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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 computationSun, 26 Dec 2010 15:52:17 +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/26/t1293379081gkh2hjgtani0uhi.htm/, Retrieved Tue, 07 May 2024 00:29:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115692, Retrieved Tue, 07 May 2024 00:29:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact124

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
-  MP   [Univariate Data Series] [W6_1] [2010-12-14 20:21:12] [7318566ef3ec88988be4d1362d0cf918]
- RMPD      [(Partial) Autocorrelation Function] [Paper_Autocorrelatie] [2010-12-26 15:52:17] [edf51d809b713abfc4095a7dca74558e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
112.52
112.39
112.24
112.10
109.85
111.89
111.88
111.48
110.98
110.42
107.90
109.46
109.11
109.26
109.99
110.17
110.28
109.13
110.15
109.39
108.45
108.23
107.44
104.86
106.23
105.85
104.95
104.46
104.66
103.05
104.16
104.08
104.20
103.68
103.69
101.29
103.03
102.90
102.68
102.98
103.47
101.72
102.82
102.74
102.38
101.81
101.88
99.60
100.93
100.85
100.93
101.10
101.10
99.31
100.33
99.99
99.82
99.65
99.06
96.92
98.20
98.54
98.71
98.20
98.29
96.67
97.69
97.78
97.44
96.92
96.84
95.05
96.33
96.33
96.16
96.50
96.33
94.71
95.82
95.47
95.82
95.99
95.73
93.77
94.71
94.62
94.79
94.88
94.79
93.43
94.37
94.62
94.45
94.37
94.20
92.66
93.51
93.60
93.60
93.77
93.60
92.41
93.60
93.34
92.92
92.07
91.89
90.27
91.72
91.98
91.81
91.98
91.30
89.93
90.87
90.53
90.27
90.10
89.68
87.89

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=115692&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=115692&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115692&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
1-0.571705-5.54290
20.0137890.13370.446966
30.1281411.24240.108595
4-0.025763-0.24980.401651
5-0.162491-1.57540.059261
60.2722852.63990.004855
7-0.236287-2.29090.012102
80.173721.68430.047723
9-0.190019-1.84230.034292
100.1585711.53740.063777
110.0577090.55950.288574
12-0.181892-1.76350.040532
130.0075560.07330.470878
140.084120.81560.208402
15-0.070869-0.68710.246854
160.1194861.15850.124806
17-0.164734-1.59720.056794
180.1145221.11030.134844
19-0.016896-0.16380.435115
20-0.048186-0.46720.320727
210.0617580.59880.275384
220.0423990.41110.340975
23-0.152836-1.48180.070869
240.0883990.85710.196796
250.0272110.26380.396247
26-0.034162-0.33120.370612
270.0360390.34940.363782
28-0.067619-0.65560.256843
290.0563810.54660.292963
300.0040220.0390.484489
31-0.07313-0.7090.240032
320.1014150.98330.164004
33-0.022452-0.21770.414076
34-0.117075-1.13510.129613
350.1342031.30110.098194
36-0.029911-0.290.38623
37-0.01448-0.14040.444328
380.0198390.19230.423942
39-0.075578-0.73280.232764
400.0795520.77130.221236
41-0.010336-0.10020.460197
42-0.047795-0.46340.322079
430.119581.15940.124622
44-0.133083-1.29030.100058
45-0.01481-0.14360.443066
460.1589771.54130.063297
47-0.126157-1.22310.112168
480.0204380.19820.421677

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.571705 & -5.5429 & 0 \tabularnewline
2 & 0.013789 & 0.1337 & 0.446966 \tabularnewline
3 & 0.128141 & 1.2424 & 0.108595 \tabularnewline
4 & -0.025763 & -0.2498 & 0.401651 \tabularnewline
5 & -0.162491 & -1.5754 & 0.059261 \tabularnewline
6 & 0.272285 & 2.6399 & 0.004855 \tabularnewline
7 & -0.236287 & -2.2909 & 0.012102 \tabularnewline
8 & 0.17372 & 1.6843 & 0.047723 \tabularnewline
9 & -0.190019 & -1.8423 & 0.034292 \tabularnewline
10 & 0.158571 & 1.5374 & 0.063777 \tabularnewline
11 & 0.057709 & 0.5595 & 0.288574 \tabularnewline
12 & -0.181892 & -1.7635 & 0.040532 \tabularnewline
13 & 0.007556 & 0.0733 & 0.470878 \tabularnewline
14 & 0.08412 & 0.8156 & 0.208402 \tabularnewline
15 & -0.070869 & -0.6871 & 0.246854 \tabularnewline
16 & 0.119486 & 1.1585 & 0.124806 \tabularnewline
17 & -0.164734 & -1.5972 & 0.056794 \tabularnewline
18 & 0.114522 & 1.1103 & 0.134844 \tabularnewline
19 & -0.016896 & -0.1638 & 0.435115 \tabularnewline
20 & -0.048186 & -0.4672 & 0.320727 \tabularnewline
21 & 0.061758 & 0.5988 & 0.275384 \tabularnewline
22 & 0.042399 & 0.4111 & 0.340975 \tabularnewline
23 & -0.152836 & -1.4818 & 0.070869 \tabularnewline
24 & 0.088399 & 0.8571 & 0.196796 \tabularnewline
25 & 0.027211 & 0.2638 & 0.396247 \tabularnewline
26 & -0.034162 & -0.3312 & 0.370612 \tabularnewline
27 & 0.036039 & 0.3494 & 0.363782 \tabularnewline
28 & -0.067619 & -0.6556 & 0.256843 \tabularnewline
29 & 0.056381 & 0.5466 & 0.292963 \tabularnewline
30 & 0.004022 & 0.039 & 0.484489 \tabularnewline
31 & -0.07313 & -0.709 & 0.240032 \tabularnewline
32 & 0.101415 & 0.9833 & 0.164004 \tabularnewline
33 & -0.022452 & -0.2177 & 0.414076 \tabularnewline
34 & -0.117075 & -1.1351 & 0.129613 \tabularnewline
35 & 0.134203 & 1.3011 & 0.098194 \tabularnewline
36 & -0.029911 & -0.29 & 0.38623 \tabularnewline
37 & -0.01448 & -0.1404 & 0.444328 \tabularnewline
38 & 0.019839 & 0.1923 & 0.423942 \tabularnewline
39 & -0.075578 & -0.7328 & 0.232764 \tabularnewline
40 & 0.079552 & 0.7713 & 0.221236 \tabularnewline
41 & -0.010336 & -0.1002 & 0.460197 \tabularnewline
42 & -0.047795 & -0.4634 & 0.322079 \tabularnewline
43 & 0.11958 & 1.1594 & 0.124622 \tabularnewline
44 & -0.133083 & -1.2903 & 0.100058 \tabularnewline
45 & -0.01481 & -0.1436 & 0.443066 \tabularnewline
46 & 0.158977 & 1.5413 & 0.063297 \tabularnewline
47 & -0.126157 & -1.2231 & 0.112168 \tabularnewline
48 & 0.020438 & 0.1982 & 0.421677 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115692&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]-0.571705[/C][C]-5.5429[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.013789[/C][C]0.1337[/C][C]0.446966[/C][/ROW]
[ROW][C]3[/C][C]0.128141[/C][C]1.2424[/C][C]0.108595[/C][/ROW]
[ROW][C]4[/C][C]-0.025763[/C][C]-0.2498[/C][C]0.401651[/C][/ROW]
[ROW][C]5[/C][C]-0.162491[/C][C]-1.5754[/C][C]0.059261[/C][/ROW]
[ROW][C]6[/C][C]0.272285[/C][C]2.6399[/C][C]0.004855[/C][/ROW]
[ROW][C]7[/C][C]-0.236287[/C][C]-2.2909[/C][C]0.012102[/C][/ROW]
[ROW][C]8[/C][C]0.17372[/C][C]1.6843[/C][C]0.047723[/C][/ROW]
[ROW][C]9[/C][C]-0.190019[/C][C]-1.8423[/C][C]0.034292[/C][/ROW]
[ROW][C]10[/C][C]0.158571[/C][C]1.5374[/C][C]0.063777[/C][/ROW]
[ROW][C]11[/C][C]0.057709[/C][C]0.5595[/C][C]0.288574[/C][/ROW]
[ROW][C]12[/C][C]-0.181892[/C][C]-1.7635[/C][C]0.040532[/C][/ROW]
[ROW][C]13[/C][C]0.007556[/C][C]0.0733[/C][C]0.470878[/C][/ROW]
[ROW][C]14[/C][C]0.08412[/C][C]0.8156[/C][C]0.208402[/C][/ROW]
[ROW][C]15[/C][C]-0.070869[/C][C]-0.6871[/C][C]0.246854[/C][/ROW]
[ROW][C]16[/C][C]0.119486[/C][C]1.1585[/C][C]0.124806[/C][/ROW]
[ROW][C]17[/C][C]-0.164734[/C][C]-1.5972[/C][C]0.056794[/C][/ROW]
[ROW][C]18[/C][C]0.114522[/C][C]1.1103[/C][C]0.134844[/C][/ROW]
[ROW][C]19[/C][C]-0.016896[/C][C]-0.1638[/C][C]0.435115[/C][/ROW]
[ROW][C]20[/C][C]-0.048186[/C][C]-0.4672[/C][C]0.320727[/C][/ROW]
[ROW][C]21[/C][C]0.061758[/C][C]0.5988[/C][C]0.275384[/C][/ROW]
[ROW][C]22[/C][C]0.042399[/C][C]0.4111[/C][C]0.340975[/C][/ROW]
[ROW][C]23[/C][C]-0.152836[/C][C]-1.4818[/C][C]0.070869[/C][/ROW]
[ROW][C]24[/C][C]0.088399[/C][C]0.8571[/C][C]0.196796[/C][/ROW]
[ROW][C]25[/C][C]0.027211[/C][C]0.2638[/C][C]0.396247[/C][/ROW]
[ROW][C]26[/C][C]-0.034162[/C][C]-0.3312[/C][C]0.370612[/C][/ROW]
[ROW][C]27[/C][C]0.036039[/C][C]0.3494[/C][C]0.363782[/C][/ROW]
[ROW][C]28[/C][C]-0.067619[/C][C]-0.6556[/C][C]0.256843[/C][/ROW]
[ROW][C]29[/C][C]0.056381[/C][C]0.5466[/C][C]0.292963[/C][/ROW]
[ROW][C]30[/C][C]0.004022[/C][C]0.039[/C][C]0.484489[/C][/ROW]
[ROW][C]31[/C][C]-0.07313[/C][C]-0.709[/C][C]0.240032[/C][/ROW]
[ROW][C]32[/C][C]0.101415[/C][C]0.9833[/C][C]0.164004[/C][/ROW]
[ROW][C]33[/C][C]-0.022452[/C][C]-0.2177[/C][C]0.414076[/C][/ROW]
[ROW][C]34[/C][C]-0.117075[/C][C]-1.1351[/C][C]0.129613[/C][/ROW]
[ROW][C]35[/C][C]0.134203[/C][C]1.3011[/C][C]0.098194[/C][/ROW]
[ROW][C]36[/C][C]-0.029911[/C][C]-0.29[/C][C]0.38623[/C][/ROW]
[ROW][C]37[/C][C]-0.01448[/C][C]-0.1404[/C][C]0.444328[/C][/ROW]
[ROW][C]38[/C][C]0.019839[/C][C]0.1923[/C][C]0.423942[/C][/ROW]
[ROW][C]39[/C][C]-0.075578[/C][C]-0.7328[/C][C]0.232764[/C][/ROW]
[ROW][C]40[/C][C]0.079552[/C][C]0.7713[/C][C]0.221236[/C][/ROW]
[ROW][C]41[/C][C]-0.010336[/C][C]-0.1002[/C][C]0.460197[/C][/ROW]
[ROW][C]42[/C][C]-0.047795[/C][C]-0.4634[/C][C]0.322079[/C][/ROW]
[ROW][C]43[/C][C]0.11958[/C][C]1.1594[/C][C]0.124622[/C][/ROW]
[ROW][C]44[/C][C]-0.133083[/C][C]-1.2903[/C][C]0.100058[/C][/ROW]
[ROW][C]45[/C][C]-0.01481[/C][C]-0.1436[/C][C]0.443066[/C][/ROW]
[ROW][C]46[/C][C]0.158977[/C][C]1.5413[/C][C]0.063297[/C][/ROW]
[ROW][C]47[/C][C]-0.126157[/C][C]-1.2231[/C][C]0.112168[/C][/ROW]
[ROW][C]48[/C][C]0.020438[/C][C]0.1982[/C][C]0.421677[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115692&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115692&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
1-0.571705-5.54290
20.0137890.13370.446966
30.1281411.24240.108595
4-0.025763-0.24980.401651
5-0.162491-1.57540.059261
60.2722852.63990.004855
7-0.236287-2.29090.012102
80.173721.68430.047723
9-0.190019-1.84230.034292
100.1585711.53740.063777
110.0577090.55950.288574
12-0.181892-1.76350.040532
130.0075560.07330.470878
140.084120.81560.208402
15-0.070869-0.68710.246854
160.1194861.15850.124806
17-0.164734-1.59720.056794
180.1145221.11030.134844
19-0.016896-0.16380.435115
20-0.048186-0.46720.320727
210.0617580.59880.275384
220.0423990.41110.340975
23-0.152836-1.48180.070869
240.0883990.85710.196796
250.0272110.26380.396247
26-0.034162-0.33120.370612
270.0360390.34940.363782
28-0.067619-0.65560.256843
290.0563810.54660.292963
300.0040220.0390.484489
31-0.07313-0.7090.240032
320.1014150.98330.164004
33-0.022452-0.21770.414076
34-0.117075-1.13510.129613
350.1342031.30110.098194
36-0.029911-0.290.38623
37-0.01448-0.14040.444328
380.0198390.19230.423942
39-0.075578-0.73280.232764
400.0795520.77130.221236
41-0.010336-0.10020.460197
42-0.047795-0.46340.322079
430.119581.15940.124622
44-0.133083-1.29030.100058
45-0.01481-0.14360.443066
460.1589771.54130.063297
47-0.126157-1.22310.112168
480.0204380.19820.421677






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.571705-5.54290
2-0.465062-4.50899e-06
3-0.239191-2.3190.01128
4-0.063837-0.61890.268732
5-0.260386-2.52450.00663
60.0220640.21390.415539
7-0.120379-1.16710.123057
80.1036231.00470.158819
9-0.178616-1.73170.0433
10-0.071606-0.69420.244621
110.2395652.32270.011177
120.0395730.38370.351044
13-0.103371-1.00220.159406
14-0.306199-2.96870.001897
15-0.159257-1.54410.062967
160.0652060.63220.264395
17-0.204037-1.97820.025416
18-0.12899-1.25060.107092
19-0.071795-0.69610.244049
200.0419930.40710.342415
21-0.046983-0.45550.324895
22-0.010577-0.10250.45927
230.1369751.3280.093693
240.002850.02760.489007
25-0.032238-0.31260.377654
26-0.202288-1.96130.026404
270.0372480.36110.359404
28-9.4e-05-9e-040.499638
29-0.122065-1.18350.119805
30-0.063924-0.61980.268455
31-0.135743-1.31610.095674
320.073560.71320.238748
330.0539160.52270.301193
34-0.035774-0.34680.364741
350.0432150.4190.338091
36-0.004435-0.0430.482896
370.090030.87290.192479
38-0.001613-0.01560.493779
39-0.07465-0.72380.235505
40-0.048676-0.47190.319035
41-0.066733-0.6470.259603
42-0.026429-0.25620.399164
430.0205590.19930.42122
440.072570.70360.241712
45-0.054068-0.52420.300685
460.0579490.56180.287783
470.0423010.41010.341324
480.0073310.07110.471745

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.571705 & -5.5429 & 0 \tabularnewline
2 & -0.465062 & -4.5089 & 9e-06 \tabularnewline
3 & -0.239191 & -2.319 & 0.01128 \tabularnewline
4 & -0.063837 & -0.6189 & 0.268732 \tabularnewline
5 & -0.260386 & -2.5245 & 0.00663 \tabularnewline
6 & 0.022064 & 0.2139 & 0.415539 \tabularnewline
7 & -0.120379 & -1.1671 & 0.123057 \tabularnewline
8 & 0.103623 & 1.0047 & 0.158819 \tabularnewline
9 & -0.178616 & -1.7317 & 0.0433 \tabularnewline
10 & -0.071606 & -0.6942 & 0.244621 \tabularnewline
11 & 0.239565 & 2.3227 & 0.011177 \tabularnewline
12 & 0.039573 & 0.3837 & 0.351044 \tabularnewline
13 & -0.103371 & -1.0022 & 0.159406 \tabularnewline
14 & -0.306199 & -2.9687 & 0.001897 \tabularnewline
15 & -0.159257 & -1.5441 & 0.062967 \tabularnewline
16 & 0.065206 & 0.6322 & 0.264395 \tabularnewline
17 & -0.204037 & -1.9782 & 0.025416 \tabularnewline
18 & -0.12899 & -1.2506 & 0.107092 \tabularnewline
19 & -0.071795 & -0.6961 & 0.244049 \tabularnewline
20 & 0.041993 & 0.4071 & 0.342415 \tabularnewline
21 & -0.046983 & -0.4555 & 0.324895 \tabularnewline
22 & -0.010577 & -0.1025 & 0.45927 \tabularnewline
23 & 0.136975 & 1.328 & 0.093693 \tabularnewline
24 & 0.00285 & 0.0276 & 0.489007 \tabularnewline
25 & -0.032238 & -0.3126 & 0.377654 \tabularnewline
26 & -0.202288 & -1.9613 & 0.026404 \tabularnewline
27 & 0.037248 & 0.3611 & 0.359404 \tabularnewline
28 & -9.4e-05 & -9e-04 & 0.499638 \tabularnewline
29 & -0.122065 & -1.1835 & 0.119805 \tabularnewline
30 & -0.063924 & -0.6198 & 0.268455 \tabularnewline
31 & -0.135743 & -1.3161 & 0.095674 \tabularnewline
32 & 0.07356 & 0.7132 & 0.238748 \tabularnewline
33 & 0.053916 & 0.5227 & 0.301193 \tabularnewline
34 & -0.035774 & -0.3468 & 0.364741 \tabularnewline
35 & 0.043215 & 0.419 & 0.338091 \tabularnewline
36 & -0.004435 & -0.043 & 0.482896 \tabularnewline
37 & 0.09003 & 0.8729 & 0.192479 \tabularnewline
38 & -0.001613 & -0.0156 & 0.493779 \tabularnewline
39 & -0.07465 & -0.7238 & 0.235505 \tabularnewline
40 & -0.048676 & -0.4719 & 0.319035 \tabularnewline
41 & -0.066733 & -0.647 & 0.259603 \tabularnewline
42 & -0.026429 & -0.2562 & 0.399164 \tabularnewline
43 & 0.020559 & 0.1993 & 0.42122 \tabularnewline
44 & 0.07257 & 0.7036 & 0.241712 \tabularnewline
45 & -0.054068 & -0.5242 & 0.300685 \tabularnewline
46 & 0.057949 & 0.5618 & 0.287783 \tabularnewline
47 & 0.042301 & 0.4101 & 0.341324 \tabularnewline
48 & 0.007331 & 0.0711 & 0.471745 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115692&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]-0.571705[/C][C]-5.5429[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.465062[/C][C]-4.5089[/C][C]9e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.239191[/C][C]-2.319[/C][C]0.01128[/C][/ROW]
[ROW][C]4[/C][C]-0.063837[/C][C]-0.6189[/C][C]0.268732[/C][/ROW]
[ROW][C]5[/C][C]-0.260386[/C][C]-2.5245[/C][C]0.00663[/C][/ROW]
[ROW][C]6[/C][C]0.022064[/C][C]0.2139[/C][C]0.415539[/C][/ROW]
[ROW][C]7[/C][C]-0.120379[/C][C]-1.1671[/C][C]0.123057[/C][/ROW]
[ROW][C]8[/C][C]0.103623[/C][C]1.0047[/C][C]0.158819[/C][/ROW]
[ROW][C]9[/C][C]-0.178616[/C][C]-1.7317[/C][C]0.0433[/C][/ROW]
[ROW][C]10[/C][C]-0.071606[/C][C]-0.6942[/C][C]0.244621[/C][/ROW]
[ROW][C]11[/C][C]0.239565[/C][C]2.3227[/C][C]0.011177[/C][/ROW]
[ROW][C]12[/C][C]0.039573[/C][C]0.3837[/C][C]0.351044[/C][/ROW]
[ROW][C]13[/C][C]-0.103371[/C][C]-1.0022[/C][C]0.159406[/C][/ROW]
[ROW][C]14[/C][C]-0.306199[/C][C]-2.9687[/C][C]0.001897[/C][/ROW]
[ROW][C]15[/C][C]-0.159257[/C][C]-1.5441[/C][C]0.062967[/C][/ROW]
[ROW][C]16[/C][C]0.065206[/C][C]0.6322[/C][C]0.264395[/C][/ROW]
[ROW][C]17[/C][C]-0.204037[/C][C]-1.9782[/C][C]0.025416[/C][/ROW]
[ROW][C]18[/C][C]-0.12899[/C][C]-1.2506[/C][C]0.107092[/C][/ROW]
[ROW][C]19[/C][C]-0.071795[/C][C]-0.6961[/C][C]0.244049[/C][/ROW]
[ROW][C]20[/C][C]0.041993[/C][C]0.4071[/C][C]0.342415[/C][/ROW]
[ROW][C]21[/C][C]-0.046983[/C][C]-0.4555[/C][C]0.324895[/C][/ROW]
[ROW][C]22[/C][C]-0.010577[/C][C]-0.1025[/C][C]0.45927[/C][/ROW]
[ROW][C]23[/C][C]0.136975[/C][C]1.328[/C][C]0.093693[/C][/ROW]
[ROW][C]24[/C][C]0.00285[/C][C]0.0276[/C][C]0.489007[/C][/ROW]
[ROW][C]25[/C][C]-0.032238[/C][C]-0.3126[/C][C]0.377654[/C][/ROW]
[ROW][C]26[/C][C]-0.202288[/C][C]-1.9613[/C][C]0.026404[/C][/ROW]
[ROW][C]27[/C][C]0.037248[/C][C]0.3611[/C][C]0.359404[/C][/ROW]
[ROW][C]28[/C][C]-9.4e-05[/C][C]-9e-04[/C][C]0.499638[/C][/ROW]
[ROW][C]29[/C][C]-0.122065[/C][C]-1.1835[/C][C]0.119805[/C][/ROW]
[ROW][C]30[/C][C]-0.063924[/C][C]-0.6198[/C][C]0.268455[/C][/ROW]
[ROW][C]31[/C][C]-0.135743[/C][C]-1.3161[/C][C]0.095674[/C][/ROW]
[ROW][C]32[/C][C]0.07356[/C][C]0.7132[/C][C]0.238748[/C][/ROW]
[ROW][C]33[/C][C]0.053916[/C][C]0.5227[/C][C]0.301193[/C][/ROW]
[ROW][C]34[/C][C]-0.035774[/C][C]-0.3468[/C][C]0.364741[/C][/ROW]
[ROW][C]35[/C][C]0.043215[/C][C]0.419[/C][C]0.338091[/C][/ROW]
[ROW][C]36[/C][C]-0.004435[/C][C]-0.043[/C][C]0.482896[/C][/ROW]
[ROW][C]37[/C][C]0.09003[/C][C]0.8729[/C][C]0.192479[/C][/ROW]
[ROW][C]38[/C][C]-0.001613[/C][C]-0.0156[/C][C]0.493779[/C][/ROW]
[ROW][C]39[/C][C]-0.07465[/C][C]-0.7238[/C][C]0.235505[/C][/ROW]
[ROW][C]40[/C][C]-0.048676[/C][C]-0.4719[/C][C]0.319035[/C][/ROW]
[ROW][C]41[/C][C]-0.066733[/C][C]-0.647[/C][C]0.259603[/C][/ROW]
[ROW][C]42[/C][C]-0.026429[/C][C]-0.2562[/C][C]0.399164[/C][/ROW]
[ROW][C]43[/C][C]0.020559[/C][C]0.1993[/C][C]0.42122[/C][/ROW]
[ROW][C]44[/C][C]0.07257[/C][C]0.7036[/C][C]0.241712[/C][/ROW]
[ROW][C]45[/C][C]-0.054068[/C][C]-0.5242[/C][C]0.300685[/C][/ROW]
[ROW][C]46[/C][C]0.057949[/C][C]0.5618[/C][C]0.287783[/C][/ROW]
[ROW][C]47[/C][C]0.042301[/C][C]0.4101[/C][C]0.341324[/C][/ROW]
[ROW][C]48[/C][C]0.007331[/C][C]0.0711[/C][C]0.471745[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115692&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115692&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
1-0.571705-5.54290
2-0.465062-4.50899e-06
3-0.239191-2.3190.01128
4-0.063837-0.61890.268732
5-0.260386-2.52450.00663
60.0220640.21390.415539
7-0.120379-1.16710.123057
80.1036231.00470.158819
9-0.178616-1.73170.0433
10-0.071606-0.69420.244621
110.2395652.32270.011177
120.0395730.38370.351044
13-0.103371-1.00220.159406
14-0.306199-2.96870.001897
15-0.159257-1.54410.062967
160.0652060.63220.264395
17-0.204037-1.97820.025416
18-0.12899-1.25060.107092
19-0.071795-0.69610.244049
200.0419930.40710.342415
21-0.046983-0.45550.324895
22-0.010577-0.10250.45927
230.1369751.3280.093693
240.002850.02760.489007
25-0.032238-0.31260.377654
26-0.202288-1.96130.026404
270.0372480.36110.359404
28-9.4e-05-9e-040.499638
29-0.122065-1.18350.119805
30-0.063924-0.61980.268455
31-0.135743-1.31610.095674
320.073560.71320.238748
330.0539160.52270.301193
34-0.035774-0.34680.364741
350.0432150.4190.338091
36-0.004435-0.0430.482896
370.090030.87290.192479
38-0.001613-0.01560.493779
39-0.07465-0.72380.235505
40-0.048676-0.47190.319035
41-0.066733-0.6470.259603
42-0.026429-0.25620.399164
430.0205590.19930.42122
440.072570.70360.241712
45-0.054068-0.52420.300685
460.0579490.56180.287783
470.0423010.41010.341324
480.0073310.07110.471745


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; 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')