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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, 24 Dec 2010 15:17:57 +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/24/t1293203745n5ym6uzmf9955cl.htm/, Retrieved Tue, 30 Apr 2024 06:01:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115100, Retrieved Tue, 30 Apr 2024 06:01:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact117

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] [] [2010-12-24 15:17:57] [5a59313293e5c9f616ad36f6edd018c5] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1.35
1.91
1.31
1.19
1.3
1.14
1.1
1.02
1.11
1.18
1.24
1.36
1.29
1.73
1.41
1.15
1.31
1.15
1.08
1.1
1.14
1.24
1.33
1.49
1.38
1.96
1.36
1.24
1.35
1.23
1.09
1.08
1.33
1.35
1.38
1.5
1.47
2.09
1.52
1.29
1.52
1.27
1.35
1.29
1.41
1.39
1.45
1.53
1.45
2.11
1.53
1.38
1.54
1.35
1.29
1.33
1.47
1.47
1.54
1.59
1.5
2
1.51
1.4
1.62
1.44
1.29
1.28
1.4
1.39
1.46
1.49

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=115100&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=115100&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115100&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
10.3129192.42390.009194
20.3031512.34820.011089
30.1155920.89540.187083
40.1565061.21230.115077
50.1614291.25040.108
60.0484150.3750.354484
70.0756780.58620.279971
80.0879580.68130.249146
90.0865350.67030.25262
10-0.018118-0.14030.44443
11-0.013059-0.10120.459882
12-0.245834-1.90420.03084
130.1634341.2660.105211
140.0304550.23590.407155
150.1447741.12140.133289
16-0.040222-0.31160.378229
170.0797150.61750.26963
180.0984810.76280.224276
19-0.006072-0.0470.481322
20-0.046221-0.3580.360791
210.009580.07420.470547
22-0.003363-0.0260.489653
23-0.067507-0.52290.301484
24-0.163863-1.26930.104622
25-0.316914-2.45480.008506
26-0.143381-1.11060.135581
27-0.297808-2.30680.012267
28-0.176331-1.36590.088541
29-0.353526-2.73840.004058
30-0.235212-1.82190.036724
31-0.165841-1.28460.101935
32-0.038826-0.30070.382323
33-0.058658-0.45440.325602
34-0.069138-0.53550.297128
350.0170670.13220.447633
36-0.047696-0.36950.356545
37-0.036092-0.27960.390386
38-0.117749-0.91210.182688
39-0.040005-0.30990.378864
40-0.010595-0.08210.467433
410.0358650.27780.391057
42-0.030062-0.23290.408331
43-0.045364-0.35140.363264
44-0.08233-0.63770.26304
45-0.084272-0.65280.258199
46-0.103105-0.79860.213823
47-0.086138-0.66720.253594
480.0220390.17070.432511

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.312919 & 2.4239 & 0.009194 \tabularnewline
2 & 0.303151 & 2.3482 & 0.011089 \tabularnewline
3 & 0.115592 & 0.8954 & 0.187083 \tabularnewline
4 & 0.156506 & 1.2123 & 0.115077 \tabularnewline
5 & 0.161429 & 1.2504 & 0.108 \tabularnewline
6 & 0.048415 & 0.375 & 0.354484 \tabularnewline
7 & 0.075678 & 0.5862 & 0.279971 \tabularnewline
8 & 0.087958 & 0.6813 & 0.249146 \tabularnewline
9 & 0.086535 & 0.6703 & 0.25262 \tabularnewline
10 & -0.018118 & -0.1403 & 0.44443 \tabularnewline
11 & -0.013059 & -0.1012 & 0.459882 \tabularnewline
12 & -0.245834 & -1.9042 & 0.03084 \tabularnewline
13 & 0.163434 & 1.266 & 0.105211 \tabularnewline
14 & 0.030455 & 0.2359 & 0.407155 \tabularnewline
15 & 0.144774 & 1.1214 & 0.133289 \tabularnewline
16 & -0.040222 & -0.3116 & 0.378229 \tabularnewline
17 & 0.079715 & 0.6175 & 0.26963 \tabularnewline
18 & 0.098481 & 0.7628 & 0.224276 \tabularnewline
19 & -0.006072 & -0.047 & 0.481322 \tabularnewline
20 & -0.046221 & -0.358 & 0.360791 \tabularnewline
21 & 0.00958 & 0.0742 & 0.470547 \tabularnewline
22 & -0.003363 & -0.026 & 0.489653 \tabularnewline
23 & -0.067507 & -0.5229 & 0.301484 \tabularnewline
24 & -0.163863 & -1.2693 & 0.104622 \tabularnewline
25 & -0.316914 & -2.4548 & 0.008506 \tabularnewline
26 & -0.143381 & -1.1106 & 0.135581 \tabularnewline
27 & -0.297808 & -2.3068 & 0.012267 \tabularnewline
28 & -0.176331 & -1.3659 & 0.088541 \tabularnewline
29 & -0.353526 & -2.7384 & 0.004058 \tabularnewline
30 & -0.235212 & -1.8219 & 0.036724 \tabularnewline
31 & -0.165841 & -1.2846 & 0.101935 \tabularnewline
32 & -0.038826 & -0.3007 & 0.382323 \tabularnewline
33 & -0.058658 & -0.4544 & 0.325602 \tabularnewline
34 & -0.069138 & -0.5355 & 0.297128 \tabularnewline
35 & 0.017067 & 0.1322 & 0.447633 \tabularnewline
36 & -0.047696 & -0.3695 & 0.356545 \tabularnewline
37 & -0.036092 & -0.2796 & 0.390386 \tabularnewline
38 & -0.117749 & -0.9121 & 0.182688 \tabularnewline
39 & -0.040005 & -0.3099 & 0.378864 \tabularnewline
40 & -0.010595 & -0.0821 & 0.467433 \tabularnewline
41 & 0.035865 & 0.2778 & 0.391057 \tabularnewline
42 & -0.030062 & -0.2329 & 0.408331 \tabularnewline
43 & -0.045364 & -0.3514 & 0.363264 \tabularnewline
44 & -0.08233 & -0.6377 & 0.26304 \tabularnewline
45 & -0.084272 & -0.6528 & 0.258199 \tabularnewline
46 & -0.103105 & -0.7986 & 0.213823 \tabularnewline
47 & -0.086138 & -0.6672 & 0.253594 \tabularnewline
48 & 0.022039 & 0.1707 & 0.432511 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115100&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]0.312919[/C][C]2.4239[/C][C]0.009194[/C][/ROW]
[ROW][C]2[/C][C]0.303151[/C][C]2.3482[/C][C]0.011089[/C][/ROW]
[ROW][C]3[/C][C]0.115592[/C][C]0.8954[/C][C]0.187083[/C][/ROW]
[ROW][C]4[/C][C]0.156506[/C][C]1.2123[/C][C]0.115077[/C][/ROW]
[ROW][C]5[/C][C]0.161429[/C][C]1.2504[/C][C]0.108[/C][/ROW]
[ROW][C]6[/C][C]0.048415[/C][C]0.375[/C][C]0.354484[/C][/ROW]
[ROW][C]7[/C][C]0.075678[/C][C]0.5862[/C][C]0.279971[/C][/ROW]
[ROW][C]8[/C][C]0.087958[/C][C]0.6813[/C][C]0.249146[/C][/ROW]
[ROW][C]9[/C][C]0.086535[/C][C]0.6703[/C][C]0.25262[/C][/ROW]
[ROW][C]10[/C][C]-0.018118[/C][C]-0.1403[/C][C]0.44443[/C][/ROW]
[ROW][C]11[/C][C]-0.013059[/C][C]-0.1012[/C][C]0.459882[/C][/ROW]
[ROW][C]12[/C][C]-0.245834[/C][C]-1.9042[/C][C]0.03084[/C][/ROW]
[ROW][C]13[/C][C]0.163434[/C][C]1.266[/C][C]0.105211[/C][/ROW]
[ROW][C]14[/C][C]0.030455[/C][C]0.2359[/C][C]0.407155[/C][/ROW]
[ROW][C]15[/C][C]0.144774[/C][C]1.1214[/C][C]0.133289[/C][/ROW]
[ROW][C]16[/C][C]-0.040222[/C][C]-0.3116[/C][C]0.378229[/C][/ROW]
[ROW][C]17[/C][C]0.079715[/C][C]0.6175[/C][C]0.26963[/C][/ROW]
[ROW][C]18[/C][C]0.098481[/C][C]0.7628[/C][C]0.224276[/C][/ROW]
[ROW][C]19[/C][C]-0.006072[/C][C]-0.047[/C][C]0.481322[/C][/ROW]
[ROW][C]20[/C][C]-0.046221[/C][C]-0.358[/C][C]0.360791[/C][/ROW]
[ROW][C]21[/C][C]0.00958[/C][C]0.0742[/C][C]0.470547[/C][/ROW]
[ROW][C]22[/C][C]-0.003363[/C][C]-0.026[/C][C]0.489653[/C][/ROW]
[ROW][C]23[/C][C]-0.067507[/C][C]-0.5229[/C][C]0.301484[/C][/ROW]
[ROW][C]24[/C][C]-0.163863[/C][C]-1.2693[/C][C]0.104622[/C][/ROW]
[ROW][C]25[/C][C]-0.316914[/C][C]-2.4548[/C][C]0.008506[/C][/ROW]
[ROW][C]26[/C][C]-0.143381[/C][C]-1.1106[/C][C]0.135581[/C][/ROW]
[ROW][C]27[/C][C]-0.297808[/C][C]-2.3068[/C][C]0.012267[/C][/ROW]
[ROW][C]28[/C][C]-0.176331[/C][C]-1.3659[/C][C]0.088541[/C][/ROW]
[ROW][C]29[/C][C]-0.353526[/C][C]-2.7384[/C][C]0.004058[/C][/ROW]
[ROW][C]30[/C][C]-0.235212[/C][C]-1.8219[/C][C]0.036724[/C][/ROW]
[ROW][C]31[/C][C]-0.165841[/C][C]-1.2846[/C][C]0.101935[/C][/ROW]
[ROW][C]32[/C][C]-0.038826[/C][C]-0.3007[/C][C]0.382323[/C][/ROW]
[ROW][C]33[/C][C]-0.058658[/C][C]-0.4544[/C][C]0.325602[/C][/ROW]
[ROW][C]34[/C][C]-0.069138[/C][C]-0.5355[/C][C]0.297128[/C][/ROW]
[ROW][C]35[/C][C]0.017067[/C][C]0.1322[/C][C]0.447633[/C][/ROW]
[ROW][C]36[/C][C]-0.047696[/C][C]-0.3695[/C][C]0.356545[/C][/ROW]
[ROW][C]37[/C][C]-0.036092[/C][C]-0.2796[/C][C]0.390386[/C][/ROW]
[ROW][C]38[/C][C]-0.117749[/C][C]-0.9121[/C][C]0.182688[/C][/ROW]
[ROW][C]39[/C][C]-0.040005[/C][C]-0.3099[/C][C]0.378864[/C][/ROW]
[ROW][C]40[/C][C]-0.010595[/C][C]-0.0821[/C][C]0.467433[/C][/ROW]
[ROW][C]41[/C][C]0.035865[/C][C]0.2778[/C][C]0.391057[/C][/ROW]
[ROW][C]42[/C][C]-0.030062[/C][C]-0.2329[/C][C]0.408331[/C][/ROW]
[ROW][C]43[/C][C]-0.045364[/C][C]-0.3514[/C][C]0.363264[/C][/ROW]
[ROW][C]44[/C][C]-0.08233[/C][C]-0.6377[/C][C]0.26304[/C][/ROW]
[ROW][C]45[/C][C]-0.084272[/C][C]-0.6528[/C][C]0.258199[/C][/ROW]
[ROW][C]46[/C][C]-0.103105[/C][C]-0.7986[/C][C]0.213823[/C][/ROW]
[ROW][C]47[/C][C]-0.086138[/C][C]-0.6672[/C][C]0.253594[/C][/ROW]
[ROW][C]48[/C][C]0.022039[/C][C]0.1707[/C][C]0.432511[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115100&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115100&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
10.3129192.42390.009194
20.3031512.34820.011089
30.1155920.89540.187083
40.1565061.21230.115077
50.1614291.25040.108
60.0484150.3750.354484
70.0756780.58620.279971
80.0879580.68130.249146
90.0865350.67030.25262
10-0.018118-0.14030.44443
11-0.013059-0.10120.459882
12-0.245834-1.90420.03084
130.1634341.2660.105211
140.0304550.23590.407155
150.1447741.12140.133289
16-0.040222-0.31160.378229
170.0797150.61750.26963
180.0984810.76280.224276
19-0.006072-0.0470.481322
20-0.046221-0.3580.360791
210.009580.07420.470547
22-0.003363-0.0260.489653
23-0.067507-0.52290.301484
24-0.163863-1.26930.104622
25-0.316914-2.45480.008506
26-0.143381-1.11060.135581
27-0.297808-2.30680.012267
28-0.176331-1.36590.088541
29-0.353526-2.73840.004058
30-0.235212-1.82190.036724
31-0.165841-1.28460.101935
32-0.038826-0.30070.382323
33-0.058658-0.45440.325602
34-0.069138-0.53550.297128
350.0170670.13220.447633
36-0.047696-0.36950.356545
37-0.036092-0.27960.390386
38-0.117749-0.91210.182688
39-0.040005-0.30990.378864
40-0.010595-0.08210.467433
410.0358650.27780.391057
42-0.030062-0.23290.408331
43-0.045364-0.35140.363264
44-0.08233-0.63770.26304
45-0.084272-0.65280.258199
46-0.103105-0.79860.213823
47-0.086138-0.66720.253594
480.0220390.17070.432511






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3129192.42390.009194
20.227511.76230.041557
3-0.033762-0.26150.397293
40.0781790.60560.273542
50.1042780.80770.211217
6-0.077878-0.60320.274311
70.0223490.17310.431571
80.0777760.60240.274573
90.0094550.07320.470929
10-0.104371-0.80850.211012
11-0.006019-0.04660.481483
12-0.275793-2.13630.018372
130.3510072.71890.004276
140.0311320.24110.405132
150.032990.25550.399589
16-0.110226-0.85380.198304
170.1439471.1150.134646
18-0.017793-0.13780.445419
19-0.06405-0.49610.310809
20-0.072402-0.56080.288502
210.1072060.83040.204798
22-0.147026-1.13890.129644
23-0.074644-0.57820.282649
24-0.269859-2.09030.020417
25-0.021052-0.16310.435507
26-0.019523-0.15120.440154
27-0.126955-0.98340.164683
28-0.186882-1.44760.076469
29-0.064996-0.50350.308243
30-0.044856-0.34750.364732
31-0.006557-0.05080.47983
320.129121.00020.160625
330.15221.17890.121538
34-0.060849-0.47130.319556
350.0779650.60390.274088
36-0.210984-1.63430.053719
370.0170680.13220.447631
380.0521040.40360.343972
39-0.064433-0.49910.309768
400.0310930.24080.405249
410.0018080.0140.494437
420.0752170.58260.281163
43-0.043866-0.33980.367604
440.0867710.67210.252041
45-0.032026-0.24810.402463
46-0.059534-0.46120.323179
470.0068170.05280.47903
480.0087260.06760.473168

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.312919 & 2.4239 & 0.009194 \tabularnewline
2 & 0.22751 & 1.7623 & 0.041557 \tabularnewline
3 & -0.033762 & -0.2615 & 0.397293 \tabularnewline
4 & 0.078179 & 0.6056 & 0.273542 \tabularnewline
5 & 0.104278 & 0.8077 & 0.211217 \tabularnewline
6 & -0.077878 & -0.6032 & 0.274311 \tabularnewline
7 & 0.022349 & 0.1731 & 0.431571 \tabularnewline
8 & 0.077776 & 0.6024 & 0.274573 \tabularnewline
9 & 0.009455 & 0.0732 & 0.470929 \tabularnewline
10 & -0.104371 & -0.8085 & 0.211012 \tabularnewline
11 & -0.006019 & -0.0466 & 0.481483 \tabularnewline
12 & -0.275793 & -2.1363 & 0.018372 \tabularnewline
13 & 0.351007 & 2.7189 & 0.004276 \tabularnewline
14 & 0.031132 & 0.2411 & 0.405132 \tabularnewline
15 & 0.03299 & 0.2555 & 0.399589 \tabularnewline
16 & -0.110226 & -0.8538 & 0.198304 \tabularnewline
17 & 0.143947 & 1.115 & 0.134646 \tabularnewline
18 & -0.017793 & -0.1378 & 0.445419 \tabularnewline
19 & -0.06405 & -0.4961 & 0.310809 \tabularnewline
20 & -0.072402 & -0.5608 & 0.288502 \tabularnewline
21 & 0.107206 & 0.8304 & 0.204798 \tabularnewline
22 & -0.147026 & -1.1389 & 0.129644 \tabularnewline
23 & -0.074644 & -0.5782 & 0.282649 \tabularnewline
24 & -0.269859 & -2.0903 & 0.020417 \tabularnewline
25 & -0.021052 & -0.1631 & 0.435507 \tabularnewline
26 & -0.019523 & -0.1512 & 0.440154 \tabularnewline
27 & -0.126955 & -0.9834 & 0.164683 \tabularnewline
28 & -0.186882 & -1.4476 & 0.076469 \tabularnewline
29 & -0.064996 & -0.5035 & 0.308243 \tabularnewline
30 & -0.044856 & -0.3475 & 0.364732 \tabularnewline
31 & -0.006557 & -0.0508 & 0.47983 \tabularnewline
32 & 0.12912 & 1.0002 & 0.160625 \tabularnewline
33 & 0.1522 & 1.1789 & 0.121538 \tabularnewline
34 & -0.060849 & -0.4713 & 0.319556 \tabularnewline
35 & 0.077965 & 0.6039 & 0.274088 \tabularnewline
36 & -0.210984 & -1.6343 & 0.053719 \tabularnewline
37 & 0.017068 & 0.1322 & 0.447631 \tabularnewline
38 & 0.052104 & 0.4036 & 0.343972 \tabularnewline
39 & -0.064433 & -0.4991 & 0.309768 \tabularnewline
40 & 0.031093 & 0.2408 & 0.405249 \tabularnewline
41 & 0.001808 & 0.014 & 0.494437 \tabularnewline
42 & 0.075217 & 0.5826 & 0.281163 \tabularnewline
43 & -0.043866 & -0.3398 & 0.367604 \tabularnewline
44 & 0.086771 & 0.6721 & 0.252041 \tabularnewline
45 & -0.032026 & -0.2481 & 0.402463 \tabularnewline
46 & -0.059534 & -0.4612 & 0.323179 \tabularnewline
47 & 0.006817 & 0.0528 & 0.47903 \tabularnewline
48 & 0.008726 & 0.0676 & 0.473168 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115100&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]0.312919[/C][C]2.4239[/C][C]0.009194[/C][/ROW]
[ROW][C]2[/C][C]0.22751[/C][C]1.7623[/C][C]0.041557[/C][/ROW]
[ROW][C]3[/C][C]-0.033762[/C][C]-0.2615[/C][C]0.397293[/C][/ROW]
[ROW][C]4[/C][C]0.078179[/C][C]0.6056[/C][C]0.273542[/C][/ROW]
[ROW][C]5[/C][C]0.104278[/C][C]0.8077[/C][C]0.211217[/C][/ROW]
[ROW][C]6[/C][C]-0.077878[/C][C]-0.6032[/C][C]0.274311[/C][/ROW]
[ROW][C]7[/C][C]0.022349[/C][C]0.1731[/C][C]0.431571[/C][/ROW]
[ROW][C]8[/C][C]0.077776[/C][C]0.6024[/C][C]0.274573[/C][/ROW]
[ROW][C]9[/C][C]0.009455[/C][C]0.0732[/C][C]0.470929[/C][/ROW]
[ROW][C]10[/C][C]-0.104371[/C][C]-0.8085[/C][C]0.211012[/C][/ROW]
[ROW][C]11[/C][C]-0.006019[/C][C]-0.0466[/C][C]0.481483[/C][/ROW]
[ROW][C]12[/C][C]-0.275793[/C][C]-2.1363[/C][C]0.018372[/C][/ROW]
[ROW][C]13[/C][C]0.351007[/C][C]2.7189[/C][C]0.004276[/C][/ROW]
[ROW][C]14[/C][C]0.031132[/C][C]0.2411[/C][C]0.405132[/C][/ROW]
[ROW][C]15[/C][C]0.03299[/C][C]0.2555[/C][C]0.399589[/C][/ROW]
[ROW][C]16[/C][C]-0.110226[/C][C]-0.8538[/C][C]0.198304[/C][/ROW]
[ROW][C]17[/C][C]0.143947[/C][C]1.115[/C][C]0.134646[/C][/ROW]
[ROW][C]18[/C][C]-0.017793[/C][C]-0.1378[/C][C]0.445419[/C][/ROW]
[ROW][C]19[/C][C]-0.06405[/C][C]-0.4961[/C][C]0.310809[/C][/ROW]
[ROW][C]20[/C][C]-0.072402[/C][C]-0.5608[/C][C]0.288502[/C][/ROW]
[ROW][C]21[/C][C]0.107206[/C][C]0.8304[/C][C]0.204798[/C][/ROW]
[ROW][C]22[/C][C]-0.147026[/C][C]-1.1389[/C][C]0.129644[/C][/ROW]
[ROW][C]23[/C][C]-0.074644[/C][C]-0.5782[/C][C]0.282649[/C][/ROW]
[ROW][C]24[/C][C]-0.269859[/C][C]-2.0903[/C][C]0.020417[/C][/ROW]
[ROW][C]25[/C][C]-0.021052[/C][C]-0.1631[/C][C]0.435507[/C][/ROW]
[ROW][C]26[/C][C]-0.019523[/C][C]-0.1512[/C][C]0.440154[/C][/ROW]
[ROW][C]27[/C][C]-0.126955[/C][C]-0.9834[/C][C]0.164683[/C][/ROW]
[ROW][C]28[/C][C]-0.186882[/C][C]-1.4476[/C][C]0.076469[/C][/ROW]
[ROW][C]29[/C][C]-0.064996[/C][C]-0.5035[/C][C]0.308243[/C][/ROW]
[ROW][C]30[/C][C]-0.044856[/C][C]-0.3475[/C][C]0.364732[/C][/ROW]
[ROW][C]31[/C][C]-0.006557[/C][C]-0.0508[/C][C]0.47983[/C][/ROW]
[ROW][C]32[/C][C]0.12912[/C][C]1.0002[/C][C]0.160625[/C][/ROW]
[ROW][C]33[/C][C]0.1522[/C][C]1.1789[/C][C]0.121538[/C][/ROW]
[ROW][C]34[/C][C]-0.060849[/C][C]-0.4713[/C][C]0.319556[/C][/ROW]
[ROW][C]35[/C][C]0.077965[/C][C]0.6039[/C][C]0.274088[/C][/ROW]
[ROW][C]36[/C][C]-0.210984[/C][C]-1.6343[/C][C]0.053719[/C][/ROW]
[ROW][C]37[/C][C]0.017068[/C][C]0.1322[/C][C]0.447631[/C][/ROW]
[ROW][C]38[/C][C]0.052104[/C][C]0.4036[/C][C]0.343972[/C][/ROW]
[ROW][C]39[/C][C]-0.064433[/C][C]-0.4991[/C][C]0.309768[/C][/ROW]
[ROW][C]40[/C][C]0.031093[/C][C]0.2408[/C][C]0.405249[/C][/ROW]
[ROW][C]41[/C][C]0.001808[/C][C]0.014[/C][C]0.494437[/C][/ROW]
[ROW][C]42[/C][C]0.075217[/C][C]0.5826[/C][C]0.281163[/C][/ROW]
[ROW][C]43[/C][C]-0.043866[/C][C]-0.3398[/C][C]0.367604[/C][/ROW]
[ROW][C]44[/C][C]0.086771[/C][C]0.6721[/C][C]0.252041[/C][/ROW]
[ROW][C]45[/C][C]-0.032026[/C][C]-0.2481[/C][C]0.402463[/C][/ROW]
[ROW][C]46[/C][C]-0.059534[/C][C]-0.4612[/C][C]0.323179[/C][/ROW]
[ROW][C]47[/C][C]0.006817[/C][C]0.0528[/C][C]0.47903[/C][/ROW]
[ROW][C]48[/C][C]0.008726[/C][C]0.0676[/C][C]0.473168[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115100&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115100&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
10.3129192.42390.009194
20.227511.76230.041557
3-0.033762-0.26150.397293
40.0781790.60560.273542
50.1042780.80770.211217
6-0.077878-0.60320.274311
70.0223490.17310.431571
80.0777760.60240.274573
90.0094550.07320.470929
10-0.104371-0.80850.211012
11-0.006019-0.04660.481483
12-0.275793-2.13630.018372
130.3510072.71890.004276
140.0311320.24110.405132
150.032990.25550.399589
16-0.110226-0.85380.198304
170.1439471.1150.134646
18-0.017793-0.13780.445419
19-0.06405-0.49610.310809
20-0.072402-0.56080.288502
210.1072060.83040.204798
22-0.147026-1.13890.129644
23-0.074644-0.57820.282649
24-0.269859-2.09030.020417
25-0.021052-0.16310.435507
26-0.019523-0.15120.440154
27-0.126955-0.98340.164683
28-0.186882-1.44760.076469
29-0.064996-0.50350.308243
30-0.044856-0.34750.364732
31-0.006557-0.05080.47983
320.129121.00020.160625
330.15221.17890.121538
34-0.060849-0.47130.319556
350.0779650.60390.274088
36-0.210984-1.63430.053719
370.0170680.13220.447631
380.0521040.40360.343972
39-0.064433-0.49910.309768
400.0310930.24080.405249
410.0018080.0140.494437
420.0752170.58260.281163
43-0.043866-0.33980.367604
440.0867710.67210.252041
45-0.032026-0.24810.402463
46-0.059534-0.46120.323179
470.0068170.05280.47903
480.0087260.06760.473168


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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')