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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, 18 May 2011 15:01:05 +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/2011/May/18/t1305730790uyz15lkmzf97z5x.htm/, Retrieved Tue, 14 May 2024 05:56:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=121888, Retrieved Tue, 14 May 2024 05:56:17 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W12
Estimated Impact62

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] [Autocorrelatiefun...] [2011-05-18 15:01:05] [73460acc53c7293f330720eb944c4fbc] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
12.32
12.34
12.36
12.54
12.77
12.79
12.96
12.96
13
13.19
13.25
13.61
13.8
13.83
14.04
14.16
14.2
14.27
14.31
14.69
14.9
14.92
15.01
15.09
15.14
15.24
15.33
15.36
15.44
15.5
15.58
15.65
15.72
15.82
15.87
16.07
16.18
16.19
16.39
16.54
16.61
16.62
16.66
16.71
16.72
16.79
16.82
16.83
16.91
16.97
17.02
17.03
17.04
17.07
17.11
17.12
17.14
17.18
17.24
17.26
17.26
17.29
17.36
17.44
17.48
17.48
17.52
17.54
17.58
17.64
17.69
17.69
17.76
17.79
17.82
17.89
17.95
18
18.03
18.06
18.08
18.13
18.16
18.18
18.18
18.27
18.31
18.35
18.45
18.5

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'George Udny Yule' @ 216.218.223.82

\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 & 'George Udny Yule' @ 216.218.223.82 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=121888&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]'George Udny Yule' @ 216.218.223.82[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=121888&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=121888&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'George Udny Yule' @ 216.218.223.82






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2078761.96110.026497
20.0815770.76960.221789
30.2767852.61120.005294
40.0239730.22620.410798
50.3080142.90580.002311
60.1453681.37140.08685
70.1520131.43410.077525
80.4069883.83950.000115
90.1147941.0830.140875
100.1428661.34780.090573
110.1441181.35960.088694
12-0.044797-0.42260.3368
130.1228141.15860.124854
140.0843490.79580.214147
150.1456561.37410.086428
160.2760992.60470.005388
170.0031190.02940.488297
18-0.044552-0.42030.33764
190.1838271.73420.04317
200.0875890.82630.205418
210.0307730.29030.386125
22-0.007291-0.06880.472658
230.0252350.23810.406187
240.1686441.5910.05758
250.0022770.02150.491453
260.0284950.26880.394345
270.0887820.83760.202259
28-0.002838-0.02680.489349
290.0619540.58450.280192
30-0.039658-0.37410.354598
31-0.032652-0.3080.379385
32-0.049887-0.47060.319528
33-0.119545-1.12780.131222
34-0.006124-0.05780.477028
35-0.052353-0.49390.311299
36-0.079691-0.75180.227076
37-0.073743-0.69570.244219
38-0.107652-1.01560.156289
39-0.045188-0.42630.335458
40-0.128932-1.21630.113536
41-0.165801-1.56420.060665
42-0.091191-0.86030.195968
43-0.076085-0.71780.237385
44-0.088503-0.83490.202996
45-0.134867-1.27230.103285
46-0.13183-1.24370.108442
47-0.095445-0.90040.185161
48-0.157687-1.48760.070193

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.207876 & 1.9611 & 0.026497 \tabularnewline
2 & 0.081577 & 0.7696 & 0.221789 \tabularnewline
3 & 0.276785 & 2.6112 & 0.005294 \tabularnewline
4 & 0.023973 & 0.2262 & 0.410798 \tabularnewline
5 & 0.308014 & 2.9058 & 0.002311 \tabularnewline
6 & 0.145368 & 1.3714 & 0.08685 \tabularnewline
7 & 0.152013 & 1.4341 & 0.077525 \tabularnewline
8 & 0.406988 & 3.8395 & 0.000115 \tabularnewline
9 & 0.114794 & 1.083 & 0.140875 \tabularnewline
10 & 0.142866 & 1.3478 & 0.090573 \tabularnewline
11 & 0.144118 & 1.3596 & 0.088694 \tabularnewline
12 & -0.044797 & -0.4226 & 0.3368 \tabularnewline
13 & 0.122814 & 1.1586 & 0.124854 \tabularnewline
14 & 0.084349 & 0.7958 & 0.214147 \tabularnewline
15 & 0.145656 & 1.3741 & 0.086428 \tabularnewline
16 & 0.276099 & 2.6047 & 0.005388 \tabularnewline
17 & 0.003119 & 0.0294 & 0.488297 \tabularnewline
18 & -0.044552 & -0.4203 & 0.33764 \tabularnewline
19 & 0.183827 & 1.7342 & 0.04317 \tabularnewline
20 & 0.087589 & 0.8263 & 0.205418 \tabularnewline
21 & 0.030773 & 0.2903 & 0.386125 \tabularnewline
22 & -0.007291 & -0.0688 & 0.472658 \tabularnewline
23 & 0.025235 & 0.2381 & 0.406187 \tabularnewline
24 & 0.168644 & 1.591 & 0.05758 \tabularnewline
25 & 0.002277 & 0.0215 & 0.491453 \tabularnewline
26 & 0.028495 & 0.2688 & 0.394345 \tabularnewline
27 & 0.088782 & 0.8376 & 0.202259 \tabularnewline
28 & -0.002838 & -0.0268 & 0.489349 \tabularnewline
29 & 0.061954 & 0.5845 & 0.280192 \tabularnewline
30 & -0.039658 & -0.3741 & 0.354598 \tabularnewline
31 & -0.032652 & -0.308 & 0.379385 \tabularnewline
32 & -0.049887 & -0.4706 & 0.319528 \tabularnewline
33 & -0.119545 & -1.1278 & 0.131222 \tabularnewline
34 & -0.006124 & -0.0578 & 0.477028 \tabularnewline
35 & -0.052353 & -0.4939 & 0.311299 \tabularnewline
36 & -0.079691 & -0.7518 & 0.227076 \tabularnewline
37 & -0.073743 & -0.6957 & 0.244219 \tabularnewline
38 & -0.107652 & -1.0156 & 0.156289 \tabularnewline
39 & -0.045188 & -0.4263 & 0.335458 \tabularnewline
40 & -0.128932 & -1.2163 & 0.113536 \tabularnewline
41 & -0.165801 & -1.5642 & 0.060665 \tabularnewline
42 & -0.091191 & -0.8603 & 0.195968 \tabularnewline
43 & -0.076085 & -0.7178 & 0.237385 \tabularnewline
44 & -0.088503 & -0.8349 & 0.202996 \tabularnewline
45 & -0.134867 & -1.2723 & 0.103285 \tabularnewline
46 & -0.13183 & -1.2437 & 0.108442 \tabularnewline
47 & -0.095445 & -0.9004 & 0.185161 \tabularnewline
48 & -0.157687 & -1.4876 & 0.070193 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=121888&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]0.207876[/C][C]1.9611[/C][C]0.026497[/C][/ROW]
[ROW][C]2[/C][C]0.081577[/C][C]0.7696[/C][C]0.221789[/C][/ROW]
[ROW][C]3[/C][C]0.276785[/C][C]2.6112[/C][C]0.005294[/C][/ROW]
[ROW][C]4[/C][C]0.023973[/C][C]0.2262[/C][C]0.410798[/C][/ROW]
[ROW][C]5[/C][C]0.308014[/C][C]2.9058[/C][C]0.002311[/C][/ROW]
[ROW][C]6[/C][C]0.145368[/C][C]1.3714[/C][C]0.08685[/C][/ROW]
[ROW][C]7[/C][C]0.152013[/C][C]1.4341[/C][C]0.077525[/C][/ROW]
[ROW][C]8[/C][C]0.406988[/C][C]3.8395[/C][C]0.000115[/C][/ROW]
[ROW][C]9[/C][C]0.114794[/C][C]1.083[/C][C]0.140875[/C][/ROW]
[ROW][C]10[/C][C]0.142866[/C][C]1.3478[/C][C]0.090573[/C][/ROW]
[ROW][C]11[/C][C]0.144118[/C][C]1.3596[/C][C]0.088694[/C][/ROW]
[ROW][C]12[/C][C]-0.044797[/C][C]-0.4226[/C][C]0.3368[/C][/ROW]
[ROW][C]13[/C][C]0.122814[/C][C]1.1586[/C][C]0.124854[/C][/ROW]
[ROW][C]14[/C][C]0.084349[/C][C]0.7958[/C][C]0.214147[/C][/ROW]
[ROW][C]15[/C][C]0.145656[/C][C]1.3741[/C][C]0.086428[/C][/ROW]
[ROW][C]16[/C][C]0.276099[/C][C]2.6047[/C][C]0.005388[/C][/ROW]
[ROW][C]17[/C][C]0.003119[/C][C]0.0294[/C][C]0.488297[/C][/ROW]
[ROW][C]18[/C][C]-0.044552[/C][C]-0.4203[/C][C]0.33764[/C][/ROW]
[ROW][C]19[/C][C]0.183827[/C][C]1.7342[/C][C]0.04317[/C][/ROW]
[ROW][C]20[/C][C]0.087589[/C][C]0.8263[/C][C]0.205418[/C][/ROW]
[ROW][C]21[/C][C]0.030773[/C][C]0.2903[/C][C]0.386125[/C][/ROW]
[ROW][C]22[/C][C]-0.007291[/C][C]-0.0688[/C][C]0.472658[/C][/ROW]
[ROW][C]23[/C][C]0.025235[/C][C]0.2381[/C][C]0.406187[/C][/ROW]
[ROW][C]24[/C][C]0.168644[/C][C]1.591[/C][C]0.05758[/C][/ROW]
[ROW][C]25[/C][C]0.002277[/C][C]0.0215[/C][C]0.491453[/C][/ROW]
[ROW][C]26[/C][C]0.028495[/C][C]0.2688[/C][C]0.394345[/C][/ROW]
[ROW][C]27[/C][C]0.088782[/C][C]0.8376[/C][C]0.202259[/C][/ROW]
[ROW][C]28[/C][C]-0.002838[/C][C]-0.0268[/C][C]0.489349[/C][/ROW]
[ROW][C]29[/C][C]0.061954[/C][C]0.5845[/C][C]0.280192[/C][/ROW]
[ROW][C]30[/C][C]-0.039658[/C][C]-0.3741[/C][C]0.354598[/C][/ROW]
[ROW][C]31[/C][C]-0.032652[/C][C]-0.308[/C][C]0.379385[/C][/ROW]
[ROW][C]32[/C][C]-0.049887[/C][C]-0.4706[/C][C]0.319528[/C][/ROW]
[ROW][C]33[/C][C]-0.119545[/C][C]-1.1278[/C][C]0.131222[/C][/ROW]
[ROW][C]34[/C][C]-0.006124[/C][C]-0.0578[/C][C]0.477028[/C][/ROW]
[ROW][C]35[/C][C]-0.052353[/C][C]-0.4939[/C][C]0.311299[/C][/ROW]
[ROW][C]36[/C][C]-0.079691[/C][C]-0.7518[/C][C]0.227076[/C][/ROW]
[ROW][C]37[/C][C]-0.073743[/C][C]-0.6957[/C][C]0.244219[/C][/ROW]
[ROW][C]38[/C][C]-0.107652[/C][C]-1.0156[/C][C]0.156289[/C][/ROW]
[ROW][C]39[/C][C]-0.045188[/C][C]-0.4263[/C][C]0.335458[/C][/ROW]
[ROW][C]40[/C][C]-0.128932[/C][C]-1.2163[/C][C]0.113536[/C][/ROW]
[ROW][C]41[/C][C]-0.165801[/C][C]-1.5642[/C][C]0.060665[/C][/ROW]
[ROW][C]42[/C][C]-0.091191[/C][C]-0.8603[/C][C]0.195968[/C][/ROW]
[ROW][C]43[/C][C]-0.076085[/C][C]-0.7178[/C][C]0.237385[/C][/ROW]
[ROW][C]44[/C][C]-0.088503[/C][C]-0.8349[/C][C]0.202996[/C][/ROW]
[ROW][C]45[/C][C]-0.134867[/C][C]-1.2723[/C][C]0.103285[/C][/ROW]
[ROW][C]46[/C][C]-0.13183[/C][C]-1.2437[/C][C]0.108442[/C][/ROW]
[ROW][C]47[/C][C]-0.095445[/C][C]-0.9004[/C][C]0.185161[/C][/ROW]
[ROW][C]48[/C][C]-0.157687[/C][C]-1.4876[/C][C]0.070193[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=121888&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=121888&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
10.2078761.96110.026497
20.0815770.76960.221789
30.2767852.61120.005294
40.0239730.22620.410798
50.3080142.90580.002311
60.1453681.37140.08685
70.1520131.43410.077525
80.4069883.83950.000115
90.1147941.0830.140875
100.1428661.34780.090573
110.1441181.35960.088694
12-0.044797-0.42260.3368
130.1228141.15860.124854
140.0843490.79580.214147
150.1456561.37410.086428
160.2760992.60470.005388
170.0031190.02940.488297
18-0.044552-0.42030.33764
190.1838271.73420.04317
200.0875890.82630.205418
210.0307730.29030.386125
22-0.007291-0.06880.472658
230.0252350.23810.406187
240.1686441.5910.05758
250.0022770.02150.491453
260.0284950.26880.394345
270.0887820.83760.202259
28-0.002838-0.02680.489349
290.0619540.58450.280192
30-0.039658-0.37410.354598
31-0.032652-0.3080.379385
32-0.049887-0.47060.319528
33-0.119545-1.12780.131222
34-0.006124-0.05780.477028
35-0.052353-0.49390.311299
36-0.079691-0.75180.227076
37-0.073743-0.69570.244219
38-0.107652-1.01560.156289
39-0.045188-0.42630.335458
40-0.128932-1.21630.113536
41-0.165801-1.56420.060665
42-0.091191-0.86030.195968
43-0.076085-0.71780.237385
44-0.088503-0.83490.202996
45-0.134867-1.27230.103285
46-0.13183-1.24370.108442
47-0.095445-0.90040.185161
48-0.157687-1.48760.070193






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2078761.96110.026497
20.0400970.37830.353063
30.2639852.49040.007308
4-0.092471-0.87240.192677
50.3438563.24390.000831
6-0.083226-0.78520.217224
70.2321512.19010.015566
80.1995011.88210.031546
90.0409410.38620.350122
100.0096930.09140.463671
11-0.032976-0.31110.378229
12-0.138929-1.31070.096673
13-0.05741-0.54160.29472
14-0.029599-0.27920.390355
150.0968760.91390.181613
160.1054010.99430.161374
17-0.064182-0.60550.273195
18-0.146271-1.37990.085534
190.202271.90820.029793
200.0532280.50210.308401
21-0.036683-0.34610.365054
22-0.132623-1.25120.107077
230.0082310.07770.469139
24-0.009116-0.0860.465831
25-0.03129-0.29520.38427
260.0763270.72010.236684
27-0.004596-0.04340.482758
280.0282520.26650.395226
29-0.008434-0.07960.468382
30-0.088259-0.83260.203639
31-0.024013-0.22650.410651
32-0.189027-1.78330.038975
33-0.029373-0.27710.39117
34-0.089275-0.84220.200961
35-0.10542-0.99450.16133
36-0.070469-0.66480.253946
370.0577270.54460.293696
380.0667780.630.265162
39-0.008752-0.08260.467189
40-0.038751-0.36560.357776
41-0.000828-0.00780.496891
42-0.024058-0.2270.410485
435.9e-056e-040.499778
44-0.081485-0.76870.222045
45-0.05184-0.48910.313004
46-0.052539-0.49570.310681
470.025950.24480.403583
48-0.061318-0.57850.282202

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.207876 & 1.9611 & 0.026497 \tabularnewline
2 & 0.040097 & 0.3783 & 0.353063 \tabularnewline
3 & 0.263985 & 2.4904 & 0.007308 \tabularnewline
4 & -0.092471 & -0.8724 & 0.192677 \tabularnewline
5 & 0.343856 & 3.2439 & 0.000831 \tabularnewline
6 & -0.083226 & -0.7852 & 0.217224 \tabularnewline
7 & 0.232151 & 2.1901 & 0.015566 \tabularnewline
8 & 0.199501 & 1.8821 & 0.031546 \tabularnewline
9 & 0.040941 & 0.3862 & 0.350122 \tabularnewline
10 & 0.009693 & 0.0914 & 0.463671 \tabularnewline
11 & -0.032976 & -0.3111 & 0.378229 \tabularnewline
12 & -0.138929 & -1.3107 & 0.096673 \tabularnewline
13 & -0.05741 & -0.5416 & 0.29472 \tabularnewline
14 & -0.029599 & -0.2792 & 0.390355 \tabularnewline
15 & 0.096876 & 0.9139 & 0.181613 \tabularnewline
16 & 0.105401 & 0.9943 & 0.161374 \tabularnewline
17 & -0.064182 & -0.6055 & 0.273195 \tabularnewline
18 & -0.146271 & -1.3799 & 0.085534 \tabularnewline
19 & 0.20227 & 1.9082 & 0.029793 \tabularnewline
20 & 0.053228 & 0.5021 & 0.308401 \tabularnewline
21 & -0.036683 & -0.3461 & 0.365054 \tabularnewline
22 & -0.132623 & -1.2512 & 0.107077 \tabularnewline
23 & 0.008231 & 0.0777 & 0.469139 \tabularnewline
24 & -0.009116 & -0.086 & 0.465831 \tabularnewline
25 & -0.03129 & -0.2952 & 0.38427 \tabularnewline
26 & 0.076327 & 0.7201 & 0.236684 \tabularnewline
27 & -0.004596 & -0.0434 & 0.482758 \tabularnewline
28 & 0.028252 & 0.2665 & 0.395226 \tabularnewline
29 & -0.008434 & -0.0796 & 0.468382 \tabularnewline
30 & -0.088259 & -0.8326 & 0.203639 \tabularnewline
31 & -0.024013 & -0.2265 & 0.410651 \tabularnewline
32 & -0.189027 & -1.7833 & 0.038975 \tabularnewline
33 & -0.029373 & -0.2771 & 0.39117 \tabularnewline
34 & -0.089275 & -0.8422 & 0.200961 \tabularnewline
35 & -0.10542 & -0.9945 & 0.16133 \tabularnewline
36 & -0.070469 & -0.6648 & 0.253946 \tabularnewline
37 & 0.057727 & 0.5446 & 0.293696 \tabularnewline
38 & 0.066778 & 0.63 & 0.265162 \tabularnewline
39 & -0.008752 & -0.0826 & 0.467189 \tabularnewline
40 & -0.038751 & -0.3656 & 0.357776 \tabularnewline
41 & -0.000828 & -0.0078 & 0.496891 \tabularnewline
42 & -0.024058 & -0.227 & 0.410485 \tabularnewline
43 & 5.9e-05 & 6e-04 & 0.499778 \tabularnewline
44 & -0.081485 & -0.7687 & 0.222045 \tabularnewline
45 & -0.05184 & -0.4891 & 0.313004 \tabularnewline
46 & -0.052539 & -0.4957 & 0.310681 \tabularnewline
47 & 0.02595 & 0.2448 & 0.403583 \tabularnewline
48 & -0.061318 & -0.5785 & 0.282202 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=121888&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]0.207876[/C][C]1.9611[/C][C]0.026497[/C][/ROW]
[ROW][C]2[/C][C]0.040097[/C][C]0.3783[/C][C]0.353063[/C][/ROW]
[ROW][C]3[/C][C]0.263985[/C][C]2.4904[/C][C]0.007308[/C][/ROW]
[ROW][C]4[/C][C]-0.092471[/C][C]-0.8724[/C][C]0.192677[/C][/ROW]
[ROW][C]5[/C][C]0.343856[/C][C]3.2439[/C][C]0.000831[/C][/ROW]
[ROW][C]6[/C][C]-0.083226[/C][C]-0.7852[/C][C]0.217224[/C][/ROW]
[ROW][C]7[/C][C]0.232151[/C][C]2.1901[/C][C]0.015566[/C][/ROW]
[ROW][C]8[/C][C]0.199501[/C][C]1.8821[/C][C]0.031546[/C][/ROW]
[ROW][C]9[/C][C]0.040941[/C][C]0.3862[/C][C]0.350122[/C][/ROW]
[ROW][C]10[/C][C]0.009693[/C][C]0.0914[/C][C]0.463671[/C][/ROW]
[ROW][C]11[/C][C]-0.032976[/C][C]-0.3111[/C][C]0.378229[/C][/ROW]
[ROW][C]12[/C][C]-0.138929[/C][C]-1.3107[/C][C]0.096673[/C][/ROW]
[ROW][C]13[/C][C]-0.05741[/C][C]-0.5416[/C][C]0.29472[/C][/ROW]
[ROW][C]14[/C][C]-0.029599[/C][C]-0.2792[/C][C]0.390355[/C][/ROW]
[ROW][C]15[/C][C]0.096876[/C][C]0.9139[/C][C]0.181613[/C][/ROW]
[ROW][C]16[/C][C]0.105401[/C][C]0.9943[/C][C]0.161374[/C][/ROW]
[ROW][C]17[/C][C]-0.064182[/C][C]-0.6055[/C][C]0.273195[/C][/ROW]
[ROW][C]18[/C][C]-0.146271[/C][C]-1.3799[/C][C]0.085534[/C][/ROW]
[ROW][C]19[/C][C]0.20227[/C][C]1.9082[/C][C]0.029793[/C][/ROW]
[ROW][C]20[/C][C]0.053228[/C][C]0.5021[/C][C]0.308401[/C][/ROW]
[ROW][C]21[/C][C]-0.036683[/C][C]-0.3461[/C][C]0.365054[/C][/ROW]
[ROW][C]22[/C][C]-0.132623[/C][C]-1.2512[/C][C]0.107077[/C][/ROW]
[ROW][C]23[/C][C]0.008231[/C][C]0.0777[/C][C]0.469139[/C][/ROW]
[ROW][C]24[/C][C]-0.009116[/C][C]-0.086[/C][C]0.465831[/C][/ROW]
[ROW][C]25[/C][C]-0.03129[/C][C]-0.2952[/C][C]0.38427[/C][/ROW]
[ROW][C]26[/C][C]0.076327[/C][C]0.7201[/C][C]0.236684[/C][/ROW]
[ROW][C]27[/C][C]-0.004596[/C][C]-0.0434[/C][C]0.482758[/C][/ROW]
[ROW][C]28[/C][C]0.028252[/C][C]0.2665[/C][C]0.395226[/C][/ROW]
[ROW][C]29[/C][C]-0.008434[/C][C]-0.0796[/C][C]0.468382[/C][/ROW]
[ROW][C]30[/C][C]-0.088259[/C][C]-0.8326[/C][C]0.203639[/C][/ROW]
[ROW][C]31[/C][C]-0.024013[/C][C]-0.2265[/C][C]0.410651[/C][/ROW]
[ROW][C]32[/C][C]-0.189027[/C][C]-1.7833[/C][C]0.038975[/C][/ROW]
[ROW][C]33[/C][C]-0.029373[/C][C]-0.2771[/C][C]0.39117[/C][/ROW]
[ROW][C]34[/C][C]-0.089275[/C][C]-0.8422[/C][C]0.200961[/C][/ROW]
[ROW][C]35[/C][C]-0.10542[/C][C]-0.9945[/C][C]0.16133[/C][/ROW]
[ROW][C]36[/C][C]-0.070469[/C][C]-0.6648[/C][C]0.253946[/C][/ROW]
[ROW][C]37[/C][C]0.057727[/C][C]0.5446[/C][C]0.293696[/C][/ROW]
[ROW][C]38[/C][C]0.066778[/C][C]0.63[/C][C]0.265162[/C][/ROW]
[ROW][C]39[/C][C]-0.008752[/C][C]-0.0826[/C][C]0.467189[/C][/ROW]
[ROW][C]40[/C][C]-0.038751[/C][C]-0.3656[/C][C]0.357776[/C][/ROW]
[ROW][C]41[/C][C]-0.000828[/C][C]-0.0078[/C][C]0.496891[/C][/ROW]
[ROW][C]42[/C][C]-0.024058[/C][C]-0.227[/C][C]0.410485[/C][/ROW]
[ROW][C]43[/C][C]5.9e-05[/C][C]6e-04[/C][C]0.499778[/C][/ROW]
[ROW][C]44[/C][C]-0.081485[/C][C]-0.7687[/C][C]0.222045[/C][/ROW]
[ROW][C]45[/C][C]-0.05184[/C][C]-0.4891[/C][C]0.313004[/C][/ROW]
[ROW][C]46[/C][C]-0.052539[/C][C]-0.4957[/C][C]0.310681[/C][/ROW]
[ROW][C]47[/C][C]0.02595[/C][C]0.2448[/C][C]0.403583[/C][/ROW]
[ROW][C]48[/C][C]-0.061318[/C][C]-0.5785[/C][C]0.282202[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=121888&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=121888&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
10.2078761.96110.026497
20.0400970.37830.353063
30.2639852.49040.007308
4-0.092471-0.87240.192677
50.3438563.24390.000831
6-0.083226-0.78520.217224
70.2321512.19010.015566
80.1995011.88210.031546
90.0409410.38620.350122
100.0096930.09140.463671
11-0.032976-0.31110.378229
12-0.138929-1.31070.096673
13-0.05741-0.54160.29472
14-0.029599-0.27920.390355
150.0968760.91390.181613
160.1054010.99430.161374
17-0.064182-0.60550.273195
18-0.146271-1.37990.085534
190.202271.90820.029793
200.0532280.50210.308401
21-0.036683-0.34610.365054
22-0.132623-1.25120.107077
230.0082310.07770.469139
24-0.009116-0.0860.465831
25-0.03129-0.29520.38427
260.0763270.72010.236684
27-0.004596-0.04340.482758
280.0282520.26650.395226
29-0.008434-0.07960.468382
30-0.088259-0.83260.203639
31-0.024013-0.22650.410651
32-0.189027-1.78330.038975
33-0.029373-0.27710.39117
34-0.089275-0.84220.200961
35-0.10542-0.99450.16133
36-0.070469-0.66480.253946
370.0577270.54460.293696
380.0667780.630.265162
39-0.008752-0.08260.467189
40-0.038751-0.36560.357776
41-0.000828-0.00780.496891
42-0.024058-0.2270.410485
435.9e-056e-040.499778
44-0.081485-0.76870.222045
45-0.05184-0.48910.313004
46-0.052539-0.49570.310681
470.025950.24480.403583
48-0.061318-0.57850.282202


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')