193275[/C][C]1.4846[/C][C]0.07149[/C][/ROW]
[ROW][C]4[/C][C]-0.040002[/C][C]-0.3073[/C][C]0.379864[/C][/ROW]
[ROW][C]5[/C][C]0.087045[/C][C]0.6686[/C][C]0.253177[/C][/ROW]
[ROW][C]6[/C][C]-0.067891[/C][C]-0.5215[/C][C]0.301991[/C][/ROW]
[ROW][C]7[/C][C]-0.065005[/C][C]-0.4993[/C][C]0.309707[/C][/ROW]
[ROW][C]8[/C][C]0.028835[/C][C]0.2215[/C][C]0.412738[/C][/ROW]
[ROW][C]9[/C][C]0.044304[/C][C]0.3403[/C][C]0.367418[/C][/ROW]
[ROW][C]10[/C][C]-0.155016[/C][C]-1.1907[/C][C]0.11927[/C][/ROW]
[ROW][C]11[/C][C]-0.137621[/C][C]-1.0571[/C][C]0.14739[/C][/ROW]
[ROW][C]12[/C][C]0.184168[/C][C]1.4146[/C][C]0.081218[/C][/ROW]
[ROW][C]13[/C][C]0.0512[/C][C]0.3933[/C][C]0.347767[/C][/ROW]
[ROW][C]14[/C][C]0.261303[/C][C]2.0071[/C][C]0.024663[/C][/ROW]
[ROW][C]15[/C][C]-0.164775[/C][C]-1.2657[/C][C]0.105305[/C][/ROW]
[ROW][C]16[/C][C]0.124777[/C][C]0.9584[/C][C]0.170879[/C][/ROW]
[ROW][C]17[/C][C]-0.170753[/C][C]-1.3116[/C][C]0.097372[/C][/ROW]
[ROW][C]18[/C][C]0.171636[/C][C]1.3184[/C][C]0.096239[/C][/ROW]
[ROW][C]19[/C][C]-0.091847[/C][C]-0.7055[/C][C]0.241642[/C][/ROW]
[ROW][C]20[/C][C]-0.12707[/C][C]-0.976[/C][C]0.166515[/C][/ROW]
[ROW][C]21[/C][C]0.057382[/C][C]0.4408[/C][C]0.330498[/C][/ROW]
[ROW][C]22[/C][C]0.041414[/C][C]0.3181[/C][C]0.375763[/C][/ROW]
[ROW][C]23[/C][C]0.046286[/C][C]0.3555[/C][C]0.361729[/C][/ROW]
[ROW][C]24[/C][C]0.065829[/C][C]0.5056[/C][C]0.307496[/C][/ROW]
[ROW][C]25[/C][C]-0.156198[/C][C]-1.1998[/C][C]0.117511[/C][/ROW]
[ROW][C]26[/C][C]-0.255814[/C][C]-1.9649[/C][C]0.027068[/C][/ROW]
[ROW][C]27[/C][C]-0.090384[/C][C]-0.6943[/C][C]0.245125[/C][/ROW]
[ROW][C]28[/C][C]-0.189123[/C][C]-1.4527[/C][C]0.075806[/C][/ROW]
[ROW][C]29[/C][C]-0.004462[/C][C]-0.0343[/C][C]0.486387[/C][/ROW]
[ROW][C]30[/C][C]-0.07303[/C][C]-0.561[/C][C]0.288476[/C][/ROW]
[ROW][C]31[/C][C]0.018379[/C][C]0.1412[/C][C]0.444107[/C][/ROW]
[ROW][C]32[/C][C]-0.018712[/C][C]-0.1437[/C][C]0.443103[/C][/ROW]
[ROW][C]33[/C][C]0.075938[/C][C]0.5833[/C][C]0.280959[/C][/ROW]
[ROW][C]34[/C][C]0.070751[/C][C]0.5434[/C][C]0.294434[/C][/ROW]
[ROW][C]35[/C][C]0.067335[/C][C]0.5172[/C][C]0.303471[/C][/ROW]
[ROW][C]36[/C][C]-0.08122[/C][C]-0.6239[/C][C]0.26756[/C][/ROW]
[ROW][C]37[/C][C]-0.060559[/C][C]-0.4652[/C][C]0.321763[/C][/ROW]
[ROW][C]38[/C][C]-0.032924[/C][C]-0.2529[/C][C]0.400615[/C][/ROW]
[ROW][C]39[/C][C]-0.020295[/C][C]-0.1559[/C][C]0.438326[/C][/ROW]
[ROW][C]40[/C][C]0.063688[/C][C]0.4892[/C][C]0.313259[/C][/ROW]
[ROW][C]41[/C][C]0.052293[/C][C]0.4017[/C][C]0.34469[/C][/ROW]
[ROW][C]42[/C][C]0.009128[/C][C]0.0701[/C][C]0.47217[/C][/ROW]
[ROW][C]43[/C][C]0.024179[/C][C]0.1857[/C][C]0.42665[/C][/ROW]
[ROW][C]44[/C][C]0.046959[/C][C]0.3607[/C][C]0.359807[/C][/ROW]
[ROW][C]45[/C][C]-0.02437[/C][C]-0.1872[/C][C]0.426078[/C][/ROW]
[ROW][C]46[/C][C]-0.039388[/C][C]-0.3025[/C][C]0.38165[/C][/ROW]
[ROW][C]47[/C][C]-0.045483[/C][C]-0.3494[/C][C]0.36403[/C][/ROW]
[ROW][C]48[/C][C]-0.062351[/C][C]-0.4789[/C][C]0.316881[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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
10.0006860.00530.497906
20.0555560.42670.335564
30.1932751.48460.07149
4-0.040002-0.30730.379864
50.0870450.66860.253177
6-0.067891-0.52150.301991
7-0.065005-0.49930.309707
80.0288350.22150.412738
90.0443040.34030.367418
10-0.155016-1.19070.11927
11-0.137621-1.05710.14739
120.1841681.41460.081218
130.05120.39330.347767
140.2613032.00710.024663
15-0.164775-1.26570.105305
160.1247770.95840.170879
17-0.170753-1.31160.097372
180.1716361.31840.096239
19-0.091847-0.70550.241642
20-0.12707-0.9760.166515
210.0573820.44080.330498
220.0414140.31810.375763
230.0462860.35550.361729
240.0658290.50560.307496
25-0.156198-1.19980.117511
26-0.255814-1.96490.027068
27-0.090384-0.69430.245125
28-0.189123-1.45270.075806
29-0.004462-0.03430.486387
30-0.07303-0.5610.288476
310.0183790.14120.444107
32-0.018712-0.14370.443103
330.0759380.58330.280959
340.0707510.54340.294434
350.0673350.51720.303471
36-0.08122-0.62390.26756
37-0.060559-0.46520.321763
38-0.032924-0.25290.400615
39-0.020295-0.15590.438326
400.0636880.48920.313259
410.0522930.40170.34469
420.0091280.07010.47217
430.0241790.18570.42665
440.0469590.36070.359807
45-0.02437-0.18720.426078
46-0.039388-0.30250.38165
47-0.045483-0.34940.36403
48-0.062351-0.47890.316881


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)
x <- na.omit(x)
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')