FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationMon, 20 Dec 2010 08:06:42 +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/2010/Dec/20/t12928322736ltcivfau6y31nr.htm/, Retrieved Fri, 03 May 2024 17:31:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112797, Retrieved Fri, 03 May 2024 17:31:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact177

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] [ACF ( d=0 , D=0 )] [2010-12-20 08:06:42] [19046f4a6967f3fb6f5f17d42e7d38f2] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
116.1
107.5
116.7
112.5
113
126.4
114.1
112.5
112.4
113.1
116.3
111.7
118.8
116.5
125.1
113.1
119.6
114.4
114
117.8
117
120.9
115
117.3
119.4
114.9
125.8
117.6
117.6
114.9
121.9
117
106.4
110.5
113.6
114.2
125.4
124.6
120.2
120.8
111.4
124.1
120.2
125.5
116
117
105.7
102
106.4
96.9
107.6
98.8
101.1
105.7
104.6
103.2
101.6
106.7
99.5
101

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'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112797&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112797&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112797&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'RServer@AstonUniversity' @ vre.aston.ac.uk






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6013334.65799e-06
20.6010754.65599e-06
30.4596073.56010.000366
40.353782.74040.004036
50.370522.870.00283
60.26032.01630.024127
70.3184332.46660.008258
80.1320481.02280.155246
90.1197370.92750.178696
100.0254480.19710.422199
11-0.020853-0.16150.43611
12-0.003011-0.02330.490735
13-0.116399-0.90160.18543
14-0.051216-0.39670.346491
15-0.083066-0.64340.2612
16-0.058184-0.45070.326918
17-0.039078-0.30270.381584
18-0.087851-0.68050.249407
19-0.081654-0.63250.264736
20-0.120385-0.93250.177408
21-0.092413-0.71580.238437
22-0.073952-0.57280.28445
23-0.079264-0.6140.270776
24-0.003919-0.03040.487941
25-0.068177-0.52810.299691
26-0.090939-0.70440.241951
27-0.108817-0.84290.201319
28-0.192163-1.48850.07093
29-0.119601-0.92640.178968
30-0.174648-1.35280.090595
31-0.074835-0.57970.282153
32-0.155023-1.20080.117274
33-0.176646-1.36830.088162
34-0.120266-0.93160.177643
35-0.222295-1.72190.045121
36-0.100985-0.78220.218578
37-0.133526-1.03430.152577
38-0.095893-0.74280.230256
39-0.089315-0.69180.245856
40-0.089865-0.69610.244529
41-0.092169-0.71390.239016
42-0.146042-1.13120.131228
43-0.078702-0.60960.272208
44-0.131667-1.01990.155938
45-0.070633-0.54710.293162
46-0.071648-0.5550.290484
47-0.061154-0.47370.318718
480.0030190.02340.490709

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.601333 & 4.6579 & 9e-06 \tabularnewline
2 & 0.601075 & 4.6559 & 9e-06 \tabularnewline
3 & 0.459607 & 3.5601 & 0.000366 \tabularnewline
4 & 0.35378 & 2.7404 & 0.004036 \tabularnewline
5 & 0.37052 & 2.87 & 0.00283 \tabularnewline
6 & 0.2603 & 2.0163 & 0.024127 \tabularnewline
7 & 0.318433 & 2.4666 & 0.008258 \tabularnewline
8 & 0.132048 & 1.0228 & 0.155246 \tabularnewline
9 & 0.119737 & 0.9275 & 0.178696 \tabularnewline
10 & 0.025448 & 0.1971 & 0.422199 \tabularnewline
11 & -0.020853 & -0.1615 & 0.43611 \tabularnewline
12 & -0.003011 & -0.0233 & 0.490735 \tabularnewline
13 & -0.116399 & -0.9016 & 0.18543 \tabularnewline
14 & -0.051216 & -0.3967 & 0.346491 \tabularnewline
15 & -0.083066 & -0.6434 & 0.2612 \tabularnewline
16 & -0.058184 & -0.4507 & 0.326918 \tabularnewline
17 & -0.039078 & -0.3027 & 0.381584 \tabularnewline
18 & -0.087851 & -0.6805 & 0.249407 \tabularnewline
19 & -0.081654 & -0.6325 & 0.264736 \tabularnewline
20 & -0.120385 & -0.9325 & 0.177408 \tabularnewline
21 & -0.092413 & -0.7158 & 0.238437 \tabularnewline
22 & -0.073952 & -0.5728 & 0.28445 \tabularnewline
23 & -0.079264 & -0.614 & 0.270776 \tabularnewline
24 & -0.003919 & -0.0304 & 0.487941 \tabularnewline
25 & -0.068177 & -0.5281 & 0.299691 \tabularnewline
26 & -0.090939 & -0.7044 & 0.241951 \tabularnewline
27 & -0.108817 & -0.8429 & 0.201319 \tabularnewline
28 & -0.192163 & -1.4885 & 0.07093 \tabularnewline
29 & -0.119601 & -0.9264 & 0.178968 \tabularnewline
30 & -0.174648 & -1.3528 & 0.090595 \tabularnewline
31 & -0.074835 & -0.5797 & 0.282153 \tabularnewline
32 & -0.155023 & -1.2008 & 0.117274 \tabularnewline
33 & -0.176646 & -1.3683 & 0.088162 \tabularnewline
34 & -0.120266 & -0.9316 & 0.177643 \tabularnewline
35 & -0.222295 & -1.7219 & 0.045121 \tabularnewline
36 & -0.100985 & -0.7822 & 0.218578 \tabularnewline
37 & -0.133526 & -1.0343 & 0.152577 \tabularnewline
38 & -0.095893 & -0.7428 & 0.230256 \tabularnewline
39 & -0.089315 & -0.6918 & 0.245856 \tabularnewline
40 & -0.089865 & -0.6961 & 0.244529 \tabularnewline
41 & -0.092169 & -0.7139 & 0.239016 \tabularnewline
42 & -0.146042 & -1.1312 & 0.131228 \tabularnewline
43 & -0.078702 & -0.6096 & 0.272208 \tabularnewline
44 & -0.131667 & -1.0199 & 0.155938 \tabularnewline
45 & -0.070633 & -0.5471 & 0.293162 \tabularnewline
46 & -0.071648 & -0.555 & 0.290484 \tabularnewline
47 & -0.061154 & -0.4737 & 0.318718 \tabularnewline
48 & 0.003019 & 0.0234 & 0.490709 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112797&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]0.601333[/C][C]4.6579[/C][C]9e-06[/C][/ROW]
[ROW][C]2[/C][C]0.601075[/C][C]4.6559[/C][C]9e-06[/C][/ROW]
[ROW][C]3[/C][C]0.459607[/C][C]3.5601[/C][C]0.000366[/C][/ROW]
[ROW][C]4[/C][C]0.35378[/C][C]2.7404[/C][C]0.004036[/C][/ROW]
[ROW][C]5[/C][C]0.37052[/C][C]2.87[/C][C]0.00283[/C][/ROW]
[ROW][C]6[/C][C]0.2603[/C][C]2.0163[/C][C]0.024127[/C][/ROW]
[ROW][C]7[/C][C]0.318433[/C][C]2.4666[/C][C]0.008258[/C][/ROW]
[ROW][C]8[/C][C]0.132048[/C][C]1.0228[/C][C]0.155246[/C][/ROW]
[ROW][C]9[/C][C]0.119737[/C][C]0.9275[/C][C]0.178696[/C][/ROW]
[ROW][C]10[/C][C]0.025448[/C][C]0.1971[/C][C]0.422199[/C][/ROW]
[ROW][C]11[/C][C]-0.020853[/C][C]-0.1615[/C][C]0.43611[/C][/ROW]
[ROW][C]12[/C][C]-0.003011[/C][C]-0.0233[/C][C]0.490735[/C][/ROW]
[ROW][C]13[/C][C]-0.116399[/C][C]-0.9016[/C][C]0.18543[/C][/ROW]
[ROW][C]14[/C][C]-0.051216[/C][C]-0.3967[/C][C]0.346491[/C][/ROW]
[ROW][C]15[/C][C]-0.083066[/C][C]-0.6434[/C][C]0.2612[/C][/ROW]
[ROW][C]16[/C][C]-0.058184[/C][C]-0.4507[/C][C]0.326918[/C][/ROW]
[ROW][C]17[/C][C]-0.039078[/C][C]-0.3027[/C][C]0.381584[/C][/ROW]
[ROW][C]18[/C][C]-0.087851[/C][C]-0.6805[/C][C]0.249407[/C][/ROW]
[ROW][C]19[/C][C]-0.081654[/C][C]-0.6325[/C][C]0.264736[/C][/ROW]
[ROW][C]20[/C][C]-0.120385[/C][C]-0.9325[/C][C]0.177408[/C][/ROW]
[ROW][C]21[/C][C]-0.092413[/C][C]-0.7158[/C][C]0.238437[/C][/ROW]
[ROW][C]22[/C][C]-0.073952[/C][C]-0.5728[/C][C]0.28445[/C][/ROW]
[ROW][C]23[/C][C]-0.079264[/C][C]-0.614[/C][C]0.270776[/C][/ROW]
[ROW][C]24[/C][C]-0.003919[/C][C]-0.0304[/C][C]0.487941[/C][/ROW]
[ROW][C]25[/C][C]-0.068177[/C][C]-0.5281[/C][C]0.299691[/C][/ROW]
[ROW][C]26[/C][C]-0.090939[/C][C]-0.7044[/C][C]0.241951[/C][/ROW]
[ROW][C]27[/C][C]-0.108817[/C][C]-0.8429[/C][C]0.201319[/C][/ROW]
[ROW][C]28[/C][C]-0.192163[/C][C]-1.4885[/C][C]0.07093[/C][/ROW]
[ROW][C]29[/C][C]-0.119601[/C][C]-0.9264[/C][C]0.178968[/C][/ROW]
[ROW][C]30[/C][C]-0.174648[/C][C]-1.3528[/C][C]0.090595[/C][/ROW]
[ROW][C]31[/C][C]-0.074835[/C][C]-0.5797[/C][C]0.282153[/C][/ROW]
[ROW][C]32[/C][C]-0.155023[/C][C]-1.2008[/C][C]0.117274[/C][/ROW]
[ROW][C]33[/C][C]-0.176646[/C][C]-1.3683[/C][C]0.088162[/C][/ROW]
[ROW][C]34[/C][C]-0.120266[/C][C]-0.9316[/C][C]0.177643[/C][/ROW]
[ROW][C]35[/C][C]-0.222295[/C][C]-1.7219[/C][C]0.045121[/C][/ROW]
[ROW][C]36[/C][C]-0.100985[/C][C]-0.7822[/C][C]0.218578[/C][/ROW]
[ROW][C]37[/C][C]-0.133526[/C][C]-1.0343[/C][C]0.152577[/C][/ROW]
[ROW][C]38[/C][C]-0.095893[/C][C]-0.7428[/C][C]0.230256[/C][/ROW]
[ROW][C]39[/C][C]-0.089315[/C][C]-0.6918[/C][C]0.245856[/C][/ROW]
[ROW][C]40[/C][C]-0.089865[/C][C]-0.6961[/C][C]0.244529[/C][/ROW]
[ROW][C]41[/C][C]-0.092169[/C][C]-0.7139[/C][C]0.239016[/C][/ROW]
[ROW][C]42[/C][C]-0.146042[/C][C]-1.1312[/C][C]0.131228[/C][/ROW]
[ROW][C]43[/C][C]-0.078702[/C][C]-0.6096[/C][C]0.272208[/C][/ROW]
[ROW][C]44[/C][C]-0.131667[/C][C]-1.0199[/C][C]0.155938[/C][/ROW]
[ROW][C]45[/C][C]-0.070633[/C][C]-0.5471[/C][C]0.293162[/C][/ROW]
[ROW][C]46[/C][C]-0.071648[/C][C]-0.555[/C][C]0.290484[/C][/ROW]
[ROW][C]47[/C][C]-0.061154[/C][C]-0.4737[/C][C]0.318718[/C][/ROW]
[ROW][C]48[/C][C]0.003019[/C][C]0.0234[/C][C]0.490709[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112797&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112797&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
10.6013334.65799e-06
20.6010754.65599e-06
30.4596073.56010.000366
40.353782.74040.004036
50.370522.870.00283
60.26032.01630.024127
70.3184332.46660.008258
80.1320481.02280.155246
90.1197370.92750.178696
100.0254480.19710.422199
11-0.020853-0.16150.43611
12-0.003011-0.02330.490735
13-0.116399-0.90160.18543
14-0.051216-0.39670.346491
15-0.083066-0.64340.2612
16-0.058184-0.45070.326918
17-0.039078-0.30270.381584
18-0.087851-0.68050.249407
19-0.081654-0.63250.264736
20-0.120385-0.93250.177408
21-0.092413-0.71580.238437
22-0.073952-0.57280.28445
23-0.079264-0.6140.270776
24-0.003919-0.03040.487941
25-0.068177-0.52810.299691
26-0.090939-0.70440.241951
27-0.108817-0.84290.201319
28-0.192163-1.48850.07093
29-0.119601-0.92640.178968
30-0.174648-1.35280.090595
31-0.074835-0.57970.282153
32-0.155023-1.20080.117274
33-0.176646-1.36830.088162
34-0.120266-0.93160.177643
35-0.222295-1.72190.045121
36-0.100985-0.78220.218578
37-0.133526-1.03430.152577
38-0.095893-0.74280.230256
39-0.089315-0.69180.245856
40-0.089865-0.69610.244529
41-0.092169-0.71390.239016
42-0.146042-1.13120.131228
43-0.078702-0.60960.272208
44-0.131667-1.01990.155938
45-0.070633-0.54710.293162
46-0.071648-0.5550.290484
47-0.061154-0.47370.318718
480.0030190.02340.490709






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6013334.65799e-06
20.3751162.90560.002563
30.0149030.11540.454242
4-0.086466-0.66980.252789
50.1441.11540.134559
6-0.035729-0.27680.39146
70.1151220.89170.188051
8-0.227829-1.76480.041347
9-0.054407-0.42140.337472
10-0.061345-0.47520.318193
11-0.002951-0.02290.490921
120.0160170.12410.450837
13-0.121352-0.940.175496
140.036140.27990.390243
150.1086910.84190.201589
160.0286820.22220.412468
170.0181080.14030.444462
18-0.086457-0.66970.252811
19-0.06881-0.5330.298001
200.0158210.12260.451436
21-0.01055-0.08170.467571
220.0176110.13640.445976
23-0.057287-0.44370.329414
240.1018550.7890.216619
25-0.032732-0.25350.40036
26-0.13599-1.05340.148196
27-0.034771-0.26930.394299
28-0.137055-1.06160.146331
290.0837890.6490.259399
30-0.014951-0.11580.454094
310.0723870.56070.288544
32-0.130686-1.01230.157732
33-0.087269-0.6760.250824
340.1350811.04630.149801
35-0.061427-0.47580.317968
360.0137160.10620.457871
370.0474240.36730.357327
38-0.082464-0.63880.262704
390.0203360.15750.437682
400.0196970.15260.439624
41-0.183706-1.4230.07996
42-0.053411-0.41370.340278
430.0438760.33990.367575
440.0471240.3650.35819
450.0141890.10990.456425
46-0.083656-0.6480.259731
470.0349810.2710.393674
480.074110.57410.284038

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.601333 & 4.6579 & 9e-06 \tabularnewline
2 & 0.375116 & 2.9056 & 0.002563 \tabularnewline
3 & 0.014903 & 0.1154 & 0.454242 \tabularnewline
4 & -0.086466 & -0.6698 & 0.252789 \tabularnewline
5 & 0.144 & 1.1154 & 0.134559 \tabularnewline
6 & -0.035729 & -0.2768 & 0.39146 \tabularnewline
7 & 0.115122 & 0.8917 & 0.188051 \tabularnewline
8 & -0.227829 & -1.7648 & 0.041347 \tabularnewline
9 & -0.054407 & -0.4214 & 0.337472 \tabularnewline
10 & -0.061345 & -0.4752 & 0.318193 \tabularnewline
11 & -0.002951 & -0.0229 & 0.490921 \tabularnewline
12 & 0.016017 & 0.1241 & 0.450837 \tabularnewline
13 & -0.121352 & -0.94 & 0.175496 \tabularnewline
14 & 0.03614 & 0.2799 & 0.390243 \tabularnewline
15 & 0.108691 & 0.8419 & 0.201589 \tabularnewline
16 & 0.028682 & 0.2222 & 0.412468 \tabularnewline
17 & 0.018108 & 0.1403 & 0.444462 \tabularnewline
18 & -0.086457 & -0.6697 & 0.252811 \tabularnewline
19 & -0.06881 & -0.533 & 0.298001 \tabularnewline
20 & 0.015821 & 0.1226 & 0.451436 \tabularnewline
21 & -0.01055 & -0.0817 & 0.467571 \tabularnewline
22 & 0.017611 & 0.1364 & 0.445976 \tabularnewline
23 & -0.057287 & -0.4437 & 0.329414 \tabularnewline
24 & 0.101855 & 0.789 & 0.216619 \tabularnewline
25 & -0.032732 & -0.2535 & 0.40036 \tabularnewline
26 & -0.13599 & -1.0534 & 0.148196 \tabularnewline
27 & -0.034771 & -0.2693 & 0.394299 \tabularnewline
28 & -0.137055 & -1.0616 & 0.146331 \tabularnewline
29 & 0.083789 & 0.649 & 0.259399 \tabularnewline
30 & -0.014951 & -0.1158 & 0.454094 \tabularnewline
31 & 0.072387 & 0.5607 & 0.288544 \tabularnewline
32 & -0.130686 & -1.0123 & 0.157732 \tabularnewline
33 & -0.087269 & -0.676 & 0.250824 \tabularnewline
34 & 0.135081 & 1.0463 & 0.149801 \tabularnewline
35 & -0.061427 & -0.4758 & 0.317968 \tabularnewline
36 & 0.013716 & 0.1062 & 0.457871 \tabularnewline
37 & 0.047424 & 0.3673 & 0.357327 \tabularnewline
38 & -0.082464 & -0.6388 & 0.262704 \tabularnewline
39 & 0.020336 & 0.1575 & 0.437682 \tabularnewline
40 & 0.019697 & 0.1526 & 0.439624 \tabularnewline
41 & -0.183706 & -1.423 & 0.07996 \tabularnewline
42 & -0.053411 & -0.4137 & 0.340278 \tabularnewline
43 & 0.043876 & 0.3399 & 0.367575 \tabularnewline
44 & 0.047124 & 0.365 & 0.35819 \tabularnewline
45 & 0.014189 & 0.1099 & 0.456425 \tabularnewline
46 & -0.083656 & -0.648 & 0.259731 \tabularnewline
47 & 0.034981 & 0.271 & 0.393674 \tabularnewline
48 & 0.07411 & 0.5741 & 0.284038 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112797&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]0.601333[/C][C]4.6579[/C][C]9e-06[/C][/ROW]
[ROW][C]2[/C][C]0.375116[/C][C]2.9056[/C][C]0.002563[/C][/ROW]
[ROW][C]3[/C][C]0.014903[/C][C]0.1154[/C][C]0.454242[/C][/ROW]
[ROW][C]4[/C][C]-0.086466[/C][C]-0.6698[/C][C]0.252789[/C][/ROW]
[ROW][C]5[/C][C]0.144[/C][C]1.1154[/C][C]0.134559[/C][/ROW]
[ROW][C]6[/C][C]-0.035729[/C][C]-0.2768[/C][C]0.39146[/C][/ROW]
[ROW][C]7[/C][C]0.115122[/C][C]0.8917[/C][C]0.188051[/C][/ROW]
[ROW][C]8[/C][C]-0.227829[/C][C]-1.7648[/C][C]0.041347[/C][/ROW]
[ROW][C]9[/C][C]-0.054407[/C][C]-0.4214[/C][C]0.337472[/C][/ROW]
[ROW][C]10[/C][C]-0.061345[/C][C]-0.4752[/C][C]0.318193[/C][/ROW]
[ROW][C]11[/C][C]-0.002951[/C][C]-0.0229[/C][C]0.490921[/C][/ROW]
[ROW][C]12[/C][C]0.016017[/C][C]0.1241[/C][C]0.450837[/C][/ROW]
[ROW][C]13[/C][C]-0.121352[/C][C]-0.94[/C][C]0.175496[/C][/ROW]
[ROW][C]14[/C][C]0.03614[/C][C]0.2799[/C][C]0.390243[/C][/ROW]
[ROW][C]15[/C][C]0.108691[/C][C]0.8419[/C][C]0.201589[/C][/ROW]
[ROW][C]16[/C][C]0.028682[/C][C]0.2222[/C][C]0.412468[/C][/ROW]
[ROW][C]17[/C][C]0.018108[/C][C]0.1403[/C][C]0.444462[/C][/ROW]
[ROW][C]18[/C][C]-0.086457[/C][C]-0.6697[/C][C]0.252811[/C][/ROW]
[ROW][C]19[/C][C]-0.06881[/C][C]-0.533[/C][C]0.298001[/C][/ROW]
[ROW][C]20[/C][C]0.015821[/C][C]0.1226[/C][C]0.451436[/C][/ROW]
[ROW][C]21[/C][C]-0.01055[/C][C]-0.0817[/C][C]0.467571[/C][/ROW]
[ROW][C]22[/C][C]0.017611[/C][C]0.1364[/C][C]0.445976[/C][/ROW]
[ROW][C]23[/C][C]-0.057287[/C][C]-0.4437[/C][C]0.329414[/C][/ROW]
[ROW][C]24[/C][C]0.101855[/C][C]0.789[/C][C]0.216619[/C][/ROW]
[ROW][C]25[/C][C]-0.032732[/C][C]-0.2535[/C][C]0.40036[/C][/ROW]
[ROW][C]26[/C][C]-0.13599[/C][C]-1.0534[/C][C]0.148196[/C][/ROW]
[ROW][C]27[/C][C]-0.034771[/C][C]-0.2693[/C][C]0.394299[/C][/ROW]
[ROW][C]28[/C][C]-0.137055[/C][C]-1.0616[/C][C]0.146331[/C][/ROW]
[ROW][C]29[/C][C]0.083789[/C][C]0.649[/C][C]0.259399[/C][/ROW]
[ROW][C]30[/C][C]-0.014951[/C][C]-0.1158[/C][C]0.454094[/C][/ROW]
[ROW][C]31[/C][C]0.072387[/C][C]0.5607[/C][C]0.288544[/C][/ROW]
[ROW][C]32[/C][C]-0.130686[/C][C]-1.0123[/C][C]0.157732[/C][/ROW]
[ROW][C]33[/C][C]-0.087269[/C][C]-0.676[/C][C]0.250824[/C][/ROW]
[ROW][C]34[/C][C]0.135081[/C][C]1.0463[/C][C]0.149801[/C][/ROW]
[ROW][C]35[/C][C]-0.061427[/C][C]-0.4758[/C][C]0.317968[/C][/ROW]
[ROW][C]36[/C][C]0.013716[/C][C]0.1062[/C][C]0.457871[/C][/ROW]
[ROW][C]37[/C][C]0.047424[/C][C]0.3673[/C][C]0.357327[/C][/ROW]
[ROW][C]38[/C][C]-0.082464[/C][C]-0.6388[/C][C]0.262704[/C][/ROW]
[ROW][C]39[/C][C]0.020336[/C][C]0.1575[/C][C]0.437682[/C][/ROW]
[ROW][C]40[/C][C]0.019697[/C][C]0.1526[/C][C]0.439624[/C][/ROW]
[ROW][C]41[/C][C]-0.183706[/C][C]-1.423[/C][C]0.07996[/C][/ROW]
[ROW][C]42[/C][C]-0.053411[/C][C]-0.4137[/C][C]0.340278[/C][/ROW]
[ROW][C]43[/C][C]0.043876[/C][C]0.3399[/C][C]0.367575[/C][/ROW]
[ROW][C]44[/C][C]0.047124[/C][C]0.365[/C][C]0.35819[/C][/ROW]
[ROW][C]45[/C][C]0.014189[/C][C]0.1099[/C][C]0.456425[/C][/ROW]
[ROW][C]46[/C][C]-0.083656[/C][C]-0.648[/C][C]0.259731[/C][/ROW]
[ROW][C]47[/C][C]0.034981[/C][C]0.271[/C][C]0.393674[/C][/ROW]
[ROW][C]48[/C][C]0.07411[/C][C]0.5741[/C][C]0.284038[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112797&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112797&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
10.6013334.65799e-06
20.3751162.90560.002563
30.0149030.11540.454242
4-0.086466-0.66980.252789
50.1441.11540.134559
6-0.035729-0.27680.39146
70.1151220.89170.188051
8-0.227829-1.76480.041347
9-0.054407-0.42140.337472
10-0.061345-0.47520.318193
11-0.002951-0.02290.490921
120.0160170.12410.450837
13-0.121352-0.940.175496
140.036140.27990.390243
150.1086910.84190.201589
160.0286820.22220.412468
170.0181080.14030.444462
18-0.086457-0.66970.252811
19-0.06881-0.5330.298001
200.0158210.12260.451436
21-0.01055-0.08170.467571
220.0176110.13640.445976
23-0.057287-0.44370.329414
240.1018550.7890.216619
25-0.032732-0.25350.40036
26-0.13599-1.05340.148196
27-0.034771-0.26930.394299
28-0.137055-1.06160.146331
290.0837890.6490.259399
30-0.014951-0.11580.454094
310.0723870.56070.288544
32-0.130686-1.01230.157732
33-0.087269-0.6760.250824
340.1350811.04630.149801
35-0.061427-0.47580.317968
360.0137160.10620.457871
370.0474240.36730.357327
38-0.082464-0.63880.262704
390.0203360.15750.437682
400.0196970.15260.439624
41-0.183706-1.4230.07996
42-0.053411-0.41370.340278
430.0438760.33990.367575
440.0471240.3650.35819
450.0141890.10990.456425
46-0.083656-0.6480.259731
470.0349810.2710.393674
480.074110.57410.284038


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)
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')