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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationWed, 29 Dec 2010 10:19:20 +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/29/t129361785654hi5k8dbrvpb8f.htm/, Retrieved Fri, 03 May 2024 06:38:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116676, Retrieved Fri, 03 May 2024 06:38:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W12
Estimated Impact108

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] [Seizoenaliteit co...] [2010-12-29 10:19:20] [923770d86edf74ed976a539eae527e37] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
98.4
96.5
97.4
99.2
100.8
101.8
102.7
100
100.8
101.7
99
101.7
100.2
101.2
99.5
100.8
100.7
99.5
99.4
101.1
97.2
98.1
97.8
95.5
96.3
93.6
96.7
95.1
97.7
96.5
98.1
97.3
97
93.7
95.6
94.6
95.1
94.5
93.6
92.1
95.9
98.1
98.2
96.2
94.1
95
93.4
95.4
93.5
94.5
94.3
95.7
98.4
99.4
99.2
99
99.4
99.3
98.6
98.7
96
98.7
100.1
100
101.5
101.5
103.8
104.1
101
104.9
104.4
105.6
103.4
101.7
103.5
101.2
105.4
105.4
108.6
110.6
110.2
106.2
108.6
107.5
106.9
108.4
109.9
108.6
106.5
105.7
105.6
104.2
105.1
102.7
108.3
104.2
105.4
104.6
106.4
111
111.7
113.8
115.9
117.3
113.6
113.6
114.6
113.2
112.8
109.6
111.1
109.7
113
111
113.3
111.8
107.2
106.4
110
108.2

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=116676&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=116676&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116676&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
1-0.313743-3.42250.000426
20.1675721.8280.035027
3-0.143015-1.56010.060695
40.0195110.21280.415908
5-0.043083-0.470.319616
6-0.054677-0.59650.276001
70.013390.14610.442057
8-0.001854-0.02020.491949
9-0.01497-0.16330.435277
10-0.047578-0.5190.302355
11-0.037376-0.40770.342103
120.0738550.80570.211023
130.0783510.85470.197214
14-0.099008-1.08010.141151
150.0407190.44420.328857
160.0684720.74690.228285
17-0.089076-0.97170.166585
18-0.043996-0.47990.316074
19-0.093625-1.02130.154586
200.021270.2320.408456
210.0566390.61790.268926
22-0.069606-0.75930.224583
230.102591.11910.13267
240.0628770.68590.247052
250.0750030.81820.207444
26-0.046025-0.50210.308273
27-0.00688-0.07510.470148
28-0.00651-0.0710.471754
290.0110850.12090.451979
30-0.036213-0.3950.346763
31-0.115995-1.26540.104108
320.0502290.54790.292382
33-0.01563-0.17050.432452
34-0.050816-0.55430.290196
350.0369290.40280.343893
360.1309071.4280.077951
37-0.01288-0.14050.444252
380.0413740.45130.326286
39-0.072132-0.78690.216462
40-0.06346-0.69230.245059
41-0.023263-0.25380.400057
42-0.02826-0.30830.379206
430.0029850.03260.487038
44-0.031397-0.34250.366288
450.039780.43390.332556
46-0.065286-0.71220.23887
47-0.011174-0.12190.451594
480.1163221.26890.103472

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.313743 & -3.4225 & 0.000426 \tabularnewline
2 & 0.167572 & 1.828 & 0.035027 \tabularnewline
3 & -0.143015 & -1.5601 & 0.060695 \tabularnewline
4 & 0.019511 & 0.2128 & 0.415908 \tabularnewline
5 & -0.043083 & -0.47 & 0.319616 \tabularnewline
6 & -0.054677 & -0.5965 & 0.276001 \tabularnewline
7 & 0.01339 & 0.1461 & 0.442057 \tabularnewline
8 & -0.001854 & -0.0202 & 0.491949 \tabularnewline
9 & -0.01497 & -0.1633 & 0.435277 \tabularnewline
10 & -0.047578 & -0.519 & 0.302355 \tabularnewline
11 & -0.037376 & -0.4077 & 0.342103 \tabularnewline
12 & 0.073855 & 0.8057 & 0.211023 \tabularnewline
13 & 0.078351 & 0.8547 & 0.197214 \tabularnewline
14 & -0.099008 & -1.0801 & 0.141151 \tabularnewline
15 & 0.040719 & 0.4442 & 0.328857 \tabularnewline
16 & 0.068472 & 0.7469 & 0.228285 \tabularnewline
17 & -0.089076 & -0.9717 & 0.166585 \tabularnewline
18 & -0.043996 & -0.4799 & 0.316074 \tabularnewline
19 & -0.093625 & -1.0213 & 0.154586 \tabularnewline
20 & 0.02127 & 0.232 & 0.408456 \tabularnewline
21 & 0.056639 & 0.6179 & 0.268926 \tabularnewline
22 & -0.069606 & -0.7593 & 0.224583 \tabularnewline
23 & 0.10259 & 1.1191 & 0.13267 \tabularnewline
24 & 0.062877 & 0.6859 & 0.247052 \tabularnewline
25 & 0.075003 & 0.8182 & 0.207444 \tabularnewline
26 & -0.046025 & -0.5021 & 0.308273 \tabularnewline
27 & -0.00688 & -0.0751 & 0.470148 \tabularnewline
28 & -0.00651 & -0.071 & 0.471754 \tabularnewline
29 & 0.011085 & 0.1209 & 0.451979 \tabularnewline
30 & -0.036213 & -0.395 & 0.346763 \tabularnewline
31 & -0.115995 & -1.2654 & 0.104108 \tabularnewline
32 & 0.050229 & 0.5479 & 0.292382 \tabularnewline
33 & -0.01563 & -0.1705 & 0.432452 \tabularnewline
34 & -0.050816 & -0.5543 & 0.290196 \tabularnewline
35 & 0.036929 & 0.4028 & 0.343893 \tabularnewline
36 & 0.130907 & 1.428 & 0.077951 \tabularnewline
37 & -0.01288 & -0.1405 & 0.444252 \tabularnewline
38 & 0.041374 & 0.4513 & 0.326286 \tabularnewline
39 & -0.072132 & -0.7869 & 0.216462 \tabularnewline
40 & -0.06346 & -0.6923 & 0.245059 \tabularnewline
41 & -0.023263 & -0.2538 & 0.400057 \tabularnewline
42 & -0.02826 & -0.3083 & 0.379206 \tabularnewline
43 & 0.002985 & 0.0326 & 0.487038 \tabularnewline
44 & -0.031397 & -0.3425 & 0.366288 \tabularnewline
45 & 0.03978 & 0.4339 & 0.332556 \tabularnewline
46 & -0.065286 & -0.7122 & 0.23887 \tabularnewline
47 & -0.011174 & -0.1219 & 0.451594 \tabularnewline
48 & 0.116322 & 1.2689 & 0.103472 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116676&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]-0.313743[/C][C]-3.4225[/C][C]0.000426[/C][/ROW]
[ROW][C]2[/C][C]0.167572[/C][C]1.828[/C][C]0.035027[/C][/ROW]
[ROW][C]3[/C][C]-0.143015[/C][C]-1.5601[/C][C]0.060695[/C][/ROW]
[ROW][C]4[/C][C]0.019511[/C][C]0.2128[/C][C]0.415908[/C][/ROW]
[ROW][C]5[/C][C]-0.043083[/C][C]-0.47[/C][C]0.319616[/C][/ROW]
[ROW][C]6[/C][C]-0.054677[/C][C]-0.5965[/C][C]0.276001[/C][/ROW]
[ROW][C]7[/C][C]0.01339[/C][C]0.1461[/C][C]0.442057[/C][/ROW]
[ROW][C]8[/C][C]-0.001854[/C][C]-0.0202[/C][C]0.491949[/C][/ROW]
[ROW][C]9[/C][C]-0.01497[/C][C]-0.1633[/C][C]0.435277[/C][/ROW]
[ROW][C]10[/C][C]-0.047578[/C][C]-0.519[/C][C]0.302355[/C][/ROW]
[ROW][C]11[/C][C]-0.037376[/C][C]-0.4077[/C][C]0.342103[/C][/ROW]
[ROW][C]12[/C][C]0.073855[/C][C]0.8057[/C][C]0.211023[/C][/ROW]
[ROW][C]13[/C][C]0.078351[/C][C]0.8547[/C][C]0.197214[/C][/ROW]
[ROW][C]14[/C][C]-0.099008[/C][C]-1.0801[/C][C]0.141151[/C][/ROW]
[ROW][C]15[/C][C]0.040719[/C][C]0.4442[/C][C]0.328857[/C][/ROW]
[ROW][C]16[/C][C]0.068472[/C][C]0.7469[/C][C]0.228285[/C][/ROW]
[ROW][C]17[/C][C]-0.089076[/C][C]-0.9717[/C][C]0.166585[/C][/ROW]
[ROW][C]18[/C][C]-0.043996[/C][C]-0.4799[/C][C]0.316074[/C][/ROW]
[ROW][C]19[/C][C]-0.093625[/C][C]-1.0213[/C][C]0.154586[/C][/ROW]
[ROW][C]20[/C][C]0.02127[/C][C]0.232[/C][C]0.408456[/C][/ROW]
[ROW][C]21[/C][C]0.056639[/C][C]0.6179[/C][C]0.268926[/C][/ROW]
[ROW][C]22[/C][C]-0.069606[/C][C]-0.7593[/C][C]0.224583[/C][/ROW]
[ROW][C]23[/C][C]0.10259[/C][C]1.1191[/C][C]0.13267[/C][/ROW]
[ROW][C]24[/C][C]0.062877[/C][C]0.6859[/C][C]0.247052[/C][/ROW]
[ROW][C]25[/C][C]0.075003[/C][C]0.8182[/C][C]0.207444[/C][/ROW]
[ROW][C]26[/C][C]-0.046025[/C][C]-0.5021[/C][C]0.308273[/C][/ROW]
[ROW][C]27[/C][C]-0.00688[/C][C]-0.0751[/C][C]0.470148[/C][/ROW]
[ROW][C]28[/C][C]-0.00651[/C][C]-0.071[/C][C]0.471754[/C][/ROW]
[ROW][C]29[/C][C]0.011085[/C][C]0.1209[/C][C]0.451979[/C][/ROW]
[ROW][C]30[/C][C]-0.036213[/C][C]-0.395[/C][C]0.346763[/C][/ROW]
[ROW][C]31[/C][C]-0.115995[/C][C]-1.2654[/C][C]0.104108[/C][/ROW]
[ROW][C]32[/C][C]0.050229[/C][C]0.5479[/C][C]0.292382[/C][/ROW]
[ROW][C]33[/C][C]-0.01563[/C][C]-0.1705[/C][C]0.432452[/C][/ROW]
[ROW][C]34[/C][C]-0.050816[/C][C]-0.5543[/C][C]0.290196[/C][/ROW]
[ROW][C]35[/C][C]0.036929[/C][C]0.4028[/C][C]0.343893[/C][/ROW]
[ROW][C]36[/C][C]0.130907[/C][C]1.428[/C][C]0.077951[/C][/ROW]
[ROW][C]37[/C][C]-0.01288[/C][C]-0.1405[/C][C]0.444252[/C][/ROW]
[ROW][C]38[/C][C]0.041374[/C][C]0.4513[/C][C]0.326286[/C][/ROW]
[ROW][C]39[/C][C]-0.072132[/C][C]-0.7869[/C][C]0.216462[/C][/ROW]
[ROW][C]40[/C][C]-0.06346[/C][C]-0.6923[/C][C]0.245059[/C][/ROW]
[ROW][C]41[/C][C]-0.023263[/C][C]-0.2538[/C][C]0.400057[/C][/ROW]
[ROW][C]42[/C][C]-0.02826[/C][C]-0.3083[/C][C]0.379206[/C][/ROW]
[ROW][C]43[/C][C]0.002985[/C][C]0.0326[/C][C]0.487038[/C][/ROW]
[ROW][C]44[/C][C]-0.031397[/C][C]-0.3425[/C][C]0.366288[/C][/ROW]
[ROW][C]45[/C][C]0.03978[/C][C]0.4339[/C][C]0.332556[/C][/ROW]
[ROW][C]46[/C][C]-0.065286[/C][C]-0.7122[/C][C]0.23887[/C][/ROW]
[ROW][C]47[/C][C]-0.011174[/C][C]-0.1219[/C][C]0.451594[/C][/ROW]
[ROW][C]48[/C][C]0.116322[/C][C]1.2689[/C][C]0.103472[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116676&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116676&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
1-0.313743-3.42250.000426
20.1675721.8280.035027
3-0.143015-1.56010.060695
40.0195110.21280.415908
5-0.043083-0.470.319616
6-0.054677-0.59650.276001
70.013390.14610.442057
8-0.001854-0.02020.491949
9-0.01497-0.16330.435277
10-0.047578-0.5190.302355
11-0.037376-0.40770.342103
120.0738550.80570.211023
130.0783510.85470.197214
14-0.099008-1.08010.141151
150.0407190.44420.328857
160.0684720.74690.228285
17-0.089076-0.97170.166585
18-0.043996-0.47990.316074
19-0.093625-1.02130.154586
200.021270.2320.408456
210.0566390.61790.268926
22-0.069606-0.75930.224583
230.102591.11910.13267
240.0628770.68590.247052
250.0750030.81820.207444
26-0.046025-0.50210.308273
27-0.00688-0.07510.470148
28-0.00651-0.0710.471754
290.0110850.12090.451979
30-0.036213-0.3950.346763
31-0.115995-1.26540.104108
320.0502290.54790.292382
33-0.01563-0.17050.432452
34-0.050816-0.55430.290196
350.0369290.40280.343893
360.1309071.4280.077951
37-0.01288-0.14050.444252
380.0413740.45130.326286
39-0.072132-0.78690.216462
40-0.06346-0.69230.245059
41-0.023263-0.25380.400057
42-0.02826-0.30830.379206
430.0029850.03260.487038
44-0.031397-0.34250.366288
450.039780.43390.332556
46-0.065286-0.71220.23887
47-0.011174-0.12190.451594
480.1163221.26890.103472






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.313743-3.42250.000426
20.0766860.83650.202262
3-0.078562-0.8570.19658
4-0.061457-0.67040.251946
5-0.036584-0.39910.345274
6-0.091507-0.99820.160099
7-0.030014-0.32740.371964
82.6e-053e-040.499887
9-0.037554-0.40970.341393
10-0.078886-0.86050.19561
11-0.084429-0.9210.179453
120.0443190.48350.314829
130.1229161.34090.091261
14-0.085907-0.93710.175295
15-0.035862-0.39120.348171
160.1200341.30940.096459
17-0.064034-0.69850.243106
18-0.112099-1.22290.111899
19-0.112186-1.22380.111721
20-0.061072-0.66620.253281
210.0636060.69390.244563
22-0.055509-0.60550.272989
230.0427750.46660.320811
240.1318821.43870.076436
250.0876450.95610.170483
260.0119580.13040.448216
270.0070840.07730.469266
28-0.043521-0.47480.317916
290.0029860.03260.487035
300.0273320.29820.383053
31-0.142524-1.55480.06133
32-0.021399-0.23340.407913
330.03030.33050.37079
34-0.063249-0.690.24578
350.041110.44850.327319
360.123231.34430.090708
37-0.016027-0.17480.430752
380.0520410.56770.285656
39-0.035836-0.39090.348275
40-0.155149-1.69250.046586
41-0.06483-0.70720.240407
42-0.016765-0.18290.427599
430.03620.39490.346814
44-0.016218-0.17690.429935
45-0.052467-0.57240.284082
46-0.027077-0.29540.384109
47-0.016384-0.17870.429228
480.0234320.25560.399345

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.313743 & -3.4225 & 0.000426 \tabularnewline
2 & 0.076686 & 0.8365 & 0.202262 \tabularnewline
3 & -0.078562 & -0.857 & 0.19658 \tabularnewline
4 & -0.061457 & -0.6704 & 0.251946 \tabularnewline
5 & -0.036584 & -0.3991 & 0.345274 \tabularnewline
6 & -0.091507 & -0.9982 & 0.160099 \tabularnewline
7 & -0.030014 & -0.3274 & 0.371964 \tabularnewline
8 & 2.6e-05 & 3e-04 & 0.499887 \tabularnewline
9 & -0.037554 & -0.4097 & 0.341393 \tabularnewline
10 & -0.078886 & -0.8605 & 0.19561 \tabularnewline
11 & -0.084429 & -0.921 & 0.179453 \tabularnewline
12 & 0.044319 & 0.4835 & 0.314829 \tabularnewline
13 & 0.122916 & 1.3409 & 0.091261 \tabularnewline
14 & -0.085907 & -0.9371 & 0.175295 \tabularnewline
15 & -0.035862 & -0.3912 & 0.348171 \tabularnewline
16 & 0.120034 & 1.3094 & 0.096459 \tabularnewline
17 & -0.064034 & -0.6985 & 0.243106 \tabularnewline
18 & -0.112099 & -1.2229 & 0.111899 \tabularnewline
19 & -0.112186 & -1.2238 & 0.111721 \tabularnewline
20 & -0.061072 & -0.6662 & 0.253281 \tabularnewline
21 & 0.063606 & 0.6939 & 0.244563 \tabularnewline
22 & -0.055509 & -0.6055 & 0.272989 \tabularnewline
23 & 0.042775 & 0.4666 & 0.320811 \tabularnewline
24 & 0.131882 & 1.4387 & 0.076436 \tabularnewline
25 & 0.087645 & 0.9561 & 0.170483 \tabularnewline
26 & 0.011958 & 0.1304 & 0.448216 \tabularnewline
27 & 0.007084 & 0.0773 & 0.469266 \tabularnewline
28 & -0.043521 & -0.4748 & 0.317916 \tabularnewline
29 & 0.002986 & 0.0326 & 0.487035 \tabularnewline
30 & 0.027332 & 0.2982 & 0.383053 \tabularnewline
31 & -0.142524 & -1.5548 & 0.06133 \tabularnewline
32 & -0.021399 & -0.2334 & 0.407913 \tabularnewline
33 & 0.0303 & 0.3305 & 0.37079 \tabularnewline
34 & -0.063249 & -0.69 & 0.24578 \tabularnewline
35 & 0.04111 & 0.4485 & 0.327319 \tabularnewline
36 & 0.12323 & 1.3443 & 0.090708 \tabularnewline
37 & -0.016027 & -0.1748 & 0.430752 \tabularnewline
38 & 0.052041 & 0.5677 & 0.285656 \tabularnewline
39 & -0.035836 & -0.3909 & 0.348275 \tabularnewline
40 & -0.155149 & -1.6925 & 0.046586 \tabularnewline
41 & -0.06483 & -0.7072 & 0.240407 \tabularnewline
42 & -0.016765 & -0.1829 & 0.427599 \tabularnewline
43 & 0.0362 & 0.3949 & 0.346814 \tabularnewline
44 & -0.016218 & -0.1769 & 0.429935 \tabularnewline
45 & -0.052467 & -0.5724 & 0.284082 \tabularnewline
46 & -0.027077 & -0.2954 & 0.384109 \tabularnewline
47 & -0.016384 & -0.1787 & 0.429228 \tabularnewline
48 & 0.023432 & 0.2556 & 0.399345 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116676&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]-0.313743[/C][C]-3.4225[/C][C]0.000426[/C][/ROW]
[ROW][C]2[/C][C]0.076686[/C][C]0.8365[/C][C]0.202262[/C][/ROW]
[ROW][C]3[/C][C]-0.078562[/C][C]-0.857[/C][C]0.19658[/C][/ROW]
[ROW][C]4[/C][C]-0.061457[/C][C]-0.6704[/C][C]0.251946[/C][/ROW]
[ROW][C]5[/C][C]-0.036584[/C][C]-0.3991[/C][C]0.345274[/C][/ROW]
[ROW][C]6[/C][C]-0.091507[/C][C]-0.9982[/C][C]0.160099[/C][/ROW]
[ROW][C]7[/C][C]-0.030014[/C][C]-0.3274[/C][C]0.371964[/C][/ROW]
[ROW][C]8[/C][C]2.6e-05[/C][C]3e-04[/C][C]0.499887[/C][/ROW]
[ROW][C]9[/C][C]-0.037554[/C][C]-0.4097[/C][C]0.341393[/C][/ROW]
[ROW][C]10[/C][C]-0.078886[/C][C]-0.8605[/C][C]0.19561[/C][/ROW]
[ROW][C]11[/C][C]-0.084429[/C][C]-0.921[/C][C]0.179453[/C][/ROW]
[ROW][C]12[/C][C]0.044319[/C][C]0.4835[/C][C]0.314829[/C][/ROW]
[ROW][C]13[/C][C]0.122916[/C][C]1.3409[/C][C]0.091261[/C][/ROW]
[ROW][C]14[/C][C]-0.085907[/C][C]-0.9371[/C][C]0.175295[/C][/ROW]
[ROW][C]15[/C][C]-0.035862[/C][C]-0.3912[/C][C]0.348171[/C][/ROW]
[ROW][C]16[/C][C]0.120034[/C][C]1.3094[/C][C]0.096459[/C][/ROW]
[ROW][C]17[/C][C]-0.064034[/C][C]-0.6985[/C][C]0.243106[/C][/ROW]
[ROW][C]18[/C][C]-0.112099[/C][C]-1.2229[/C][C]0.111899[/C][/ROW]
[ROW][C]19[/C][C]-0.112186[/C][C]-1.2238[/C][C]0.111721[/C][/ROW]
[ROW][C]20[/C][C]-0.061072[/C][C]-0.6662[/C][C]0.253281[/C][/ROW]
[ROW][C]21[/C][C]0.063606[/C][C]0.6939[/C][C]0.244563[/C][/ROW]
[ROW][C]22[/C][C]-0.055509[/C][C]-0.6055[/C][C]0.272989[/C][/ROW]
[ROW][C]23[/C][C]0.042775[/C][C]0.4666[/C][C]0.320811[/C][/ROW]
[ROW][C]24[/C][C]0.131882[/C][C]1.4387[/C][C]0.076436[/C][/ROW]
[ROW][C]25[/C][C]0.087645[/C][C]0.9561[/C][C]0.170483[/C][/ROW]
[ROW][C]26[/C][C]0.011958[/C][C]0.1304[/C][C]0.448216[/C][/ROW]
[ROW][C]27[/C][C]0.007084[/C][C]0.0773[/C][C]0.469266[/C][/ROW]
[ROW][C]28[/C][C]-0.043521[/C][C]-0.4748[/C][C]0.317916[/C][/ROW]
[ROW][C]29[/C][C]0.002986[/C][C]0.0326[/C][C]0.487035[/C][/ROW]
[ROW][C]30[/C][C]0.027332[/C][C]0.2982[/C][C]0.383053[/C][/ROW]
[ROW][C]31[/C][C]-0.142524[/C][C]-1.5548[/C][C]0.06133[/C][/ROW]
[ROW][C]32[/C][C]-0.021399[/C][C]-0.2334[/C][C]0.407913[/C][/ROW]
[ROW][C]33[/C][C]0.0303[/C][C]0.3305[/C][C]0.37079[/C][/ROW]
[ROW][C]34[/C][C]-0.063249[/C][C]-0.69[/C][C]0.24578[/C][/ROW]
[ROW][C]35[/C][C]0.04111[/C][C]0.4485[/C][C]0.327319[/C][/ROW]
[ROW][C]36[/C][C]0.12323[/C][C]1.3443[/C][C]0.090708[/C][/ROW]
[ROW][C]37[/C][C]-0.016027[/C][C]-0.1748[/C][C]0.430752[/C][/ROW]
[ROW][C]38[/C][C]0.052041[/C][C]0.5677[/C][C]0.285656[/C][/ROW]
[ROW][C]39[/C][C]-0.035836[/C][C]-0.3909[/C][C]0.348275[/C][/ROW]
[ROW][C]40[/C][C]-0.155149[/C][C]-1.6925[/C][C]0.046586[/C][/ROW]
[ROW][C]41[/C][C]-0.06483[/C][C]-0.7072[/C][C]0.240407[/C][/ROW]
[ROW][C]42[/C][C]-0.016765[/C][C]-0.1829[/C][C]0.427599[/C][/ROW]
[ROW][C]43[/C][C]0.0362[/C][C]0.3949[/C][C]0.346814[/C][/ROW]
[ROW][C]44[/C][C]-0.016218[/C][C]-0.1769[/C][C]0.429935[/C][/ROW]
[ROW][C]45[/C][C]-0.052467[/C][C]-0.5724[/C][C]0.284082[/C][/ROW]
[ROW][C]46[/C][C]-0.027077[/C][C]-0.2954[/C][C]0.384109[/C][/ROW]
[ROW][C]47[/C][C]-0.016384[/C][C]-0.1787[/C][C]0.429228[/C][/ROW]
[ROW][C]48[/C][C]0.023432[/C][C]0.2556[/C][C]0.399345[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116676&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116676&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
1-0.313743-3.42250.000426
20.0766860.83650.202262
3-0.078562-0.8570.19658
4-0.061457-0.67040.251946
5-0.036584-0.39910.345274
6-0.091507-0.99820.160099
7-0.030014-0.32740.371964
82.6e-053e-040.499887
9-0.037554-0.40970.341393
10-0.078886-0.86050.19561
11-0.084429-0.9210.179453
120.0443190.48350.314829
130.1229161.34090.091261
14-0.085907-0.93710.175295
15-0.035862-0.39120.348171
160.1200341.30940.096459
17-0.064034-0.69850.243106
18-0.112099-1.22290.111899
19-0.112186-1.22380.111721
20-0.061072-0.66620.253281
210.0636060.69390.244563
22-0.055509-0.60550.272989
230.0427750.46660.320811
240.1318821.43870.076436
250.0876450.95610.170483
260.0119580.13040.448216
270.0070840.07730.469266
28-0.043521-0.47480.317916
290.0029860.03260.487035
300.0273320.29820.383053
31-0.142524-1.55480.06133
32-0.021399-0.23340.407913
330.03030.33050.37079
34-0.063249-0.690.24578
350.041110.44850.327319
360.123231.34430.090708
37-0.016027-0.17480.430752
380.0520410.56770.285656
39-0.035836-0.39090.348275
40-0.155149-1.69250.046586
41-0.06483-0.70720.240407
42-0.016765-0.18290.427599
430.03620.39490.346814
44-0.016218-0.17690.429935
45-0.052467-0.57240.284082
46-0.027077-0.29540.384109
47-0.016384-0.17870.429228
480.0234320.25560.399345


Figures (Output of Computation)

Input Parameters & R Code

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