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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationFri, 09 Dec 2016 08:58:01 +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/2016/Dec/09/t14812703320k8fk7j50i9bakb.htm/, Retrieved Fri, 01 Nov 2024 03:30:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=298427, Retrieved Fri, 01 Nov 2024 03:30:50 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact130

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] [h] [2016-12-09 07:58:01] [9ac947b5174fcc9cd01e144b03ceb277] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4861
3665
6683
6824
7811
7242
7458
7856
6477
7577
5999
4628
4144
3778
4320
4948
5132
5460
5598
5583
5917
6458
5079
4486
3763
3531
5014
5162
4880
4720
4631
4315
4268
4172
3432
2705
2359
2729
4043
4301
4576
4984
4854
4847
5038
4950
4566
3943
3328
3106
4821
4876
5691
6576
5850
6499
6244
5855
5304
4035
4167
4791
5215
5949
6459
6680
6413
6626
6642
6529
5691
4743
3535
3314
5564
6287
6738
6355
6745
7005
6575
6719
5196
4304
4967
4175
5579
7009
6997
7062
7214
6918
6874
7175
5375
4675
4422
4567
5971
6560
6415
6727
7077
6589
6800
6982
6118
4500
3195
4482
6619
6237
6520
7043
6188
6774
6118
6308
5230
4587
4976
4561
5456
5691
6163
6133

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298427&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]1 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=298427&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298427&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1025771.14680.126817
20.0156550.1750.430672
3-0.089873-1.00480.158466
4-0.3004-3.35860.000519
5-0.041424-0.46310.322038
6-0.1743-1.94870.026784
7-0.105914-1.18420.119299
8-0.271131-3.03130.00148
9-0.157232-1.75790.040606
100.0203740.22780.410094
110.2808393.13990.001055
120.4868475.44310
130.2178662.43580.008134
140.0781570.87380.191946
15-0.15114-1.68980.04678
16-0.26818-2.99830.001638
17-0.047311-0.5290.298888
18-0.100436-1.12290.131813
19-0.099862-1.11650.133177
20-0.231836-2.5920.005339
21-0.131211-1.4670.072446
220.0512960.57350.283667
230.3009293.36450.000509
240.4307794.81632e-06
250.133871.49670.068494
260.0717590.80230.211953
27-0.175585-1.96310.025928
28-0.213813-2.39050.009159
29-0.060782-0.67960.249019
30-0.176977-1.97870.025026
31-0.052838-0.59070.27788
32-0.180592-2.01910.022809
33-0.17646-1.97290.025358
340.1052641.17690.120737
350.252782.82620.002743
360.3803394.25232.1e-05
370.169891.89940.029906
380.0178570.19960.42104
39-0.145526-1.6270.053124
40-0.175982-1.96750.025668
41-0.041281-0.46150.322606
42-0.14526-1.62410.053441
43-0.046267-0.51730.302936
44-0.158251-1.76930.039641
45-0.133868-1.49670.068497
460.1388931.55290.061491
470.1132531.26620.103896
480.3620544.04794.5e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.102577 & 1.1468 & 0.126817 \tabularnewline
2 & 0.015655 & 0.175 & 0.430672 \tabularnewline
3 & -0.089873 & -1.0048 & 0.158466 \tabularnewline
4 & -0.3004 & -3.3586 & 0.000519 \tabularnewline
5 & -0.041424 & -0.4631 & 0.322038 \tabularnewline
6 & -0.1743 & -1.9487 & 0.026784 \tabularnewline
7 & -0.105914 & -1.1842 & 0.119299 \tabularnewline
8 & -0.271131 & -3.0313 & 0.00148 \tabularnewline
9 & -0.157232 & -1.7579 & 0.040606 \tabularnewline
10 & 0.020374 & 0.2278 & 0.410094 \tabularnewline
11 & 0.280839 & 3.1399 & 0.001055 \tabularnewline
12 & 0.486847 & 5.4431 & 0 \tabularnewline
13 & 0.217866 & 2.4358 & 0.008134 \tabularnewline
14 & 0.078157 & 0.8738 & 0.191946 \tabularnewline
15 & -0.15114 & -1.6898 & 0.04678 \tabularnewline
16 & -0.26818 & -2.9983 & 0.001638 \tabularnewline
17 & -0.047311 & -0.529 & 0.298888 \tabularnewline
18 & -0.100436 & -1.1229 & 0.131813 \tabularnewline
19 & -0.099862 & -1.1165 & 0.133177 \tabularnewline
20 & -0.231836 & -2.592 & 0.005339 \tabularnewline
21 & -0.131211 & -1.467 & 0.072446 \tabularnewline
22 & 0.051296 & 0.5735 & 0.283667 \tabularnewline
23 & 0.300929 & 3.3645 & 0.000509 \tabularnewline
24 & 0.430779 & 4.8163 & 2e-06 \tabularnewline
25 & 0.13387 & 1.4967 & 0.068494 \tabularnewline
26 & 0.071759 & 0.8023 & 0.211953 \tabularnewline
27 & -0.175585 & -1.9631 & 0.025928 \tabularnewline
28 & -0.213813 & -2.3905 & 0.009159 \tabularnewline
29 & -0.060782 & -0.6796 & 0.249019 \tabularnewline
30 & -0.176977 & -1.9787 & 0.025026 \tabularnewline
31 & -0.052838 & -0.5907 & 0.27788 \tabularnewline
32 & -0.180592 & -2.0191 & 0.022809 \tabularnewline
33 & -0.17646 & -1.9729 & 0.025358 \tabularnewline
34 & 0.105264 & 1.1769 & 0.120737 \tabularnewline
35 & 0.25278 & 2.8262 & 0.002743 \tabularnewline
36 & 0.380339 & 4.2523 & 2.1e-05 \tabularnewline
37 & 0.16989 & 1.8994 & 0.029906 \tabularnewline
38 & 0.017857 & 0.1996 & 0.42104 \tabularnewline
39 & -0.145526 & -1.627 & 0.053124 \tabularnewline
40 & -0.175982 & -1.9675 & 0.025668 \tabularnewline
41 & -0.041281 & -0.4615 & 0.322606 \tabularnewline
42 & -0.14526 & -1.6241 & 0.053441 \tabularnewline
43 & -0.046267 & -0.5173 & 0.302936 \tabularnewline
44 & -0.158251 & -1.7693 & 0.039641 \tabularnewline
45 & -0.133868 & -1.4967 & 0.068497 \tabularnewline
46 & 0.138893 & 1.5529 & 0.061491 \tabularnewline
47 & 0.113253 & 1.2662 & 0.103896 \tabularnewline
48 & 0.362054 & 4.0479 & 4.5e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298427&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]0.102577[/C][C]1.1468[/C][C]0.126817[/C][/ROW]
[ROW][C]2[/C][C]0.015655[/C][C]0.175[/C][C]0.430672[/C][/ROW]
[ROW][C]3[/C][C]-0.089873[/C][C]-1.0048[/C][C]0.158466[/C][/ROW]
[ROW][C]4[/C][C]-0.3004[/C][C]-3.3586[/C][C]0.000519[/C][/ROW]
[ROW][C]5[/C][C]-0.041424[/C][C]-0.4631[/C][C]0.322038[/C][/ROW]
[ROW][C]6[/C][C]-0.1743[/C][C]-1.9487[/C][C]0.026784[/C][/ROW]
[ROW][C]7[/C][C]-0.105914[/C][C]-1.1842[/C][C]0.119299[/C][/ROW]
[ROW][C]8[/C][C]-0.271131[/C][C]-3.0313[/C][C]0.00148[/C][/ROW]
[ROW][C]9[/C][C]-0.157232[/C][C]-1.7579[/C][C]0.040606[/C][/ROW]
[ROW][C]10[/C][C]0.020374[/C][C]0.2278[/C][C]0.410094[/C][/ROW]
[ROW][C]11[/C][C]0.280839[/C][C]3.1399[/C][C]0.001055[/C][/ROW]
[ROW][C]12[/C][C]0.486847[/C][C]5.4431[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.217866[/C][C]2.4358[/C][C]0.008134[/C][/ROW]
[ROW][C]14[/C][C]0.078157[/C][C]0.8738[/C][C]0.191946[/C][/ROW]
[ROW][C]15[/C][C]-0.15114[/C][C]-1.6898[/C][C]0.04678[/C][/ROW]
[ROW][C]16[/C][C]-0.26818[/C][C]-2.9983[/C][C]0.001638[/C][/ROW]
[ROW][C]17[/C][C]-0.047311[/C][C]-0.529[/C][C]0.298888[/C][/ROW]
[ROW][C]18[/C][C]-0.100436[/C][C]-1.1229[/C][C]0.131813[/C][/ROW]
[ROW][C]19[/C][C]-0.099862[/C][C]-1.1165[/C][C]0.133177[/C][/ROW]
[ROW][C]20[/C][C]-0.231836[/C][C]-2.592[/C][C]0.005339[/C][/ROW]
[ROW][C]21[/C][C]-0.131211[/C][C]-1.467[/C][C]0.072446[/C][/ROW]
[ROW][C]22[/C][C]0.051296[/C][C]0.5735[/C][C]0.283667[/C][/ROW]
[ROW][C]23[/C][C]0.300929[/C][C]3.3645[/C][C]0.000509[/C][/ROW]
[ROW][C]24[/C][C]0.430779[/C][C]4.8163[/C][C]2e-06[/C][/ROW]
[ROW][C]25[/C][C]0.13387[/C][C]1.4967[/C][C]0.068494[/C][/ROW]
[ROW][C]26[/C][C]0.071759[/C][C]0.8023[/C][C]0.211953[/C][/ROW]
[ROW][C]27[/C][C]-0.175585[/C][C]-1.9631[/C][C]0.025928[/C][/ROW]
[ROW][C]28[/C][C]-0.213813[/C][C]-2.3905[/C][C]0.009159[/C][/ROW]
[ROW][C]29[/C][C]-0.060782[/C][C]-0.6796[/C][C]0.249019[/C][/ROW]
[ROW][C]30[/C][C]-0.176977[/C][C]-1.9787[/C][C]0.025026[/C][/ROW]
[ROW][C]31[/C][C]-0.052838[/C][C]-0.5907[/C][C]0.27788[/C][/ROW]
[ROW][C]32[/C][C]-0.180592[/C][C]-2.0191[/C][C]0.022809[/C][/ROW]
[ROW][C]33[/C][C]-0.17646[/C][C]-1.9729[/C][C]0.025358[/C][/ROW]
[ROW][C]34[/C][C]0.105264[/C][C]1.1769[/C][C]0.120737[/C][/ROW]
[ROW][C]35[/C][C]0.25278[/C][C]2.8262[/C][C]0.002743[/C][/ROW]
[ROW][C]36[/C][C]0.380339[/C][C]4.2523[/C][C]2.1e-05[/C][/ROW]
[ROW][C]37[/C][C]0.16989[/C][C]1.8994[/C][C]0.029906[/C][/ROW]
[ROW][C]38[/C][C]0.017857[/C][C]0.1996[/C][C]0.42104[/C][/ROW]
[ROW][C]39[/C][C]-0.145526[/C][C]-1.627[/C][C]0.053124[/C][/ROW]
[ROW][C]40[/C][C]-0.175982[/C][C]-1.9675[/C][C]0.025668[/C][/ROW]
[ROW][C]41[/C][C]-0.041281[/C][C]-0.4615[/C][C]0.322606[/C][/ROW]
[ROW][C]42[/C][C]-0.14526[/C][C]-1.6241[/C][C]0.053441[/C][/ROW]
[ROW][C]43[/C][C]-0.046267[/C][C]-0.5173[/C][C]0.302936[/C][/ROW]
[ROW][C]44[/C][C]-0.158251[/C][C]-1.7693[/C][C]0.039641[/C][/ROW]
[ROW][C]45[/C][C]-0.133868[/C][C]-1.4967[/C][C]0.068497[/C][/ROW]
[ROW][C]46[/C][C]0.138893[/C][C]1.5529[/C][C]0.061491[/C][/ROW]
[ROW][C]47[/C][C]0.113253[/C][C]1.2662[/C][C]0.103896[/C][/ROW]
[ROW][C]48[/C][C]0.362054[/C][C]4.0479[/C][C]4.5e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298427&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298427&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
10.1025771.14680.126817
20.0156550.1750.430672
3-0.089873-1.00480.158466
4-0.3004-3.35860.000519
5-0.041424-0.46310.322038
6-0.1743-1.94870.026784
7-0.105914-1.18420.119299
8-0.271131-3.03130.00148
9-0.157232-1.75790.040606
100.0203740.22780.410094
110.2808393.13990.001055
120.4868475.44310
130.2178662.43580.008134
140.0781570.87380.191946
15-0.15114-1.68980.04678
16-0.26818-2.99830.001638
17-0.047311-0.5290.298888
18-0.100436-1.12290.131813
19-0.099862-1.11650.133177
20-0.231836-2.5920.005339
21-0.131211-1.4670.072446
220.0512960.57350.283667
230.3009293.36450.000509
240.4307794.81632e-06
250.133871.49670.068494
260.0717590.80230.211953
27-0.175585-1.96310.025928
28-0.213813-2.39050.009159
29-0.060782-0.67960.249019
30-0.176977-1.97870.025026
31-0.052838-0.59070.27788
32-0.180592-2.01910.022809
33-0.17646-1.97290.025358
340.1052641.17690.120737
350.252782.82620.002743
360.3803394.25232.1e-05
370.169891.89940.029906
380.0178570.19960.42104
39-0.145526-1.6270.053124
40-0.175982-1.96750.025668
41-0.041281-0.46150.322606
42-0.14526-1.62410.053441
43-0.046267-0.51730.302936
44-0.158251-1.76930.039641
45-0.133868-1.49670.068497
460.1388931.55290.061491
470.1132531.26620.103896
480.3620544.04794.5e-05






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1025771.14680.126817
20.0051870.0580.476924
3-0.092983-1.03960.150271
4-0.287367-3.21290.000836
50.0150220.1680.433445
6-0.186483-2.08490.019555
7-0.141114-1.57770.05858
8-0.404657-4.52427e-06
9-0.257928-2.88370.002314
10-0.257434-2.87820.002353
110.0642670.71850.236886
120.247052.76210.003305
130.1561951.74630.041607
140.0629670.7040.241373
15-0.053936-0.6030.273793
16-0.24493-2.73840.003538
17-0.063602-0.71110.239175
18-0.035061-0.3920.347866
190.0629390.70370.24147
20-0.071322-0.79740.213363
210.0355050.3970.346036
22-0.041515-0.46420.321674
230.1124771.25750.105452
240.1041131.1640.123318
25-0.051781-0.57890.28184
26-0.012237-0.13680.445699
27-0.01473-0.16470.434728
28-0.059728-0.66780.252754
29-0.010039-0.11220.455405
30-0.136402-1.5250.064889
310.0359460.40190.344227
32-0.01216-0.13590.446041
33-0.099491-1.11230.134062
34-0.078074-0.87290.192196
35-0.057486-0.64270.260794
36-0.022594-0.25260.400493
37-0.058033-0.64880.258821
38-0.066491-0.74340.229319
39-0.028538-0.31910.375107
40-0.046421-0.5190.302337
410.0005290.00590.497645
42-0.089513-1.00080.159432
430.033970.37980.352371
440.0164380.18380.427239
45-0.031601-0.35330.362224
460.01550.17330.431352
47-0.188938-2.11240.018321
480.0070080.07830.468838

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.102577 & 1.1468 & 0.126817 \tabularnewline
2 & 0.005187 & 0.058 & 0.476924 \tabularnewline
3 & -0.092983 & -1.0396 & 0.150271 \tabularnewline
4 & -0.287367 & -3.2129 & 0.000836 \tabularnewline
5 & 0.015022 & 0.168 & 0.433445 \tabularnewline
6 & -0.186483 & -2.0849 & 0.019555 \tabularnewline
7 & -0.141114 & -1.5777 & 0.05858 \tabularnewline
8 & -0.404657 & -4.5242 & 7e-06 \tabularnewline
9 & -0.257928 & -2.8837 & 0.002314 \tabularnewline
10 & -0.257434 & -2.8782 & 0.002353 \tabularnewline
11 & 0.064267 & 0.7185 & 0.236886 \tabularnewline
12 & 0.24705 & 2.7621 & 0.003305 \tabularnewline
13 & 0.156195 & 1.7463 & 0.041607 \tabularnewline
14 & 0.062967 & 0.704 & 0.241373 \tabularnewline
15 & -0.053936 & -0.603 & 0.273793 \tabularnewline
16 & -0.24493 & -2.7384 & 0.003538 \tabularnewline
17 & -0.063602 & -0.7111 & 0.239175 \tabularnewline
18 & -0.035061 & -0.392 & 0.347866 \tabularnewline
19 & 0.062939 & 0.7037 & 0.24147 \tabularnewline
20 & -0.071322 & -0.7974 & 0.213363 \tabularnewline
21 & 0.035505 & 0.397 & 0.346036 \tabularnewline
22 & -0.041515 & -0.4642 & 0.321674 \tabularnewline
23 & 0.112477 & 1.2575 & 0.105452 \tabularnewline
24 & 0.104113 & 1.164 & 0.123318 \tabularnewline
25 & -0.051781 & -0.5789 & 0.28184 \tabularnewline
26 & -0.012237 & -0.1368 & 0.445699 \tabularnewline
27 & -0.01473 & -0.1647 & 0.434728 \tabularnewline
28 & -0.059728 & -0.6678 & 0.252754 \tabularnewline
29 & -0.010039 & -0.1122 & 0.455405 \tabularnewline
30 & -0.136402 & -1.525 & 0.064889 \tabularnewline
31 & 0.035946 & 0.4019 & 0.344227 \tabularnewline
32 & -0.01216 & -0.1359 & 0.446041 \tabularnewline
33 & -0.099491 & -1.1123 & 0.134062 \tabularnewline
34 & -0.078074 & -0.8729 & 0.192196 \tabularnewline
35 & -0.057486 & -0.6427 & 0.260794 \tabularnewline
36 & -0.022594 & -0.2526 & 0.400493 \tabularnewline
37 & -0.058033 & -0.6488 & 0.258821 \tabularnewline
38 & -0.066491 & -0.7434 & 0.229319 \tabularnewline
39 & -0.028538 & -0.3191 & 0.375107 \tabularnewline
40 & -0.046421 & -0.519 & 0.302337 \tabularnewline
41 & 0.000529 & 0.0059 & 0.497645 \tabularnewline
42 & -0.089513 & -1.0008 & 0.159432 \tabularnewline
43 & 0.03397 & 0.3798 & 0.352371 \tabularnewline
44 & 0.016438 & 0.1838 & 0.427239 \tabularnewline
45 & -0.031601 & -0.3533 & 0.362224 \tabularnewline
46 & 0.0155 & 0.1733 & 0.431352 \tabularnewline
47 & -0.188938 & -2.1124 & 0.018321 \tabularnewline
48 & 0.007008 & 0.0783 & 0.468838 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298427&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]0.102577[/C][C]1.1468[/C][C]0.126817[/C][/ROW]
[ROW][C]2[/C][C]0.005187[/C][C]0.058[/C][C]0.476924[/C][/ROW]
[ROW][C]3[/C][C]-0.092983[/C][C]-1.0396[/C][C]0.150271[/C][/ROW]
[ROW][C]4[/C][C]-0.287367[/C][C]-3.2129[/C][C]0.000836[/C][/ROW]
[ROW][C]5[/C][C]0.015022[/C][C]0.168[/C][C]0.433445[/C][/ROW]
[ROW][C]6[/C][C]-0.186483[/C][C]-2.0849[/C][C]0.019555[/C][/ROW]
[ROW][C]7[/C][C]-0.141114[/C][C]-1.5777[/C][C]0.05858[/C][/ROW]
[ROW][C]8[/C][C]-0.404657[/C][C]-4.5242[/C][C]7e-06[/C][/ROW]
[ROW][C]9[/C][C]-0.257928[/C][C]-2.8837[/C][C]0.002314[/C][/ROW]
[ROW][C]10[/C][C]-0.257434[/C][C]-2.8782[/C][C]0.002353[/C][/ROW]
[ROW][C]11[/C][C]0.064267[/C][C]0.7185[/C][C]0.236886[/C][/ROW]
[ROW][C]12[/C][C]0.24705[/C][C]2.7621[/C][C]0.003305[/C][/ROW]
[ROW][C]13[/C][C]0.156195[/C][C]1.7463[/C][C]0.041607[/C][/ROW]
[ROW][C]14[/C][C]0.062967[/C][C]0.704[/C][C]0.241373[/C][/ROW]
[ROW][C]15[/C][C]-0.053936[/C][C]-0.603[/C][C]0.273793[/C][/ROW]
[ROW][C]16[/C][C]-0.24493[/C][C]-2.7384[/C][C]0.003538[/C][/ROW]
[ROW][C]17[/C][C]-0.063602[/C][C]-0.7111[/C][C]0.239175[/C][/ROW]
[ROW][C]18[/C][C]-0.035061[/C][C]-0.392[/C][C]0.347866[/C][/ROW]
[ROW][C]19[/C][C]0.062939[/C][C]0.7037[/C][C]0.24147[/C][/ROW]
[ROW][C]20[/C][C]-0.071322[/C][C]-0.7974[/C][C]0.213363[/C][/ROW]
[ROW][C]21[/C][C]0.035505[/C][C]0.397[/C][C]0.346036[/C][/ROW]
[ROW][C]22[/C][C]-0.041515[/C][C]-0.4642[/C][C]0.321674[/C][/ROW]
[ROW][C]23[/C][C]0.112477[/C][C]1.2575[/C][C]0.105452[/C][/ROW]
[ROW][C]24[/C][C]0.104113[/C][C]1.164[/C][C]0.123318[/C][/ROW]
[ROW][C]25[/C][C]-0.051781[/C][C]-0.5789[/C][C]0.28184[/C][/ROW]
[ROW][C]26[/C][C]-0.012237[/C][C]-0.1368[/C][C]0.445699[/C][/ROW]
[ROW][C]27[/C][C]-0.01473[/C][C]-0.1647[/C][C]0.434728[/C][/ROW]
[ROW][C]28[/C][C]-0.059728[/C][C]-0.6678[/C][C]0.252754[/C][/ROW]
[ROW][C]29[/C][C]-0.010039[/C][C]-0.1122[/C][C]0.455405[/C][/ROW]
[ROW][C]30[/C][C]-0.136402[/C][C]-1.525[/C][C]0.064889[/C][/ROW]
[ROW][C]31[/C][C]0.035946[/C][C]0.4019[/C][C]0.344227[/C][/ROW]
[ROW][C]32[/C][C]-0.01216[/C][C]-0.1359[/C][C]0.446041[/C][/ROW]
[ROW][C]33[/C][C]-0.099491[/C][C]-1.1123[/C][C]0.134062[/C][/ROW]
[ROW][C]34[/C][C]-0.078074[/C][C]-0.8729[/C][C]0.192196[/C][/ROW]
[ROW][C]35[/C][C]-0.057486[/C][C]-0.6427[/C][C]0.260794[/C][/ROW]
[ROW][C]36[/C][C]-0.022594[/C][C]-0.2526[/C][C]0.400493[/C][/ROW]
[ROW][C]37[/C][C]-0.058033[/C][C]-0.6488[/C][C]0.258821[/C][/ROW]
[ROW][C]38[/C][C]-0.066491[/C][C]-0.7434[/C][C]0.229319[/C][/ROW]
[ROW][C]39[/C][C]-0.028538[/C][C]-0.3191[/C][C]0.375107[/C][/ROW]
[ROW][C]40[/C][C]-0.046421[/C][C]-0.519[/C][C]0.302337[/C][/ROW]
[ROW][C]41[/C][C]0.000529[/C][C]0.0059[/C][C]0.497645[/C][/ROW]
[ROW][C]42[/C][C]-0.089513[/C][C]-1.0008[/C][C]0.159432[/C][/ROW]
[ROW][C]43[/C][C]0.03397[/C][C]0.3798[/C][C]0.352371[/C][/ROW]
[ROW][C]44[/C][C]0.016438[/C][C]0.1838[/C][C]0.427239[/C][/ROW]
[ROW][C]45[/C][C]-0.031601[/C][C]-0.3533[/C][C]0.362224[/C][/ROW]
[ROW][C]46[/C][C]0.0155[/C][C]0.1733[/C][C]0.431352[/C][/ROW]
[ROW][C]47[/C][C]-0.188938[/C][C]-2.1124[/C][C]0.018321[/C][/ROW]
[ROW][C]48[/C][C]0.007008[/C][C]0.0783[/C][C]0.468838[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298427&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298427&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
10.1025771.14680.126817
20.0051870.0580.476924
3-0.092983-1.03960.150271
4-0.287367-3.21290.000836
50.0150220.1680.433445
6-0.186483-2.08490.019555
7-0.141114-1.57770.05858
8-0.404657-4.52427e-06
9-0.257928-2.88370.002314
10-0.257434-2.87820.002353
110.0642670.71850.236886
120.247052.76210.003305
130.1561951.74630.041607
140.0629670.7040.241373
15-0.053936-0.6030.273793
16-0.24493-2.73840.003538
17-0.063602-0.71110.239175
18-0.035061-0.3920.347866
190.0629390.70370.24147
20-0.071322-0.79740.213363
210.0355050.3970.346036
22-0.041515-0.46420.321674
230.1124771.25750.105452
240.1041131.1640.123318
25-0.051781-0.57890.28184
26-0.012237-0.13680.445699
27-0.01473-0.16470.434728
28-0.059728-0.66780.252754
29-0.010039-0.11220.455405
30-0.136402-1.5250.064889
310.0359460.40190.344227
32-0.01216-0.13590.446041
33-0.099491-1.11230.134062
34-0.078074-0.87290.192196
35-0.057486-0.64270.260794
36-0.022594-0.25260.400493
37-0.058033-0.64880.258821
38-0.066491-0.74340.229319
39-0.028538-0.31910.375107
40-0.046421-0.5190.302337
410.0005290.00590.497645
42-0.089513-1.00080.159432
430.033970.37980.352371
440.0164380.18380.427239
45-0.031601-0.35330.362224
460.01550.17330.431352
47-0.188938-2.11240.018321
480.0070080.07830.468838


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 1 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 1 ; 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,'ACF(k)',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,'PACF(k)',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')