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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, 12 Mar 2015 10:14:40 +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/2015/Mar/12/t1426155330nfft0s7f1uqnslw.htm/, Retrieved Sun, 19 May 2024 12:55:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=278239, Retrieved Sun, 19 May 2024 12:55:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact118

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] [] [2015-03-12 10:14:40] [4696c8cdb98c635bcaa184793f2e8dd7] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2,07
2,2
2,29
2,32
2,37
2,38
2,38
2,28
2,22
2,25
2,3
2,3
2,23
2,27
2,3
2,32
2,41
2,43
2,45
2,47
2,46
2,5
2,46
2,43
2,37
2,45
2,53
2,56
2,62
2,67
2,62
2,6
2,53
2,49
2,48
2,44
2,36
2,35
2,44
2,5
2,58
2,55
2,44
2,3
2,24
2,19
2,25
2,28
2,27
2,37
2,47
2,5
2,47
2,61
2,61
2,65
2,43
2,43
2,33
2,27
2,22
2,17
2,28
2,3
2,33
2,44
2,41
2,4
2,34
2,37
2,38
2,3
2,29
2,34
2,35
2,38
2,37
2,45
2,51
2,46
2,42
2,48
2,44
2,43
2,36
2,42
2,42
2,43
2,47
2,54
2,55
2,55
2,49
2,54
2,55
2,5

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.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 & 'Sir Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=278239&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]'Sir Ronald Aylmer Fisher' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=278239&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=278239&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'Sir Ronald Aylmer Fisher' @ fisher.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8192718.02720
20.6077755.9550
30.390713.82820.000115
40.2062222.02060.023056
50.0457070.44780.327639
6-0.058864-0.57680.282729
7-0.058616-0.57430.283547
8-0.018027-0.17660.430086
90.0142660.13980.444562
100.0791810.77580.219884
110.1613051.58050.058646
120.2195472.15110.016989
130.1624281.59150.057397
140.0550860.53970.295315
15-0.04775-0.46790.320475
16-0.183155-1.79450.037937
17-0.311981-3.05680.001449
18-0.374899-3.67320.000197
19-0.366114-3.58720.000264
20-0.30976-3.0350.001548
21-0.243731-2.38810.009447
22-0.135751-1.33010.093321
23-0.014466-0.14170.443792
240.0639370.62650.266253
250.0214530.21020.416981
26-0.053531-0.52450.300572
27-0.131155-1.28510.100932
28-0.197095-1.93110.028209
29-0.279204-2.73560.003709
30-0.31019-3.03920.001528
31-0.305473-2.9930.001756
32-0.24891-2.43880.008287
33-0.182557-1.78870.03841
34-0.073994-0.7250.235111
350.0333220.32650.372383
360.1146371.12320.132075
370.0981590.96180.169294
380.0325020.31850.375417
39-0.030381-0.29770.383297
40-0.096549-0.9460.173267
41-0.145272-1.42340.078935
42-0.158235-1.55040.06217
43-0.133248-1.30560.097412
44-0.099559-0.97550.165889
45-0.090947-0.89110.187554
46-0.071034-0.6960.244058
47-0.008965-0.08780.465093
480.0521720.51120.3052

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.819271 & 8.0272 & 0 \tabularnewline
2 & 0.607775 & 5.955 & 0 \tabularnewline
3 & 0.39071 & 3.8282 & 0.000115 \tabularnewline
4 & 0.206222 & 2.0206 & 0.023056 \tabularnewline
5 & 0.045707 & 0.4478 & 0.327639 \tabularnewline
6 & -0.058864 & -0.5768 & 0.282729 \tabularnewline
7 & -0.058616 & -0.5743 & 0.283547 \tabularnewline
8 & -0.018027 & -0.1766 & 0.430086 \tabularnewline
9 & 0.014266 & 0.1398 & 0.444562 \tabularnewline
10 & 0.079181 & 0.7758 & 0.219884 \tabularnewline
11 & 0.161305 & 1.5805 & 0.058646 \tabularnewline
12 & 0.219547 & 2.1511 & 0.016989 \tabularnewline
13 & 0.162428 & 1.5915 & 0.057397 \tabularnewline
14 & 0.055086 & 0.5397 & 0.295315 \tabularnewline
15 & -0.04775 & -0.4679 & 0.320475 \tabularnewline
16 & -0.183155 & -1.7945 & 0.037937 \tabularnewline
17 & -0.311981 & -3.0568 & 0.001449 \tabularnewline
18 & -0.374899 & -3.6732 & 0.000197 \tabularnewline
19 & -0.366114 & -3.5872 & 0.000264 \tabularnewline
20 & -0.30976 & -3.035 & 0.001548 \tabularnewline
21 & -0.243731 & -2.3881 & 0.009447 \tabularnewline
22 & -0.135751 & -1.3301 & 0.093321 \tabularnewline
23 & -0.014466 & -0.1417 & 0.443792 \tabularnewline
24 & 0.063937 & 0.6265 & 0.266253 \tabularnewline
25 & 0.021453 & 0.2102 & 0.416981 \tabularnewline
26 & -0.053531 & -0.5245 & 0.300572 \tabularnewline
27 & -0.131155 & -1.2851 & 0.100932 \tabularnewline
28 & -0.197095 & -1.9311 & 0.028209 \tabularnewline
29 & -0.279204 & -2.7356 & 0.003709 \tabularnewline
30 & -0.31019 & -3.0392 & 0.001528 \tabularnewline
31 & -0.305473 & -2.993 & 0.001756 \tabularnewline
32 & -0.24891 & -2.4388 & 0.008287 \tabularnewline
33 & -0.182557 & -1.7887 & 0.03841 \tabularnewline
34 & -0.073994 & -0.725 & 0.235111 \tabularnewline
35 & 0.033322 & 0.3265 & 0.372383 \tabularnewline
36 & 0.114637 & 1.1232 & 0.132075 \tabularnewline
37 & 0.098159 & 0.9618 & 0.169294 \tabularnewline
38 & 0.032502 & 0.3185 & 0.375417 \tabularnewline
39 & -0.030381 & -0.2977 & 0.383297 \tabularnewline
40 & -0.096549 & -0.946 & 0.173267 \tabularnewline
41 & -0.145272 & -1.4234 & 0.078935 \tabularnewline
42 & -0.158235 & -1.5504 & 0.06217 \tabularnewline
43 & -0.133248 & -1.3056 & 0.097412 \tabularnewline
44 & -0.099559 & -0.9755 & 0.165889 \tabularnewline
45 & -0.090947 & -0.8911 & 0.187554 \tabularnewline
46 & -0.071034 & -0.696 & 0.244058 \tabularnewline
47 & -0.008965 & -0.0878 & 0.465093 \tabularnewline
48 & 0.052172 & 0.5112 & 0.3052 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=278239&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]0.819271[/C][C]8.0272[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.607775[/C][C]5.955[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.39071[/C][C]3.8282[/C][C]0.000115[/C][/ROW]
[ROW][C]4[/C][C]0.206222[/C][C]2.0206[/C][C]0.023056[/C][/ROW]
[ROW][C]5[/C][C]0.045707[/C][C]0.4478[/C][C]0.327639[/C][/ROW]
[ROW][C]6[/C][C]-0.058864[/C][C]-0.5768[/C][C]0.282729[/C][/ROW]
[ROW][C]7[/C][C]-0.058616[/C][C]-0.5743[/C][C]0.283547[/C][/ROW]
[ROW][C]8[/C][C]-0.018027[/C][C]-0.1766[/C][C]0.430086[/C][/ROW]
[ROW][C]9[/C][C]0.014266[/C][C]0.1398[/C][C]0.444562[/C][/ROW]
[ROW][C]10[/C][C]0.079181[/C][C]0.7758[/C][C]0.219884[/C][/ROW]
[ROW][C]11[/C][C]0.161305[/C][C]1.5805[/C][C]0.058646[/C][/ROW]
[ROW][C]12[/C][C]0.219547[/C][C]2.1511[/C][C]0.016989[/C][/ROW]
[ROW][C]13[/C][C]0.162428[/C][C]1.5915[/C][C]0.057397[/C][/ROW]
[ROW][C]14[/C][C]0.055086[/C][C]0.5397[/C][C]0.295315[/C][/ROW]
[ROW][C]15[/C][C]-0.04775[/C][C]-0.4679[/C][C]0.320475[/C][/ROW]
[ROW][C]16[/C][C]-0.183155[/C][C]-1.7945[/C][C]0.037937[/C][/ROW]
[ROW][C]17[/C][C]-0.311981[/C][C]-3.0568[/C][C]0.001449[/C][/ROW]
[ROW][C]18[/C][C]-0.374899[/C][C]-3.6732[/C][C]0.000197[/C][/ROW]
[ROW][C]19[/C][C]-0.366114[/C][C]-3.5872[/C][C]0.000264[/C][/ROW]
[ROW][C]20[/C][C]-0.30976[/C][C]-3.035[/C][C]0.001548[/C][/ROW]
[ROW][C]21[/C][C]-0.243731[/C][C]-2.3881[/C][C]0.009447[/C][/ROW]
[ROW][C]22[/C][C]-0.135751[/C][C]-1.3301[/C][C]0.093321[/C][/ROW]
[ROW][C]23[/C][C]-0.014466[/C][C]-0.1417[/C][C]0.443792[/C][/ROW]
[ROW][C]24[/C][C]0.063937[/C][C]0.6265[/C][C]0.266253[/C][/ROW]
[ROW][C]25[/C][C]0.021453[/C][C]0.2102[/C][C]0.416981[/C][/ROW]
[ROW][C]26[/C][C]-0.053531[/C][C]-0.5245[/C][C]0.300572[/C][/ROW]
[ROW][C]27[/C][C]-0.131155[/C][C]-1.2851[/C][C]0.100932[/C][/ROW]
[ROW][C]28[/C][C]-0.197095[/C][C]-1.9311[/C][C]0.028209[/C][/ROW]
[ROW][C]29[/C][C]-0.279204[/C][C]-2.7356[/C][C]0.003709[/C][/ROW]
[ROW][C]30[/C][C]-0.31019[/C][C]-3.0392[/C][C]0.001528[/C][/ROW]
[ROW][C]31[/C][C]-0.305473[/C][C]-2.993[/C][C]0.001756[/C][/ROW]
[ROW][C]32[/C][C]-0.24891[/C][C]-2.4388[/C][C]0.008287[/C][/ROW]
[ROW][C]33[/C][C]-0.182557[/C][C]-1.7887[/C][C]0.03841[/C][/ROW]
[ROW][C]34[/C][C]-0.073994[/C][C]-0.725[/C][C]0.235111[/C][/ROW]
[ROW][C]35[/C][C]0.033322[/C][C]0.3265[/C][C]0.372383[/C][/ROW]
[ROW][C]36[/C][C]0.114637[/C][C]1.1232[/C][C]0.132075[/C][/ROW]
[ROW][C]37[/C][C]0.098159[/C][C]0.9618[/C][C]0.169294[/C][/ROW]
[ROW][C]38[/C][C]0.032502[/C][C]0.3185[/C][C]0.375417[/C][/ROW]
[ROW][C]39[/C][C]-0.030381[/C][C]-0.2977[/C][C]0.383297[/C][/ROW]
[ROW][C]40[/C][C]-0.096549[/C][C]-0.946[/C][C]0.173267[/C][/ROW]
[ROW][C]41[/C][C]-0.145272[/C][C]-1.4234[/C][C]0.078935[/C][/ROW]
[ROW][C]42[/C][C]-0.158235[/C][C]-1.5504[/C][C]0.06217[/C][/ROW]
[ROW][C]43[/C][C]-0.133248[/C][C]-1.3056[/C][C]0.097412[/C][/ROW]
[ROW][C]44[/C][C]-0.099559[/C][C]-0.9755[/C][C]0.165889[/C][/ROW]
[ROW][C]45[/C][C]-0.090947[/C][C]-0.8911[/C][C]0.187554[/C][/ROW]
[ROW][C]46[/C][C]-0.071034[/C][C]-0.696[/C][C]0.244058[/C][/ROW]
[ROW][C]47[/C][C]-0.008965[/C][C]-0.0878[/C][C]0.465093[/C][/ROW]
[ROW][C]48[/C][C]0.052172[/C][C]0.5112[/C][C]0.3052[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=278239&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=278239&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
10.8192718.02720
20.6077755.9550
30.390713.82820.000115
40.2062222.02060.023056
50.0457070.44780.327639
6-0.058864-0.57680.282729
7-0.058616-0.57430.283547
8-0.018027-0.17660.430086
90.0142660.13980.444562
100.0791810.77580.219884
110.1613051.58050.058646
120.2195472.15110.016989
130.1624281.59150.057397
140.0550860.53970.295315
15-0.04775-0.46790.320475
16-0.183155-1.79450.037937
17-0.311981-3.05680.001449
18-0.374899-3.67320.000197
19-0.366114-3.58720.000264
20-0.30976-3.0350.001548
21-0.243731-2.38810.009447
22-0.135751-1.33010.093321
23-0.014466-0.14170.443792
240.0639370.62650.266253
250.0214530.21020.416981
26-0.053531-0.52450.300572
27-0.131155-1.28510.100932
28-0.197095-1.93110.028209
29-0.279204-2.73560.003709
30-0.31019-3.03920.001528
31-0.305473-2.9930.001756
32-0.24891-2.43880.008287
33-0.182557-1.78870.03841
34-0.073994-0.7250.235111
350.0333220.32650.372383
360.1146371.12320.132075
370.0981590.96180.169294
380.0325020.31850.375417
39-0.030381-0.29770.383297
40-0.096549-0.9460.173267
41-0.145272-1.42340.078935
42-0.158235-1.55040.06217
43-0.133248-1.30560.097412
44-0.099559-0.97550.165889
45-0.090947-0.89110.187554
46-0.071034-0.6960.244058
47-0.008965-0.08780.465093
480.0521720.51120.3052






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8192718.02720
2-0.192914-1.89020.030876
3-0.142885-1.40.082371
4-0.049723-0.48720.313619
5-0.090399-0.88570.188989
60.0111180.10890.456742
70.1897241.85890.033052
80.0283550.27780.390873
9-0.067382-0.66020.255352
100.1288721.26270.104881
110.0973820.95410.171202
120.0019990.01960.492205
13-0.242915-2.38010.009643
14-0.113927-1.11630.13355
15-0.003068-0.03010.488042
16-0.162618-1.59330.057187
17-0.073726-0.72240.235913
180.0493040.48310.31507
19-0.033418-0.32740.37203
200.000590.00580.4977
210.0213510.20920.41737
220.0594610.58260.280766
230.0197230.19320.423586
24-0.023664-0.23190.408569
25-0.246734-2.41750.008758
26-0.04341-0.42530.335773
270.0032190.03150.487453
280.0723540.70890.240046
29-0.08415-0.82450.205849
30-0.035458-0.34740.364521
31-0.099343-0.97340.16641
320.0742350.72740.23439
330.0075370.07380.470644
340.0400040.3920.347978
35-0.08755-0.85780.196567
36-0.015503-0.15190.439794
37-0.124335-1.21820.113061
38-0.065244-0.63930.262089
390.048390.47410.318245
400.0175510.1720.431915
410.0162580.15930.436885
42-0.036035-0.35310.362405
43-0.034058-0.33370.369667
44-0.07306-0.71580.237914
45-0.138587-1.35790.088844
46-0.125849-1.23310.110282
470.0479350.46970.31983
480.0204870.20070.420666

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.819271 & 8.0272 & 0 \tabularnewline
2 & -0.192914 & -1.8902 & 0.030876 \tabularnewline
3 & -0.142885 & -1.4 & 0.082371 \tabularnewline
4 & -0.049723 & -0.4872 & 0.313619 \tabularnewline
5 & -0.090399 & -0.8857 & 0.188989 \tabularnewline
6 & 0.011118 & 0.1089 & 0.456742 \tabularnewline
7 & 0.189724 & 1.8589 & 0.033052 \tabularnewline
8 & 0.028355 & 0.2778 & 0.390873 \tabularnewline
9 & -0.067382 & -0.6602 & 0.255352 \tabularnewline
10 & 0.128872 & 1.2627 & 0.104881 \tabularnewline
11 & 0.097382 & 0.9541 & 0.171202 \tabularnewline
12 & 0.001999 & 0.0196 & 0.492205 \tabularnewline
13 & -0.242915 & -2.3801 & 0.009643 \tabularnewline
14 & -0.113927 & -1.1163 & 0.13355 \tabularnewline
15 & -0.003068 & -0.0301 & 0.488042 \tabularnewline
16 & -0.162618 & -1.5933 & 0.057187 \tabularnewline
17 & -0.073726 & -0.7224 & 0.235913 \tabularnewline
18 & 0.049304 & 0.4831 & 0.31507 \tabularnewline
19 & -0.033418 & -0.3274 & 0.37203 \tabularnewline
20 & 0.00059 & 0.0058 & 0.4977 \tabularnewline
21 & 0.021351 & 0.2092 & 0.41737 \tabularnewline
22 & 0.059461 & 0.5826 & 0.280766 \tabularnewline
23 & 0.019723 & 0.1932 & 0.423586 \tabularnewline
24 & -0.023664 & -0.2319 & 0.408569 \tabularnewline
25 & -0.246734 & -2.4175 & 0.008758 \tabularnewline
26 & -0.04341 & -0.4253 & 0.335773 \tabularnewline
27 & 0.003219 & 0.0315 & 0.487453 \tabularnewline
28 & 0.072354 & 0.7089 & 0.240046 \tabularnewline
29 & -0.08415 & -0.8245 & 0.205849 \tabularnewline
30 & -0.035458 & -0.3474 & 0.364521 \tabularnewline
31 & -0.099343 & -0.9734 & 0.16641 \tabularnewline
32 & 0.074235 & 0.7274 & 0.23439 \tabularnewline
33 & 0.007537 & 0.0738 & 0.470644 \tabularnewline
34 & 0.040004 & 0.392 & 0.347978 \tabularnewline
35 & -0.08755 & -0.8578 & 0.196567 \tabularnewline
36 & -0.015503 & -0.1519 & 0.439794 \tabularnewline
37 & -0.124335 & -1.2182 & 0.113061 \tabularnewline
38 & -0.065244 & -0.6393 & 0.262089 \tabularnewline
39 & 0.04839 & 0.4741 & 0.318245 \tabularnewline
40 & 0.017551 & 0.172 & 0.431915 \tabularnewline
41 & 0.016258 & 0.1593 & 0.436885 \tabularnewline
42 & -0.036035 & -0.3531 & 0.362405 \tabularnewline
43 & -0.034058 & -0.3337 & 0.369667 \tabularnewline
44 & -0.07306 & -0.7158 & 0.237914 \tabularnewline
45 & -0.138587 & -1.3579 & 0.088844 \tabularnewline
46 & -0.125849 & -1.2331 & 0.110282 \tabularnewline
47 & 0.047935 & 0.4697 & 0.31983 \tabularnewline
48 & 0.020487 & 0.2007 & 0.420666 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=278239&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]0.819271[/C][C]8.0272[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.192914[/C][C]-1.8902[/C][C]0.030876[/C][/ROW]
[ROW][C]3[/C][C]-0.142885[/C][C]-1.4[/C][C]0.082371[/C][/ROW]
[ROW][C]4[/C][C]-0.049723[/C][C]-0.4872[/C][C]0.313619[/C][/ROW]
[ROW][C]5[/C][C]-0.090399[/C][C]-0.8857[/C][C]0.188989[/C][/ROW]
[ROW][C]6[/C][C]0.011118[/C][C]0.1089[/C][C]0.456742[/C][/ROW]
[ROW][C]7[/C][C]0.189724[/C][C]1.8589[/C][C]0.033052[/C][/ROW]
[ROW][C]8[/C][C]0.028355[/C][C]0.2778[/C][C]0.390873[/C][/ROW]
[ROW][C]9[/C][C]-0.067382[/C][C]-0.6602[/C][C]0.255352[/C][/ROW]
[ROW][C]10[/C][C]0.128872[/C][C]1.2627[/C][C]0.104881[/C][/ROW]
[ROW][C]11[/C][C]0.097382[/C][C]0.9541[/C][C]0.171202[/C][/ROW]
[ROW][C]12[/C][C]0.001999[/C][C]0.0196[/C][C]0.492205[/C][/ROW]
[ROW][C]13[/C][C]-0.242915[/C][C]-2.3801[/C][C]0.009643[/C][/ROW]
[ROW][C]14[/C][C]-0.113927[/C][C]-1.1163[/C][C]0.13355[/C][/ROW]
[ROW][C]15[/C][C]-0.003068[/C][C]-0.0301[/C][C]0.488042[/C][/ROW]
[ROW][C]16[/C][C]-0.162618[/C][C]-1.5933[/C][C]0.057187[/C][/ROW]
[ROW][C]17[/C][C]-0.073726[/C][C]-0.7224[/C][C]0.235913[/C][/ROW]
[ROW][C]18[/C][C]0.049304[/C][C]0.4831[/C][C]0.31507[/C][/ROW]
[ROW][C]19[/C][C]-0.033418[/C][C]-0.3274[/C][C]0.37203[/C][/ROW]
[ROW][C]20[/C][C]0.00059[/C][C]0.0058[/C][C]0.4977[/C][/ROW]
[ROW][C]21[/C][C]0.021351[/C][C]0.2092[/C][C]0.41737[/C][/ROW]
[ROW][C]22[/C][C]0.059461[/C][C]0.5826[/C][C]0.280766[/C][/ROW]
[ROW][C]23[/C][C]0.019723[/C][C]0.1932[/C][C]0.423586[/C][/ROW]
[ROW][C]24[/C][C]-0.023664[/C][C]-0.2319[/C][C]0.408569[/C][/ROW]
[ROW][C]25[/C][C]-0.246734[/C][C]-2.4175[/C][C]0.008758[/C][/ROW]
[ROW][C]26[/C][C]-0.04341[/C][C]-0.4253[/C][C]0.335773[/C][/ROW]
[ROW][C]27[/C][C]0.003219[/C][C]0.0315[/C][C]0.487453[/C][/ROW]
[ROW][C]28[/C][C]0.072354[/C][C]0.7089[/C][C]0.240046[/C][/ROW]
[ROW][C]29[/C][C]-0.08415[/C][C]-0.8245[/C][C]0.205849[/C][/ROW]
[ROW][C]30[/C][C]-0.035458[/C][C]-0.3474[/C][C]0.364521[/C][/ROW]
[ROW][C]31[/C][C]-0.099343[/C][C]-0.9734[/C][C]0.16641[/C][/ROW]
[ROW][C]32[/C][C]0.074235[/C][C]0.7274[/C][C]0.23439[/C][/ROW]
[ROW][C]33[/C][C]0.007537[/C][C]0.0738[/C][C]0.470644[/C][/ROW]
[ROW][C]34[/C][C]0.040004[/C][C]0.392[/C][C]0.347978[/C][/ROW]
[ROW][C]35[/C][C]-0.08755[/C][C]-0.8578[/C][C]0.196567[/C][/ROW]
[ROW][C]36[/C][C]-0.015503[/C][C]-0.1519[/C][C]0.439794[/C][/ROW]
[ROW][C]37[/C][C]-0.124335[/C][C]-1.2182[/C][C]0.113061[/C][/ROW]
[ROW][C]38[/C][C]-0.065244[/C][C]-0.6393[/C][C]0.262089[/C][/ROW]
[ROW][C]39[/C][C]0.04839[/C][C]0.4741[/C][C]0.318245[/C][/ROW]
[ROW][C]40[/C][C]0.017551[/C][C]0.172[/C][C]0.431915[/C][/ROW]
[ROW][C]41[/C][C]0.016258[/C][C]0.1593[/C][C]0.436885[/C][/ROW]
[ROW][C]42[/C][C]-0.036035[/C][C]-0.3531[/C][C]0.362405[/C][/ROW]
[ROW][C]43[/C][C]-0.034058[/C][C]-0.3337[/C][C]0.369667[/C][/ROW]
[ROW][C]44[/C][C]-0.07306[/C][C]-0.7158[/C][C]0.237914[/C][/ROW]
[ROW][C]45[/C][C]-0.138587[/C][C]-1.3579[/C][C]0.088844[/C][/ROW]
[ROW][C]46[/C][C]-0.125849[/C][C]-1.2331[/C][C]0.110282[/C][/ROW]
[ROW][C]47[/C][C]0.047935[/C][C]0.4697[/C][C]0.31983[/C][/ROW]
[ROW][C]48[/C][C]0.020487[/C][C]0.2007[/C][C]0.420666[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=278239&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=278239&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
10.8192718.02720
2-0.192914-1.89020.030876
3-0.142885-1.40.082371
4-0.049723-0.48720.313619
5-0.090399-0.88570.188989
60.0111180.10890.456742
70.1897241.85890.033052
80.0283550.27780.390873
9-0.067382-0.66020.255352
100.1288721.26270.104881
110.0973820.95410.171202
120.0019990.01960.492205
13-0.242915-2.38010.009643
14-0.113927-1.11630.13355
15-0.003068-0.03010.488042
16-0.162618-1.59330.057187
17-0.073726-0.72240.235913
180.0493040.48310.31507
19-0.033418-0.32740.37203
200.000590.00580.4977
210.0213510.20920.41737
220.0594610.58260.280766
230.0197230.19320.423586
24-0.023664-0.23190.408569
25-0.246734-2.41750.008758
26-0.04341-0.42530.335773
270.0032190.03150.487453
280.0723540.70890.240046
29-0.08415-0.82450.205849
30-0.035458-0.34740.364521
31-0.099343-0.97340.16641
320.0742350.72740.23439
330.0075370.07380.470644
340.0400040.3920.347978
35-0.08755-0.85780.196567
36-0.015503-0.15190.439794
37-0.124335-1.21820.113061
38-0.065244-0.63930.262089
390.048390.47410.318245
400.0175510.1720.431915
410.0162580.15930.436885
42-0.036035-0.35310.362405
43-0.034058-0.33370.369667
44-0.07306-0.71580.237914
45-0.138587-1.35790.088844
46-0.125849-1.23310.110282
470.0479350.46970.31983
480.0204870.20070.420666


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')