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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 09:19:15 -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/Nov/25/t125916608055nm1tlus25t7d7.htm/, Retrieved Thu, 02 May 2024 12:20:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59433, Retrieved Thu, 02 May 2024 12:20:27 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

190

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 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [WS8 d=1 D=1] [2009-11-25 16:19:15] [82f421ff86a0429b20e3ed68bd89f1bd] [Current]
-    D            [(Partial) Autocorrelation Function] [ws 8 d=1 D=1] [2009-11-25 21:02:34] [134dc66689e3d457a82860db6471d419] 
-   PD            [(Partial) Autocorrelation Function] [ws 8 d=2 D=1] [2009-11-25 21:12:55] [134dc66689e3d457a82860db6471d419] 
-   P               [(Partial) Autocorrelation Function] [wsact d=2 D=0] [2009-11-25 22:00:58] [134dc66689e3d457a82860db6471d419] 
-   PD                [(Partial) Autocorrelation Function] [WS8 ACF d=2 D=0] [2009-11-26 21:14:29] [3425351e86519d261a643e224a0c8ee1] 
-   P                 [(Partial) Autocorrelation Function] [ws 9 acf] [2009-12-04 18:58:49] [134dc66689e3d457a82860db6471d419] 
-   P                   [(Partial) Autocorrelation Function] [] [2009-12-11 13:52:45] [8d2349dc1d6314bc274adc9ad027c980] 
-   P               [(Partial) Autocorrelation Function] [WS 8: review2 blog1] [2009-12-04 14:29:50] [b97b96148b0223bc16666763988dc147] 
-   PD            [(Partial) Autocorrelation Function] [SHWS8Review1] [2009-11-27 10:08:14] [a66d3a79ef9e5308cd94a469bc5ca464] 
-   P             [(Partial) Autocorrelation Function] [WS 8 Review 1] [2009-12-01 19:27:04] [83058a88a37d754675a5cd22dab372fc] 
F   P             [(Partial) Autocorrelation Function] [WS8 autocorrelati...] [2009-12-02 16:14:44] [445b292c553470d9fed8bc2796fd3a00] 
-   P               [(Partial) Autocorrelation Function] [WS9] [2009-12-11 12:17:12] [4fe1472705bb0a32f118ba3ca90ffa8e] 
- RMP               [Standard Deviation-Mean Plot] [ws 9: Review 3] [2009-12-11 14:42:09] [b97b96148b0223bc16666763988dc147] 
- RMPD              [Spectral Analysis] [Spectrum D=0] [2010-01-07 15:15:02] [84dda5145c389bd11bcc662bd33fe4ba] 
-   P                 [Spectral Analysis] [Spectrum D=1] [2010-01-07 15:19:26] [84dda5145c389bd11bcc662bd33fe4ba] 
- R PD              [(Partial) Autocorrelation Function] [pacf ] [2010-01-07 15:26:43] [74be16979710d4c4e7c6647856088456] 
- RMPD              [ARIMA Backward Selection] [arima backwards p...] [2010-01-07 15:42:57] [74be16979710d4c4e7c6647856088456] 
-   P             [(Partial) Autocorrelation Function] [WS8 autocorrelati...] [2009-12-02 16:16:40] [445b292c553470d9fed8bc2796fd3a00] 

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Dataseries X:

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Histogram

Boxplots

7.55
7.55
7.59
7.59
7.59
7.57
7.57
7.59
7.6
7.64
7.64
7.76
7.76
7.76
7.77
7.83
7.94
7.94
7.94
8.09
8.18
8.26
8.28
8.28
8.28
8.29
8.3
8.3
8.31
8.33
8.33
8.34
8.48
8.59
8.67
8.67
8.67
8.71
8.72
8.72
8.72
8.74
8.74
8.74
8.74
8.79
8.85
8.86
8.87
8.92
8.96
8.97
8.99
8.98
8.98
9.01
9.01
9.03
9.05
9.05

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=59433&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=59433&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59433&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	0.250372	1.7165	0.046331
2	-0.020086	-0.1377	0.445532
3	0.099946	0.6852	0.248293
4	0.10972	0.7522	0.227839
5	0.097072	0.6655	0.254495
6	-0.202482	-1.3881	0.085819
7	-0.256641	-1.7594	0.042506
8	-0.076775	-0.5263	0.300563
9	-0.121407	-0.8323	0.204718
10	-0.149657	-1.026	0.155072
11	-0.290489	-1.9915	0.026128
12	-0.242938	-1.6655	0.051233
13	0.267948	1.837	0.036272
14	0.165823	1.1368	0.130688
15	-0.01788	-0.1226	0.451481
16	0.099148	0.6797	0.250008
17	0.235627	1.6154	0.056461
18	0.149817	1.0271	0.154817
19	-0.026799	-0.1837	0.427511
20	-0.038634	-0.2649	0.396137
21	0.10714	0.7345	0.233141
22	0.057015	0.3909	0.348829
23	-0.06946	-0.4762	0.318072
24	-0.220017	-1.5084	0.069078
25	-0.207637	-1.4235	0.0806
26	-0.04324	-0.2964	0.3841
27	-0.050362	-0.3453	0.365719
28	-0.130064	-0.8917	0.188554
29	-0.092157	-0.6318	0.26529
30	0.098182	0.6731	0.25209
31	0.079425	0.5445	0.294332
32	0.007673	0.0526	0.479136
33	0.019771	0.1355	0.446381
34	0.036998	0.2536	0.400439
35	0.075934	0.5206	0.302553
36	0.035335	0.2422	0.404822

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.250372 & 1.7165 & 0.046331 \tabularnewline
2 & -0.020086 & -0.1377 & 0.445532 \tabularnewline
3 & 0.099946 & 0.6852 & 0.248293 \tabularnewline
4 & 0.10972 & 0.7522 & 0.227839 \tabularnewline
5 & 0.097072 & 0.6655 & 0.254495 \tabularnewline
6 & -0.202482 & -1.3881 & 0.085819 \tabularnewline
7 & -0.256641 & -1.7594 & 0.042506 \tabularnewline
8 & -0.076775 & -0.5263 & 0.300563 \tabularnewline
9 & -0.121407 & -0.8323 & 0.204718 \tabularnewline
10 & -0.149657 & -1.026 & 0.155072 \tabularnewline
11 & -0.290489 & -1.9915 & 0.026128 \tabularnewline
12 & -0.242938 & -1.6655 & 0.051233 \tabularnewline
13 & 0.267948 & 1.837 & 0.036272 \tabularnewline
14 & 0.165823 & 1.1368 & 0.130688 \tabularnewline
15 & -0.01788 & -0.1226 & 0.451481 \tabularnewline
16 & 0.099148 & 0.6797 & 0.250008 \tabularnewline
17 & 0.235627 & 1.6154 & 0.056461 \tabularnewline
18 & 0.149817 & 1.0271 & 0.154817 \tabularnewline
19 & -0.026799 & -0.1837 & 0.427511 \tabularnewline
20 & -0.038634 & -0.2649 & 0.396137 \tabularnewline
21 & 0.10714 & 0.7345 & 0.233141 \tabularnewline
22 & 0.057015 & 0.3909 & 0.348829 \tabularnewline
23 & -0.06946 & -0.4762 & 0.318072 \tabularnewline
24 & -0.220017 & -1.5084 & 0.069078 \tabularnewline
25 & -0.207637 & -1.4235 & 0.0806 \tabularnewline
26 & -0.04324 & -0.2964 & 0.3841 \tabularnewline
27 & -0.050362 & -0.3453 & 0.365719 \tabularnewline
28 & -0.130064 & -0.8917 & 0.188554 \tabularnewline
29 & -0.092157 & -0.6318 & 0.26529 \tabularnewline
30 & 0.098182 & 0.6731 & 0.25209 \tabularnewline
31 & 0.079425 & 0.5445 & 0.294332 \tabularnewline
32 & 0.007673 & 0.0526 & 0.479136 \tabularnewline
33 & 0.019771 & 0.1355 & 0.446381 \tabularnewline
34 & 0.036998 & 0.2536 & 0.400439 \tabularnewline
35 & 0.075934 & 0.5206 & 0.302553 \tabularnewline
36 & 0.035335 & 0.2422 & 0.404822 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59433&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]0.250372[/C][C]1.7165[/C][C]0.046331[/C][/ROW]
[ROW][C]2[/C][C]-0.020086[/C][C]-0.1377[/C][C]0.445532[/C][/ROW]
[ROW][C]3[/C][C]0.099946[/C][C]0.6852[/C][C]0.248293[/C][/ROW]
[ROW][C]4[/C][C]0.10972[/C][C]0.7522[/C][C]0.227839[/C][/ROW]
[ROW][C]5[/C][C]0.097072[/C][C]0.6655[/C][C]0.254495[/C][/ROW]
[ROW][C]6[/C][C]-0.202482[/C][C]-1.3881[/C][C]0.085819[/C][/ROW]
[ROW][C]7[/C][C]-0.256641[/C][C]-1.7594[/C][C]0.042506[/C][/ROW]
[ROW][C]8[/C][C]-0.076775[/C][C]-0.5263[/C][C]0.300563[/C][/ROW]
[ROW][C]9[/C][C]-0.121407[/C][C]-0.8323[/C][C]0.204718[/C][/ROW]
[ROW][C]10[/C][C]-0.149657[/C][C]-1.026[/C][C]0.155072[/C][/ROW]
[ROW][C]11[/C][C]-0.290489[/C][C]-1.9915[/C][C]0.026128[/C][/ROW]
[ROW][C]12[/C][C]-0.242938[/C][C]-1.6655[/C][C]0.051233[/C][/ROW]
[ROW][C]13[/C][C]0.267948[/C][C]1.837[/C][C]0.036272[/C][/ROW]
[ROW][C]14[/C][C]0.165823[/C][C]1.1368[/C][C]0.130688[/C][/ROW]
[ROW][C]15[/C][C]-0.01788[/C][C]-0.1226[/C][C]0.451481[/C][/ROW]
[ROW][C]16[/C][C]0.099148[/C][C]0.6797[/C][C]0.250008[/C][/ROW]
[ROW][C]17[/C][C]0.235627[/C][C]1.6154[/C][C]0.056461[/C][/ROW]
[ROW][C]18[/C][C]0.149817[/C][C]1.0271[/C][C]0.154817[/C][/ROW]
[ROW][C]19[/C][C]-0.026799[/C][C]-0.1837[/C][C]0.427511[/C][/ROW]
[ROW][C]20[/C][C]-0.038634[/C][C]-0.2649[/C][C]0.396137[/C][/ROW]
[ROW][C]21[/C][C]0.10714[/C][C]0.7345[/C][C]0.233141[/C][/ROW]
[ROW][C]22[/C][C]0.057015[/C][C]0.3909[/C][C]0.348829[/C][/ROW]
[ROW][C]23[/C][C]-0.06946[/C][C]-0.4762[/C][C]0.318072[/C][/ROW]
[ROW][C]24[/C][C]-0.220017[/C][C]-1.5084[/C][C]0.069078[/C][/ROW]
[ROW][C]25[/C][C]-0.207637[/C][C]-1.4235[/C][C]0.0806[/C][/ROW]
[ROW][C]26[/C][C]-0.04324[/C][C]-0.2964[/C][C]0.3841[/C][/ROW]
[ROW][C]27[/C][C]-0.050362[/C][C]-0.3453[/C][C]0.365719[/C][/ROW]
[ROW][C]28[/C][C]-0.130064[/C][C]-0.8917[/C][C]0.188554[/C][/ROW]
[ROW][C]29[/C][C]-0.092157[/C][C]-0.6318[/C][C]0.26529[/C][/ROW]
[ROW][C]30[/C][C]0.098182[/C][C]0.6731[/C][C]0.25209[/C][/ROW]
[ROW][C]31[/C][C]0.079425[/C][C]0.5445[/C][C]0.294332[/C][/ROW]
[ROW][C]32[/C][C]0.007673[/C][C]0.0526[/C][C]0.479136[/C][/ROW]
[ROW][C]33[/C][C]0.019771[/C][C]0.1355[/C][C]0.446381[/C][/ROW]
[ROW][C]34[/C][C]0.036998[/C][C]0.2536[/C][C]0.400439[/C][/ROW]
[ROW][C]35[/C][C]0.075934[/C][C]0.5206[/C][C]0.302553[/C][/ROW]
[ROW][C]36[/C][C]0.035335[/C][C]0.2422[/C][C]0.404822[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59433&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59433&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	0.250372	1.7165	0.046331
2	-0.020086	-0.1377	0.445532
3	0.099946	0.6852	0.248293
4	0.10972	0.7522	0.227839
5	0.097072	0.6655	0.254495
6	-0.202482	-1.3881	0.085819
7	-0.256641	-1.7594	0.042506
8	-0.076775	-0.5263	0.300563
9	-0.121407	-0.8323	0.204718
10	-0.149657	-1.026	0.155072
11	-0.290489	-1.9915	0.026128
12	-0.242938	-1.6655	0.051233
13	0.267948	1.837	0.036272
14	0.165823	1.1368	0.130688
15	-0.01788	-0.1226	0.451481
16	0.099148	0.6797	0.250008
17	0.235627	1.6154	0.056461
18	0.149817	1.0271	0.154817
19	-0.026799	-0.1837	0.427511
20	-0.038634	-0.2649	0.396137
21	0.10714	0.7345	0.233141
22	0.057015	0.3909	0.348829
23	-0.06946	-0.4762	0.318072
24	-0.220017	-1.5084	0.069078
25	-0.207637	-1.4235	0.0806
26	-0.04324	-0.2964	0.3841
27	-0.050362	-0.3453	0.365719
28	-0.130064	-0.8917	0.188554
29	-0.092157	-0.6318	0.26529
30	0.098182	0.6731	0.25209
31	0.079425	0.5445	0.294332
32	0.007673	0.0526	0.479136
33	0.019771	0.1355	0.446381
34	0.036998	0.2536	0.400439
35	0.075934	0.5206	0.302553
36	0.035335	0.2422	0.404822

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.250372	1.7165	0.046331
2	-0.088308	-0.6054	0.273911
3	0.137127	0.9401	0.175988
4	0.048678	0.3337	0.370037
5	0.075593	0.5182	0.303362
6	-0.272392	-1.8674	0.034043
7	-0.157132	-1.0772	0.143435
8	-0.034885	-0.2392	0.40601
9	-0.101753	-0.6976	0.244436
10	-0.041572	-0.285	0.388446
11	-0.21775	-1.4928	0.071084
12	-0.14699	-1.0077	0.159377
13	0.349327	2.3949	0.010332
14	0.055154	0.3781	0.353523
15	0.006038	0.0414	0.483577
16	0.06768	0.464	0.322399
17	0.09625	0.6599	0.256284
18	-0.192912	-1.3225	0.096194
19	-0.067434	-0.4623	0.322998
20	0.019687	0.135	0.446606
21	0.059455	0.4076	0.342707
22	0.0122	0.0836	0.466851
23	-0.019653	-0.1347	0.446699
24	-0.105793	-0.7253	0.235938
25	0.029283	0.2008	0.42088
26	-0.064524	-0.4424	0.330131
27	-0.041759	-0.2863	0.387958
28	0.035934	0.2464	0.40324
29	-0.011159	-0.0765	0.469672
30	-0.044996	-0.3085	0.379541
31	-0.042494	-0.2913	0.386043
32	0.076219	0.5225	0.301878
33	0.022115	0.1516	0.440071
34	-0.138928	-0.9524	0.172873
35	-0.074591	-0.5114	0.305743
36	-0.060085	-0.4119	0.341134

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.250372 & 1.7165 & 0.046331 \tabularnewline
2 & -0.088308 & -0.6054 & 0.273911 \tabularnewline
3 & 0.137127 & 0.9401 & 0.175988 \tabularnewline
4 & 0.048678 & 0.3337 & 0.370037 \tabularnewline
5 & 0.075593 & 0.5182 & 0.303362 \tabularnewline
6 & -0.272392 & -1.8674 & 0.034043 \tabularnewline
7 & -0.157132 & -1.0772 & 0.143435 \tabularnewline
8 & -0.034885 & -0.2392 & 0.40601 \tabularnewline
9 & -0.101753 & -0.6976 & 0.244436 \tabularnewline
10 & -0.041572 & -0.285 & 0.388446 \tabularnewline
11 & -0.21775 & -1.4928 & 0.071084 \tabularnewline
12 & -0.14699 & -1.0077 & 0.159377 \tabularnewline
13 & 0.349327 & 2.3949 & 0.010332 \tabularnewline
14 & 0.055154 & 0.3781 & 0.353523 \tabularnewline
15 & 0.006038 & 0.0414 & 0.483577 \tabularnewline
16 & 0.06768 & 0.464 & 0.322399 \tabularnewline
17 & 0.09625 & 0.6599 & 0.256284 \tabularnewline
18 & -0.192912 & -1.3225 & 0.096194 \tabularnewline
19 & -0.067434 & -0.4623 & 0.322998 \tabularnewline
20 & 0.019687 & 0.135 & 0.446606 \tabularnewline
21 & 0.059455 & 0.4076 & 0.342707 \tabularnewline
22 & 0.0122 & 0.0836 & 0.466851 \tabularnewline
23 & -0.019653 & -0.1347 & 0.446699 \tabularnewline
24 & -0.105793 & -0.7253 & 0.235938 \tabularnewline
25 & 0.029283 & 0.2008 & 0.42088 \tabularnewline
26 & -0.064524 & -0.4424 & 0.330131 \tabularnewline
27 & -0.041759 & -0.2863 & 0.387958 \tabularnewline
28 & 0.035934 & 0.2464 & 0.40324 \tabularnewline
29 & -0.011159 & -0.0765 & 0.469672 \tabularnewline
30 & -0.044996 & -0.3085 & 0.379541 \tabularnewline
31 & -0.042494 & -0.2913 & 0.386043 \tabularnewline
32 & 0.076219 & 0.5225 & 0.301878 \tabularnewline
33 & 0.022115 & 0.1516 & 0.440071 \tabularnewline
34 & -0.138928 & -0.9524 & 0.172873 \tabularnewline
35 & -0.074591 & -0.5114 & 0.305743 \tabularnewline
36 & -0.060085 & -0.4119 & 0.341134 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59433&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]0.250372[/C][C]1.7165[/C][C]0.046331[/C][/ROW]
[ROW][C]2[/C][C]-0.088308[/C][C]-0.6054[/C][C]0.273911[/C][/ROW]
[ROW][C]3[/C][C]0.137127[/C][C]0.9401[/C][C]0.175988[/C][/ROW]
[ROW][C]4[/C][C]0.048678[/C][C]0.3337[/C][C]0.370037[/C][/ROW]
[ROW][C]5[/C][C]0.075593[/C][C]0.5182[/C][C]0.303362[/C][/ROW]
[ROW][C]6[/C][C]-0.272392[/C][C]-1.8674[/C][C]0.034043[/C][/ROW]
[ROW][C]7[/C][C]-0.157132[/C][C]-1.0772[/C][C]0.143435[/C][/ROW]
[ROW][C]8[/C][C]-0.034885[/C][C]-0.2392[/C][C]0.40601[/C][/ROW]
[ROW][C]9[/C][C]-0.101753[/C][C]-0.6976[/C][C]0.244436[/C][/ROW]
[ROW][C]10[/C][C]-0.041572[/C][C]-0.285[/C][C]0.388446[/C][/ROW]
[ROW][C]11[/C][C]-0.21775[/C][C]-1.4928[/C][C]0.071084[/C][/ROW]
[ROW][C]12[/C][C]-0.14699[/C][C]-1.0077[/C][C]0.159377[/C][/ROW]
[ROW][C]13[/C][C]0.349327[/C][C]2.3949[/C][C]0.010332[/C][/ROW]
[ROW][C]14[/C][C]0.055154[/C][C]0.3781[/C][C]0.353523[/C][/ROW]
[ROW][C]15[/C][C]0.006038[/C][C]0.0414[/C][C]0.483577[/C][/ROW]
[ROW][C]16[/C][C]0.06768[/C][C]0.464[/C][C]0.322399[/C][/ROW]
[ROW][C]17[/C][C]0.09625[/C][C]0.6599[/C][C]0.256284[/C][/ROW]
[ROW][C]18[/C][C]-0.192912[/C][C]-1.3225[/C][C]0.096194[/C][/ROW]
[ROW][C]19[/C][C]-0.067434[/C][C]-0.4623[/C][C]0.322998[/C][/ROW]
[ROW][C]20[/C][C]0.019687[/C][C]0.135[/C][C]0.446606[/C][/ROW]
[ROW][C]21[/C][C]0.059455[/C][C]0.4076[/C][C]0.342707[/C][/ROW]
[ROW][C]22[/C][C]0.0122[/C][C]0.0836[/C][C]0.466851[/C][/ROW]
[ROW][C]23[/C][C]-0.019653[/C][C]-0.1347[/C][C]0.446699[/C][/ROW]
[ROW][C]24[/C][C]-0.105793[/C][C]-0.7253[/C][C]0.235938[/C][/ROW]
[ROW][C]25[/C][C]0.029283[/C][C]0.2008[/C][C]0.42088[/C][/ROW]
[ROW][C]26[/C][C]-0.064524[/C][C]-0.4424[/C][C]0.330131[/C][/ROW]
[ROW][C]27[/C][C]-0.041759[/C][C]-0.2863[/C][C]0.387958[/C][/ROW]
[ROW][C]28[/C][C]0.035934[/C][C]0.2464[/C][C]0.40324[/C][/ROW]
[ROW][C]29[/C][C]-0.011159[/C][C]-0.0765[/C][C]0.469672[/C][/ROW]
[ROW][C]30[/C][C]-0.044996[/C][C]-0.3085[/C][C]0.379541[/C][/ROW]
[ROW][C]31[/C][C]-0.042494[/C][C]-0.2913[/C][C]0.386043[/C][/ROW]
[ROW][C]32[/C][C]0.076219[/C][C]0.5225[/C][C]0.301878[/C][/ROW]
[ROW][C]33[/C][C]0.022115[/C][C]0.1516[/C][C]0.440071[/C][/ROW]
[ROW][C]34[/C][C]-0.138928[/C][C]-0.9524[/C][C]0.172873[/C][/ROW]
[ROW][C]35[/C][C]-0.074591[/C][C]-0.5114[/C][C]0.305743[/C][/ROW]
[ROW][C]36[/C][C]-0.060085[/C][C]-0.4119[/C][C]0.341134[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59433&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59433&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	0.250372	1.7165	0.046331
2	-0.088308	-0.6054	0.273911
3	0.137127	0.9401	0.175988
4	0.048678	0.3337	0.370037
5	0.075593	0.5182	0.303362
6	-0.272392	-1.8674	0.034043
7	-0.157132	-1.0772	0.143435
8	-0.034885	-0.2392	0.40601
9	-0.101753	-0.6976	0.244436
10	-0.041572	-0.285	0.388446
11	-0.21775	-1.4928	0.071084
12	-0.14699	-1.0077	0.159377
13	0.349327	2.3949	0.010332
14	0.055154	0.3781	0.353523
15	0.006038	0.0414	0.483577
16	0.06768	0.464	0.322399
17	0.09625	0.6599	0.256284
18	-0.192912	-1.3225	0.096194
19	-0.067434	-0.4623	0.322998
20	0.019687	0.135	0.446606
21	0.059455	0.4076	0.342707
22	0.0122	0.0836	0.466851
23	-0.019653	-0.1347	0.446699
24	-0.105793	-0.7253	0.235938
25	0.029283	0.2008	0.42088
26	-0.064524	-0.4424	0.330131
27	-0.041759	-0.2863	0.387958
28	0.035934	0.2464	0.40324
29	-0.011159	-0.0765	0.469672
30	-0.044996	-0.3085	0.379541
31	-0.042494	-0.2913	0.386043
32	0.076219	0.5225	0.301878
33	0.022115	0.1516	0.440071
34	-0.138928	-0.9524	0.172873
35	-0.074591	-0.5114	0.305743
36	-0.060085	-0.4119	0.341134

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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