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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, 16 Nov 2017 13:01:37 +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/2017/Nov/16/t1510833825g0apbbwweu0r9m2.htm/, Retrieved Sat, 18 May 2024 09:40:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=308110, Retrieved Sat, 18 May 2024 09:40:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact112

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] [] [2017-11-16 12:01:37] [e96582d7bf291ef869861b02bc4d29df] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
254
200
165
123
162
145
145
161
155
173
160
47
232
143
161
159
243
192
157
143
221
227
132
41
273
182
188
162
140
186
178
236
202
184
119
16
340
151
240
235
174
309
174
207
209
171
117
10
339
139
186
155
153
222
102
107
188
162
185
24
394
209
248
254
202
258
215
309
240
258
276
48
455
345
311
346
310
297
300
274
292
304
186
14
321
206
160
217
204
246
234
175
364
328
158
40
556
193
221
278
230
253
240
252
228
306
206
48
557
279
399
364
306
471
293
333
316
329
265
61
679
428
394
352
387
590
177
199
203
255
261
115
537
172
425
244
313
335
222
223
179
335
286
154
443
165
275
304
303
342
322
291
300
491
266
176

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=308110&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]1 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=308110&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=308110&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.591642-7.36590
20.0780780.97210.166267
30.04410.5490.291885
4-0.073224-0.91160.181689
50.2313972.88090.002264
6-0.35208-4.38341.1e-05
70.2418833.01140.001519
8-0.126048-1.56930.059311
90.093221.16060.123799
100.0493420.61430.269959
11-0.475066-5.91450
120.7985289.94160
13-0.529666-6.59430
140.1136611.41510.079527
15-0.005065-0.06310.474899
16-0.048088-0.59870.275127
170.2144422.66980.0042
18-0.300036-3.73540.000131
190.1928972.40150.008755
20-0.103356-1.28680.100047
210.1189611.48110.070311
22-0.001081-0.01350.494641
23-0.388129-4.83222e-06
240.6591248.2060
25-0.445552-5.54710
260.1079981.34460.090365
27-0.045282-0.56380.286869
280.0038230.04760.481051
290.1856332.31110.011072
30-0.25011-3.11380.0011
310.114291.42290.078387
32-0.039765-0.49510.310627
330.1224161.52410.064764
34-0.042605-0.53040.298288
35-0.329995-4.10843.2e-05
360.5729117.13270
37-0.384819-4.7912e-06
380.0933811.16260.123391
39-0.030226-0.37630.353601
400.0241250.30040.382153
410.0850611.0590.145624
42-0.150939-1.87920.031049
430.0913871.13780.128489
44-0.048893-0.60870.271803
450.1020141.27010.102982
46-0.028115-0.350.363396
47-0.281529-3.5050.000299
480.4820076.00090

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.591642 & -7.3659 & 0 \tabularnewline
2 & 0.078078 & 0.9721 & 0.166267 \tabularnewline
3 & 0.0441 & 0.549 & 0.291885 \tabularnewline
4 & -0.073224 & -0.9116 & 0.181689 \tabularnewline
5 & 0.231397 & 2.8809 & 0.002264 \tabularnewline
6 & -0.35208 & -4.3834 & 1.1e-05 \tabularnewline
7 & 0.241883 & 3.0114 & 0.001519 \tabularnewline
8 & -0.126048 & -1.5693 & 0.059311 \tabularnewline
9 & 0.09322 & 1.1606 & 0.123799 \tabularnewline
10 & 0.049342 & 0.6143 & 0.269959 \tabularnewline
11 & -0.475066 & -5.9145 & 0 \tabularnewline
12 & 0.798528 & 9.9416 & 0 \tabularnewline
13 & -0.529666 & -6.5943 & 0 \tabularnewline
14 & 0.113661 & 1.4151 & 0.079527 \tabularnewline
15 & -0.005065 & -0.0631 & 0.474899 \tabularnewline
16 & -0.048088 & -0.5987 & 0.275127 \tabularnewline
17 & 0.214442 & 2.6698 & 0.0042 \tabularnewline
18 & -0.300036 & -3.7354 & 0.000131 \tabularnewline
19 & 0.192897 & 2.4015 & 0.008755 \tabularnewline
20 & -0.103356 & -1.2868 & 0.100047 \tabularnewline
21 & 0.118961 & 1.4811 & 0.070311 \tabularnewline
22 & -0.001081 & -0.0135 & 0.494641 \tabularnewline
23 & -0.388129 & -4.8322 & 2e-06 \tabularnewline
24 & 0.659124 & 8.206 & 0 \tabularnewline
25 & -0.445552 & -5.5471 & 0 \tabularnewline
26 & 0.107998 & 1.3446 & 0.090365 \tabularnewline
27 & -0.045282 & -0.5638 & 0.286869 \tabularnewline
28 & 0.003823 & 0.0476 & 0.481051 \tabularnewline
29 & 0.185633 & 2.3111 & 0.011072 \tabularnewline
30 & -0.25011 & -3.1138 & 0.0011 \tabularnewline
31 & 0.11429 & 1.4229 & 0.078387 \tabularnewline
32 & -0.039765 & -0.4951 & 0.310627 \tabularnewline
33 & 0.122416 & 1.5241 & 0.064764 \tabularnewline
34 & -0.042605 & -0.5304 & 0.298288 \tabularnewline
35 & -0.329995 & -4.1084 & 3.2e-05 \tabularnewline
36 & 0.572911 & 7.1327 & 0 \tabularnewline
37 & -0.384819 & -4.791 & 2e-06 \tabularnewline
38 & 0.093381 & 1.1626 & 0.123391 \tabularnewline
39 & -0.030226 & -0.3763 & 0.353601 \tabularnewline
40 & 0.024125 & 0.3004 & 0.382153 \tabularnewline
41 & 0.085061 & 1.059 & 0.145624 \tabularnewline
42 & -0.150939 & -1.8792 & 0.031049 \tabularnewline
43 & 0.091387 & 1.1378 & 0.128489 \tabularnewline
44 & -0.048893 & -0.6087 & 0.271803 \tabularnewline
45 & 0.102014 & 1.2701 & 0.102982 \tabularnewline
46 & -0.028115 & -0.35 & 0.363396 \tabularnewline
47 & -0.281529 & -3.505 & 0.000299 \tabularnewline
48 & 0.482007 & 6.0009 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=308110&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]-0.591642[/C][C]-7.3659[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.078078[/C][C]0.9721[/C][C]0.166267[/C][/ROW]
[ROW][C]3[/C][C]0.0441[/C][C]0.549[/C][C]0.291885[/C][/ROW]
[ROW][C]4[/C][C]-0.073224[/C][C]-0.9116[/C][C]0.181689[/C][/ROW]
[ROW][C]5[/C][C]0.231397[/C][C]2.8809[/C][C]0.002264[/C][/ROW]
[ROW][C]6[/C][C]-0.35208[/C][C]-4.3834[/C][C]1.1e-05[/C][/ROW]
[ROW][C]7[/C][C]0.241883[/C][C]3.0114[/C][C]0.001519[/C][/ROW]
[ROW][C]8[/C][C]-0.126048[/C][C]-1.5693[/C][C]0.059311[/C][/ROW]
[ROW][C]9[/C][C]0.09322[/C][C]1.1606[/C][C]0.123799[/C][/ROW]
[ROW][C]10[/C][C]0.049342[/C][C]0.6143[/C][C]0.269959[/C][/ROW]
[ROW][C]11[/C][C]-0.475066[/C][C]-5.9145[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.798528[/C][C]9.9416[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.529666[/C][C]-6.5943[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.113661[/C][C]1.4151[/C][C]0.079527[/C][/ROW]
[ROW][C]15[/C][C]-0.005065[/C][C]-0.0631[/C][C]0.474899[/C][/ROW]
[ROW][C]16[/C][C]-0.048088[/C][C]-0.5987[/C][C]0.275127[/C][/ROW]
[ROW][C]17[/C][C]0.214442[/C][C]2.6698[/C][C]0.0042[/C][/ROW]
[ROW][C]18[/C][C]-0.300036[/C][C]-3.7354[/C][C]0.000131[/C][/ROW]
[ROW][C]19[/C][C]0.192897[/C][C]2.4015[/C][C]0.008755[/C][/ROW]
[ROW][C]20[/C][C]-0.103356[/C][C]-1.2868[/C][C]0.100047[/C][/ROW]
[ROW][C]21[/C][C]0.118961[/C][C]1.4811[/C][C]0.070311[/C][/ROW]
[ROW][C]22[/C][C]-0.001081[/C][C]-0.0135[/C][C]0.494641[/C][/ROW]
[ROW][C]23[/C][C]-0.388129[/C][C]-4.8322[/C][C]2e-06[/C][/ROW]
[ROW][C]24[/C][C]0.659124[/C][C]8.206[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.445552[/C][C]-5.5471[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.107998[/C][C]1.3446[/C][C]0.090365[/C][/ROW]
[ROW][C]27[/C][C]-0.045282[/C][C]-0.5638[/C][C]0.286869[/C][/ROW]
[ROW][C]28[/C][C]0.003823[/C][C]0.0476[/C][C]0.481051[/C][/ROW]
[ROW][C]29[/C][C]0.185633[/C][C]2.3111[/C][C]0.011072[/C][/ROW]
[ROW][C]30[/C][C]-0.25011[/C][C]-3.1138[/C][C]0.0011[/C][/ROW]
[ROW][C]31[/C][C]0.11429[/C][C]1.4229[/C][C]0.078387[/C][/ROW]
[ROW][C]32[/C][C]-0.039765[/C][C]-0.4951[/C][C]0.310627[/C][/ROW]
[ROW][C]33[/C][C]0.122416[/C][C]1.5241[/C][C]0.064764[/C][/ROW]
[ROW][C]34[/C][C]-0.042605[/C][C]-0.5304[/C][C]0.298288[/C][/ROW]
[ROW][C]35[/C][C]-0.329995[/C][C]-4.1084[/C][C]3.2e-05[/C][/ROW]
[ROW][C]36[/C][C]0.572911[/C][C]7.1327[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]-0.384819[/C][C]-4.791[/C][C]2e-06[/C][/ROW]
[ROW][C]38[/C][C]0.093381[/C][C]1.1626[/C][C]0.123391[/C][/ROW]
[ROW][C]39[/C][C]-0.030226[/C][C]-0.3763[/C][C]0.353601[/C][/ROW]
[ROW][C]40[/C][C]0.024125[/C][C]0.3004[/C][C]0.382153[/C][/ROW]
[ROW][C]41[/C][C]0.085061[/C][C]1.059[/C][C]0.145624[/C][/ROW]
[ROW][C]42[/C][C]-0.150939[/C][C]-1.8792[/C][C]0.031049[/C][/ROW]
[ROW][C]43[/C][C]0.091387[/C][C]1.1378[/C][C]0.128489[/C][/ROW]
[ROW][C]44[/C][C]-0.048893[/C][C]-0.6087[/C][C]0.271803[/C][/ROW]
[ROW][C]45[/C][C]0.102014[/C][C]1.2701[/C][C]0.102982[/C][/ROW]
[ROW][C]46[/C][C]-0.028115[/C][C]-0.35[/C][C]0.363396[/C][/ROW]
[ROW][C]47[/C][C]-0.281529[/C][C]-3.505[/C][C]0.000299[/C][/ROW]
[ROW][C]48[/C][C]0.482007[/C][C]6.0009[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=308110&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=308110&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
1-0.591642-7.36590
20.0780780.97210.166267
30.04410.5490.291885
4-0.073224-0.91160.181689
50.2313972.88090.002264
6-0.35208-4.38341.1e-05
70.2418833.01140.001519
8-0.126048-1.56930.059311
90.093221.16060.123799
100.0493420.61430.269959
11-0.475066-5.91450
120.7985289.94160
13-0.529666-6.59430
140.1136611.41510.079527
15-0.005065-0.06310.474899
16-0.048088-0.59870.275127
170.2144422.66980.0042
18-0.300036-3.73540.000131
190.1928972.40150.008755
20-0.103356-1.28680.100047
210.1189611.48110.070311
22-0.001081-0.01350.494641
23-0.388129-4.83222e-06
240.6591248.2060
25-0.445552-5.54710
260.1079981.34460.090365
27-0.045282-0.56380.286869
280.0038230.04760.481051
290.1856332.31110.011072
30-0.25011-3.11380.0011
310.114291.42290.078387
32-0.039765-0.49510.310627
330.1224161.52410.064764
34-0.042605-0.53040.298288
35-0.329995-4.10843.2e-05
360.5729117.13270
37-0.384819-4.7912e-06
380.0933811.16260.123391
39-0.030226-0.37630.353601
400.0241250.30040.382153
410.0850611.0590.145624
42-0.150939-1.87920.031049
430.0913871.13780.128489
44-0.048893-0.60870.271803
450.1020141.27010.102982
46-0.028115-0.350.363396
47-0.281529-3.5050.000299
480.4820076.00090






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.591642-7.36590
2-0.418429-5.20940
3-0.257267-3.20290.000826
4-0.267939-3.33580.000532
50.1589251.97860.024816
6-0.133759-1.66530.048938
7-0.060438-0.75240.226463
8-0.194894-2.42640.008198
9-0.060932-0.75860.224622
100.1285971.6010.055705
11-0.610582-7.60170
120.3609744.49417e-06
130.1369151.70460.045139
140.0468790.58360.280157
15-0.03328-0.41430.339603
16-0.120951-1.50580.067072
17-0.111058-1.38270.084378
180.0610750.76040.224091
19-0.089924-1.11950.13232
200.0647560.80620.210681
210.0827371.03010.152292
22-0.030859-0.38420.35068
23-0.119268-1.48490.069804
24-0.077898-0.96980.166822
250.0107870.13430.446672
260.0017890.02230.491131
27-0.094264-1.17360.121182
28-0.007394-0.09210.463385
290.0085720.10670.457576
300.055810.69480.2441
31-0.112636-1.40230.081412
320.0150380.18720.425866
330.0735510.91570.180624
340.0564540.70280.241602
35-0.088701-1.10430.135582
360.0315040.39220.347716
37-0.01322-0.16460.43474
38-0.027848-0.34670.364643
390.0798440.99410.160873
400.1604791.99790.023736
41-0.180502-2.24720.013018
42-0.077682-0.96710.167491
430.0903911.12540.131089
440.0295840.36830.35657
45-0.04213-0.52450.300336
460.0639240.79580.213669
47-0.006346-0.0790.468566
480.022860.28460.388165

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.591642 & -7.3659 & 0 \tabularnewline
2 & -0.418429 & -5.2094 & 0 \tabularnewline
3 & -0.257267 & -3.2029 & 0.000826 \tabularnewline
4 & -0.267939 & -3.3358 & 0.000532 \tabularnewline
5 & 0.158925 & 1.9786 & 0.024816 \tabularnewline
6 & -0.133759 & -1.6653 & 0.048938 \tabularnewline
7 & -0.060438 & -0.7524 & 0.226463 \tabularnewline
8 & -0.194894 & -2.4264 & 0.008198 \tabularnewline
9 & -0.060932 & -0.7586 & 0.224622 \tabularnewline
10 & 0.128597 & 1.601 & 0.055705 \tabularnewline
11 & -0.610582 & -7.6017 & 0 \tabularnewline
12 & 0.360974 & 4.4941 & 7e-06 \tabularnewline
13 & 0.136915 & 1.7046 & 0.045139 \tabularnewline
14 & 0.046879 & 0.5836 & 0.280157 \tabularnewline
15 & -0.03328 & -0.4143 & 0.339603 \tabularnewline
16 & -0.120951 & -1.5058 & 0.067072 \tabularnewline
17 & -0.111058 & -1.3827 & 0.084378 \tabularnewline
18 & 0.061075 & 0.7604 & 0.224091 \tabularnewline
19 & -0.089924 & -1.1195 & 0.13232 \tabularnewline
20 & 0.064756 & 0.8062 & 0.210681 \tabularnewline
21 & 0.082737 & 1.0301 & 0.152292 \tabularnewline
22 & -0.030859 & -0.3842 & 0.35068 \tabularnewline
23 & -0.119268 & -1.4849 & 0.069804 \tabularnewline
24 & -0.077898 & -0.9698 & 0.166822 \tabularnewline
25 & 0.010787 & 0.1343 & 0.446672 \tabularnewline
26 & 0.001789 & 0.0223 & 0.491131 \tabularnewline
27 & -0.094264 & -1.1736 & 0.121182 \tabularnewline
28 & -0.007394 & -0.0921 & 0.463385 \tabularnewline
29 & 0.008572 & 0.1067 & 0.457576 \tabularnewline
30 & 0.05581 & 0.6948 & 0.2441 \tabularnewline
31 & -0.112636 & -1.4023 & 0.081412 \tabularnewline
32 & 0.015038 & 0.1872 & 0.425866 \tabularnewline
33 & 0.073551 & 0.9157 & 0.180624 \tabularnewline
34 & 0.056454 & 0.7028 & 0.241602 \tabularnewline
35 & -0.088701 & -1.1043 & 0.135582 \tabularnewline
36 & 0.031504 & 0.3922 & 0.347716 \tabularnewline
37 & -0.01322 & -0.1646 & 0.43474 \tabularnewline
38 & -0.027848 & -0.3467 & 0.364643 \tabularnewline
39 & 0.079844 & 0.9941 & 0.160873 \tabularnewline
40 & 0.160479 & 1.9979 & 0.023736 \tabularnewline
41 & -0.180502 & -2.2472 & 0.013018 \tabularnewline
42 & -0.077682 & -0.9671 & 0.167491 \tabularnewline
43 & 0.090391 & 1.1254 & 0.131089 \tabularnewline
44 & 0.029584 & 0.3683 & 0.35657 \tabularnewline
45 & -0.04213 & -0.5245 & 0.300336 \tabularnewline
46 & 0.063924 & 0.7958 & 0.213669 \tabularnewline
47 & -0.006346 & -0.079 & 0.468566 \tabularnewline
48 & 0.02286 & 0.2846 & 0.388165 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=308110&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]-0.591642[/C][C]-7.3659[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.418429[/C][C]-5.2094[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]-0.257267[/C][C]-3.2029[/C][C]0.000826[/C][/ROW]
[ROW][C]4[/C][C]-0.267939[/C][C]-3.3358[/C][C]0.000532[/C][/ROW]
[ROW][C]5[/C][C]0.158925[/C][C]1.9786[/C][C]0.024816[/C][/ROW]
[ROW][C]6[/C][C]-0.133759[/C][C]-1.6653[/C][C]0.048938[/C][/ROW]
[ROW][C]7[/C][C]-0.060438[/C][C]-0.7524[/C][C]0.226463[/C][/ROW]
[ROW][C]8[/C][C]-0.194894[/C][C]-2.4264[/C][C]0.008198[/C][/ROW]
[ROW][C]9[/C][C]-0.060932[/C][C]-0.7586[/C][C]0.224622[/C][/ROW]
[ROW][C]10[/C][C]0.128597[/C][C]1.601[/C][C]0.055705[/C][/ROW]
[ROW][C]11[/C][C]-0.610582[/C][C]-7.6017[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.360974[/C][C]4.4941[/C][C]7e-06[/C][/ROW]
[ROW][C]13[/C][C]0.136915[/C][C]1.7046[/C][C]0.045139[/C][/ROW]
[ROW][C]14[/C][C]0.046879[/C][C]0.5836[/C][C]0.280157[/C][/ROW]
[ROW][C]15[/C][C]-0.03328[/C][C]-0.4143[/C][C]0.339603[/C][/ROW]
[ROW][C]16[/C][C]-0.120951[/C][C]-1.5058[/C][C]0.067072[/C][/ROW]
[ROW][C]17[/C][C]-0.111058[/C][C]-1.3827[/C][C]0.084378[/C][/ROW]
[ROW][C]18[/C][C]0.061075[/C][C]0.7604[/C][C]0.224091[/C][/ROW]
[ROW][C]19[/C][C]-0.089924[/C][C]-1.1195[/C][C]0.13232[/C][/ROW]
[ROW][C]20[/C][C]0.064756[/C][C]0.8062[/C][C]0.210681[/C][/ROW]
[ROW][C]21[/C][C]0.082737[/C][C]1.0301[/C][C]0.152292[/C][/ROW]
[ROW][C]22[/C][C]-0.030859[/C][C]-0.3842[/C][C]0.35068[/C][/ROW]
[ROW][C]23[/C][C]-0.119268[/C][C]-1.4849[/C][C]0.069804[/C][/ROW]
[ROW][C]24[/C][C]-0.077898[/C][C]-0.9698[/C][C]0.166822[/C][/ROW]
[ROW][C]25[/C][C]0.010787[/C][C]0.1343[/C][C]0.446672[/C][/ROW]
[ROW][C]26[/C][C]0.001789[/C][C]0.0223[/C][C]0.491131[/C][/ROW]
[ROW][C]27[/C][C]-0.094264[/C][C]-1.1736[/C][C]0.121182[/C][/ROW]
[ROW][C]28[/C][C]-0.007394[/C][C]-0.0921[/C][C]0.463385[/C][/ROW]
[ROW][C]29[/C][C]0.008572[/C][C]0.1067[/C][C]0.457576[/C][/ROW]
[ROW][C]30[/C][C]0.05581[/C][C]0.6948[/C][C]0.2441[/C][/ROW]
[ROW][C]31[/C][C]-0.112636[/C][C]-1.4023[/C][C]0.081412[/C][/ROW]
[ROW][C]32[/C][C]0.015038[/C][C]0.1872[/C][C]0.425866[/C][/ROW]
[ROW][C]33[/C][C]0.073551[/C][C]0.9157[/C][C]0.180624[/C][/ROW]
[ROW][C]34[/C][C]0.056454[/C][C]0.7028[/C][C]0.241602[/C][/ROW]
[ROW][C]35[/C][C]-0.088701[/C][C]-1.1043[/C][C]0.135582[/C][/ROW]
[ROW][C]36[/C][C]0.031504[/C][C]0.3922[/C][C]0.347716[/C][/ROW]
[ROW][C]37[/C][C]-0.01322[/C][C]-0.1646[/C][C]0.43474[/C][/ROW]
[ROW][C]38[/C][C]-0.027848[/C][C]-0.3467[/C][C]0.364643[/C][/ROW]
[ROW][C]39[/C][C]0.079844[/C][C]0.9941[/C][C]0.160873[/C][/ROW]
[ROW][C]40[/C][C]0.160479[/C][C]1.9979[/C][C]0.023736[/C][/ROW]
[ROW][C]41[/C][C]-0.180502[/C][C]-2.2472[/C][C]0.013018[/C][/ROW]
[ROW][C]42[/C][C]-0.077682[/C][C]-0.9671[/C][C]0.167491[/C][/ROW]
[ROW][C]43[/C][C]0.090391[/C][C]1.1254[/C][C]0.131089[/C][/ROW]
[ROW][C]44[/C][C]0.029584[/C][C]0.3683[/C][C]0.35657[/C][/ROW]
[ROW][C]45[/C][C]-0.04213[/C][C]-0.5245[/C][C]0.300336[/C][/ROW]
[ROW][C]46[/C][C]0.063924[/C][C]0.7958[/C][C]0.213669[/C][/ROW]
[ROW][C]47[/C][C]-0.006346[/C][C]-0.079[/C][C]0.468566[/C][/ROW]
[ROW][C]48[/C][C]0.02286[/C][C]0.2846[/C][C]0.388165[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=308110&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=308110&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
1-0.591642-7.36590
2-0.418429-5.20940
3-0.257267-3.20290.000826
4-0.267939-3.33580.000532
50.1589251.97860.024816
6-0.133759-1.66530.048938
7-0.060438-0.75240.226463
8-0.194894-2.42640.008198
9-0.060932-0.75860.224622
100.1285971.6010.055705
11-0.610582-7.60170
120.3609744.49417e-06
130.1369151.70460.045139
140.0468790.58360.280157
15-0.03328-0.41430.339603
16-0.120951-1.50580.067072
17-0.111058-1.38270.084378
180.0610750.76040.224091
19-0.089924-1.11950.13232
200.0647560.80620.210681
210.0827371.03010.152292
22-0.030859-0.38420.35068
23-0.119268-1.48490.069804
24-0.077898-0.96980.166822
250.0107870.13430.446672
260.0017890.02230.491131
27-0.094264-1.17360.121182
28-0.007394-0.09210.463385
290.0085720.10670.457576
300.055810.69480.2441
31-0.112636-1.40230.081412
320.0150380.18720.425866
330.0735510.91570.180624
340.0564540.70280.241602
35-0.088701-1.10430.135582
360.0315040.39220.347716
37-0.01322-0.16460.43474
38-0.027848-0.34670.364643
390.0798440.99410.160873
400.1604791.99790.023736
41-0.180502-2.24720.013018
42-0.077682-0.96710.167491
430.0903911.12540.131089
440.0295840.36830.35657
45-0.04213-0.52450.300336
460.0639240.79580.213669
47-0.006346-0.0790.468566
480.022860.28460.388165


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)
x <- na.omit(x)
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,'ACF(k)',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,'PACF(k)',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')