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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 computationFri, 17 Oct 2014 13:10:51 +0100
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/Oct/17/t1413547912if8sh02qaxzlr53.htm/, Retrieved Fri, 10 May 2024 20:40:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=243247, Retrieved Fri, 10 May 2024 20:40:41 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact74

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] [] [2014-10-17 12:10:51] [f149622c9d515219c1fb7480e3dc01f1] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.52
0.54
0.54
0.54
0.54
0.54
0.54
0.54
0.54
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0.59
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0.59
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0.59
0.59
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0.59
0.59
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0.59
0.59
0.59
0.59
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0.59
0.59
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0.61
0.61
0.61
0.61
0.61
0.61
0.61
0.61
0.61
0.61
0.61
0.61
0.65
0.65
0.65
0.65
0.65
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0.67
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0.67

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=243247&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=243247&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=243247&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
1-0.056012-0.4720.319201
2-0.056907-0.47950.316525
3-0.057803-0.48710.313859
4-0.058699-0.49460.311203
5-0.059594-0.50220.308557
6-0.06049-0.50970.305922
7-0.061386-0.51720.303296
8-0.062282-0.52480.300681
9-0.063177-0.53230.298076
10-0.064073-0.53990.295482
110.135711.14350.128334
120.2848992.40060.009496
13-0.037082-0.31250.377803
14-0.037978-0.320.374951
15-0.038874-0.32760.372106
16-0.039769-0.33510.369268
17-0.040665-0.34270.366437
18-0.041561-0.35020.363613
19-0.042457-0.35770.360798
20-0.043352-0.36530.357989
21-0.044248-0.37280.355189
22-0.045144-0.38040.352397
23-0.046039-0.38790.349613
240.2509732.11470.018982
25-0.030872-0.26010.397757
26-0.031768-0.26770.394861
27-0.032663-0.27520.39197
28-0.033559-0.28280.389086
29-0.034455-0.29030.386208
30-0.035351-0.29790.383336
31-0.036246-0.30540.380471
32-0.037142-0.3130.377613
33-0.038038-0.32050.374761
34-0.038933-0.32810.371916
350.0404420.34080.367141
360.3775913.18160.001086
37-0.024662-0.20780.417988
38-0.025558-0.21540.415055
39-0.026453-0.22290.412127
40-0.027349-0.23040.409204
41-0.028245-0.2380.406286
42-0.02914-0.24550.403373
43-0.030036-0.25310.400466
44-0.030932-0.26060.397564
45-0.031827-0.26820.394668
46-0.032723-0.27570.391778
470.1269241.06950.144238
480.1831221.5430.063636

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.056012 & -0.472 & 0.319201 \tabularnewline
2 & -0.056907 & -0.4795 & 0.316525 \tabularnewline
3 & -0.057803 & -0.4871 & 0.313859 \tabularnewline
4 & -0.058699 & -0.4946 & 0.311203 \tabularnewline
5 & -0.059594 & -0.5022 & 0.308557 \tabularnewline
6 & -0.06049 & -0.5097 & 0.305922 \tabularnewline
7 & -0.061386 & -0.5172 & 0.303296 \tabularnewline
8 & -0.062282 & -0.5248 & 0.300681 \tabularnewline
9 & -0.063177 & -0.5323 & 0.298076 \tabularnewline
10 & -0.064073 & -0.5399 & 0.295482 \tabularnewline
11 & 0.13571 & 1.1435 & 0.128334 \tabularnewline
12 & 0.284899 & 2.4006 & 0.009496 \tabularnewline
13 & -0.037082 & -0.3125 & 0.377803 \tabularnewline
14 & -0.037978 & -0.32 & 0.374951 \tabularnewline
15 & -0.038874 & -0.3276 & 0.372106 \tabularnewline
16 & -0.039769 & -0.3351 & 0.369268 \tabularnewline
17 & -0.040665 & -0.3427 & 0.366437 \tabularnewline
18 & -0.041561 & -0.3502 & 0.363613 \tabularnewline
19 & -0.042457 & -0.3577 & 0.360798 \tabularnewline
20 & -0.043352 & -0.3653 & 0.357989 \tabularnewline
21 & -0.044248 & -0.3728 & 0.355189 \tabularnewline
22 & -0.045144 & -0.3804 & 0.352397 \tabularnewline
23 & -0.046039 & -0.3879 & 0.349613 \tabularnewline
24 & 0.250973 & 2.1147 & 0.018982 \tabularnewline
25 & -0.030872 & -0.2601 & 0.397757 \tabularnewline
26 & -0.031768 & -0.2677 & 0.394861 \tabularnewline
27 & -0.032663 & -0.2752 & 0.39197 \tabularnewline
28 & -0.033559 & -0.2828 & 0.389086 \tabularnewline
29 & -0.034455 & -0.2903 & 0.386208 \tabularnewline
30 & -0.035351 & -0.2979 & 0.383336 \tabularnewline
31 & -0.036246 & -0.3054 & 0.380471 \tabularnewline
32 & -0.037142 & -0.313 & 0.377613 \tabularnewline
33 & -0.038038 & -0.3205 & 0.374761 \tabularnewline
34 & -0.038933 & -0.3281 & 0.371916 \tabularnewline
35 & 0.040442 & 0.3408 & 0.367141 \tabularnewline
36 & 0.377591 & 3.1816 & 0.001086 \tabularnewline
37 & -0.024662 & -0.2078 & 0.417988 \tabularnewline
38 & -0.025558 & -0.2154 & 0.415055 \tabularnewline
39 & -0.026453 & -0.2229 & 0.412127 \tabularnewline
40 & -0.027349 & -0.2304 & 0.409204 \tabularnewline
41 & -0.028245 & -0.238 & 0.406286 \tabularnewline
42 & -0.02914 & -0.2455 & 0.403373 \tabularnewline
43 & -0.030036 & -0.2531 & 0.400466 \tabularnewline
44 & -0.030932 & -0.2606 & 0.397564 \tabularnewline
45 & -0.031827 & -0.2682 & 0.394668 \tabularnewline
46 & -0.032723 & -0.2757 & 0.391778 \tabularnewline
47 & 0.126924 & 1.0695 & 0.144238 \tabularnewline
48 & 0.183122 & 1.543 & 0.063636 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=243247&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]-0.056012[/C][C]-0.472[/C][C]0.319201[/C][/ROW]
[ROW][C]2[/C][C]-0.056907[/C][C]-0.4795[/C][C]0.316525[/C][/ROW]
[ROW][C]3[/C][C]-0.057803[/C][C]-0.4871[/C][C]0.313859[/C][/ROW]
[ROW][C]4[/C][C]-0.058699[/C][C]-0.4946[/C][C]0.311203[/C][/ROW]
[ROW][C]5[/C][C]-0.059594[/C][C]-0.5022[/C][C]0.308557[/C][/ROW]
[ROW][C]6[/C][C]-0.06049[/C][C]-0.5097[/C][C]0.305922[/C][/ROW]
[ROW][C]7[/C][C]-0.061386[/C][C]-0.5172[/C][C]0.303296[/C][/ROW]
[ROW][C]8[/C][C]-0.062282[/C][C]-0.5248[/C][C]0.300681[/C][/ROW]
[ROW][C]9[/C][C]-0.063177[/C][C]-0.5323[/C][C]0.298076[/C][/ROW]
[ROW][C]10[/C][C]-0.064073[/C][C]-0.5399[/C][C]0.295482[/C][/ROW]
[ROW][C]11[/C][C]0.13571[/C][C]1.1435[/C][C]0.128334[/C][/ROW]
[ROW][C]12[/C][C]0.284899[/C][C]2.4006[/C][C]0.009496[/C][/ROW]
[ROW][C]13[/C][C]-0.037082[/C][C]-0.3125[/C][C]0.377803[/C][/ROW]
[ROW][C]14[/C][C]-0.037978[/C][C]-0.32[/C][C]0.374951[/C][/ROW]
[ROW][C]15[/C][C]-0.038874[/C][C]-0.3276[/C][C]0.372106[/C][/ROW]
[ROW][C]16[/C][C]-0.039769[/C][C]-0.3351[/C][C]0.369268[/C][/ROW]
[ROW][C]17[/C][C]-0.040665[/C][C]-0.3427[/C][C]0.366437[/C][/ROW]
[ROW][C]18[/C][C]-0.041561[/C][C]-0.3502[/C][C]0.363613[/C][/ROW]
[ROW][C]19[/C][C]-0.042457[/C][C]-0.3577[/C][C]0.360798[/C][/ROW]
[ROW][C]20[/C][C]-0.043352[/C][C]-0.3653[/C][C]0.357989[/C][/ROW]
[ROW][C]21[/C][C]-0.044248[/C][C]-0.3728[/C][C]0.355189[/C][/ROW]
[ROW][C]22[/C][C]-0.045144[/C][C]-0.3804[/C][C]0.352397[/C][/ROW]
[ROW][C]23[/C][C]-0.046039[/C][C]-0.3879[/C][C]0.349613[/C][/ROW]
[ROW][C]24[/C][C]0.250973[/C][C]2.1147[/C][C]0.018982[/C][/ROW]
[ROW][C]25[/C][C]-0.030872[/C][C]-0.2601[/C][C]0.397757[/C][/ROW]
[ROW][C]26[/C][C]-0.031768[/C][C]-0.2677[/C][C]0.394861[/C][/ROW]
[ROW][C]27[/C][C]-0.032663[/C][C]-0.2752[/C][C]0.39197[/C][/ROW]
[ROW][C]28[/C][C]-0.033559[/C][C]-0.2828[/C][C]0.389086[/C][/ROW]
[ROW][C]29[/C][C]-0.034455[/C][C]-0.2903[/C][C]0.386208[/C][/ROW]
[ROW][C]30[/C][C]-0.035351[/C][C]-0.2979[/C][C]0.383336[/C][/ROW]
[ROW][C]31[/C][C]-0.036246[/C][C]-0.3054[/C][C]0.380471[/C][/ROW]
[ROW][C]32[/C][C]-0.037142[/C][C]-0.313[/C][C]0.377613[/C][/ROW]
[ROW][C]33[/C][C]-0.038038[/C][C]-0.3205[/C][C]0.374761[/C][/ROW]
[ROW][C]34[/C][C]-0.038933[/C][C]-0.3281[/C][C]0.371916[/C][/ROW]
[ROW][C]35[/C][C]0.040442[/C][C]0.3408[/C][C]0.367141[/C][/ROW]
[ROW][C]36[/C][C]0.377591[/C][C]3.1816[/C][C]0.001086[/C][/ROW]
[ROW][C]37[/C][C]-0.024662[/C][C]-0.2078[/C][C]0.417988[/C][/ROW]
[ROW][C]38[/C][C]-0.025558[/C][C]-0.2154[/C][C]0.415055[/C][/ROW]
[ROW][C]39[/C][C]-0.026453[/C][C]-0.2229[/C][C]0.412127[/C][/ROW]
[ROW][C]40[/C][C]-0.027349[/C][C]-0.2304[/C][C]0.409204[/C][/ROW]
[ROW][C]41[/C][C]-0.028245[/C][C]-0.238[/C][C]0.406286[/C][/ROW]
[ROW][C]42[/C][C]-0.02914[/C][C]-0.2455[/C][C]0.403373[/C][/ROW]
[ROW][C]43[/C][C]-0.030036[/C][C]-0.2531[/C][C]0.400466[/C][/ROW]
[ROW][C]44[/C][C]-0.030932[/C][C]-0.2606[/C][C]0.397564[/C][/ROW]
[ROW][C]45[/C][C]-0.031827[/C][C]-0.2682[/C][C]0.394668[/C][/ROW]
[ROW][C]46[/C][C]-0.032723[/C][C]-0.2757[/C][C]0.391778[/C][/ROW]
[ROW][C]47[/C][C]0.126924[/C][C]1.0695[/C][C]0.144238[/C][/ROW]
[ROW][C]48[/C][C]0.183122[/C][C]1.543[/C][C]0.063636[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=243247&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=243247&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
1-0.056012-0.4720.319201
2-0.056907-0.47950.316525
3-0.057803-0.48710.313859
4-0.058699-0.49460.311203
5-0.059594-0.50220.308557
6-0.06049-0.50970.305922
7-0.061386-0.51720.303296
8-0.062282-0.52480.300681
9-0.063177-0.53230.298076
10-0.064073-0.53990.295482
110.135711.14350.128334
120.2848992.40060.009496
13-0.037082-0.31250.377803
14-0.037978-0.320.374951
15-0.038874-0.32760.372106
16-0.039769-0.33510.369268
17-0.040665-0.34270.366437
18-0.041561-0.35020.363613
19-0.042457-0.35770.360798
20-0.043352-0.36530.357989
21-0.044248-0.37280.355189
22-0.045144-0.38040.352397
23-0.046039-0.38790.349613
240.2509732.11470.018982
25-0.030872-0.26010.397757
26-0.031768-0.26770.394861
27-0.032663-0.27520.39197
28-0.033559-0.28280.389086
29-0.034455-0.29030.386208
30-0.035351-0.29790.383336
31-0.036246-0.30540.380471
32-0.037142-0.3130.377613
33-0.038038-0.32050.374761
34-0.038933-0.32810.371916
350.0404420.34080.367141
360.3775913.18160.001086
37-0.024662-0.20780.417988
38-0.025558-0.21540.415055
39-0.026453-0.22290.412127
40-0.027349-0.23040.409204
41-0.028245-0.2380.406286
42-0.02914-0.24550.403373
43-0.030036-0.25310.400466
44-0.030932-0.26060.397564
45-0.031827-0.26820.394668
46-0.032723-0.27570.391778
470.1269241.06950.144238
480.1831221.5430.063636






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.056012-0.4720.319201
2-0.060234-0.50750.306676
3-0.064995-0.54770.292822
4-0.070417-0.59330.277419
5-0.076656-0.64590.260208
6-0.083928-0.70720.240882
7-0.092528-0.77970.219094
8-0.102876-0.86680.194474
9-0.11559-0.9740.166686
10-0.131622-1.10910.135572
110.0646930.54510.293692
120.2604582.19470.01573
13-0.012878-0.10850.456947
14-0.031446-0.2650.395901
15-0.032869-0.2770.391307
16-0.033054-0.27850.390711
17-0.033051-0.27850.390723
18-0.032911-0.27730.391173
19-0.032619-0.27480.392115
20-0.032151-0.27090.393625
21-0.03148-0.26530.395792
22-0.075463-0.63590.263456
23-0.199948-1.68480.04821
240.1219881.02790.153746
25-0.028466-0.23990.405565
26-0.052997-0.44660.328276
27-0.057014-0.48040.316207
28-0.060816-0.51240.304965
29-0.065396-0.5510.291669
30-0.070709-0.59580.276601
31-0.076838-0.64740.259715
32-0.083216-0.70120.242739
33-0.078177-0.65870.256099
34-0.045146-0.38040.352389
35-0.062861-0.52970.298995
360.2547172.14630.017635
370.024310.20480.419141
38-0.011348-0.09560.462045
39-0.010178-0.08580.46595
40-0.007612-0.06410.474518
41-0.003987-0.03360.486646
420.0004750.0040.498408
430.005290.04460.482284
440.0069730.05880.476657
45-0.001325-0.01120.495562
46-0.021922-0.18470.42699
470.0244980.20640.418524
48-0.018132-0.15280.4395

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.056012 & -0.472 & 0.319201 \tabularnewline
2 & -0.060234 & -0.5075 & 0.306676 \tabularnewline
3 & -0.064995 & -0.5477 & 0.292822 \tabularnewline
4 & -0.070417 & -0.5933 & 0.277419 \tabularnewline
5 & -0.076656 & -0.6459 & 0.260208 \tabularnewline
6 & -0.083928 & -0.7072 & 0.240882 \tabularnewline
7 & -0.092528 & -0.7797 & 0.219094 \tabularnewline
8 & -0.102876 & -0.8668 & 0.194474 \tabularnewline
9 & -0.11559 & -0.974 & 0.166686 \tabularnewline
10 & -0.131622 & -1.1091 & 0.135572 \tabularnewline
11 & 0.064693 & 0.5451 & 0.293692 \tabularnewline
12 & 0.260458 & 2.1947 & 0.01573 \tabularnewline
13 & -0.012878 & -0.1085 & 0.456947 \tabularnewline
14 & -0.031446 & -0.265 & 0.395901 \tabularnewline
15 & -0.032869 & -0.277 & 0.391307 \tabularnewline
16 & -0.033054 & -0.2785 & 0.390711 \tabularnewline
17 & -0.033051 & -0.2785 & 0.390723 \tabularnewline
18 & -0.032911 & -0.2773 & 0.391173 \tabularnewline
19 & -0.032619 & -0.2748 & 0.392115 \tabularnewline
20 & -0.032151 & -0.2709 & 0.393625 \tabularnewline
21 & -0.03148 & -0.2653 & 0.395792 \tabularnewline
22 & -0.075463 & -0.6359 & 0.263456 \tabularnewline
23 & -0.199948 & -1.6848 & 0.04821 \tabularnewline
24 & 0.121988 & 1.0279 & 0.153746 \tabularnewline
25 & -0.028466 & -0.2399 & 0.405565 \tabularnewline
26 & -0.052997 & -0.4466 & 0.328276 \tabularnewline
27 & -0.057014 & -0.4804 & 0.316207 \tabularnewline
28 & -0.060816 & -0.5124 & 0.304965 \tabularnewline
29 & -0.065396 & -0.551 & 0.291669 \tabularnewline
30 & -0.070709 & -0.5958 & 0.276601 \tabularnewline
31 & -0.076838 & -0.6474 & 0.259715 \tabularnewline
32 & -0.083216 & -0.7012 & 0.242739 \tabularnewline
33 & -0.078177 & -0.6587 & 0.256099 \tabularnewline
34 & -0.045146 & -0.3804 & 0.352389 \tabularnewline
35 & -0.062861 & -0.5297 & 0.298995 \tabularnewline
36 & 0.254717 & 2.1463 & 0.017635 \tabularnewline
37 & 0.02431 & 0.2048 & 0.419141 \tabularnewline
38 & -0.011348 & -0.0956 & 0.462045 \tabularnewline
39 & -0.010178 & -0.0858 & 0.46595 \tabularnewline
40 & -0.007612 & -0.0641 & 0.474518 \tabularnewline
41 & -0.003987 & -0.0336 & 0.486646 \tabularnewline
42 & 0.000475 & 0.004 & 0.498408 \tabularnewline
43 & 0.00529 & 0.0446 & 0.482284 \tabularnewline
44 & 0.006973 & 0.0588 & 0.476657 \tabularnewline
45 & -0.001325 & -0.0112 & 0.495562 \tabularnewline
46 & -0.021922 & -0.1847 & 0.42699 \tabularnewline
47 & 0.024498 & 0.2064 & 0.418524 \tabularnewline
48 & -0.018132 & -0.1528 & 0.4395 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=243247&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]-0.056012[/C][C]-0.472[/C][C]0.319201[/C][/ROW]
[ROW][C]2[/C][C]-0.060234[/C][C]-0.5075[/C][C]0.306676[/C][/ROW]
[ROW][C]3[/C][C]-0.064995[/C][C]-0.5477[/C][C]0.292822[/C][/ROW]
[ROW][C]4[/C][C]-0.070417[/C][C]-0.5933[/C][C]0.277419[/C][/ROW]
[ROW][C]5[/C][C]-0.076656[/C][C]-0.6459[/C][C]0.260208[/C][/ROW]
[ROW][C]6[/C][C]-0.083928[/C][C]-0.7072[/C][C]0.240882[/C][/ROW]
[ROW][C]7[/C][C]-0.092528[/C][C]-0.7797[/C][C]0.219094[/C][/ROW]
[ROW][C]8[/C][C]-0.102876[/C][C]-0.8668[/C][C]0.194474[/C][/ROW]
[ROW][C]9[/C][C]-0.11559[/C][C]-0.974[/C][C]0.166686[/C][/ROW]
[ROW][C]10[/C][C]-0.131622[/C][C]-1.1091[/C][C]0.135572[/C][/ROW]
[ROW][C]11[/C][C]0.064693[/C][C]0.5451[/C][C]0.293692[/C][/ROW]
[ROW][C]12[/C][C]0.260458[/C][C]2.1947[/C][C]0.01573[/C][/ROW]
[ROW][C]13[/C][C]-0.012878[/C][C]-0.1085[/C][C]0.456947[/C][/ROW]
[ROW][C]14[/C][C]-0.031446[/C][C]-0.265[/C][C]0.395901[/C][/ROW]
[ROW][C]15[/C][C]-0.032869[/C][C]-0.277[/C][C]0.391307[/C][/ROW]
[ROW][C]16[/C][C]-0.033054[/C][C]-0.2785[/C][C]0.390711[/C][/ROW]
[ROW][C]17[/C][C]-0.033051[/C][C]-0.2785[/C][C]0.390723[/C][/ROW]
[ROW][C]18[/C][C]-0.032911[/C][C]-0.2773[/C][C]0.391173[/C][/ROW]
[ROW][C]19[/C][C]-0.032619[/C][C]-0.2748[/C][C]0.392115[/C][/ROW]
[ROW][C]20[/C][C]-0.032151[/C][C]-0.2709[/C][C]0.393625[/C][/ROW]
[ROW][C]21[/C][C]-0.03148[/C][C]-0.2653[/C][C]0.395792[/C][/ROW]
[ROW][C]22[/C][C]-0.075463[/C][C]-0.6359[/C][C]0.263456[/C][/ROW]
[ROW][C]23[/C][C]-0.199948[/C][C]-1.6848[/C][C]0.04821[/C][/ROW]
[ROW][C]24[/C][C]0.121988[/C][C]1.0279[/C][C]0.153746[/C][/ROW]
[ROW][C]25[/C][C]-0.028466[/C][C]-0.2399[/C][C]0.405565[/C][/ROW]
[ROW][C]26[/C][C]-0.052997[/C][C]-0.4466[/C][C]0.328276[/C][/ROW]
[ROW][C]27[/C][C]-0.057014[/C][C]-0.4804[/C][C]0.316207[/C][/ROW]
[ROW][C]28[/C][C]-0.060816[/C][C]-0.5124[/C][C]0.304965[/C][/ROW]
[ROW][C]29[/C][C]-0.065396[/C][C]-0.551[/C][C]0.291669[/C][/ROW]
[ROW][C]30[/C][C]-0.070709[/C][C]-0.5958[/C][C]0.276601[/C][/ROW]
[ROW][C]31[/C][C]-0.076838[/C][C]-0.6474[/C][C]0.259715[/C][/ROW]
[ROW][C]32[/C][C]-0.083216[/C][C]-0.7012[/C][C]0.242739[/C][/ROW]
[ROW][C]33[/C][C]-0.078177[/C][C]-0.6587[/C][C]0.256099[/C][/ROW]
[ROW][C]34[/C][C]-0.045146[/C][C]-0.3804[/C][C]0.352389[/C][/ROW]
[ROW][C]35[/C][C]-0.062861[/C][C]-0.5297[/C][C]0.298995[/C][/ROW]
[ROW][C]36[/C][C]0.254717[/C][C]2.1463[/C][C]0.017635[/C][/ROW]
[ROW][C]37[/C][C]0.02431[/C][C]0.2048[/C][C]0.419141[/C][/ROW]
[ROW][C]38[/C][C]-0.011348[/C][C]-0.0956[/C][C]0.462045[/C][/ROW]
[ROW][C]39[/C][C]-0.010178[/C][C]-0.0858[/C][C]0.46595[/C][/ROW]
[ROW][C]40[/C][C]-0.007612[/C][C]-0.0641[/C][C]0.474518[/C][/ROW]
[ROW][C]41[/C][C]-0.003987[/C][C]-0.0336[/C][C]0.486646[/C][/ROW]
[ROW][C]42[/C][C]0.000475[/C][C]0.004[/C][C]0.498408[/C][/ROW]
[ROW][C]43[/C][C]0.00529[/C][C]0.0446[/C][C]0.482284[/C][/ROW]
[ROW][C]44[/C][C]0.006973[/C][C]0.0588[/C][C]0.476657[/C][/ROW]
[ROW][C]45[/C][C]-0.001325[/C][C]-0.0112[/C][C]0.495562[/C][/ROW]
[ROW][C]46[/C][C]-0.021922[/C][C]-0.1847[/C][C]0.42699[/C][/ROW]
[ROW][C]47[/C][C]0.024498[/C][C]0.2064[/C][C]0.418524[/C][/ROW]
[ROW][C]48[/C][C]-0.018132[/C][C]-0.1528[/C][C]0.4395[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=243247&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=243247&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
1-0.056012-0.4720.319201
2-0.060234-0.50750.306676
3-0.064995-0.54770.292822
4-0.070417-0.59330.277419
5-0.076656-0.64590.260208
6-0.083928-0.70720.240882
7-0.092528-0.77970.219094
8-0.102876-0.86680.194474
9-0.11559-0.9740.166686
10-0.131622-1.10910.135572
110.0646930.54510.293692
120.2604582.19470.01573
13-0.012878-0.10850.456947
14-0.031446-0.2650.395901
15-0.032869-0.2770.391307
16-0.033054-0.27850.390711
17-0.033051-0.27850.390723
18-0.032911-0.27730.391173
19-0.032619-0.27480.392115
20-0.032151-0.27090.393625
21-0.03148-0.26530.395792
22-0.075463-0.63590.263456
23-0.199948-1.68480.04821
240.1219881.02790.153746
25-0.028466-0.23990.405565
26-0.052997-0.44660.328276
27-0.057014-0.48040.316207
28-0.060816-0.51240.304965
29-0.065396-0.5510.291669
30-0.070709-0.59580.276601
31-0.076838-0.64740.259715
32-0.083216-0.70120.242739
33-0.078177-0.65870.256099
34-0.045146-0.38040.352389
35-0.062861-0.52970.298995
360.2547172.14630.017635
370.024310.20480.419141
38-0.011348-0.09560.462045
39-0.010178-0.08580.46595
40-0.007612-0.06410.474518
41-0.003987-0.03360.486646
420.0004750.0040.498408
430.005290.04460.482284
440.0069730.05880.476657
45-0.001325-0.01120.495562
46-0.021922-0.18470.42699
470.0244980.20640.418524
48-0.018132-0.15280.4395


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')