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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 computationTue, 21 Oct 2014 19:55:27 +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/21/t1413917768kmuqnhd14s0lrf1.htm/, Retrieved Mon, 13 May 2024 04:36:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=244682, Retrieved Mon, 13 May 2024 04:36:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact72

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] [] [2014-10-21 18:55:27] [d49f5b304cc347c7e802f63d6679cbb3] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
103.77
103.82
103.86
103.9
103.63
103.65
103.7
103.77
103.94
104.03
104.03
104.29
104.35
104.67
104.73
104.86
104.05
104.15
104.27
104.33
104.41
104.4
104.41
104.6
104.61
104.65
104.55
104.51
104.74
104.89
104.91
104.93
104.95
104.97
105.16
105.29
105.35
105.36
105.45
105.3
105.73
105.86
105.85
105.95
105.97
106.15
105.37
105.39
105.39
105.38
105.23
105.34
104.98
105.16
105.27
105.27
105.33
105.33
105.46
105.54
105.59
105.57
105.62
105.57
105.33
105.34
105.5
105.47
105.59
105.65
105.8
105.87

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'Gertrude Mary Cox' @ cox.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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=244682&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=244682&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=244682&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'Gertrude Mary Cox' @ cox.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.127903-1.07770.142402
20.024390.20550.418879
3-0.108742-0.91630.181313
40.0383740.32330.373693
5-0.055518-0.46780.32068
60.051140.43090.33392
7-0.109686-0.92420.179248
8-0.101492-0.85520.197662
9-0.047015-0.39620.346588
100.0122370.10310.459084
110.0362570.30550.380438
12-0.010851-0.09140.463704
13-0.007517-0.06330.474838
14-0.054303-0.45760.32433
150.0636820.53660.296613
16-0.019561-0.16480.434776
170.0575750.48510.314538
18-0.051318-0.43240.333375
19-0.052607-0.44330.329456
200.0105580.0890.464681
210.0299940.25270.400603
220.0036720.03090.487701
230.0220040.18540.426718
24-0.255005-2.14870.017534
250.0360080.30340.381232
260.0368870.31080.378426
27-0.005533-0.04660.481474
280.0112790.0950.462277
29-0.076834-0.64740.259725
300.3031892.55470.006386
31-0.031168-0.26260.3968
320.0262120.22090.412917
33-0.079224-0.66760.253292
340.0592670.49940.309523
35-0.105005-0.88480.189628
360.0918420.77390.220786
37-0.095644-0.80590.211493
38-0.043766-0.36880.356696
39-0.067281-0.56690.286277
400.0087450.07370.470735
41-0.042686-0.35970.360078
420.0833240.70210.242456
43-0.004998-0.04210.483261
44-0.04903-0.41310.340377
450.0338810.28550.388051
460.011630.0980.461107
470.0310720.26180.397109
480.1450981.22260.112759

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.127903 & -1.0777 & 0.142402 \tabularnewline
2 & 0.02439 & 0.2055 & 0.418879 \tabularnewline
3 & -0.108742 & -0.9163 & 0.181313 \tabularnewline
4 & 0.038374 & 0.3233 & 0.373693 \tabularnewline
5 & -0.055518 & -0.4678 & 0.32068 \tabularnewline
6 & 0.05114 & 0.4309 & 0.33392 \tabularnewline
7 & -0.109686 & -0.9242 & 0.179248 \tabularnewline
8 & -0.101492 & -0.8552 & 0.197662 \tabularnewline
9 & -0.047015 & -0.3962 & 0.346588 \tabularnewline
10 & 0.012237 & 0.1031 & 0.459084 \tabularnewline
11 & 0.036257 & 0.3055 & 0.380438 \tabularnewline
12 & -0.010851 & -0.0914 & 0.463704 \tabularnewline
13 & -0.007517 & -0.0633 & 0.474838 \tabularnewline
14 & -0.054303 & -0.4576 & 0.32433 \tabularnewline
15 & 0.063682 & 0.5366 & 0.296613 \tabularnewline
16 & -0.019561 & -0.1648 & 0.434776 \tabularnewline
17 & 0.057575 & 0.4851 & 0.314538 \tabularnewline
18 & -0.051318 & -0.4324 & 0.333375 \tabularnewline
19 & -0.052607 & -0.4433 & 0.329456 \tabularnewline
20 & 0.010558 & 0.089 & 0.464681 \tabularnewline
21 & 0.029994 & 0.2527 & 0.400603 \tabularnewline
22 & 0.003672 & 0.0309 & 0.487701 \tabularnewline
23 & 0.022004 & 0.1854 & 0.426718 \tabularnewline
24 & -0.255005 & -2.1487 & 0.017534 \tabularnewline
25 & 0.036008 & 0.3034 & 0.381232 \tabularnewline
26 & 0.036887 & 0.3108 & 0.378426 \tabularnewline
27 & -0.005533 & -0.0466 & 0.481474 \tabularnewline
28 & 0.011279 & 0.095 & 0.462277 \tabularnewline
29 & -0.076834 & -0.6474 & 0.259725 \tabularnewline
30 & 0.303189 & 2.5547 & 0.006386 \tabularnewline
31 & -0.031168 & -0.2626 & 0.3968 \tabularnewline
32 & 0.026212 & 0.2209 & 0.412917 \tabularnewline
33 & -0.079224 & -0.6676 & 0.253292 \tabularnewline
34 & 0.059267 & 0.4994 & 0.309523 \tabularnewline
35 & -0.105005 & -0.8848 & 0.189628 \tabularnewline
36 & 0.091842 & 0.7739 & 0.220786 \tabularnewline
37 & -0.095644 & -0.8059 & 0.211493 \tabularnewline
38 & -0.043766 & -0.3688 & 0.356696 \tabularnewline
39 & -0.067281 & -0.5669 & 0.286277 \tabularnewline
40 & 0.008745 & 0.0737 & 0.470735 \tabularnewline
41 & -0.042686 & -0.3597 & 0.360078 \tabularnewline
42 & 0.083324 & 0.7021 & 0.242456 \tabularnewline
43 & -0.004998 & -0.0421 & 0.483261 \tabularnewline
44 & -0.04903 & -0.4131 & 0.340377 \tabularnewline
45 & 0.033881 & 0.2855 & 0.388051 \tabularnewline
46 & 0.01163 & 0.098 & 0.461107 \tabularnewline
47 & 0.031072 & 0.2618 & 0.397109 \tabularnewline
48 & 0.145098 & 1.2226 & 0.112759 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=244682&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]-0.127903[/C][C]-1.0777[/C][C]0.142402[/C][/ROW]
[ROW][C]2[/C][C]0.02439[/C][C]0.2055[/C][C]0.418879[/C][/ROW]
[ROW][C]3[/C][C]-0.108742[/C][C]-0.9163[/C][C]0.181313[/C][/ROW]
[ROW][C]4[/C][C]0.038374[/C][C]0.3233[/C][C]0.373693[/C][/ROW]
[ROW][C]5[/C][C]-0.055518[/C][C]-0.4678[/C][C]0.32068[/C][/ROW]
[ROW][C]6[/C][C]0.05114[/C][C]0.4309[/C][C]0.33392[/C][/ROW]
[ROW][C]7[/C][C]-0.109686[/C][C]-0.9242[/C][C]0.179248[/C][/ROW]
[ROW][C]8[/C][C]-0.101492[/C][C]-0.8552[/C][C]0.197662[/C][/ROW]
[ROW][C]9[/C][C]-0.047015[/C][C]-0.3962[/C][C]0.346588[/C][/ROW]
[ROW][C]10[/C][C]0.012237[/C][C]0.1031[/C][C]0.459084[/C][/ROW]
[ROW][C]11[/C][C]0.036257[/C][C]0.3055[/C][C]0.380438[/C][/ROW]
[ROW][C]12[/C][C]-0.010851[/C][C]-0.0914[/C][C]0.463704[/C][/ROW]
[ROW][C]13[/C][C]-0.007517[/C][C]-0.0633[/C][C]0.474838[/C][/ROW]
[ROW][C]14[/C][C]-0.054303[/C][C]-0.4576[/C][C]0.32433[/C][/ROW]
[ROW][C]15[/C][C]0.063682[/C][C]0.5366[/C][C]0.296613[/C][/ROW]
[ROW][C]16[/C][C]-0.019561[/C][C]-0.1648[/C][C]0.434776[/C][/ROW]
[ROW][C]17[/C][C]0.057575[/C][C]0.4851[/C][C]0.314538[/C][/ROW]
[ROW][C]18[/C][C]-0.051318[/C][C]-0.4324[/C][C]0.333375[/C][/ROW]
[ROW][C]19[/C][C]-0.052607[/C][C]-0.4433[/C][C]0.329456[/C][/ROW]
[ROW][C]20[/C][C]0.010558[/C][C]0.089[/C][C]0.464681[/C][/ROW]
[ROW][C]21[/C][C]0.029994[/C][C]0.2527[/C][C]0.400603[/C][/ROW]
[ROW][C]22[/C][C]0.003672[/C][C]0.0309[/C][C]0.487701[/C][/ROW]
[ROW][C]23[/C][C]0.022004[/C][C]0.1854[/C][C]0.426718[/C][/ROW]
[ROW][C]24[/C][C]-0.255005[/C][C]-2.1487[/C][C]0.017534[/C][/ROW]
[ROW][C]25[/C][C]0.036008[/C][C]0.3034[/C][C]0.381232[/C][/ROW]
[ROW][C]26[/C][C]0.036887[/C][C]0.3108[/C][C]0.378426[/C][/ROW]
[ROW][C]27[/C][C]-0.005533[/C][C]-0.0466[/C][C]0.481474[/C][/ROW]
[ROW][C]28[/C][C]0.011279[/C][C]0.095[/C][C]0.462277[/C][/ROW]
[ROW][C]29[/C][C]-0.076834[/C][C]-0.6474[/C][C]0.259725[/C][/ROW]
[ROW][C]30[/C][C]0.303189[/C][C]2.5547[/C][C]0.006386[/C][/ROW]
[ROW][C]31[/C][C]-0.031168[/C][C]-0.2626[/C][C]0.3968[/C][/ROW]
[ROW][C]32[/C][C]0.026212[/C][C]0.2209[/C][C]0.412917[/C][/ROW]
[ROW][C]33[/C][C]-0.079224[/C][C]-0.6676[/C][C]0.253292[/C][/ROW]
[ROW][C]34[/C][C]0.059267[/C][C]0.4994[/C][C]0.309523[/C][/ROW]
[ROW][C]35[/C][C]-0.105005[/C][C]-0.8848[/C][C]0.189628[/C][/ROW]
[ROW][C]36[/C][C]0.091842[/C][C]0.7739[/C][C]0.220786[/C][/ROW]
[ROW][C]37[/C][C]-0.095644[/C][C]-0.8059[/C][C]0.211493[/C][/ROW]
[ROW][C]38[/C][C]-0.043766[/C][C]-0.3688[/C][C]0.356696[/C][/ROW]
[ROW][C]39[/C][C]-0.067281[/C][C]-0.5669[/C][C]0.286277[/C][/ROW]
[ROW][C]40[/C][C]0.008745[/C][C]0.0737[/C][C]0.470735[/C][/ROW]
[ROW][C]41[/C][C]-0.042686[/C][C]-0.3597[/C][C]0.360078[/C][/ROW]
[ROW][C]42[/C][C]0.083324[/C][C]0.7021[/C][C]0.242456[/C][/ROW]
[ROW][C]43[/C][C]-0.004998[/C][C]-0.0421[/C][C]0.483261[/C][/ROW]
[ROW][C]44[/C][C]-0.04903[/C][C]-0.4131[/C][C]0.340377[/C][/ROW]
[ROW][C]45[/C][C]0.033881[/C][C]0.2855[/C][C]0.388051[/C][/ROW]
[ROW][C]46[/C][C]0.01163[/C][C]0.098[/C][C]0.461107[/C][/ROW]
[ROW][C]47[/C][C]0.031072[/C][C]0.2618[/C][C]0.397109[/C][/ROW]
[ROW][C]48[/C][C]0.145098[/C][C]1.2226[/C][C]0.112759[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=244682&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=244682&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
1-0.127903-1.07770.142402
20.024390.20550.418879
3-0.108742-0.91630.181313
40.0383740.32330.373693
5-0.055518-0.46780.32068
60.051140.43090.33392
7-0.109686-0.92420.179248
8-0.101492-0.85520.197662
9-0.047015-0.39620.346588
100.0122370.10310.459084
110.0362570.30550.380438
12-0.010851-0.09140.463704
13-0.007517-0.06330.474838
14-0.054303-0.45760.32433
150.0636820.53660.296613
16-0.019561-0.16480.434776
170.0575750.48510.314538
18-0.051318-0.43240.333375
19-0.052607-0.44330.329456
200.0105580.0890.464681
210.0299940.25270.400603
220.0036720.03090.487701
230.0220040.18540.426718
24-0.255005-2.14870.017534
250.0360080.30340.381232
260.0368870.31080.378426
27-0.005533-0.04660.481474
280.0112790.0950.462277
29-0.076834-0.64740.259725
300.3031892.55470.006386
31-0.031168-0.26260.3968
320.0262120.22090.412917
33-0.079224-0.66760.253292
340.0592670.49940.309523
35-0.105005-0.88480.189628
360.0918420.77390.220786
37-0.095644-0.80590.211493
38-0.043766-0.36880.356696
39-0.067281-0.56690.286277
400.0087450.07370.470735
41-0.042686-0.35970.360078
420.0833240.70210.242456
43-0.004998-0.04210.483261
44-0.04903-0.41310.340377
450.0338810.28550.388051
460.011630.0980.461107
470.0310720.26180.397109
480.1450981.22260.112759






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.127903-1.07770.142402
20.0081650.06880.472673
3-0.10635-0.89610.186608
40.0115180.09710.461479
5-0.048617-0.40970.341648
60.0276860.23330.408106
7-0.097801-0.82410.206325
8-0.143025-1.20510.116074
9-0.07278-0.61330.270834
10-0.031845-0.26830.394611
110.0147660.12440.450667
12-0.026648-0.22450.411491
13-0.02093-0.17640.430257
14-0.06834-0.57580.283271
150.0177470.14950.440776
16-0.039791-0.33530.369199
170.019860.16730.433786
18-0.034207-0.28820.387005
19-0.080129-0.67520.250878
200.0025150.02120.491576
21-0.003114-0.02620.48957
22-0.007254-0.06110.475717
230.0167120.14080.444208
24-0.267957-2.25780.013515
25-0.038574-0.3250.373058
260.0099730.0840.466635
27-0.083714-0.70540.24144
28-0.003424-0.02890.488532
29-0.122096-1.02880.153533
300.3264852.7510.003767
31-0.00831-0.070.472185
32-0.089714-0.75590.226092
33-0.050134-0.42240.336991
340.0205660.17330.431457
35-0.044019-0.37090.355905
360.0073730.06210.475319
37-0.064906-0.54690.293077
38-0.05118-0.43120.333797
39-0.015805-0.13320.447216
40-0.08025-0.67620.250555
41-0.071811-0.60510.273523
420.02910.24520.403506
43-0.058684-0.49450.311247
44-0.036817-0.31020.378648
45-0.029932-0.25220.400804
460.000119e-040.499633
47-0.003388-0.02860.488652
480.0734750.61910.268911

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.127903 & -1.0777 & 0.142402 \tabularnewline
2 & 0.008165 & 0.0688 & 0.472673 \tabularnewline
3 & -0.10635 & -0.8961 & 0.186608 \tabularnewline
4 & 0.011518 & 0.0971 & 0.461479 \tabularnewline
5 & -0.048617 & -0.4097 & 0.341648 \tabularnewline
6 & 0.027686 & 0.2333 & 0.408106 \tabularnewline
7 & -0.097801 & -0.8241 & 0.206325 \tabularnewline
8 & -0.143025 & -1.2051 & 0.116074 \tabularnewline
9 & -0.07278 & -0.6133 & 0.270834 \tabularnewline
10 & -0.031845 & -0.2683 & 0.394611 \tabularnewline
11 & 0.014766 & 0.1244 & 0.450667 \tabularnewline
12 & -0.026648 & -0.2245 & 0.411491 \tabularnewline
13 & -0.02093 & -0.1764 & 0.430257 \tabularnewline
14 & -0.06834 & -0.5758 & 0.283271 \tabularnewline
15 & 0.017747 & 0.1495 & 0.440776 \tabularnewline
16 & -0.039791 & -0.3353 & 0.369199 \tabularnewline
17 & 0.01986 & 0.1673 & 0.433786 \tabularnewline
18 & -0.034207 & -0.2882 & 0.387005 \tabularnewline
19 & -0.080129 & -0.6752 & 0.250878 \tabularnewline
20 & 0.002515 & 0.0212 & 0.491576 \tabularnewline
21 & -0.003114 & -0.0262 & 0.48957 \tabularnewline
22 & -0.007254 & -0.0611 & 0.475717 \tabularnewline
23 & 0.016712 & 0.1408 & 0.444208 \tabularnewline
24 & -0.267957 & -2.2578 & 0.013515 \tabularnewline
25 & -0.038574 & -0.325 & 0.373058 \tabularnewline
26 & 0.009973 & 0.084 & 0.466635 \tabularnewline
27 & -0.083714 & -0.7054 & 0.24144 \tabularnewline
28 & -0.003424 & -0.0289 & 0.488532 \tabularnewline
29 & -0.122096 & -1.0288 & 0.153533 \tabularnewline
30 & 0.326485 & 2.751 & 0.003767 \tabularnewline
31 & -0.00831 & -0.07 & 0.472185 \tabularnewline
32 & -0.089714 & -0.7559 & 0.226092 \tabularnewline
33 & -0.050134 & -0.4224 & 0.336991 \tabularnewline
34 & 0.020566 & 0.1733 & 0.431457 \tabularnewline
35 & -0.044019 & -0.3709 & 0.355905 \tabularnewline
36 & 0.007373 & 0.0621 & 0.475319 \tabularnewline
37 & -0.064906 & -0.5469 & 0.293077 \tabularnewline
38 & -0.05118 & -0.4312 & 0.333797 \tabularnewline
39 & -0.015805 & -0.1332 & 0.447216 \tabularnewline
40 & -0.08025 & -0.6762 & 0.250555 \tabularnewline
41 & -0.071811 & -0.6051 & 0.273523 \tabularnewline
42 & 0.0291 & 0.2452 & 0.403506 \tabularnewline
43 & -0.058684 & -0.4945 & 0.311247 \tabularnewline
44 & -0.036817 & -0.3102 & 0.378648 \tabularnewline
45 & -0.029932 & -0.2522 & 0.400804 \tabularnewline
46 & 0.00011 & 9e-04 & 0.499633 \tabularnewline
47 & -0.003388 & -0.0286 & 0.488652 \tabularnewline
48 & 0.073475 & 0.6191 & 0.268911 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=244682&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]-0.127903[/C][C]-1.0777[/C][C]0.142402[/C][/ROW]
[ROW][C]2[/C][C]0.008165[/C][C]0.0688[/C][C]0.472673[/C][/ROW]
[ROW][C]3[/C][C]-0.10635[/C][C]-0.8961[/C][C]0.186608[/C][/ROW]
[ROW][C]4[/C][C]0.011518[/C][C]0.0971[/C][C]0.461479[/C][/ROW]
[ROW][C]5[/C][C]-0.048617[/C][C]-0.4097[/C][C]0.341648[/C][/ROW]
[ROW][C]6[/C][C]0.027686[/C][C]0.2333[/C][C]0.408106[/C][/ROW]
[ROW][C]7[/C][C]-0.097801[/C][C]-0.8241[/C][C]0.206325[/C][/ROW]
[ROW][C]8[/C][C]-0.143025[/C][C]-1.2051[/C][C]0.116074[/C][/ROW]
[ROW][C]9[/C][C]-0.07278[/C][C]-0.6133[/C][C]0.270834[/C][/ROW]
[ROW][C]10[/C][C]-0.031845[/C][C]-0.2683[/C][C]0.394611[/C][/ROW]
[ROW][C]11[/C][C]0.014766[/C][C]0.1244[/C][C]0.450667[/C][/ROW]
[ROW][C]12[/C][C]-0.026648[/C][C]-0.2245[/C][C]0.411491[/C][/ROW]
[ROW][C]13[/C][C]-0.02093[/C][C]-0.1764[/C][C]0.430257[/C][/ROW]
[ROW][C]14[/C][C]-0.06834[/C][C]-0.5758[/C][C]0.283271[/C][/ROW]
[ROW][C]15[/C][C]0.017747[/C][C]0.1495[/C][C]0.440776[/C][/ROW]
[ROW][C]16[/C][C]-0.039791[/C][C]-0.3353[/C][C]0.369199[/C][/ROW]
[ROW][C]17[/C][C]0.01986[/C][C]0.1673[/C][C]0.433786[/C][/ROW]
[ROW][C]18[/C][C]-0.034207[/C][C]-0.2882[/C][C]0.387005[/C][/ROW]
[ROW][C]19[/C][C]-0.080129[/C][C]-0.6752[/C][C]0.250878[/C][/ROW]
[ROW][C]20[/C][C]0.002515[/C][C]0.0212[/C][C]0.491576[/C][/ROW]
[ROW][C]21[/C][C]-0.003114[/C][C]-0.0262[/C][C]0.48957[/C][/ROW]
[ROW][C]22[/C][C]-0.007254[/C][C]-0.0611[/C][C]0.475717[/C][/ROW]
[ROW][C]23[/C][C]0.016712[/C][C]0.1408[/C][C]0.444208[/C][/ROW]
[ROW][C]24[/C][C]-0.267957[/C][C]-2.2578[/C][C]0.013515[/C][/ROW]
[ROW][C]25[/C][C]-0.038574[/C][C]-0.325[/C][C]0.373058[/C][/ROW]
[ROW][C]26[/C][C]0.009973[/C][C]0.084[/C][C]0.466635[/C][/ROW]
[ROW][C]27[/C][C]-0.083714[/C][C]-0.7054[/C][C]0.24144[/C][/ROW]
[ROW][C]28[/C][C]-0.003424[/C][C]-0.0289[/C][C]0.488532[/C][/ROW]
[ROW][C]29[/C][C]-0.122096[/C][C]-1.0288[/C][C]0.153533[/C][/ROW]
[ROW][C]30[/C][C]0.326485[/C][C]2.751[/C][C]0.003767[/C][/ROW]
[ROW][C]31[/C][C]-0.00831[/C][C]-0.07[/C][C]0.472185[/C][/ROW]
[ROW][C]32[/C][C]-0.089714[/C][C]-0.7559[/C][C]0.226092[/C][/ROW]
[ROW][C]33[/C][C]-0.050134[/C][C]-0.4224[/C][C]0.336991[/C][/ROW]
[ROW][C]34[/C][C]0.020566[/C][C]0.1733[/C][C]0.431457[/C][/ROW]
[ROW][C]35[/C][C]-0.044019[/C][C]-0.3709[/C][C]0.355905[/C][/ROW]
[ROW][C]36[/C][C]0.007373[/C][C]0.0621[/C][C]0.475319[/C][/ROW]
[ROW][C]37[/C][C]-0.064906[/C][C]-0.5469[/C][C]0.293077[/C][/ROW]
[ROW][C]38[/C][C]-0.05118[/C][C]-0.4312[/C][C]0.333797[/C][/ROW]
[ROW][C]39[/C][C]-0.015805[/C][C]-0.1332[/C][C]0.447216[/C][/ROW]
[ROW][C]40[/C][C]-0.08025[/C][C]-0.6762[/C][C]0.250555[/C][/ROW]
[ROW][C]41[/C][C]-0.071811[/C][C]-0.6051[/C][C]0.273523[/C][/ROW]
[ROW][C]42[/C][C]0.0291[/C][C]0.2452[/C][C]0.403506[/C][/ROW]
[ROW][C]43[/C][C]-0.058684[/C][C]-0.4945[/C][C]0.311247[/C][/ROW]
[ROW][C]44[/C][C]-0.036817[/C][C]-0.3102[/C][C]0.378648[/C][/ROW]
[ROW][C]45[/C][C]-0.029932[/C][C]-0.2522[/C][C]0.400804[/C][/ROW]
[ROW][C]46[/C][C]0.00011[/C][C]9e-04[/C][C]0.499633[/C][/ROW]
[ROW][C]47[/C][C]-0.003388[/C][C]-0.0286[/C][C]0.488652[/C][/ROW]
[ROW][C]48[/C][C]0.073475[/C][C]0.6191[/C][C]0.268911[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=244682&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=244682&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
1-0.127903-1.07770.142402
20.0081650.06880.472673
3-0.10635-0.89610.186608
40.0115180.09710.461479
5-0.048617-0.40970.341648
60.0276860.23330.408106
7-0.097801-0.82410.206325
8-0.143025-1.20510.116074
9-0.07278-0.61330.270834
10-0.031845-0.26830.394611
110.0147660.12440.450667
12-0.026648-0.22450.411491
13-0.02093-0.17640.430257
14-0.06834-0.57580.283271
150.0177470.14950.440776
16-0.039791-0.33530.369199
170.019860.16730.433786
18-0.034207-0.28820.387005
19-0.080129-0.67520.250878
200.0025150.02120.491576
21-0.003114-0.02620.48957
22-0.007254-0.06110.475717
230.0167120.14080.444208
24-0.267957-2.25780.013515
25-0.038574-0.3250.373058
260.0099730.0840.466635
27-0.083714-0.70540.24144
28-0.003424-0.02890.488532
29-0.122096-1.02880.153533
300.3264852.7510.003767
31-0.00831-0.070.472185
32-0.089714-0.75590.226092
33-0.050134-0.42240.336991
340.0205660.17330.431457
35-0.044019-0.37090.355905
360.0073730.06210.475319
37-0.064906-0.54690.293077
38-0.05118-0.43120.333797
39-0.015805-0.13320.447216
40-0.08025-0.67620.250555
41-0.071811-0.60510.273523
420.02910.24520.403506
43-0.058684-0.49450.311247
44-0.036817-0.31020.378648
45-0.029932-0.25220.400804
460.000119e-040.499633
47-0.003388-0.02860.488652
480.0734750.61910.268911


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')