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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 computationSun, 23 Nov 2014 12:29:30 +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/2014/Nov/23/t1416745800d2mv3af6k472uxu.htm/, Retrieved Sun, 19 May 2024 16:12:11 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=257964, Retrieved Sun, 19 May 2024 16:12:11 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact104

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] [] [2014-11-23 12:29:30] [fd8705890551d8de989fba3c4c1c4b9e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1,4
1,5
1,8
1,8
1,8
1,7
1,5
1,1
1,3
1,6
1,9
1,9
2
2,2
2,2
2
2,3
2,6
3,2
3,2
3,1
2,8
2,3
1,9
1,9
2
2
1,8
1,6
1,4
0,2
0,3
0,4
0,7
1
1,1
0,8
0,8
1
1,1
1
0,8
1,6
1,5
1,6
1,6
1,6
1,9
2
1,9
2
2,1
2,3
2,3
2,6
2,6
2,7
2,6
2,6
2,4
2,5
2,5
2,5
2,4
2,1
2,1
2,3
2,3
2,3
2,9
2,8
2,9
3
3
2,9
2,6
2,8
2,9
3,1
2,8
2,4
1,6
1,5
1,7

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Herman Ole Andreas Wold' @ wold.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 & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=257964&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=257964&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=257964&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 time1 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9192228.42480
20.8059987.38710
30.6919156.34150
40.6049855.54480
50.5383684.93422e-06
60.4856384.45091.3e-05
70.4219773.86750.000108
80.327212.99890.001782
90.2064591.89220.030953
100.080930.74170.230159
11-0.027414-0.25120.401117
12-0.113381-1.03920.150857
13-0.133906-1.22730.111575
14-0.133533-1.22380.112216
15-0.126217-1.15680.125318
16-0.141001-1.29230.099899
17-0.17225-1.57870.059083
18-0.199511-1.82850.035508
19-0.216564-1.98480.025213
20-0.222068-2.03530.022487
21-0.203341-1.86370.032932
22-0.177567-1.62740.053696
23-0.157637-1.44480.076122
24-0.156095-1.43060.078122
25-0.165346-1.51540.06671
26-0.169166-1.55040.062399
27-0.163362-1.49720.06904
28-0.153193-1.4040.081997
29-0.125598-1.15110.126474
30-0.109242-1.00120.159798
31-0.11234-1.02960.153073
32-0.111383-1.02080.155131
33-0.10991-1.00730.158332
34-0.09816-0.89960.18544
35-0.10332-0.94690.173191
36-0.10879-0.99710.160795
37-0.128318-1.17610.121448
38-0.147262-1.34970.090373
39-0.168439-1.54380.063201
40-0.159095-1.45810.074267
41-0.156178-1.43140.078013
42-0.152746-1.39990.082607
43-0.139449-1.27810.102372
44-0.126668-1.16090.124479
45-0.120933-1.10840.135433
46-0.128156-1.17460.121743
47-0.117746-1.07920.141802
48-0.077846-0.71350.238766

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.919222 & 8.4248 & 0 \tabularnewline
2 & 0.805998 & 7.3871 & 0 \tabularnewline
3 & 0.691915 & 6.3415 & 0 \tabularnewline
4 & 0.604985 & 5.5448 & 0 \tabularnewline
5 & 0.538368 & 4.9342 & 2e-06 \tabularnewline
6 & 0.485638 & 4.4509 & 1.3e-05 \tabularnewline
7 & 0.421977 & 3.8675 & 0.000108 \tabularnewline
8 & 0.32721 & 2.9989 & 0.001782 \tabularnewline
9 & 0.206459 & 1.8922 & 0.030953 \tabularnewline
10 & 0.08093 & 0.7417 & 0.230159 \tabularnewline
11 & -0.027414 & -0.2512 & 0.401117 \tabularnewline
12 & -0.113381 & -1.0392 & 0.150857 \tabularnewline
13 & -0.133906 & -1.2273 & 0.111575 \tabularnewline
14 & -0.133533 & -1.2238 & 0.112216 \tabularnewline
15 & -0.126217 & -1.1568 & 0.125318 \tabularnewline
16 & -0.141001 & -1.2923 & 0.099899 \tabularnewline
17 & -0.17225 & -1.5787 & 0.059083 \tabularnewline
18 & -0.199511 & -1.8285 & 0.035508 \tabularnewline
19 & -0.216564 & -1.9848 & 0.025213 \tabularnewline
20 & -0.222068 & -2.0353 & 0.022487 \tabularnewline
21 & -0.203341 & -1.8637 & 0.032932 \tabularnewline
22 & -0.177567 & -1.6274 & 0.053696 \tabularnewline
23 & -0.157637 & -1.4448 & 0.076122 \tabularnewline
24 & -0.156095 & -1.4306 & 0.078122 \tabularnewline
25 & -0.165346 & -1.5154 & 0.06671 \tabularnewline
26 & -0.169166 & -1.5504 & 0.062399 \tabularnewline
27 & -0.163362 & -1.4972 & 0.06904 \tabularnewline
28 & -0.153193 & -1.404 & 0.081997 \tabularnewline
29 & -0.125598 & -1.1511 & 0.126474 \tabularnewline
30 & -0.109242 & -1.0012 & 0.159798 \tabularnewline
31 & -0.11234 & -1.0296 & 0.153073 \tabularnewline
32 & -0.111383 & -1.0208 & 0.155131 \tabularnewline
33 & -0.10991 & -1.0073 & 0.158332 \tabularnewline
34 & -0.09816 & -0.8996 & 0.18544 \tabularnewline
35 & -0.10332 & -0.9469 & 0.173191 \tabularnewline
36 & -0.10879 & -0.9971 & 0.160795 \tabularnewline
37 & -0.128318 & -1.1761 & 0.121448 \tabularnewline
38 & -0.147262 & -1.3497 & 0.090373 \tabularnewline
39 & -0.168439 & -1.5438 & 0.063201 \tabularnewline
40 & -0.159095 & -1.4581 & 0.074267 \tabularnewline
41 & -0.156178 & -1.4314 & 0.078013 \tabularnewline
42 & -0.152746 & -1.3999 & 0.082607 \tabularnewline
43 & -0.139449 & -1.2781 & 0.102372 \tabularnewline
44 & -0.126668 & -1.1609 & 0.124479 \tabularnewline
45 & -0.120933 & -1.1084 & 0.135433 \tabularnewline
46 & -0.128156 & -1.1746 & 0.121743 \tabularnewline
47 & -0.117746 & -1.0792 & 0.141802 \tabularnewline
48 & -0.077846 & -0.7135 & 0.238766 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=257964&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]0.919222[/C][C]8.4248[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.805998[/C][C]7.3871[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.691915[/C][C]6.3415[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.604985[/C][C]5.5448[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.538368[/C][C]4.9342[/C][C]2e-06[/C][/ROW]
[ROW][C]6[/C][C]0.485638[/C][C]4.4509[/C][C]1.3e-05[/C][/ROW]
[ROW][C]7[/C][C]0.421977[/C][C]3.8675[/C][C]0.000108[/C][/ROW]
[ROW][C]8[/C][C]0.32721[/C][C]2.9989[/C][C]0.001782[/C][/ROW]
[ROW][C]9[/C][C]0.206459[/C][C]1.8922[/C][C]0.030953[/C][/ROW]
[ROW][C]10[/C][C]0.08093[/C][C]0.7417[/C][C]0.230159[/C][/ROW]
[ROW][C]11[/C][C]-0.027414[/C][C]-0.2512[/C][C]0.401117[/C][/ROW]
[ROW][C]12[/C][C]-0.113381[/C][C]-1.0392[/C][C]0.150857[/C][/ROW]
[ROW][C]13[/C][C]-0.133906[/C][C]-1.2273[/C][C]0.111575[/C][/ROW]
[ROW][C]14[/C][C]-0.133533[/C][C]-1.2238[/C][C]0.112216[/C][/ROW]
[ROW][C]15[/C][C]-0.126217[/C][C]-1.1568[/C][C]0.125318[/C][/ROW]
[ROW][C]16[/C][C]-0.141001[/C][C]-1.2923[/C][C]0.099899[/C][/ROW]
[ROW][C]17[/C][C]-0.17225[/C][C]-1.5787[/C][C]0.059083[/C][/ROW]
[ROW][C]18[/C][C]-0.199511[/C][C]-1.8285[/C][C]0.035508[/C][/ROW]
[ROW][C]19[/C][C]-0.216564[/C][C]-1.9848[/C][C]0.025213[/C][/ROW]
[ROW][C]20[/C][C]-0.222068[/C][C]-2.0353[/C][C]0.022487[/C][/ROW]
[ROW][C]21[/C][C]-0.203341[/C][C]-1.8637[/C][C]0.032932[/C][/ROW]
[ROW][C]22[/C][C]-0.177567[/C][C]-1.6274[/C][C]0.053696[/C][/ROW]
[ROW][C]23[/C][C]-0.157637[/C][C]-1.4448[/C][C]0.076122[/C][/ROW]
[ROW][C]24[/C][C]-0.156095[/C][C]-1.4306[/C][C]0.078122[/C][/ROW]
[ROW][C]25[/C][C]-0.165346[/C][C]-1.5154[/C][C]0.06671[/C][/ROW]
[ROW][C]26[/C][C]-0.169166[/C][C]-1.5504[/C][C]0.062399[/C][/ROW]
[ROW][C]27[/C][C]-0.163362[/C][C]-1.4972[/C][C]0.06904[/C][/ROW]
[ROW][C]28[/C][C]-0.153193[/C][C]-1.404[/C][C]0.081997[/C][/ROW]
[ROW][C]29[/C][C]-0.125598[/C][C]-1.1511[/C][C]0.126474[/C][/ROW]
[ROW][C]30[/C][C]-0.109242[/C][C]-1.0012[/C][C]0.159798[/C][/ROW]
[ROW][C]31[/C][C]-0.11234[/C][C]-1.0296[/C][C]0.153073[/C][/ROW]
[ROW][C]32[/C][C]-0.111383[/C][C]-1.0208[/C][C]0.155131[/C][/ROW]
[ROW][C]33[/C][C]-0.10991[/C][C]-1.0073[/C][C]0.158332[/C][/ROW]
[ROW][C]34[/C][C]-0.09816[/C][C]-0.8996[/C][C]0.18544[/C][/ROW]
[ROW][C]35[/C][C]-0.10332[/C][C]-0.9469[/C][C]0.173191[/C][/ROW]
[ROW][C]36[/C][C]-0.10879[/C][C]-0.9971[/C][C]0.160795[/C][/ROW]
[ROW][C]37[/C][C]-0.128318[/C][C]-1.1761[/C][C]0.121448[/C][/ROW]
[ROW][C]38[/C][C]-0.147262[/C][C]-1.3497[/C][C]0.090373[/C][/ROW]
[ROW][C]39[/C][C]-0.168439[/C][C]-1.5438[/C][C]0.063201[/C][/ROW]
[ROW][C]40[/C][C]-0.159095[/C][C]-1.4581[/C][C]0.074267[/C][/ROW]
[ROW][C]41[/C][C]-0.156178[/C][C]-1.4314[/C][C]0.078013[/C][/ROW]
[ROW][C]42[/C][C]-0.152746[/C][C]-1.3999[/C][C]0.082607[/C][/ROW]
[ROW][C]43[/C][C]-0.139449[/C][C]-1.2781[/C][C]0.102372[/C][/ROW]
[ROW][C]44[/C][C]-0.126668[/C][C]-1.1609[/C][C]0.124479[/C][/ROW]
[ROW][C]45[/C][C]-0.120933[/C][C]-1.1084[/C][C]0.135433[/C][/ROW]
[ROW][C]46[/C][C]-0.128156[/C][C]-1.1746[/C][C]0.121743[/C][/ROW]
[ROW][C]47[/C][C]-0.117746[/C][C]-1.0792[/C][C]0.141802[/C][/ROW]
[ROW][C]48[/C][C]-0.077846[/C][C]-0.7135[/C][C]0.238766[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=257964&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=257964&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
10.9192228.42480
20.8059987.38710
30.6919156.34150
40.6049855.54480
50.5383684.93422e-06
60.4856384.45091.3e-05
70.4219773.86750.000108
80.327212.99890.001782
90.2064591.89220.030953
100.080930.74170.230159
11-0.027414-0.25120.401117
12-0.113381-1.03920.150857
13-0.133906-1.22730.111575
14-0.133533-1.22380.112216
15-0.126217-1.15680.125318
16-0.141001-1.29230.099899
17-0.17225-1.57870.059083
18-0.199511-1.82850.035508
19-0.216564-1.98480.025213
20-0.222068-2.03530.022487
21-0.203341-1.86370.032932
22-0.177567-1.62740.053696
23-0.157637-1.44480.076122
24-0.156095-1.43060.078122
25-0.165346-1.51540.06671
26-0.169166-1.55040.062399
27-0.163362-1.49720.06904
28-0.153193-1.4040.081997
29-0.125598-1.15110.126474
30-0.109242-1.00120.159798
31-0.11234-1.02960.153073
32-0.111383-1.02080.155131
33-0.10991-1.00730.158332
34-0.09816-0.89960.18544
35-0.10332-0.94690.173191
36-0.10879-0.99710.160795
37-0.128318-1.17610.121448
38-0.147262-1.34970.090373
39-0.168439-1.54380.063201
40-0.159095-1.45810.074267
41-0.156178-1.43140.078013
42-0.152746-1.39990.082607
43-0.139449-1.27810.102372
44-0.126668-1.16090.124479
45-0.120933-1.10840.135433
46-0.128156-1.17460.121743
47-0.117746-1.07920.141802
48-0.077846-0.71350.238766






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9192228.42480
2-0.251381-2.30390.011848
3-0.028561-0.26180.397073
40.1132281.03780.151182
50.0152590.13980.444558
60.0088630.08120.467726
7-0.119153-1.09210.138967
8-0.210658-1.93070.028446
9-0.159339-1.46040.07396
10-0.089994-0.82480.205907
11-0.033369-0.30580.380246
12-0.046535-0.42650.335416
130.3135012.87330.002571
14-0.002869-0.02630.489542
150.0636010.58290.280758
16-0.050247-0.46050.323166
17-0.065754-0.60260.274185
180.0341020.31250.377699
19-0.09578-0.87780.191268
20-0.146496-1.34270.0915
210.016230.14870.441054
22-0.047777-0.43790.331296
23-0.000498-0.00460.498185
24-0.066636-0.61070.271515
250.1031510.94540.173584
260.0708080.6490.259067
270.0743320.68130.24879
28-0.08462-0.77560.220096
290.0609850.55890.288847
30-0.108441-0.99390.161569
31-0.143777-1.31770.095586
320.0449890.41230.340574
33-0.035755-0.32770.371979
340.0271310.24870.402115
35-0.149169-1.36720.087612
36-0.045115-0.41350.340152
37-0.094016-0.86170.19566
380.0637050.58390.280436
390.0075180.06890.472614
400.1755941.60930.055646
41-0.067105-0.6150.2701
42-0.011582-0.10620.457858
430.1035450.9490.17267
44-0.011642-0.10670.45764
45-0.104582-0.95850.170279
46-0.051-0.46740.320703
47-0.036386-0.33350.369801
480.1520941.3940.083502

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.919222 & 8.4248 & 0 \tabularnewline
2 & -0.251381 & -2.3039 & 0.011848 \tabularnewline
3 & -0.028561 & -0.2618 & 0.397073 \tabularnewline
4 & 0.113228 & 1.0378 & 0.151182 \tabularnewline
5 & 0.015259 & 0.1398 & 0.444558 \tabularnewline
6 & 0.008863 & 0.0812 & 0.467726 \tabularnewline
7 & -0.119153 & -1.0921 & 0.138967 \tabularnewline
8 & -0.210658 & -1.9307 & 0.028446 \tabularnewline
9 & -0.159339 & -1.4604 & 0.07396 \tabularnewline
10 & -0.089994 & -0.8248 & 0.205907 \tabularnewline
11 & -0.033369 & -0.3058 & 0.380246 \tabularnewline
12 & -0.046535 & -0.4265 & 0.335416 \tabularnewline
13 & 0.313501 & 2.8733 & 0.002571 \tabularnewline
14 & -0.002869 & -0.0263 & 0.489542 \tabularnewline
15 & 0.063601 & 0.5829 & 0.280758 \tabularnewline
16 & -0.050247 & -0.4605 & 0.323166 \tabularnewline
17 & -0.065754 & -0.6026 & 0.274185 \tabularnewline
18 & 0.034102 & 0.3125 & 0.377699 \tabularnewline
19 & -0.09578 & -0.8778 & 0.191268 \tabularnewline
20 & -0.146496 & -1.3427 & 0.0915 \tabularnewline
21 & 0.01623 & 0.1487 & 0.441054 \tabularnewline
22 & -0.047777 & -0.4379 & 0.331296 \tabularnewline
23 & -0.000498 & -0.0046 & 0.498185 \tabularnewline
24 & -0.066636 & -0.6107 & 0.271515 \tabularnewline
25 & 0.103151 & 0.9454 & 0.173584 \tabularnewline
26 & 0.070808 & 0.649 & 0.259067 \tabularnewline
27 & 0.074332 & 0.6813 & 0.24879 \tabularnewline
28 & -0.08462 & -0.7756 & 0.220096 \tabularnewline
29 & 0.060985 & 0.5589 & 0.288847 \tabularnewline
30 & -0.108441 & -0.9939 & 0.161569 \tabularnewline
31 & -0.143777 & -1.3177 & 0.095586 \tabularnewline
32 & 0.044989 & 0.4123 & 0.340574 \tabularnewline
33 & -0.035755 & -0.3277 & 0.371979 \tabularnewline
34 & 0.027131 & 0.2487 & 0.402115 \tabularnewline
35 & -0.149169 & -1.3672 & 0.087612 \tabularnewline
36 & -0.045115 & -0.4135 & 0.340152 \tabularnewline
37 & -0.094016 & -0.8617 & 0.19566 \tabularnewline
38 & 0.063705 & 0.5839 & 0.280436 \tabularnewline
39 & 0.007518 & 0.0689 & 0.472614 \tabularnewline
40 & 0.175594 & 1.6093 & 0.055646 \tabularnewline
41 & -0.067105 & -0.615 & 0.2701 \tabularnewline
42 & -0.011582 & -0.1062 & 0.457858 \tabularnewline
43 & 0.103545 & 0.949 & 0.17267 \tabularnewline
44 & -0.011642 & -0.1067 & 0.45764 \tabularnewline
45 & -0.104582 & -0.9585 & 0.170279 \tabularnewline
46 & -0.051 & -0.4674 & 0.320703 \tabularnewline
47 & -0.036386 & -0.3335 & 0.369801 \tabularnewline
48 & 0.152094 & 1.394 & 0.083502 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=257964&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]0.919222[/C][C]8.4248[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.251381[/C][C]-2.3039[/C][C]0.011848[/C][/ROW]
[ROW][C]3[/C][C]-0.028561[/C][C]-0.2618[/C][C]0.397073[/C][/ROW]
[ROW][C]4[/C][C]0.113228[/C][C]1.0378[/C][C]0.151182[/C][/ROW]
[ROW][C]5[/C][C]0.015259[/C][C]0.1398[/C][C]0.444558[/C][/ROW]
[ROW][C]6[/C][C]0.008863[/C][C]0.0812[/C][C]0.467726[/C][/ROW]
[ROW][C]7[/C][C]-0.119153[/C][C]-1.0921[/C][C]0.138967[/C][/ROW]
[ROW][C]8[/C][C]-0.210658[/C][C]-1.9307[/C][C]0.028446[/C][/ROW]
[ROW][C]9[/C][C]-0.159339[/C][C]-1.4604[/C][C]0.07396[/C][/ROW]
[ROW][C]10[/C][C]-0.089994[/C][C]-0.8248[/C][C]0.205907[/C][/ROW]
[ROW][C]11[/C][C]-0.033369[/C][C]-0.3058[/C][C]0.380246[/C][/ROW]
[ROW][C]12[/C][C]-0.046535[/C][C]-0.4265[/C][C]0.335416[/C][/ROW]
[ROW][C]13[/C][C]0.313501[/C][C]2.8733[/C][C]0.002571[/C][/ROW]
[ROW][C]14[/C][C]-0.002869[/C][C]-0.0263[/C][C]0.489542[/C][/ROW]
[ROW][C]15[/C][C]0.063601[/C][C]0.5829[/C][C]0.280758[/C][/ROW]
[ROW][C]16[/C][C]-0.050247[/C][C]-0.4605[/C][C]0.323166[/C][/ROW]
[ROW][C]17[/C][C]-0.065754[/C][C]-0.6026[/C][C]0.274185[/C][/ROW]
[ROW][C]18[/C][C]0.034102[/C][C]0.3125[/C][C]0.377699[/C][/ROW]
[ROW][C]19[/C][C]-0.09578[/C][C]-0.8778[/C][C]0.191268[/C][/ROW]
[ROW][C]20[/C][C]-0.146496[/C][C]-1.3427[/C][C]0.0915[/C][/ROW]
[ROW][C]21[/C][C]0.01623[/C][C]0.1487[/C][C]0.441054[/C][/ROW]
[ROW][C]22[/C][C]-0.047777[/C][C]-0.4379[/C][C]0.331296[/C][/ROW]
[ROW][C]23[/C][C]-0.000498[/C][C]-0.0046[/C][C]0.498185[/C][/ROW]
[ROW][C]24[/C][C]-0.066636[/C][C]-0.6107[/C][C]0.271515[/C][/ROW]
[ROW][C]25[/C][C]0.103151[/C][C]0.9454[/C][C]0.173584[/C][/ROW]
[ROW][C]26[/C][C]0.070808[/C][C]0.649[/C][C]0.259067[/C][/ROW]
[ROW][C]27[/C][C]0.074332[/C][C]0.6813[/C][C]0.24879[/C][/ROW]
[ROW][C]28[/C][C]-0.08462[/C][C]-0.7756[/C][C]0.220096[/C][/ROW]
[ROW][C]29[/C][C]0.060985[/C][C]0.5589[/C][C]0.288847[/C][/ROW]
[ROW][C]30[/C][C]-0.108441[/C][C]-0.9939[/C][C]0.161569[/C][/ROW]
[ROW][C]31[/C][C]-0.143777[/C][C]-1.3177[/C][C]0.095586[/C][/ROW]
[ROW][C]32[/C][C]0.044989[/C][C]0.4123[/C][C]0.340574[/C][/ROW]
[ROW][C]33[/C][C]-0.035755[/C][C]-0.3277[/C][C]0.371979[/C][/ROW]
[ROW][C]34[/C][C]0.027131[/C][C]0.2487[/C][C]0.402115[/C][/ROW]
[ROW][C]35[/C][C]-0.149169[/C][C]-1.3672[/C][C]0.087612[/C][/ROW]
[ROW][C]36[/C][C]-0.045115[/C][C]-0.4135[/C][C]0.340152[/C][/ROW]
[ROW][C]37[/C][C]-0.094016[/C][C]-0.8617[/C][C]0.19566[/C][/ROW]
[ROW][C]38[/C][C]0.063705[/C][C]0.5839[/C][C]0.280436[/C][/ROW]
[ROW][C]39[/C][C]0.007518[/C][C]0.0689[/C][C]0.472614[/C][/ROW]
[ROW][C]40[/C][C]0.175594[/C][C]1.6093[/C][C]0.055646[/C][/ROW]
[ROW][C]41[/C][C]-0.067105[/C][C]-0.615[/C][C]0.2701[/C][/ROW]
[ROW][C]42[/C][C]-0.011582[/C][C]-0.1062[/C][C]0.457858[/C][/ROW]
[ROW][C]43[/C][C]0.103545[/C][C]0.949[/C][C]0.17267[/C][/ROW]
[ROW][C]44[/C][C]-0.011642[/C][C]-0.1067[/C][C]0.45764[/C][/ROW]
[ROW][C]45[/C][C]-0.104582[/C][C]-0.9585[/C][C]0.170279[/C][/ROW]
[ROW][C]46[/C][C]-0.051[/C][C]-0.4674[/C][C]0.320703[/C][/ROW]
[ROW][C]47[/C][C]-0.036386[/C][C]-0.3335[/C][C]0.369801[/C][/ROW]
[ROW][C]48[/C][C]0.152094[/C][C]1.394[/C][C]0.083502[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=257964&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=257964&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
10.9192228.42480
2-0.251381-2.30390.011848
3-0.028561-0.26180.397073
40.1132281.03780.151182
50.0152590.13980.444558
60.0088630.08120.467726
7-0.119153-1.09210.138967
8-0.210658-1.93070.028446
9-0.159339-1.46040.07396
10-0.089994-0.82480.205907
11-0.033369-0.30580.380246
12-0.046535-0.42650.335416
130.3135012.87330.002571
14-0.002869-0.02630.489542
150.0636010.58290.280758
16-0.050247-0.46050.323166
17-0.065754-0.60260.274185
180.0341020.31250.377699
19-0.09578-0.87780.191268
20-0.146496-1.34270.0915
210.016230.14870.441054
22-0.047777-0.43790.331296
23-0.000498-0.00460.498185
24-0.066636-0.61070.271515
250.1031510.94540.173584
260.0708080.6490.259067
270.0743320.68130.24879
28-0.08462-0.77560.220096
290.0609850.55890.288847
30-0.108441-0.99390.161569
31-0.143777-1.31770.095586
320.0449890.41230.340574
33-0.035755-0.32770.371979
340.0271310.24870.402115
35-0.149169-1.36720.087612
36-0.045115-0.41350.340152
37-0.094016-0.86170.19566
380.0637050.58390.280436
390.0075180.06890.472614
400.1755941.60930.055646
41-0.067105-0.6150.2701
42-0.011582-0.10620.457858
430.1035450.9490.17267
44-0.011642-0.10670.45764
45-0.104582-0.95850.170279
46-0.051-0.46740.320703
47-0.036386-0.33350.369801
480.1520941.3940.083502


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')