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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 computationThu, 15 Nov 2012 08:59:47 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Nov/15/t1352988000e818xdml4rz80fp.htm/, Retrieved Thu, 02 May 2024 00:45:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=189681, Retrieved Thu, 02 May 2024 00:45:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact60

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] [] [2012-11-15 13:59:47] [d04b85262060aaf5e7973d5e79a5225e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
14
19
16
16
11
13
12
11
6
9
6
15
17
13
12
13
10
14
13
10
11
12
7
11
9
13
12
5
13
11
8
8
8
8
0
3
0
-1
-1
-4
1
-1
0
-1
6
0
-3
-3
4
1
0
-4
-2
3
2
5
6
6
3
4
7
5
6
1
3
6
0
3
4
7
6
6
6
6
2
2
2
3
-1
-4
4
5
3
-1

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'Gwilym Jenkins' @ jenkins.wessa.net

\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 & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189681&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189681&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189681&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'Gwilym Jenkins' @ jenkins.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7823037.16990
20.690476.32830
30.6446965.90870
40.6287465.76260
50.5675755.20191e-06
60.4767264.36931.8e-05
70.4440674.06995.3e-05
80.439364.02686.2e-05
90.4136913.79150.000141
100.3824313.5050.000367
110.420693.85570.000113
120.4313523.95348e-05
130.3348213.06870.001447
140.2779562.54750.006336
150.260522.38770.009599
160.2339262.1440.017463
170.1669841.53040.064833
180.0671250.61520.270039
190.0369330.33850.367917
200.0364770.33430.369486
21-0.034271-0.31410.377114
22-0.078706-0.72130.236349
23-0.057455-0.52660.299937
24-0.03231-0.29610.383931
25-0.036245-0.33220.370286
26-0.090224-0.82690.205314
27-0.037248-0.34140.366833
28-0.046862-0.42950.334332
29-0.06965-0.63830.262492
30-0.126155-1.15620.125433
31-0.134222-1.23020.111035
32-0.130007-1.19150.1184
33-0.202595-1.85680.033421
34-0.278129-2.54910.006309
35-0.272842-2.50060.00717
36-0.213796-1.95950.026687
37-0.19474-1.78480.03895
38-0.228582-2.0950.019592
39-0.19457-1.78330.039078
40-0.171561-1.57240.05981
41-0.146114-1.33920.092067
42-0.133749-1.22580.111845
43-0.136073-1.24710.107909
44-0.132658-1.21580.113728
45-0.188119-1.72410.044181
46-0.226778-2.07850.020359
47-0.199545-1.82890.035485
48-0.194405-1.78180.039202

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.782303 & 7.1699 & 0 \tabularnewline
2 & 0.69047 & 6.3283 & 0 \tabularnewline
3 & 0.644696 & 5.9087 & 0 \tabularnewline
4 & 0.628746 & 5.7626 & 0 \tabularnewline
5 & 0.567575 & 5.2019 & 1e-06 \tabularnewline
6 & 0.476726 & 4.3693 & 1.8e-05 \tabularnewline
7 & 0.444067 & 4.0699 & 5.3e-05 \tabularnewline
8 & 0.43936 & 4.0268 & 6.2e-05 \tabularnewline
9 & 0.413691 & 3.7915 & 0.000141 \tabularnewline
10 & 0.382431 & 3.505 & 0.000367 \tabularnewline
11 & 0.42069 & 3.8557 & 0.000113 \tabularnewline
12 & 0.431352 & 3.9534 & 8e-05 \tabularnewline
13 & 0.334821 & 3.0687 & 0.001447 \tabularnewline
14 & 0.277956 & 2.5475 & 0.006336 \tabularnewline
15 & 0.26052 & 2.3877 & 0.009599 \tabularnewline
16 & 0.233926 & 2.144 & 0.017463 \tabularnewline
17 & 0.166984 & 1.5304 & 0.064833 \tabularnewline
18 & 0.067125 & 0.6152 & 0.270039 \tabularnewline
19 & 0.036933 & 0.3385 & 0.367917 \tabularnewline
20 & 0.036477 & 0.3343 & 0.369486 \tabularnewline
21 & -0.034271 & -0.3141 & 0.377114 \tabularnewline
22 & -0.078706 & -0.7213 & 0.236349 \tabularnewline
23 & -0.057455 & -0.5266 & 0.299937 \tabularnewline
24 & -0.03231 & -0.2961 & 0.383931 \tabularnewline
25 & -0.036245 & -0.3322 & 0.370286 \tabularnewline
26 & -0.090224 & -0.8269 & 0.205314 \tabularnewline
27 & -0.037248 & -0.3414 & 0.366833 \tabularnewline
28 & -0.046862 & -0.4295 & 0.334332 \tabularnewline
29 & -0.06965 & -0.6383 & 0.262492 \tabularnewline
30 & -0.126155 & -1.1562 & 0.125433 \tabularnewline
31 & -0.134222 & -1.2302 & 0.111035 \tabularnewline
32 & -0.130007 & -1.1915 & 0.1184 \tabularnewline
33 & -0.202595 & -1.8568 & 0.033421 \tabularnewline
34 & -0.278129 & -2.5491 & 0.006309 \tabularnewline
35 & -0.272842 & -2.5006 & 0.00717 \tabularnewline
36 & -0.213796 & -1.9595 & 0.026687 \tabularnewline
37 & -0.19474 & -1.7848 & 0.03895 \tabularnewline
38 & -0.228582 & -2.095 & 0.019592 \tabularnewline
39 & -0.19457 & -1.7833 & 0.039078 \tabularnewline
40 & -0.171561 & -1.5724 & 0.05981 \tabularnewline
41 & -0.146114 & -1.3392 & 0.092067 \tabularnewline
42 & -0.133749 & -1.2258 & 0.111845 \tabularnewline
43 & -0.136073 & -1.2471 & 0.107909 \tabularnewline
44 & -0.132658 & -1.2158 & 0.113728 \tabularnewline
45 & -0.188119 & -1.7241 & 0.044181 \tabularnewline
46 & -0.226778 & -2.0785 & 0.020359 \tabularnewline
47 & -0.199545 & -1.8289 & 0.035485 \tabularnewline
48 & -0.194405 & -1.7818 & 0.039202 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189681&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]0.782303[/C][C]7.1699[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.69047[/C][C]6.3283[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.644696[/C][C]5.9087[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.628746[/C][C]5.7626[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.567575[/C][C]5.2019[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.476726[/C][C]4.3693[/C][C]1.8e-05[/C][/ROW]
[ROW][C]7[/C][C]0.444067[/C][C]4.0699[/C][C]5.3e-05[/C][/ROW]
[ROW][C]8[/C][C]0.43936[/C][C]4.0268[/C][C]6.2e-05[/C][/ROW]
[ROW][C]9[/C][C]0.413691[/C][C]3.7915[/C][C]0.000141[/C][/ROW]
[ROW][C]10[/C][C]0.382431[/C][C]3.505[/C][C]0.000367[/C][/ROW]
[ROW][C]11[/C][C]0.42069[/C][C]3.8557[/C][C]0.000113[/C][/ROW]
[ROW][C]12[/C][C]0.431352[/C][C]3.9534[/C][C]8e-05[/C][/ROW]
[ROW][C]13[/C][C]0.334821[/C][C]3.0687[/C][C]0.001447[/C][/ROW]
[ROW][C]14[/C][C]0.277956[/C][C]2.5475[/C][C]0.006336[/C][/ROW]
[ROW][C]15[/C][C]0.26052[/C][C]2.3877[/C][C]0.009599[/C][/ROW]
[ROW][C]16[/C][C]0.233926[/C][C]2.144[/C][C]0.017463[/C][/ROW]
[ROW][C]17[/C][C]0.166984[/C][C]1.5304[/C][C]0.064833[/C][/ROW]
[ROW][C]18[/C][C]0.067125[/C][C]0.6152[/C][C]0.270039[/C][/ROW]
[ROW][C]19[/C][C]0.036933[/C][C]0.3385[/C][C]0.367917[/C][/ROW]
[ROW][C]20[/C][C]0.036477[/C][C]0.3343[/C][C]0.369486[/C][/ROW]
[ROW][C]21[/C][C]-0.034271[/C][C]-0.3141[/C][C]0.377114[/C][/ROW]
[ROW][C]22[/C][C]-0.078706[/C][C]-0.7213[/C][C]0.236349[/C][/ROW]
[ROW][C]23[/C][C]-0.057455[/C][C]-0.5266[/C][C]0.299937[/C][/ROW]
[ROW][C]24[/C][C]-0.03231[/C][C]-0.2961[/C][C]0.383931[/C][/ROW]
[ROW][C]25[/C][C]-0.036245[/C][C]-0.3322[/C][C]0.370286[/C][/ROW]
[ROW][C]26[/C][C]-0.090224[/C][C]-0.8269[/C][C]0.205314[/C][/ROW]
[ROW][C]27[/C][C]-0.037248[/C][C]-0.3414[/C][C]0.366833[/C][/ROW]
[ROW][C]28[/C][C]-0.046862[/C][C]-0.4295[/C][C]0.334332[/C][/ROW]
[ROW][C]29[/C][C]-0.06965[/C][C]-0.6383[/C][C]0.262492[/C][/ROW]
[ROW][C]30[/C][C]-0.126155[/C][C]-1.1562[/C][C]0.125433[/C][/ROW]
[ROW][C]31[/C][C]-0.134222[/C][C]-1.2302[/C][C]0.111035[/C][/ROW]
[ROW][C]32[/C][C]-0.130007[/C][C]-1.1915[/C][C]0.1184[/C][/ROW]
[ROW][C]33[/C][C]-0.202595[/C][C]-1.8568[/C][C]0.033421[/C][/ROW]
[ROW][C]34[/C][C]-0.278129[/C][C]-2.5491[/C][C]0.006309[/C][/ROW]
[ROW][C]35[/C][C]-0.272842[/C][C]-2.5006[/C][C]0.00717[/C][/ROW]
[ROW][C]36[/C][C]-0.213796[/C][C]-1.9595[/C][C]0.026687[/C][/ROW]
[ROW][C]37[/C][C]-0.19474[/C][C]-1.7848[/C][C]0.03895[/C][/ROW]
[ROW][C]38[/C][C]-0.228582[/C][C]-2.095[/C][C]0.019592[/C][/ROW]
[ROW][C]39[/C][C]-0.19457[/C][C]-1.7833[/C][C]0.039078[/C][/ROW]
[ROW][C]40[/C][C]-0.171561[/C][C]-1.5724[/C][C]0.05981[/C][/ROW]
[ROW][C]41[/C][C]-0.146114[/C][C]-1.3392[/C][C]0.092067[/C][/ROW]
[ROW][C]42[/C][C]-0.133749[/C][C]-1.2258[/C][C]0.111845[/C][/ROW]
[ROW][C]43[/C][C]-0.136073[/C][C]-1.2471[/C][C]0.107909[/C][/ROW]
[ROW][C]44[/C][C]-0.132658[/C][C]-1.2158[/C][C]0.113728[/C][/ROW]
[ROW][C]45[/C][C]-0.188119[/C][C]-1.7241[/C][C]0.044181[/C][/ROW]
[ROW][C]46[/C][C]-0.226778[/C][C]-2.0785[/C][C]0.020359[/C][/ROW]
[ROW][C]47[/C][C]-0.199545[/C][C]-1.8289[/C][C]0.035485[/C][/ROW]
[ROW][C]48[/C][C]-0.194405[/C][C]-1.7818[/C][C]0.039202[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189681&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189681&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
10.7823037.16990
20.690476.32830
30.6446965.90870
40.6287465.76260
50.5675755.20191e-06
60.4767264.36931.8e-05
70.4440674.06995.3e-05
80.439364.02686.2e-05
90.4136913.79150.000141
100.3824313.5050.000367
110.420693.85570.000113
120.4313523.95348e-05
130.3348213.06870.001447
140.2779562.54750.006336
150.260522.38770.009599
160.2339262.1440.017463
170.1669841.53040.064833
180.0671250.61520.270039
190.0369330.33850.367917
200.0364770.33430.369486
21-0.034271-0.31410.377114
22-0.078706-0.72130.236349
23-0.057455-0.52660.299937
24-0.03231-0.29610.383931
25-0.036245-0.33220.370286
26-0.090224-0.82690.205314
27-0.037248-0.34140.366833
28-0.046862-0.42950.334332
29-0.06965-0.63830.262492
30-0.126155-1.15620.125433
31-0.134222-1.23020.111035
32-0.130007-1.19150.1184
33-0.202595-1.85680.033421
34-0.278129-2.54910.006309
35-0.272842-2.50060.00717
36-0.213796-1.95950.026687
37-0.19474-1.78480.03895
38-0.228582-2.0950.019592
39-0.19457-1.78330.039078
40-0.171561-1.57240.05981
41-0.146114-1.33920.092067
42-0.133749-1.22580.111845
43-0.136073-1.24710.107909
44-0.132658-1.21580.113728
45-0.188119-1.72410.044181
46-0.226778-2.07850.020359
47-0.199545-1.82890.035485
48-0.194405-1.78180.039202






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7823037.16990
20.2022461.85360.033653
30.1493181.36850.087398
40.1477491.35410.089662
5-0.028036-0.2570.398921
6-0.118755-1.08840.139763
70.0380950.34910.363925
80.0803650.73660.231722
90.0195570.17920.42909
100.028450.26070.397464
110.1931821.77050.040132
120.0416860.38210.351692
13-0.261327-2.39510.00942
14-0.085381-0.78250.218051
15-0.007682-0.07040.472017
16-0.067819-0.62160.267953
17-0.052414-0.48040.316104
18-0.108159-0.99130.162193
19-0.024599-0.22550.411088
200.0237410.21760.414139
21-0.133742-1.22580.111856
22-0.039352-0.36070.359625
230.0793940.72770.234422
240.0858690.7870.216749
250.0930580.85290.198073
26-0.102166-0.93640.175884
270.1578961.44710.075789
28-0.084756-0.77680.219728
29-0.024036-0.22030.41309
30-0.021134-0.19370.423442
31-0.031087-0.28490.388203
320.0065620.06010.476091
33-0.102971-0.94370.174002
34-0.183966-1.68610.047746
35-0.012685-0.11630.453861
360.1115571.02240.154756
370.1168871.07130.143554
38-0.048686-0.44620.328294
39-0.007148-0.06550.473961
40-0.042542-0.38990.348796
410.0218920.20060.420732
420.0962150.88180.190193
43-0.018303-0.16770.433593
44-0.042178-0.38660.350028
45-0.03773-0.34580.365177
46-0.009084-0.08330.466921
47-0.011227-0.10290.459145
48-0.102883-0.94290.174208

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.782303 & 7.1699 & 0 \tabularnewline
2 & 0.202246 & 1.8536 & 0.033653 \tabularnewline
3 & 0.149318 & 1.3685 & 0.087398 \tabularnewline
4 & 0.147749 & 1.3541 & 0.089662 \tabularnewline
5 & -0.028036 & -0.257 & 0.398921 \tabularnewline
6 & -0.118755 & -1.0884 & 0.139763 \tabularnewline
7 & 0.038095 & 0.3491 & 0.363925 \tabularnewline
8 & 0.080365 & 0.7366 & 0.231722 \tabularnewline
9 & 0.019557 & 0.1792 & 0.42909 \tabularnewline
10 & 0.02845 & 0.2607 & 0.397464 \tabularnewline
11 & 0.193182 & 1.7705 & 0.040132 \tabularnewline
12 & 0.041686 & 0.3821 & 0.351692 \tabularnewline
13 & -0.261327 & -2.3951 & 0.00942 \tabularnewline
14 & -0.085381 & -0.7825 & 0.218051 \tabularnewline
15 & -0.007682 & -0.0704 & 0.472017 \tabularnewline
16 & -0.067819 & -0.6216 & 0.267953 \tabularnewline
17 & -0.052414 & -0.4804 & 0.316104 \tabularnewline
18 & -0.108159 & -0.9913 & 0.162193 \tabularnewline
19 & -0.024599 & -0.2255 & 0.411088 \tabularnewline
20 & 0.023741 & 0.2176 & 0.414139 \tabularnewline
21 & -0.133742 & -1.2258 & 0.111856 \tabularnewline
22 & -0.039352 & -0.3607 & 0.359625 \tabularnewline
23 & 0.079394 & 0.7277 & 0.234422 \tabularnewline
24 & 0.085869 & 0.787 & 0.216749 \tabularnewline
25 & 0.093058 & 0.8529 & 0.198073 \tabularnewline
26 & -0.102166 & -0.9364 & 0.175884 \tabularnewline
27 & 0.157896 & 1.4471 & 0.075789 \tabularnewline
28 & -0.084756 & -0.7768 & 0.219728 \tabularnewline
29 & -0.024036 & -0.2203 & 0.41309 \tabularnewline
30 & -0.021134 & -0.1937 & 0.423442 \tabularnewline
31 & -0.031087 & -0.2849 & 0.388203 \tabularnewline
32 & 0.006562 & 0.0601 & 0.476091 \tabularnewline
33 & -0.102971 & -0.9437 & 0.174002 \tabularnewline
34 & -0.183966 & -1.6861 & 0.047746 \tabularnewline
35 & -0.012685 & -0.1163 & 0.453861 \tabularnewline
36 & 0.111557 & 1.0224 & 0.154756 \tabularnewline
37 & 0.116887 & 1.0713 & 0.143554 \tabularnewline
38 & -0.048686 & -0.4462 & 0.328294 \tabularnewline
39 & -0.007148 & -0.0655 & 0.473961 \tabularnewline
40 & -0.042542 & -0.3899 & 0.348796 \tabularnewline
41 & 0.021892 & 0.2006 & 0.420732 \tabularnewline
42 & 0.096215 & 0.8818 & 0.190193 \tabularnewline
43 & -0.018303 & -0.1677 & 0.433593 \tabularnewline
44 & -0.042178 & -0.3866 & 0.350028 \tabularnewline
45 & -0.03773 & -0.3458 & 0.365177 \tabularnewline
46 & -0.009084 & -0.0833 & 0.466921 \tabularnewline
47 & -0.011227 & -0.1029 & 0.459145 \tabularnewline
48 & -0.102883 & -0.9429 & 0.174208 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189681&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]0.782303[/C][C]7.1699[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.202246[/C][C]1.8536[/C][C]0.033653[/C][/ROW]
[ROW][C]3[/C][C]0.149318[/C][C]1.3685[/C][C]0.087398[/C][/ROW]
[ROW][C]4[/C][C]0.147749[/C][C]1.3541[/C][C]0.089662[/C][/ROW]
[ROW][C]5[/C][C]-0.028036[/C][C]-0.257[/C][C]0.398921[/C][/ROW]
[ROW][C]6[/C][C]-0.118755[/C][C]-1.0884[/C][C]0.139763[/C][/ROW]
[ROW][C]7[/C][C]0.038095[/C][C]0.3491[/C][C]0.363925[/C][/ROW]
[ROW][C]8[/C][C]0.080365[/C][C]0.7366[/C][C]0.231722[/C][/ROW]
[ROW][C]9[/C][C]0.019557[/C][C]0.1792[/C][C]0.42909[/C][/ROW]
[ROW][C]10[/C][C]0.02845[/C][C]0.2607[/C][C]0.397464[/C][/ROW]
[ROW][C]11[/C][C]0.193182[/C][C]1.7705[/C][C]0.040132[/C][/ROW]
[ROW][C]12[/C][C]0.041686[/C][C]0.3821[/C][C]0.351692[/C][/ROW]
[ROW][C]13[/C][C]-0.261327[/C][C]-2.3951[/C][C]0.00942[/C][/ROW]
[ROW][C]14[/C][C]-0.085381[/C][C]-0.7825[/C][C]0.218051[/C][/ROW]
[ROW][C]15[/C][C]-0.007682[/C][C]-0.0704[/C][C]0.472017[/C][/ROW]
[ROW][C]16[/C][C]-0.067819[/C][C]-0.6216[/C][C]0.267953[/C][/ROW]
[ROW][C]17[/C][C]-0.052414[/C][C]-0.4804[/C][C]0.316104[/C][/ROW]
[ROW][C]18[/C][C]-0.108159[/C][C]-0.9913[/C][C]0.162193[/C][/ROW]
[ROW][C]19[/C][C]-0.024599[/C][C]-0.2255[/C][C]0.411088[/C][/ROW]
[ROW][C]20[/C][C]0.023741[/C][C]0.2176[/C][C]0.414139[/C][/ROW]
[ROW][C]21[/C][C]-0.133742[/C][C]-1.2258[/C][C]0.111856[/C][/ROW]
[ROW][C]22[/C][C]-0.039352[/C][C]-0.3607[/C][C]0.359625[/C][/ROW]
[ROW][C]23[/C][C]0.079394[/C][C]0.7277[/C][C]0.234422[/C][/ROW]
[ROW][C]24[/C][C]0.085869[/C][C]0.787[/C][C]0.216749[/C][/ROW]
[ROW][C]25[/C][C]0.093058[/C][C]0.8529[/C][C]0.198073[/C][/ROW]
[ROW][C]26[/C][C]-0.102166[/C][C]-0.9364[/C][C]0.175884[/C][/ROW]
[ROW][C]27[/C][C]0.157896[/C][C]1.4471[/C][C]0.075789[/C][/ROW]
[ROW][C]28[/C][C]-0.084756[/C][C]-0.7768[/C][C]0.219728[/C][/ROW]
[ROW][C]29[/C][C]-0.024036[/C][C]-0.2203[/C][C]0.41309[/C][/ROW]
[ROW][C]30[/C][C]-0.021134[/C][C]-0.1937[/C][C]0.423442[/C][/ROW]
[ROW][C]31[/C][C]-0.031087[/C][C]-0.2849[/C][C]0.388203[/C][/ROW]
[ROW][C]32[/C][C]0.006562[/C][C]0.0601[/C][C]0.476091[/C][/ROW]
[ROW][C]33[/C][C]-0.102971[/C][C]-0.9437[/C][C]0.174002[/C][/ROW]
[ROW][C]34[/C][C]-0.183966[/C][C]-1.6861[/C][C]0.047746[/C][/ROW]
[ROW][C]35[/C][C]-0.012685[/C][C]-0.1163[/C][C]0.453861[/C][/ROW]
[ROW][C]36[/C][C]0.111557[/C][C]1.0224[/C][C]0.154756[/C][/ROW]
[ROW][C]37[/C][C]0.116887[/C][C]1.0713[/C][C]0.143554[/C][/ROW]
[ROW][C]38[/C][C]-0.048686[/C][C]-0.4462[/C][C]0.328294[/C][/ROW]
[ROW][C]39[/C][C]-0.007148[/C][C]-0.0655[/C][C]0.473961[/C][/ROW]
[ROW][C]40[/C][C]-0.042542[/C][C]-0.3899[/C][C]0.348796[/C][/ROW]
[ROW][C]41[/C][C]0.021892[/C][C]0.2006[/C][C]0.420732[/C][/ROW]
[ROW][C]42[/C][C]0.096215[/C][C]0.8818[/C][C]0.190193[/C][/ROW]
[ROW][C]43[/C][C]-0.018303[/C][C]-0.1677[/C][C]0.433593[/C][/ROW]
[ROW][C]44[/C][C]-0.042178[/C][C]-0.3866[/C][C]0.350028[/C][/ROW]
[ROW][C]45[/C][C]-0.03773[/C][C]-0.3458[/C][C]0.365177[/C][/ROW]
[ROW][C]46[/C][C]-0.009084[/C][C]-0.0833[/C][C]0.466921[/C][/ROW]
[ROW][C]47[/C][C]-0.011227[/C][C]-0.1029[/C][C]0.459145[/C][/ROW]
[ROW][C]48[/C][C]-0.102883[/C][C]-0.9429[/C][C]0.174208[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189681&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189681&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
10.7823037.16990
20.2022461.85360.033653
30.1493181.36850.087398
40.1477491.35410.089662
5-0.028036-0.2570.398921
6-0.118755-1.08840.139763
70.0380950.34910.363925
80.0803650.73660.231722
90.0195570.17920.42909
100.028450.26070.397464
110.1931821.77050.040132
120.0416860.38210.351692
13-0.261327-2.39510.00942
14-0.085381-0.78250.218051
15-0.007682-0.07040.472017
16-0.067819-0.62160.267953
17-0.052414-0.48040.316104
18-0.108159-0.99130.162193
19-0.024599-0.22550.411088
200.0237410.21760.414139
21-0.133742-1.22580.111856
22-0.039352-0.36070.359625
230.0793940.72770.234422
240.0858690.7870.216749
250.0930580.85290.198073
26-0.102166-0.93640.175884
270.1578961.44710.075789
28-0.084756-0.77680.219728
29-0.024036-0.22030.41309
30-0.021134-0.19370.423442
31-0.031087-0.28490.388203
320.0065620.06010.476091
33-0.102971-0.94370.174002
34-0.183966-1.68610.047746
35-0.012685-0.11630.453861
360.1115571.02240.154756
370.1168871.07130.143554
38-0.048686-0.44620.328294
39-0.007148-0.06550.473961
40-0.042542-0.38990.348796
410.0218920.20060.420732
420.0962150.88180.190193
43-0.018303-0.16770.433593
44-0.042178-0.38660.350028
45-0.03773-0.34580.365177
46-0.009084-0.08330.466921
47-0.011227-0.10290.459145
48-0.102883-0.94290.174208


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;
R code (references can be found in the software module):
if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')