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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 computationSat, 24 Oct 2015 10:10:53 +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/2015/Oct/24/t1445677877480ytaxwnfqq6d7.htm/, Retrieved Sat, 18 May 2024 14:21:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=283010, Retrieved Sat, 18 May 2024 14:21:45 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact126

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] [] [2015-10-24 09:10:53] [047b71d569822bc9ea0d1a14ab5e311b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
72,04
72,26
72,53
72,41
72,91
72,84
72,92
73,03
72,98
72,99
73,15
73,34
73,8
74,46
74,54
74,92
74,19
74,34
74,54
74,4
73,78
74,42
73,54
74,45
76,31
76,44
76,64
76,44
76,49
76,52
78,15
78,54
78,79
78,75
78,28
78,44
78,75
80,54
80,84
81,11
80,47
80,53
80,35
80,29
80,27
80,1
79,8
79,84
79,92
80,26
80,69
84,5
85,45
86,19
86,4
85,98
85,87
86,06
86,43
86,43
86,37
86,84
86,73
90,99
92,61
93,83
94,2
94,01
93,47
93,27
94,3
94,53
94,59
94,69
94,67
96,55
97,14
97,32
97,97
98,49
99,11
99,09
98,76
99,2
99,61
99,54
99,68
100,75
100,38
100,79
100,39
100,39
100,12
100
99,17
99,17
99,59
99,96
99,68
101,03
100,99
101,38
101,84
101,52
101,37
101,22
101,45
101,99

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'George Udny Yule' @ yule.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 & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=283010&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=283010&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=283010&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'George Udny Yule' @ yule.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1780631.84190.03413
20.1057981.09440.138122
3-0.097352-1.0070.158098
4-0.177459-1.83560.034593
5-0.121238-1.25410.10627
60.0049820.05150.479498
7-0.002233-0.02310.490808
8-0.14622-1.51250.066675
9-0.080829-0.83610.202481
10-0.047144-0.48770.313395
110.003230.03340.486704
120.4497144.65195e-06
130.2017642.08710.019629
140.1899421.96480.026016
15-0.00848-0.08770.465131
16-0.087356-0.90360.184113
17-0.149546-1.54690.062418
18-0.169667-1.7550.041057
19-0.083919-0.86810.193651
20-0.026477-0.27390.392353
210.0166820.17260.431661
22-0.026733-0.27650.391336
23-0.07663-0.79270.214864
240.1422681.47160.072027
25-0.067533-0.69860.243169
260.1695831.75420.041131
270.1189611.23050.110597
280.0495760.51280.304569
29-0.148093-1.53190.06425
30-0.152292-1.57530.059067
31-0.228506-2.36370.009949
32-0.071605-0.74070.230253
330.1155151.19490.117385
340.0105340.1090.456718
35-0.070493-0.72920.233742
360.0709720.73410.232233
37-0.073675-0.76210.223839
380.0536590.55510.290008
390.0902040.93310.176441
400.0443220.45850.323774
41-0.126134-1.30470.097391
42-0.067157-0.69470.244383
43-0.159643-1.65140.050798
44-0.095731-0.99020.162144
45-0.017243-0.17840.429386
460.0274710.28420.388418
47-0.061497-0.63610.263024
480.0550960.56990.284964

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.178063 & 1.8419 & 0.03413 \tabularnewline
2 & 0.105798 & 1.0944 & 0.138122 \tabularnewline
3 & -0.097352 & -1.007 & 0.158098 \tabularnewline
4 & -0.177459 & -1.8356 & 0.034593 \tabularnewline
5 & -0.121238 & -1.2541 & 0.10627 \tabularnewline
6 & 0.004982 & 0.0515 & 0.479498 \tabularnewline
7 & -0.002233 & -0.0231 & 0.490808 \tabularnewline
8 & -0.14622 & -1.5125 & 0.066675 \tabularnewline
9 & -0.080829 & -0.8361 & 0.202481 \tabularnewline
10 & -0.047144 & -0.4877 & 0.313395 \tabularnewline
11 & 0.00323 & 0.0334 & 0.486704 \tabularnewline
12 & 0.449714 & 4.6519 & 5e-06 \tabularnewline
13 & 0.201764 & 2.0871 & 0.019629 \tabularnewline
14 & 0.189942 & 1.9648 & 0.026016 \tabularnewline
15 & -0.00848 & -0.0877 & 0.465131 \tabularnewline
16 & -0.087356 & -0.9036 & 0.184113 \tabularnewline
17 & -0.149546 & -1.5469 & 0.062418 \tabularnewline
18 & -0.169667 & -1.755 & 0.041057 \tabularnewline
19 & -0.083919 & -0.8681 & 0.193651 \tabularnewline
20 & -0.026477 & -0.2739 & 0.392353 \tabularnewline
21 & 0.016682 & 0.1726 & 0.431661 \tabularnewline
22 & -0.026733 & -0.2765 & 0.391336 \tabularnewline
23 & -0.07663 & -0.7927 & 0.214864 \tabularnewline
24 & 0.142268 & 1.4716 & 0.072027 \tabularnewline
25 & -0.067533 & -0.6986 & 0.243169 \tabularnewline
26 & 0.169583 & 1.7542 & 0.041131 \tabularnewline
27 & 0.118961 & 1.2305 & 0.110597 \tabularnewline
28 & 0.049576 & 0.5128 & 0.304569 \tabularnewline
29 & -0.148093 & -1.5319 & 0.06425 \tabularnewline
30 & -0.152292 & -1.5753 & 0.059067 \tabularnewline
31 & -0.228506 & -2.3637 & 0.009949 \tabularnewline
32 & -0.071605 & -0.7407 & 0.230253 \tabularnewline
33 & 0.115515 & 1.1949 & 0.117385 \tabularnewline
34 & 0.010534 & 0.109 & 0.456718 \tabularnewline
35 & -0.070493 & -0.7292 & 0.233742 \tabularnewline
36 & 0.070972 & 0.7341 & 0.232233 \tabularnewline
37 & -0.073675 & -0.7621 & 0.223839 \tabularnewline
38 & 0.053659 & 0.5551 & 0.290008 \tabularnewline
39 & 0.090204 & 0.9331 & 0.176441 \tabularnewline
40 & 0.044322 & 0.4585 & 0.323774 \tabularnewline
41 & -0.126134 & -1.3047 & 0.097391 \tabularnewline
42 & -0.067157 & -0.6947 & 0.244383 \tabularnewline
43 & -0.159643 & -1.6514 & 0.050798 \tabularnewline
44 & -0.095731 & -0.9902 & 0.162144 \tabularnewline
45 & -0.017243 & -0.1784 & 0.429386 \tabularnewline
46 & 0.027471 & 0.2842 & 0.388418 \tabularnewline
47 & -0.061497 & -0.6361 & 0.263024 \tabularnewline
48 & 0.055096 & 0.5699 & 0.284964 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=283010&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]0.178063[/C][C]1.8419[/C][C]0.03413[/C][/ROW]
[ROW][C]2[/C][C]0.105798[/C][C]1.0944[/C][C]0.138122[/C][/ROW]
[ROW][C]3[/C][C]-0.097352[/C][C]-1.007[/C][C]0.158098[/C][/ROW]
[ROW][C]4[/C][C]-0.177459[/C][C]-1.8356[/C][C]0.034593[/C][/ROW]
[ROW][C]5[/C][C]-0.121238[/C][C]-1.2541[/C][C]0.10627[/C][/ROW]
[ROW][C]6[/C][C]0.004982[/C][C]0.0515[/C][C]0.479498[/C][/ROW]
[ROW][C]7[/C][C]-0.002233[/C][C]-0.0231[/C][C]0.490808[/C][/ROW]
[ROW][C]8[/C][C]-0.14622[/C][C]-1.5125[/C][C]0.066675[/C][/ROW]
[ROW][C]9[/C][C]-0.080829[/C][C]-0.8361[/C][C]0.202481[/C][/ROW]
[ROW][C]10[/C][C]-0.047144[/C][C]-0.4877[/C][C]0.313395[/C][/ROW]
[ROW][C]11[/C][C]0.00323[/C][C]0.0334[/C][C]0.486704[/C][/ROW]
[ROW][C]12[/C][C]0.449714[/C][C]4.6519[/C][C]5e-06[/C][/ROW]
[ROW][C]13[/C][C]0.201764[/C][C]2.0871[/C][C]0.019629[/C][/ROW]
[ROW][C]14[/C][C]0.189942[/C][C]1.9648[/C][C]0.026016[/C][/ROW]
[ROW][C]15[/C][C]-0.00848[/C][C]-0.0877[/C][C]0.465131[/C][/ROW]
[ROW][C]16[/C][C]-0.087356[/C][C]-0.9036[/C][C]0.184113[/C][/ROW]
[ROW][C]17[/C][C]-0.149546[/C][C]-1.5469[/C][C]0.062418[/C][/ROW]
[ROW][C]18[/C][C]-0.169667[/C][C]-1.755[/C][C]0.041057[/C][/ROW]
[ROW][C]19[/C][C]-0.083919[/C][C]-0.8681[/C][C]0.193651[/C][/ROW]
[ROW][C]20[/C][C]-0.026477[/C][C]-0.2739[/C][C]0.392353[/C][/ROW]
[ROW][C]21[/C][C]0.016682[/C][C]0.1726[/C][C]0.431661[/C][/ROW]
[ROW][C]22[/C][C]-0.026733[/C][C]-0.2765[/C][C]0.391336[/C][/ROW]
[ROW][C]23[/C][C]-0.07663[/C][C]-0.7927[/C][C]0.214864[/C][/ROW]
[ROW][C]24[/C][C]0.142268[/C][C]1.4716[/C][C]0.072027[/C][/ROW]
[ROW][C]25[/C][C]-0.067533[/C][C]-0.6986[/C][C]0.243169[/C][/ROW]
[ROW][C]26[/C][C]0.169583[/C][C]1.7542[/C][C]0.041131[/C][/ROW]
[ROW][C]27[/C][C]0.118961[/C][C]1.2305[/C][C]0.110597[/C][/ROW]
[ROW][C]28[/C][C]0.049576[/C][C]0.5128[/C][C]0.304569[/C][/ROW]
[ROW][C]29[/C][C]-0.148093[/C][C]-1.5319[/C][C]0.06425[/C][/ROW]
[ROW][C]30[/C][C]-0.152292[/C][C]-1.5753[/C][C]0.059067[/C][/ROW]
[ROW][C]31[/C][C]-0.228506[/C][C]-2.3637[/C][C]0.009949[/C][/ROW]
[ROW][C]32[/C][C]-0.071605[/C][C]-0.7407[/C][C]0.230253[/C][/ROW]
[ROW][C]33[/C][C]0.115515[/C][C]1.1949[/C][C]0.117385[/C][/ROW]
[ROW][C]34[/C][C]0.010534[/C][C]0.109[/C][C]0.456718[/C][/ROW]
[ROW][C]35[/C][C]-0.070493[/C][C]-0.7292[/C][C]0.233742[/C][/ROW]
[ROW][C]36[/C][C]0.070972[/C][C]0.7341[/C][C]0.232233[/C][/ROW]
[ROW][C]37[/C][C]-0.073675[/C][C]-0.7621[/C][C]0.223839[/C][/ROW]
[ROW][C]38[/C][C]0.053659[/C][C]0.5551[/C][C]0.290008[/C][/ROW]
[ROW][C]39[/C][C]0.090204[/C][C]0.9331[/C][C]0.176441[/C][/ROW]
[ROW][C]40[/C][C]0.044322[/C][C]0.4585[/C][C]0.323774[/C][/ROW]
[ROW][C]41[/C][C]-0.126134[/C][C]-1.3047[/C][C]0.097391[/C][/ROW]
[ROW][C]42[/C][C]-0.067157[/C][C]-0.6947[/C][C]0.244383[/C][/ROW]
[ROW][C]43[/C][C]-0.159643[/C][C]-1.6514[/C][C]0.050798[/C][/ROW]
[ROW][C]44[/C][C]-0.095731[/C][C]-0.9902[/C][C]0.162144[/C][/ROW]
[ROW][C]45[/C][C]-0.017243[/C][C]-0.1784[/C][C]0.429386[/C][/ROW]
[ROW][C]46[/C][C]0.027471[/C][C]0.2842[/C][C]0.388418[/C][/ROW]
[ROW][C]47[/C][C]-0.061497[/C][C]-0.6361[/C][C]0.263024[/C][/ROW]
[ROW][C]48[/C][C]0.055096[/C][C]0.5699[/C][C]0.284964[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=283010&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=283010&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
10.1780631.84190.03413
20.1057981.09440.138122
3-0.097352-1.0070.158098
4-0.177459-1.83560.034593
5-0.121238-1.25410.10627
60.0049820.05150.479498
7-0.002233-0.02310.490808
8-0.14622-1.51250.066675
9-0.080829-0.83610.202481
10-0.047144-0.48770.313395
110.003230.03340.486704
120.4497144.65195e-06
130.2017642.08710.019629
140.1899421.96480.026016
15-0.00848-0.08770.465131
16-0.087356-0.90360.184113
17-0.149546-1.54690.062418
18-0.169667-1.7550.041057
19-0.083919-0.86810.193651
20-0.026477-0.27390.392353
210.0166820.17260.431661
22-0.026733-0.27650.391336
23-0.07663-0.79270.214864
240.1422681.47160.072027
25-0.067533-0.69860.243169
260.1695831.75420.041131
270.1189611.23050.110597
280.0495760.51280.304569
29-0.148093-1.53190.06425
30-0.152292-1.57530.059067
31-0.228506-2.36370.009949
32-0.071605-0.74070.230253
330.1155151.19490.117385
340.0105340.1090.456718
35-0.070493-0.72920.233742
360.0709720.73410.232233
37-0.073675-0.76210.223839
380.0536590.55510.290008
390.0902040.93310.176441
400.0443220.45850.323774
41-0.126134-1.30470.097391
42-0.067157-0.69470.244383
43-0.159643-1.65140.050798
44-0.095731-0.99020.162144
45-0.017243-0.17840.429386
460.0274710.28420.388418
47-0.061497-0.63610.263024
480.0550960.56990.284964






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1780631.84190.03413
20.0765180.79150.2152
3-0.133359-1.37950.085312
4-0.155606-1.60960.055215
5-0.047595-0.49230.31175
60.0612550.63360.26384
7-0.027794-0.28750.387141
8-0.211243-2.18510.015531
9-0.056109-0.58040.281432
100.023590.2440.403844
110.0002760.00290.498863
120.4293634.44141.1e-05
130.0340420.35210.362715
140.0575380.59520.276491
150.0052280.05410.478487
160.0130760.13530.44633
17-0.019404-0.20070.420649
18-0.183027-1.89320.030513
19-0.08301-0.85870.196223
200.1336861.38290.084793
210.0562350.58170.280996
22-0.039859-0.41230.34047
23-0.10646-1.10120.136635
240.0171510.17740.429762
25-0.201115-2.08040.019941
260.0284990.29480.384359
270.0955750.98860.162537
280.0094210.09740.461276
29-0.167624-1.73390.042907
300.0237960.24610.403021
31-0.060469-0.62550.26649
320.0084760.08770.465149
330.044850.46390.321821
34-0.08093-0.83710.202188
35-0.078499-0.8120.209298
360.0634690.65650.256447
370.0804240.83190.203655
38-0.000601-0.00620.497526
39-0.082633-0.85480.197296
40-0.124792-1.29090.099767
41-0.057581-0.59560.276341
420.0848560.87780.191021
43-0.008759-0.09060.463987
44-0.056768-0.58720.279151
45-0.109653-1.13430.129611
460.0562070.58140.281094
47-0.040731-0.42130.337183
48-0.051765-0.53550.296723

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.178063 & 1.8419 & 0.03413 \tabularnewline
2 & 0.076518 & 0.7915 & 0.2152 \tabularnewline
3 & -0.133359 & -1.3795 & 0.085312 \tabularnewline
4 & -0.155606 & -1.6096 & 0.055215 \tabularnewline
5 & -0.047595 & -0.4923 & 0.31175 \tabularnewline
6 & 0.061255 & 0.6336 & 0.26384 \tabularnewline
7 & -0.027794 & -0.2875 & 0.387141 \tabularnewline
8 & -0.211243 & -2.1851 & 0.015531 \tabularnewline
9 & -0.056109 & -0.5804 & 0.281432 \tabularnewline
10 & 0.02359 & 0.244 & 0.403844 \tabularnewline
11 & 0.000276 & 0.0029 & 0.498863 \tabularnewline
12 & 0.429363 & 4.4414 & 1.1e-05 \tabularnewline
13 & 0.034042 & 0.3521 & 0.362715 \tabularnewline
14 & 0.057538 & 0.5952 & 0.276491 \tabularnewline
15 & 0.005228 & 0.0541 & 0.478487 \tabularnewline
16 & 0.013076 & 0.1353 & 0.44633 \tabularnewline
17 & -0.019404 & -0.2007 & 0.420649 \tabularnewline
18 & -0.183027 & -1.8932 & 0.030513 \tabularnewline
19 & -0.08301 & -0.8587 & 0.196223 \tabularnewline
20 & 0.133686 & 1.3829 & 0.084793 \tabularnewline
21 & 0.056235 & 0.5817 & 0.280996 \tabularnewline
22 & -0.039859 & -0.4123 & 0.34047 \tabularnewline
23 & -0.10646 & -1.1012 & 0.136635 \tabularnewline
24 & 0.017151 & 0.1774 & 0.429762 \tabularnewline
25 & -0.201115 & -2.0804 & 0.019941 \tabularnewline
26 & 0.028499 & 0.2948 & 0.384359 \tabularnewline
27 & 0.095575 & 0.9886 & 0.162537 \tabularnewline
28 & 0.009421 & 0.0974 & 0.461276 \tabularnewline
29 & -0.167624 & -1.7339 & 0.042907 \tabularnewline
30 & 0.023796 & 0.2461 & 0.403021 \tabularnewline
31 & -0.060469 & -0.6255 & 0.26649 \tabularnewline
32 & 0.008476 & 0.0877 & 0.465149 \tabularnewline
33 & 0.04485 & 0.4639 & 0.321821 \tabularnewline
34 & -0.08093 & -0.8371 & 0.202188 \tabularnewline
35 & -0.078499 & -0.812 & 0.209298 \tabularnewline
36 & 0.063469 & 0.6565 & 0.256447 \tabularnewline
37 & 0.080424 & 0.8319 & 0.203655 \tabularnewline
38 & -0.000601 & -0.0062 & 0.497526 \tabularnewline
39 & -0.082633 & -0.8548 & 0.197296 \tabularnewline
40 & -0.124792 & -1.2909 & 0.099767 \tabularnewline
41 & -0.057581 & -0.5956 & 0.276341 \tabularnewline
42 & 0.084856 & 0.8778 & 0.191021 \tabularnewline
43 & -0.008759 & -0.0906 & 0.463987 \tabularnewline
44 & -0.056768 & -0.5872 & 0.279151 \tabularnewline
45 & -0.109653 & -1.1343 & 0.129611 \tabularnewline
46 & 0.056207 & 0.5814 & 0.281094 \tabularnewline
47 & -0.040731 & -0.4213 & 0.337183 \tabularnewline
48 & -0.051765 & -0.5355 & 0.296723 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=283010&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]0.178063[/C][C]1.8419[/C][C]0.03413[/C][/ROW]
[ROW][C]2[/C][C]0.076518[/C][C]0.7915[/C][C]0.2152[/C][/ROW]
[ROW][C]3[/C][C]-0.133359[/C][C]-1.3795[/C][C]0.085312[/C][/ROW]
[ROW][C]4[/C][C]-0.155606[/C][C]-1.6096[/C][C]0.055215[/C][/ROW]
[ROW][C]5[/C][C]-0.047595[/C][C]-0.4923[/C][C]0.31175[/C][/ROW]
[ROW][C]6[/C][C]0.061255[/C][C]0.6336[/C][C]0.26384[/C][/ROW]
[ROW][C]7[/C][C]-0.027794[/C][C]-0.2875[/C][C]0.387141[/C][/ROW]
[ROW][C]8[/C][C]-0.211243[/C][C]-2.1851[/C][C]0.015531[/C][/ROW]
[ROW][C]9[/C][C]-0.056109[/C][C]-0.5804[/C][C]0.281432[/C][/ROW]
[ROW][C]10[/C][C]0.02359[/C][C]0.244[/C][C]0.403844[/C][/ROW]
[ROW][C]11[/C][C]0.000276[/C][C]0.0029[/C][C]0.498863[/C][/ROW]
[ROW][C]12[/C][C]0.429363[/C][C]4.4414[/C][C]1.1e-05[/C][/ROW]
[ROW][C]13[/C][C]0.034042[/C][C]0.3521[/C][C]0.362715[/C][/ROW]
[ROW][C]14[/C][C]0.057538[/C][C]0.5952[/C][C]0.276491[/C][/ROW]
[ROW][C]15[/C][C]0.005228[/C][C]0.0541[/C][C]0.478487[/C][/ROW]
[ROW][C]16[/C][C]0.013076[/C][C]0.1353[/C][C]0.44633[/C][/ROW]
[ROW][C]17[/C][C]-0.019404[/C][C]-0.2007[/C][C]0.420649[/C][/ROW]
[ROW][C]18[/C][C]-0.183027[/C][C]-1.8932[/C][C]0.030513[/C][/ROW]
[ROW][C]19[/C][C]-0.08301[/C][C]-0.8587[/C][C]0.196223[/C][/ROW]
[ROW][C]20[/C][C]0.133686[/C][C]1.3829[/C][C]0.084793[/C][/ROW]
[ROW][C]21[/C][C]0.056235[/C][C]0.5817[/C][C]0.280996[/C][/ROW]
[ROW][C]22[/C][C]-0.039859[/C][C]-0.4123[/C][C]0.34047[/C][/ROW]
[ROW][C]23[/C][C]-0.10646[/C][C]-1.1012[/C][C]0.136635[/C][/ROW]
[ROW][C]24[/C][C]0.017151[/C][C]0.1774[/C][C]0.429762[/C][/ROW]
[ROW][C]25[/C][C]-0.201115[/C][C]-2.0804[/C][C]0.019941[/C][/ROW]
[ROW][C]26[/C][C]0.028499[/C][C]0.2948[/C][C]0.384359[/C][/ROW]
[ROW][C]27[/C][C]0.095575[/C][C]0.9886[/C][C]0.162537[/C][/ROW]
[ROW][C]28[/C][C]0.009421[/C][C]0.0974[/C][C]0.461276[/C][/ROW]
[ROW][C]29[/C][C]-0.167624[/C][C]-1.7339[/C][C]0.042907[/C][/ROW]
[ROW][C]30[/C][C]0.023796[/C][C]0.2461[/C][C]0.403021[/C][/ROW]
[ROW][C]31[/C][C]-0.060469[/C][C]-0.6255[/C][C]0.26649[/C][/ROW]
[ROW][C]32[/C][C]0.008476[/C][C]0.0877[/C][C]0.465149[/C][/ROW]
[ROW][C]33[/C][C]0.04485[/C][C]0.4639[/C][C]0.321821[/C][/ROW]
[ROW][C]34[/C][C]-0.08093[/C][C]-0.8371[/C][C]0.202188[/C][/ROW]
[ROW][C]35[/C][C]-0.078499[/C][C]-0.812[/C][C]0.209298[/C][/ROW]
[ROW][C]36[/C][C]0.063469[/C][C]0.6565[/C][C]0.256447[/C][/ROW]
[ROW][C]37[/C][C]0.080424[/C][C]0.8319[/C][C]0.203655[/C][/ROW]
[ROW][C]38[/C][C]-0.000601[/C][C]-0.0062[/C][C]0.497526[/C][/ROW]
[ROW][C]39[/C][C]-0.082633[/C][C]-0.8548[/C][C]0.197296[/C][/ROW]
[ROW][C]40[/C][C]-0.124792[/C][C]-1.2909[/C][C]0.099767[/C][/ROW]
[ROW][C]41[/C][C]-0.057581[/C][C]-0.5956[/C][C]0.276341[/C][/ROW]
[ROW][C]42[/C][C]0.084856[/C][C]0.8778[/C][C]0.191021[/C][/ROW]
[ROW][C]43[/C][C]-0.008759[/C][C]-0.0906[/C][C]0.463987[/C][/ROW]
[ROW][C]44[/C][C]-0.056768[/C][C]-0.5872[/C][C]0.279151[/C][/ROW]
[ROW][C]45[/C][C]-0.109653[/C][C]-1.1343[/C][C]0.129611[/C][/ROW]
[ROW][C]46[/C][C]0.056207[/C][C]0.5814[/C][C]0.281094[/C][/ROW]
[ROW][C]47[/C][C]-0.040731[/C][C]-0.4213[/C][C]0.337183[/C][/ROW]
[ROW][C]48[/C][C]-0.051765[/C][C]-0.5355[/C][C]0.296723[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=283010&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=283010&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
10.1780631.84190.03413
20.0765180.79150.2152
3-0.133359-1.37950.085312
4-0.155606-1.60960.055215
5-0.047595-0.49230.31175
60.0612550.63360.26384
7-0.027794-0.28750.387141
8-0.211243-2.18510.015531
9-0.056109-0.58040.281432
100.023590.2440.403844
110.0002760.00290.498863
120.4293634.44141.1e-05
130.0340420.35210.362715
140.0575380.59520.276491
150.0052280.05410.478487
160.0130760.13530.44633
17-0.019404-0.20070.420649
18-0.183027-1.89320.030513
19-0.08301-0.85870.196223
200.1336861.38290.084793
210.0562350.58170.280996
22-0.039859-0.41230.34047
23-0.10646-1.10120.136635
240.0171510.17740.429762
25-0.201115-2.08040.019941
260.0284990.29480.384359
270.0955750.98860.162537
280.0094210.09740.461276
29-0.167624-1.73390.042907
300.0237960.24610.403021
31-0.060469-0.62550.26649
320.0084760.08770.465149
330.044850.46390.321821
34-0.08093-0.83710.202188
35-0.078499-0.8120.209298
360.0634690.65650.256447
370.0804240.83190.203655
38-0.000601-0.00620.497526
39-0.082633-0.85480.197296
40-0.124792-1.29090.099767
41-0.057581-0.59560.276341
420.0848560.87780.191021
43-0.008759-0.09060.463987
44-0.056768-0.58720.279151
45-0.109653-1.13430.129611
460.0562070.58140.281094
47-0.040731-0.42130.337183
48-0.051765-0.53550.296723


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')