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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 computationTue, 10 Jan 2017 01:40:45 +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/10/t1484012587l0gkbnqs1x1y8qv.htm/, Retrieved Thu, 16 May 2024 00:37:01 +0200
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Thu, 16 May 2024 00:37:01 +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 
2,32
1,93
0,62
0,6
-0,37
-1,1
-1,68
-0,77
-1,2
-0,97
-0,12
0,26
0,62
0,7
1,65
1,79
2,28
2,46
2,57
2,32
2,91
3,01
2,87
3,11
3,22
3,38
3,52
3,41
3,35
3,68
3,75
3,6
3,56
3,57
3,85
3,48
3,65
3,66
3,36
3,19
2,81
2,25
2,32
2,85
2,75
2,78
2,26
2,23
1,46
1,19
1,11
1
1,18
1,59
1,51
1,01
0,9
0,63
0,81
0,97
1,14
0,97
0,89
0,62
0,36
0,27
0,34
0,02
-0,12
0,09
-0,11
-0,38
-0,65
-0,4
-0,4
0,29
0,56
0,63
0,46
0,91
1,06
1,28
1,52
1,5

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'Gertrude Mary Cox' @ cox.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 & 'Gertrude Mary Cox' @ cox.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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gertrude Mary Cox' @ cox.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 time1 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9634538.83020
20.9140668.37760
30.8535927.82330
40.7820087.16720
50.7017936.4320
60.6349585.81950
70.5676095.20221e-06
80.4875914.46881.2e-05
90.4185913.83650.00012
100.3482363.19160.000995
110.2795882.56250.006088
120.2127281.94970.027275
130.167991.53970.063701
140.119981.09960.137316
150.0718040.65810.256139
160.0255310.2340.407781
17-0.026041-0.23870.405972
18-0.081727-0.7490.227963
19-0.129165-1.18380.119912
20-0.171401-1.57090.05998
21-0.213932-1.96070.026613
22-0.247125-2.26490.013045
23-0.283657-2.59980.005509
24-0.323729-2.9670.001958
25-0.358694-3.28750.000739
26-0.384963-3.52820.000341
27-0.409673-3.75470.000159
28-0.429072-3.93258.6e-05
29-0.436669-4.00216.7e-05
30-0.445716-4.08515e-05
31-0.452157-4.14414.1e-05
32-0.451342-4.13664.2e-05
33-0.445787-4.08575e-05
34-0.444104-4.07035.3e-05
35-0.432864-3.96737.6e-05
36-0.4148-3.80170.000136
37-0.402813-3.69180.000197
38-0.389759-3.57220.000295
39-0.371049-3.40070.000515
40-0.349646-3.20460.000956
41-0.327571-3.00220.001765
42-0.291449-2.67120.004538
43-0.25873-2.37130.010007
44-0.232006-2.12640.018203
45-0.210994-1.93380.028253
46-0.191442-1.75460.041488
47-0.17812-1.63250.053159
48-0.163223-1.4960.069206

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.963453 & 8.8302 & 0 \tabularnewline
2 & 0.914066 & 8.3776 & 0 \tabularnewline
3 & 0.853592 & 7.8233 & 0 \tabularnewline
4 & 0.782008 & 7.1672 & 0 \tabularnewline
5 & 0.701793 & 6.432 & 0 \tabularnewline
6 & 0.634958 & 5.8195 & 0 \tabularnewline
7 & 0.567609 & 5.2022 & 1e-06 \tabularnewline
8 & 0.487591 & 4.4688 & 1.2e-05 \tabularnewline
9 & 0.418591 & 3.8365 & 0.00012 \tabularnewline
10 & 0.348236 & 3.1916 & 0.000995 \tabularnewline
11 & 0.279588 & 2.5625 & 0.006088 \tabularnewline
12 & 0.212728 & 1.9497 & 0.027275 \tabularnewline
13 & 0.16799 & 1.5397 & 0.063701 \tabularnewline
14 & 0.11998 & 1.0996 & 0.137316 \tabularnewline
15 & 0.071804 & 0.6581 & 0.256139 \tabularnewline
16 & 0.025531 & 0.234 & 0.407781 \tabularnewline
17 & -0.026041 & -0.2387 & 0.405972 \tabularnewline
18 & -0.081727 & -0.749 & 0.227963 \tabularnewline
19 & -0.129165 & -1.1838 & 0.119912 \tabularnewline
20 & -0.171401 & -1.5709 & 0.05998 \tabularnewline
21 & -0.213932 & -1.9607 & 0.026613 \tabularnewline
22 & -0.247125 & -2.2649 & 0.013045 \tabularnewline
23 & -0.283657 & -2.5998 & 0.005509 \tabularnewline
24 & -0.323729 & -2.967 & 0.001958 \tabularnewline
25 & -0.358694 & -3.2875 & 0.000739 \tabularnewline
26 & -0.384963 & -3.5282 & 0.000341 \tabularnewline
27 & -0.409673 & -3.7547 & 0.000159 \tabularnewline
28 & -0.429072 & -3.9325 & 8.6e-05 \tabularnewline
29 & -0.436669 & -4.0021 & 6.7e-05 \tabularnewline
30 & -0.445716 & -4.0851 & 5e-05 \tabularnewline
31 & -0.452157 & -4.1441 & 4.1e-05 \tabularnewline
32 & -0.451342 & -4.1366 & 4.2e-05 \tabularnewline
33 & -0.445787 & -4.0857 & 5e-05 \tabularnewline
34 & -0.444104 & -4.0703 & 5.3e-05 \tabularnewline
35 & -0.432864 & -3.9673 & 7.6e-05 \tabularnewline
36 & -0.4148 & -3.8017 & 0.000136 \tabularnewline
37 & -0.402813 & -3.6918 & 0.000197 \tabularnewline
38 & -0.389759 & -3.5722 & 0.000295 \tabularnewline
39 & -0.371049 & -3.4007 & 0.000515 \tabularnewline
40 & -0.349646 & -3.2046 & 0.000956 \tabularnewline
41 & -0.327571 & -3.0022 & 0.001765 \tabularnewline
42 & -0.291449 & -2.6712 & 0.004538 \tabularnewline
43 & -0.25873 & -2.3713 & 0.010007 \tabularnewline
44 & -0.232006 & -2.1264 & 0.018203 \tabularnewline
45 & -0.210994 & -1.9338 & 0.028253 \tabularnewline
46 & -0.191442 & -1.7546 & 0.041488 \tabularnewline
47 & -0.17812 & -1.6325 & 0.053159 \tabularnewline
48 & -0.163223 & -1.496 & 0.069206 \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]0.963453[/C][C]8.8302[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.914066[/C][C]8.3776[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.853592[/C][C]7.8233[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.782008[/C][C]7.1672[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.701793[/C][C]6.432[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.634958[/C][C]5.8195[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.567609[/C][C]5.2022[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.487591[/C][C]4.4688[/C][C]1.2e-05[/C][/ROW]
[ROW][C]9[/C][C]0.418591[/C][C]3.8365[/C][C]0.00012[/C][/ROW]
[ROW][C]10[/C][C]0.348236[/C][C]3.1916[/C][C]0.000995[/C][/ROW]
[ROW][C]11[/C][C]0.279588[/C][C]2.5625[/C][C]0.006088[/C][/ROW]
[ROW][C]12[/C][C]0.212728[/C][C]1.9497[/C][C]0.027275[/C][/ROW]
[ROW][C]13[/C][C]0.16799[/C][C]1.5397[/C][C]0.063701[/C][/ROW]
[ROW][C]14[/C][C]0.11998[/C][C]1.0996[/C][C]0.137316[/C][/ROW]
[ROW][C]15[/C][C]0.071804[/C][C]0.6581[/C][C]0.256139[/C][/ROW]
[ROW][C]16[/C][C]0.025531[/C][C]0.234[/C][C]0.407781[/C][/ROW]
[ROW][C]17[/C][C]-0.026041[/C][C]-0.2387[/C][C]0.405972[/C][/ROW]
[ROW][C]18[/C][C]-0.081727[/C][C]-0.749[/C][C]0.227963[/C][/ROW]
[ROW][C]19[/C][C]-0.129165[/C][C]-1.1838[/C][C]0.119912[/C][/ROW]
[ROW][C]20[/C][C]-0.171401[/C][C]-1.5709[/C][C]0.05998[/C][/ROW]
[ROW][C]21[/C][C]-0.213932[/C][C]-1.9607[/C][C]0.026613[/C][/ROW]
[ROW][C]22[/C][C]-0.247125[/C][C]-2.2649[/C][C]0.013045[/C][/ROW]
[ROW][C]23[/C][C]-0.283657[/C][C]-2.5998[/C][C]0.005509[/C][/ROW]
[ROW][C]24[/C][C]-0.323729[/C][C]-2.967[/C][C]0.001958[/C][/ROW]
[ROW][C]25[/C][C]-0.358694[/C][C]-3.2875[/C][C]0.000739[/C][/ROW]
[ROW][C]26[/C][C]-0.384963[/C][C]-3.5282[/C][C]0.000341[/C][/ROW]
[ROW][C]27[/C][C]-0.409673[/C][C]-3.7547[/C][C]0.000159[/C][/ROW]
[ROW][C]28[/C][C]-0.429072[/C][C]-3.9325[/C][C]8.6e-05[/C][/ROW]
[ROW][C]29[/C][C]-0.436669[/C][C]-4.0021[/C][C]6.7e-05[/C][/ROW]
[ROW][C]30[/C][C]-0.445716[/C][C]-4.0851[/C][C]5e-05[/C][/ROW]
[ROW][C]31[/C][C]-0.452157[/C][C]-4.1441[/C][C]4.1e-05[/C][/ROW]
[ROW][C]32[/C][C]-0.451342[/C][C]-4.1366[/C][C]4.2e-05[/C][/ROW]
[ROW][C]33[/C][C]-0.445787[/C][C]-4.0857[/C][C]5e-05[/C][/ROW]
[ROW][C]34[/C][C]-0.444104[/C][C]-4.0703[/C][C]5.3e-05[/C][/ROW]
[ROW][C]35[/C][C]-0.432864[/C][C]-3.9673[/C][C]7.6e-05[/C][/ROW]
[ROW][C]36[/C][C]-0.4148[/C][C]-3.8017[/C][C]0.000136[/C][/ROW]
[ROW][C]37[/C][C]-0.402813[/C][C]-3.6918[/C][C]0.000197[/C][/ROW]
[ROW][C]38[/C][C]-0.389759[/C][C]-3.5722[/C][C]0.000295[/C][/ROW]
[ROW][C]39[/C][C]-0.371049[/C][C]-3.4007[/C][C]0.000515[/C][/ROW]
[ROW][C]40[/C][C]-0.349646[/C][C]-3.2046[/C][C]0.000956[/C][/ROW]
[ROW][C]41[/C][C]-0.327571[/C][C]-3.0022[/C][C]0.001765[/C][/ROW]
[ROW][C]42[/C][C]-0.291449[/C][C]-2.6712[/C][C]0.004538[/C][/ROW]
[ROW][C]43[/C][C]-0.25873[/C][C]-2.3713[/C][C]0.010007[/C][/ROW]
[ROW][C]44[/C][C]-0.232006[/C][C]-2.1264[/C][C]0.018203[/C][/ROW]
[ROW][C]45[/C][C]-0.210994[/C][C]-1.9338[/C][C]0.028253[/C][/ROW]
[ROW][C]46[/C][C]-0.191442[/C][C]-1.7546[/C][C]0.041488[/C][/ROW]
[ROW][C]47[/C][C]-0.17812[/C][C]-1.6325[/C][C]0.053159[/C][/ROW]
[ROW][C]48[/C][C]-0.163223[/C][C]-1.496[/C][C]0.069206[/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
10.9634538.83020
20.9140668.37760
30.8535927.82330
40.7820087.16720
50.7017936.4320
60.6349585.81950
70.5676095.20221e-06
80.4875914.46881.2e-05
90.4185913.83650.00012
100.3482363.19160.000995
110.2795882.56250.006088
120.2127281.94970.027275
130.167991.53970.063701
140.119981.09960.137316
150.0718040.65810.256139
160.0255310.2340.407781
17-0.026041-0.23870.405972
18-0.081727-0.7490.227963
19-0.129165-1.18380.119912
20-0.171401-1.57090.05998
21-0.213932-1.96070.026613
22-0.247125-2.26490.013045
23-0.283657-2.59980.005509
24-0.323729-2.9670.001958
25-0.358694-3.28750.000739
26-0.384963-3.52820.000341
27-0.409673-3.75470.000159
28-0.429072-3.93258.6e-05
29-0.436669-4.00216.7e-05
30-0.445716-4.08515e-05
31-0.452157-4.14414.1e-05
32-0.451342-4.13664.2e-05
33-0.445787-4.08575e-05
34-0.444104-4.07035.3e-05
35-0.432864-3.96737.6e-05
36-0.4148-3.80170.000136
37-0.402813-3.69180.000197
38-0.389759-3.57220.000295
39-0.371049-3.40070.000515
40-0.349646-3.20460.000956
41-0.327571-3.00220.001765
42-0.291449-2.67120.004538
43-0.25873-2.37130.010007
44-0.232006-2.12640.018203
45-0.210994-1.93380.028253
46-0.191442-1.75460.041488
47-0.17812-1.63250.053159
48-0.163223-1.4960.069206






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9634538.83020
2-0.197548-1.81060.036893
3-0.155358-1.42390.079093
4-0.152262-1.39550.083271
5-0.115324-1.0570.14678
60.2142091.96330.026463
7-0.070422-0.64540.260204
8-0.275925-2.52890.006656
90.1428991.30970.096936
10-0.115335-1.05710.146756
110.0524130.48040.316107
12-0.02791-0.25580.399367
130.1572251.4410.076652
14-0.120143-1.10110.136993
15-0.114671-1.0510.148142
16-0.10098-0.92550.178679
17-0.117234-1.07450.142845
180.0301290.27610.39156
190.1097681.0060.158642
20-0.147312-1.35010.0903
210.0298050.27320.392696
22-0.034731-0.31830.375519
23-0.182866-1.6760.048729
24-0.031239-0.28630.387673
250.1199691.09950.137339
26-0.010433-0.09560.462025
27-0.020165-0.18480.426909
28-0.119386-1.09420.1385
29-0.001478-0.01350.494611
30-0.056125-0.51440.304164
310.0896760.82190.206732
320.0011710.01070.495731
33-0.011009-0.10090.459935
34-0.08296-0.76030.224591
35-0.03946-0.36170.359258
36-0.028049-0.25710.398875
37-0.008702-0.07980.46831
38-0.012276-0.11250.455343
390.0687770.63040.265087
400.025070.22980.409416
41-0.004678-0.04290.48295
420.0320680.29390.384778
43-0.135606-1.24290.10869
44-0.079847-0.73180.233162
45-0.07813-0.71610.237967
46-0.009505-0.08710.465395
470.0533690.48910.313011
480.0053740.04930.480417

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.963453 & 8.8302 & 0 \tabularnewline
2 & -0.197548 & -1.8106 & 0.036893 \tabularnewline
3 & -0.155358 & -1.4239 & 0.079093 \tabularnewline
4 & -0.152262 & -1.3955 & 0.083271 \tabularnewline
5 & -0.115324 & -1.057 & 0.14678 \tabularnewline
6 & 0.214209 & 1.9633 & 0.026463 \tabularnewline
7 & -0.070422 & -0.6454 & 0.260204 \tabularnewline
8 & -0.275925 & -2.5289 & 0.006656 \tabularnewline
9 & 0.142899 & 1.3097 & 0.096936 \tabularnewline
10 & -0.115335 & -1.0571 & 0.146756 \tabularnewline
11 & 0.052413 & 0.4804 & 0.316107 \tabularnewline
12 & -0.02791 & -0.2558 & 0.399367 \tabularnewline
13 & 0.157225 & 1.441 & 0.076652 \tabularnewline
14 & -0.120143 & -1.1011 & 0.136993 \tabularnewline
15 & -0.114671 & -1.051 & 0.148142 \tabularnewline
16 & -0.10098 & -0.9255 & 0.178679 \tabularnewline
17 & -0.117234 & -1.0745 & 0.142845 \tabularnewline
18 & 0.030129 & 0.2761 & 0.39156 \tabularnewline
19 & 0.109768 & 1.006 & 0.158642 \tabularnewline
20 & -0.147312 & -1.3501 & 0.0903 \tabularnewline
21 & 0.029805 & 0.2732 & 0.392696 \tabularnewline
22 & -0.034731 & -0.3183 & 0.375519 \tabularnewline
23 & -0.182866 & -1.676 & 0.048729 \tabularnewline
24 & -0.031239 & -0.2863 & 0.387673 \tabularnewline
25 & 0.119969 & 1.0995 & 0.137339 \tabularnewline
26 & -0.010433 & -0.0956 & 0.462025 \tabularnewline
27 & -0.020165 & -0.1848 & 0.426909 \tabularnewline
28 & -0.119386 & -1.0942 & 0.1385 \tabularnewline
29 & -0.001478 & -0.0135 & 0.494611 \tabularnewline
30 & -0.056125 & -0.5144 & 0.304164 \tabularnewline
31 & 0.089676 & 0.8219 & 0.206732 \tabularnewline
32 & 0.001171 & 0.0107 & 0.495731 \tabularnewline
33 & -0.011009 & -0.1009 & 0.459935 \tabularnewline
34 & -0.08296 & -0.7603 & 0.224591 \tabularnewline
35 & -0.03946 & -0.3617 & 0.359258 \tabularnewline
36 & -0.028049 & -0.2571 & 0.398875 \tabularnewline
37 & -0.008702 & -0.0798 & 0.46831 \tabularnewline
38 & -0.012276 & -0.1125 & 0.455343 \tabularnewline
39 & 0.068777 & 0.6304 & 0.265087 \tabularnewline
40 & 0.02507 & 0.2298 & 0.409416 \tabularnewline
41 & -0.004678 & -0.0429 & 0.48295 \tabularnewline
42 & 0.032068 & 0.2939 & 0.384778 \tabularnewline
43 & -0.135606 & -1.2429 & 0.10869 \tabularnewline
44 & -0.079847 & -0.7318 & 0.233162 \tabularnewline
45 & -0.07813 & -0.7161 & 0.237967 \tabularnewline
46 & -0.009505 & -0.0871 & 0.465395 \tabularnewline
47 & 0.053369 & 0.4891 & 0.313011 \tabularnewline
48 & 0.005374 & 0.0493 & 0.480417 \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]0.963453[/C][C]8.8302[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.197548[/C][C]-1.8106[/C][C]0.036893[/C][/ROW]
[ROW][C]3[/C][C]-0.155358[/C][C]-1.4239[/C][C]0.079093[/C][/ROW]
[ROW][C]4[/C][C]-0.152262[/C][C]-1.3955[/C][C]0.083271[/C][/ROW]
[ROW][C]5[/C][C]-0.115324[/C][C]-1.057[/C][C]0.14678[/C][/ROW]
[ROW][C]6[/C][C]0.214209[/C][C]1.9633[/C][C]0.026463[/C][/ROW]
[ROW][C]7[/C][C]-0.070422[/C][C]-0.6454[/C][C]0.260204[/C][/ROW]
[ROW][C]8[/C][C]-0.275925[/C][C]-2.5289[/C][C]0.006656[/C][/ROW]
[ROW][C]9[/C][C]0.142899[/C][C]1.3097[/C][C]0.096936[/C][/ROW]
[ROW][C]10[/C][C]-0.115335[/C][C]-1.0571[/C][C]0.146756[/C][/ROW]
[ROW][C]11[/C][C]0.052413[/C][C]0.4804[/C][C]0.316107[/C][/ROW]
[ROW][C]12[/C][C]-0.02791[/C][C]-0.2558[/C][C]0.399367[/C][/ROW]
[ROW][C]13[/C][C]0.157225[/C][C]1.441[/C][C]0.076652[/C][/ROW]
[ROW][C]14[/C][C]-0.120143[/C][C]-1.1011[/C][C]0.136993[/C][/ROW]
[ROW][C]15[/C][C]-0.114671[/C][C]-1.051[/C][C]0.148142[/C][/ROW]
[ROW][C]16[/C][C]-0.10098[/C][C]-0.9255[/C][C]0.178679[/C][/ROW]
[ROW][C]17[/C][C]-0.117234[/C][C]-1.0745[/C][C]0.142845[/C][/ROW]
[ROW][C]18[/C][C]0.030129[/C][C]0.2761[/C][C]0.39156[/C][/ROW]
[ROW][C]19[/C][C]0.109768[/C][C]1.006[/C][C]0.158642[/C][/ROW]
[ROW][C]20[/C][C]-0.147312[/C][C]-1.3501[/C][C]0.0903[/C][/ROW]
[ROW][C]21[/C][C]0.029805[/C][C]0.2732[/C][C]0.392696[/C][/ROW]
[ROW][C]22[/C][C]-0.034731[/C][C]-0.3183[/C][C]0.375519[/C][/ROW]
[ROW][C]23[/C][C]-0.182866[/C][C]-1.676[/C][C]0.048729[/C][/ROW]
[ROW][C]24[/C][C]-0.031239[/C][C]-0.2863[/C][C]0.387673[/C][/ROW]
[ROW][C]25[/C][C]0.119969[/C][C]1.0995[/C][C]0.137339[/C][/ROW]
[ROW][C]26[/C][C]-0.010433[/C][C]-0.0956[/C][C]0.462025[/C][/ROW]
[ROW][C]27[/C][C]-0.020165[/C][C]-0.1848[/C][C]0.426909[/C][/ROW]
[ROW][C]28[/C][C]-0.119386[/C][C]-1.0942[/C][C]0.1385[/C][/ROW]
[ROW][C]29[/C][C]-0.001478[/C][C]-0.0135[/C][C]0.494611[/C][/ROW]
[ROW][C]30[/C][C]-0.056125[/C][C]-0.5144[/C][C]0.304164[/C][/ROW]
[ROW][C]31[/C][C]0.089676[/C][C]0.8219[/C][C]0.206732[/C][/ROW]
[ROW][C]32[/C][C]0.001171[/C][C]0.0107[/C][C]0.495731[/C][/ROW]
[ROW][C]33[/C][C]-0.011009[/C][C]-0.1009[/C][C]0.459935[/C][/ROW]
[ROW][C]34[/C][C]-0.08296[/C][C]-0.7603[/C][C]0.224591[/C][/ROW]
[ROW][C]35[/C][C]-0.03946[/C][C]-0.3617[/C][C]0.359258[/C][/ROW]
[ROW][C]36[/C][C]-0.028049[/C][C]-0.2571[/C][C]0.398875[/C][/ROW]
[ROW][C]37[/C][C]-0.008702[/C][C]-0.0798[/C][C]0.46831[/C][/ROW]
[ROW][C]38[/C][C]-0.012276[/C][C]-0.1125[/C][C]0.455343[/C][/ROW]
[ROW][C]39[/C][C]0.068777[/C][C]0.6304[/C][C]0.265087[/C][/ROW]
[ROW][C]40[/C][C]0.02507[/C][C]0.2298[/C][C]0.409416[/C][/ROW]
[ROW][C]41[/C][C]-0.004678[/C][C]-0.0429[/C][C]0.48295[/C][/ROW]
[ROW][C]42[/C][C]0.032068[/C][C]0.2939[/C][C]0.384778[/C][/ROW]
[ROW][C]43[/C][C]-0.135606[/C][C]-1.2429[/C][C]0.10869[/C][/ROW]
[ROW][C]44[/C][C]-0.079847[/C][C]-0.7318[/C][C]0.233162[/C][/ROW]
[ROW][C]45[/C][C]-0.07813[/C][C]-0.7161[/C][C]0.237967[/C][/ROW]
[ROW][C]46[/C][C]-0.009505[/C][C]-0.0871[/C][C]0.465395[/C][/ROW]
[ROW][C]47[/C][C]0.053369[/C][C]0.4891[/C][C]0.313011[/C][/ROW]
[ROW][C]48[/C][C]0.005374[/C][C]0.0493[/C][C]0.480417[/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
10.9634538.83020
2-0.197548-1.81060.036893
3-0.155358-1.42390.079093
4-0.152262-1.39550.083271
5-0.115324-1.0570.14678
60.2142091.96330.026463
7-0.070422-0.64540.260204
8-0.275925-2.52890.006656
90.1428991.30970.096936
10-0.115335-1.05710.146756
110.0524130.48040.316107
12-0.02791-0.25580.399367
130.1572251.4410.076652
14-0.120143-1.10110.136993
15-0.114671-1.0510.148142
16-0.10098-0.92550.178679
17-0.117234-1.07450.142845
180.0301290.27610.39156
190.1097681.0060.158642
20-0.147312-1.35010.0903
210.0298050.27320.392696
22-0.034731-0.31830.375519
23-0.182866-1.6760.048729
24-0.031239-0.28630.387673
250.1199691.09950.137339
26-0.010433-0.09560.462025
27-0.020165-0.18480.426909
28-0.119386-1.09420.1385
29-0.001478-0.01350.494611
30-0.056125-0.51440.304164
310.0896760.82190.206732
320.0011710.01070.495731
33-0.011009-0.10090.459935
34-0.08296-0.76030.224591
35-0.03946-0.36170.359258
36-0.028049-0.25710.398875
37-0.008702-0.07980.46831
38-0.012276-0.11250.455343
390.0687770.63040.265087
400.025070.22980.409416
41-0.004678-0.04290.48295
420.0320680.29390.384778
43-0.135606-1.24290.10869
44-0.079847-0.73180.233162
45-0.07813-0.71610.237967
46-0.009505-0.08710.465395
470.0533690.48910.313011
480.0053740.04930.480417


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)
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')