Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 17 Dec 2009 11:57:18 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/17/t126107631134ms89i8x6yvn9l.htm/, Retrieved Mon, 12 May 2025 13:40:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69053, Retrieved Mon, 12 May 2025 13:40:16 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

ws 8 d=1 en D=0

Estimated Impact

204

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [Ws8 method 1 link 3] [2009-11-25 11:51:12] [616e2df490b611f6cb7080068870ecbd]
-   P           [(Partial) Autocorrelation Function] [Ws8 method 1 3de ...] [2009-11-25 11:56:04] [616e2df490b611f6cb7080068870ecbd]
-   P             [(Partial) Autocorrelation Function] [ws 8 d=1 en D=1] [2009-12-17 15:59:07] [616e2df490b611f6cb7080068870ecbd]
-   P                 [(Partial) Autocorrelation Function] [ws 8 d=1 en D=0] [2009-12-17 18:57:18] [88e98f4c87ea17c4967db8279bda8533] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

8.2
8.0
7.5
6.8
6.5
6.6
7.6
8.0
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7.0
7.1
7.2
7.1
6.9
7.0
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5
8.0
8.1

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69053&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69053&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69053&T=0

As an alternative you can also use a 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 Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.443016	3.6262	0.000278
2	-0.142189	-1.1639	0.124303
3	-0.545146	-4.4622	1.6e-05
4	-0.426355	-3.4899	0.00043
5	0.024904	0.2038	0.419545
6	0.37135	3.0396	0.001688
7	0.26894	2.2014	0.015579
8	-0.04969	-0.4067	0.342752
9	-0.269435	-2.2054	0.01543
10	-0.241145	-1.9739	0.026262
11	-0.020103	-0.1645	0.434898
12	0.294861	2.4135	0.009269
13	0.14208	1.163	0.124483
14	0.074905	0.6131	0.270935
15	-0.013228	-0.1083	0.457049
16	-0.089558	-0.7331	0.233038
17	-0.058883	-0.482	0.315697
18	-0.001303	-0.0107	0.495762
19	0.008098	0.0663	0.473674
20	0.000977	0.008	0.496822
21	0.017358	0.1421	0.443721
22	-0.088384	-0.7235	0.235958
23	-0.156559	-1.2815	0.10222
24	-0.100154	-0.8198	0.207621
25	-0.103679	-0.8487	0.199549
26	0.106612	0.8727	0.192983
27	0.205391	1.6812	0.04869
28	0.160825	1.3164	0.096262
29	0.055152	0.4514	0.326565
30	-0.062254	-0.5096	0.306015
31	-0.13269	-1.0861	0.14066
32	-0.155053	-1.2692	0.104388
33	-0.056396	-0.4616	0.322923
34	-0.005902	-0.0483	0.480807
35	0.056326	0.461	0.323129
36	0.10212	0.8359	0.203095

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.443016 & 3.6262 & 0.000278 \tabularnewline
2 & -0.142189 & -1.1639 & 0.124303 \tabularnewline
3 & -0.545146 & -4.4622 & 1.6e-05 \tabularnewline
4 & -0.426355 & -3.4899 & 0.00043 \tabularnewline
5 & 0.024904 & 0.2038 & 0.419545 \tabularnewline
6 & 0.37135 & 3.0396 & 0.001688 \tabularnewline
7 & 0.26894 & 2.2014 & 0.015579 \tabularnewline
8 & -0.04969 & -0.4067 & 0.342752 \tabularnewline
9 & -0.269435 & -2.2054 & 0.01543 \tabularnewline
10 & -0.241145 & -1.9739 & 0.026262 \tabularnewline
11 & -0.020103 & -0.1645 & 0.434898 \tabularnewline
12 & 0.294861 & 2.4135 & 0.009269 \tabularnewline
13 & 0.14208 & 1.163 & 0.124483 \tabularnewline
14 & 0.074905 & 0.6131 & 0.270935 \tabularnewline
15 & -0.013228 & -0.1083 & 0.457049 \tabularnewline
16 & -0.089558 & -0.7331 & 0.233038 \tabularnewline
17 & -0.058883 & -0.482 & 0.315697 \tabularnewline
18 & -0.001303 & -0.0107 & 0.495762 \tabularnewline
19 & 0.008098 & 0.0663 & 0.473674 \tabularnewline
20 & 0.000977 & 0.008 & 0.496822 \tabularnewline
21 & 0.017358 & 0.1421 & 0.443721 \tabularnewline
22 & -0.088384 & -0.7235 & 0.235958 \tabularnewline
23 & -0.156559 & -1.2815 & 0.10222 \tabularnewline
24 & -0.100154 & -0.8198 & 0.207621 \tabularnewline
25 & -0.103679 & -0.8487 & 0.199549 \tabularnewline
26 & 0.106612 & 0.8727 & 0.192983 \tabularnewline
27 & 0.205391 & 1.6812 & 0.04869 \tabularnewline
28 & 0.160825 & 1.3164 & 0.096262 \tabularnewline
29 & 0.055152 & 0.4514 & 0.326565 \tabularnewline
30 & -0.062254 & -0.5096 & 0.306015 \tabularnewline
31 & -0.13269 & -1.0861 & 0.14066 \tabularnewline
32 & -0.155053 & -1.2692 & 0.104388 \tabularnewline
33 & -0.056396 & -0.4616 & 0.322923 \tabularnewline
34 & -0.005902 & -0.0483 & 0.480807 \tabularnewline
35 & 0.056326 & 0.461 & 0.323129 \tabularnewline
36 & 0.10212 & 0.8359 & 0.203095 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69053&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]0.443016[/C][C]3.6262[/C][C]0.000278[/C][/ROW]
[ROW][C]2[/C][C]-0.142189[/C][C]-1.1639[/C][C]0.124303[/C][/ROW]
[ROW][C]3[/C][C]-0.545146[/C][C]-4.4622[/C][C]1.6e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.426355[/C][C]-3.4899[/C][C]0.00043[/C][/ROW]
[ROW][C]5[/C][C]0.024904[/C][C]0.2038[/C][C]0.419545[/C][/ROW]
[ROW][C]6[/C][C]0.37135[/C][C]3.0396[/C][C]0.001688[/C][/ROW]
[ROW][C]7[/C][C]0.26894[/C][C]2.2014[/C][C]0.015579[/C][/ROW]
[ROW][C]8[/C][C]-0.04969[/C][C]-0.4067[/C][C]0.342752[/C][/ROW]
[ROW][C]9[/C][C]-0.269435[/C][C]-2.2054[/C][C]0.01543[/C][/ROW]
[ROW][C]10[/C][C]-0.241145[/C][C]-1.9739[/C][C]0.026262[/C][/ROW]
[ROW][C]11[/C][C]-0.020103[/C][C]-0.1645[/C][C]0.434898[/C][/ROW]
[ROW][C]12[/C][C]0.294861[/C][C]2.4135[/C][C]0.009269[/C][/ROW]
[ROW][C]13[/C][C]0.14208[/C][C]1.163[/C][C]0.124483[/C][/ROW]
[ROW][C]14[/C][C]0.074905[/C][C]0.6131[/C][C]0.270935[/C][/ROW]
[ROW][C]15[/C][C]-0.013228[/C][C]-0.1083[/C][C]0.457049[/C][/ROW]
[ROW][C]16[/C][C]-0.089558[/C][C]-0.7331[/C][C]0.233038[/C][/ROW]
[ROW][C]17[/C][C]-0.058883[/C][C]-0.482[/C][C]0.315697[/C][/ROW]
[ROW][C]18[/C][C]-0.001303[/C][C]-0.0107[/C][C]0.495762[/C][/ROW]
[ROW][C]19[/C][C]0.008098[/C][C]0.0663[/C][C]0.473674[/C][/ROW]
[ROW][C]20[/C][C]0.000977[/C][C]0.008[/C][C]0.496822[/C][/ROW]
[ROW][C]21[/C][C]0.017358[/C][C]0.1421[/C][C]0.443721[/C][/ROW]
[ROW][C]22[/C][C]-0.088384[/C][C]-0.7235[/C][C]0.235958[/C][/ROW]
[ROW][C]23[/C][C]-0.156559[/C][C]-1.2815[/C][C]0.10222[/C][/ROW]
[ROW][C]24[/C][C]-0.100154[/C][C]-0.8198[/C][C]0.207621[/C][/ROW]
[ROW][C]25[/C][C]-0.103679[/C][C]-0.8487[/C][C]0.199549[/C][/ROW]
[ROW][C]26[/C][C]0.106612[/C][C]0.8727[/C][C]0.192983[/C][/ROW]
[ROW][C]27[/C][C]0.205391[/C][C]1.6812[/C][C]0.04869[/C][/ROW]
[ROW][C]28[/C][C]0.160825[/C][C]1.3164[/C][C]0.096262[/C][/ROW]
[ROW][C]29[/C][C]0.055152[/C][C]0.4514[/C][C]0.326565[/C][/ROW]
[ROW][C]30[/C][C]-0.062254[/C][C]-0.5096[/C][C]0.306015[/C][/ROW]
[ROW][C]31[/C][C]-0.13269[/C][C]-1.0861[/C][C]0.14066[/C][/ROW]
[ROW][C]32[/C][C]-0.155053[/C][C]-1.2692[/C][C]0.104388[/C][/ROW]
[ROW][C]33[/C][C]-0.056396[/C][C]-0.4616[/C][C]0.322923[/C][/ROW]
[ROW][C]34[/C][C]-0.005902[/C][C]-0.0483[/C][C]0.480807[/C][/ROW]
[ROW][C]35[/C][C]0.056326[/C][C]0.461[/C][C]0.323129[/C][/ROW]
[ROW][C]36[/C][C]0.10212[/C][C]0.8359[/C][C]0.203095[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69053&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69053&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.443016	3.6262	0.000278
2	-0.142189	-1.1639	0.124303
3	-0.545146	-4.4622	1.6e-05
4	-0.426355	-3.4899	0.00043
5	0.024904	0.2038	0.419545
6	0.37135	3.0396	0.001688
7	0.26894	2.2014	0.015579
8	-0.04969	-0.4067	0.342752
9	-0.269435	-2.2054	0.01543
10	-0.241145	-1.9739	0.026262
11	-0.020103	-0.1645	0.434898
12	0.294861	2.4135	0.009269
13	0.14208	1.163	0.124483
14	0.074905	0.6131	0.270935
15	-0.013228	-0.1083	0.457049
16	-0.089558	-0.7331	0.233038
17	-0.058883	-0.482	0.315697
18	-0.001303	-0.0107	0.495762
19	0.008098	0.0663	0.473674
20	0.000977	0.008	0.496822
21	0.017358	0.1421	0.443721
22	-0.088384	-0.7235	0.235958
23	-0.156559	-1.2815	0.10222
24	-0.100154	-0.8198	0.207621
25	-0.103679	-0.8487	0.199549
26	0.106612	0.8727	0.192983
27	0.205391	1.6812	0.04869
28	0.160825	1.3164	0.096262
29	0.055152	0.4514	0.326565
30	-0.062254	-0.5096	0.306015
31	-0.13269	-1.0861	0.14066
32	-0.155053	-1.2692	0.104388
33	-0.056396	-0.4616	0.322923
34	-0.005902	-0.0483	0.480807
35	0.056326	0.461	0.323129
36	0.10212	0.8359	0.203095

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.443016	3.6262	0.000278
2	-0.421097	-3.4468	0.000492
3	-0.406941	-3.331	0.000705
4	-0.035763	-0.2927	0.385315
5	0.147473	1.2071	0.115815
6	0.061235	0.5012	0.308925
7	-0.185174	-1.5157	0.067148
8	-0.078904	-0.6459	0.260289
9	0.049678	0.4066	0.342786
10	-0.033007	-0.2702	0.393927
11	-0.075703	-0.6197	0.268793
12	0.217172	1.7776	0.040002
13	-0.274093	-2.2436	0.014086
14	0.267136	2.1866	0.016134
15	0.208367	1.7056	0.046362
16	-0.187201	-1.5323	0.065078
17	-0.01021	-0.0836	0.466823
18	0.108501	0.8881	0.188826
19	0.039643	0.3245	0.373288
20	-0.118694	-0.9716	0.167384
21	0.008578	0.0702	0.472116
22	-0.143429	-1.174	0.122272
23	-0.14789	-1.2105	0.115163
24	-0.05951	-0.4871	0.313885
25	-0.073592	-0.6024	0.274478
26	-0.020062	-0.1642	0.43503
27	-0.052017	-0.4258	0.335816
28	0.166432	1.3623	0.088831
29	0.069169	0.5662	0.286584
30	-0.043482	-0.3559	0.361511
31	0.033762	0.2764	0.391564
32	-0.136221	-1.115	0.134414
33	-0.092378	-0.7561	0.226106
34	0.068607	0.5616	0.288141
35	-0.004375	-0.0358	0.485771
36	-0.024475	-0.2003	0.420911

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.443016 & 3.6262 & 0.000278 \tabularnewline
2 & -0.421097 & -3.4468 & 0.000492 \tabularnewline
3 & -0.406941 & -3.331 & 0.000705 \tabularnewline
4 & -0.035763 & -0.2927 & 0.385315 \tabularnewline
5 & 0.147473 & 1.2071 & 0.115815 \tabularnewline
6 & 0.061235 & 0.5012 & 0.308925 \tabularnewline
7 & -0.185174 & -1.5157 & 0.067148 \tabularnewline
8 & -0.078904 & -0.6459 & 0.260289 \tabularnewline
9 & 0.049678 & 0.4066 & 0.342786 \tabularnewline
10 & -0.033007 & -0.2702 & 0.393927 \tabularnewline
11 & -0.075703 & -0.6197 & 0.268793 \tabularnewline
12 & 0.217172 & 1.7776 & 0.040002 \tabularnewline
13 & -0.274093 & -2.2436 & 0.014086 \tabularnewline
14 & 0.267136 & 2.1866 & 0.016134 \tabularnewline
15 & 0.208367 & 1.7056 & 0.046362 \tabularnewline
16 & -0.187201 & -1.5323 & 0.065078 \tabularnewline
17 & -0.01021 & -0.0836 & 0.466823 \tabularnewline
18 & 0.108501 & 0.8881 & 0.188826 \tabularnewline
19 & 0.039643 & 0.3245 & 0.373288 \tabularnewline
20 & -0.118694 & -0.9716 & 0.167384 \tabularnewline
21 & 0.008578 & 0.0702 & 0.472116 \tabularnewline
22 & -0.143429 & -1.174 & 0.122272 \tabularnewline
23 & -0.14789 & -1.2105 & 0.115163 \tabularnewline
24 & -0.05951 & -0.4871 & 0.313885 \tabularnewline
25 & -0.073592 & -0.6024 & 0.274478 \tabularnewline
26 & -0.020062 & -0.1642 & 0.43503 \tabularnewline
27 & -0.052017 & -0.4258 & 0.335816 \tabularnewline
28 & 0.166432 & 1.3623 & 0.088831 \tabularnewline
29 & 0.069169 & 0.5662 & 0.286584 \tabularnewline
30 & -0.043482 & -0.3559 & 0.361511 \tabularnewline
31 & 0.033762 & 0.2764 & 0.391564 \tabularnewline
32 & -0.136221 & -1.115 & 0.134414 \tabularnewline
33 & -0.092378 & -0.7561 & 0.226106 \tabularnewline
34 & 0.068607 & 0.5616 & 0.288141 \tabularnewline
35 & -0.004375 & -0.0358 & 0.485771 \tabularnewline
36 & -0.024475 & -0.2003 & 0.420911 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69053&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]0.443016[/C][C]3.6262[/C][C]0.000278[/C][/ROW]
[ROW][C]2[/C][C]-0.421097[/C][C]-3.4468[/C][C]0.000492[/C][/ROW]
[ROW][C]3[/C][C]-0.406941[/C][C]-3.331[/C][C]0.000705[/C][/ROW]
[ROW][C]4[/C][C]-0.035763[/C][C]-0.2927[/C][C]0.385315[/C][/ROW]
[ROW][C]5[/C][C]0.147473[/C][C]1.2071[/C][C]0.115815[/C][/ROW]
[ROW][C]6[/C][C]0.061235[/C][C]0.5012[/C][C]0.308925[/C][/ROW]
[ROW][C]7[/C][C]-0.185174[/C][C]-1.5157[/C][C]0.067148[/C][/ROW]
[ROW][C]8[/C][C]-0.078904[/C][C]-0.6459[/C][C]0.260289[/C][/ROW]
[ROW][C]9[/C][C]0.049678[/C][C]0.4066[/C][C]0.342786[/C][/ROW]
[ROW][C]10[/C][C]-0.033007[/C][C]-0.2702[/C][C]0.393927[/C][/ROW]
[ROW][C]11[/C][C]-0.075703[/C][C]-0.6197[/C][C]0.268793[/C][/ROW]
[ROW][C]12[/C][C]0.217172[/C][C]1.7776[/C][C]0.040002[/C][/ROW]
[ROW][C]13[/C][C]-0.274093[/C][C]-2.2436[/C][C]0.014086[/C][/ROW]
[ROW][C]14[/C][C]0.267136[/C][C]2.1866[/C][C]0.016134[/C][/ROW]
[ROW][C]15[/C][C]0.208367[/C][C]1.7056[/C][C]0.046362[/C][/ROW]
[ROW][C]16[/C][C]-0.187201[/C][C]-1.5323[/C][C]0.065078[/C][/ROW]
[ROW][C]17[/C][C]-0.01021[/C][C]-0.0836[/C][C]0.466823[/C][/ROW]
[ROW][C]18[/C][C]0.108501[/C][C]0.8881[/C][C]0.188826[/C][/ROW]
[ROW][C]19[/C][C]0.039643[/C][C]0.3245[/C][C]0.373288[/C][/ROW]
[ROW][C]20[/C][C]-0.118694[/C][C]-0.9716[/C][C]0.167384[/C][/ROW]
[ROW][C]21[/C][C]0.008578[/C][C]0.0702[/C][C]0.472116[/C][/ROW]
[ROW][C]22[/C][C]-0.143429[/C][C]-1.174[/C][C]0.122272[/C][/ROW]
[ROW][C]23[/C][C]-0.14789[/C][C]-1.2105[/C][C]0.115163[/C][/ROW]
[ROW][C]24[/C][C]-0.05951[/C][C]-0.4871[/C][C]0.313885[/C][/ROW]
[ROW][C]25[/C][C]-0.073592[/C][C]-0.6024[/C][C]0.274478[/C][/ROW]
[ROW][C]26[/C][C]-0.020062[/C][C]-0.1642[/C][C]0.43503[/C][/ROW]
[ROW][C]27[/C][C]-0.052017[/C][C]-0.4258[/C][C]0.335816[/C][/ROW]
[ROW][C]28[/C][C]0.166432[/C][C]1.3623[/C][C]0.088831[/C][/ROW]
[ROW][C]29[/C][C]0.069169[/C][C]0.5662[/C][C]0.286584[/C][/ROW]
[ROW][C]30[/C][C]-0.043482[/C][C]-0.3559[/C][C]0.361511[/C][/ROW]
[ROW][C]31[/C][C]0.033762[/C][C]0.2764[/C][C]0.391564[/C][/ROW]
[ROW][C]32[/C][C]-0.136221[/C][C]-1.115[/C][C]0.134414[/C][/ROW]
[ROW][C]33[/C][C]-0.092378[/C][C]-0.7561[/C][C]0.226106[/C][/ROW]
[ROW][C]34[/C][C]0.068607[/C][C]0.5616[/C][C]0.288141[/C][/ROW]
[ROW][C]35[/C][C]-0.004375[/C][C]-0.0358[/C][C]0.485771[/C][/ROW]
[ROW][C]36[/C][C]-0.024475[/C][C]-0.2003[/C][C]0.420911[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69053&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69053&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.443016	3.6262	0.000278
2	-0.421097	-3.4468	0.000492
3	-0.406941	-3.331	0.000705
4	-0.035763	-0.2927	0.385315
5	0.147473	1.2071	0.115815
6	0.061235	0.5012	0.308925
7	-0.185174	-1.5157	0.067148
8	-0.078904	-0.6459	0.260289
9	0.049678	0.4066	0.342786
10	-0.033007	-0.2702	0.393927
11	-0.075703	-0.6197	0.268793
12	0.217172	1.7776	0.040002
13	-0.274093	-2.2436	0.014086
14	0.267136	2.1866	0.016134
15	0.208367	1.7056	0.046362
16	-0.187201	-1.5323	0.065078
17	-0.01021	-0.0836	0.466823
18	0.108501	0.8881	0.188826
19	0.039643	0.3245	0.373288
20	-0.118694	-0.9716	0.167384
21	0.008578	0.0702	0.472116
22	-0.143429	-1.174	0.122272
23	-0.14789	-1.2105	0.115163
24	-0.05951	-0.4871	0.313885
25	-0.073592	-0.6024	0.274478
26	-0.020062	-0.1642	0.43503
27	-0.052017	-0.4258	0.335816
28	0.166432	1.3623	0.088831
29	0.069169	0.5662	0.286584
30	-0.043482	-0.3559	0.361511
31	0.033762	0.2764	0.391564
32	-0.136221	-1.115	0.134414
33	-0.092378	-0.7561	0.226106
34	0.068607	0.5616	0.288141
35	-0.004375	-0.0358	0.485771
36	-0.024475	-0.2003	0.420911

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code