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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 10:07:43 -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/t1259168931f00oiocfu9go3m7.htm/, Retrieved Mon, 29 Apr 2024 15:58:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59469, Retrieved Mon, 29 Apr 2024 15:58:15 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

178

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 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [ws 8] [2009-11-24 20:29:11] [b5908418e3090fddbd22f5f0f774653d]
-   PD            [(Partial) Autocorrelation Function] [ws 8] [2009-11-25 17:07:43] [f7d3e79b917995ba1c8c80042fc22ef9] [Current]
-   PD              [(Partial) Autocorrelation Function] [WS8] [2009-11-27 15:28:25] [37a8d600db9abe09a2528d150ccff095] 
-   P               [(Partial) Autocorrelation Function] [ws 9] [2009-12-03 17:03:35] [b5908418e3090fddbd22f5f0f774653d] 
-   P               [(Partial) Autocorrelation Function] [ws 9] [2009-12-03 17:05:32] [b5908418e3090fddbd22f5f0f774653d] 

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Dataseries X:

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Histogram

Boxplots

9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
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=59469&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=59469&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59469&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	0.001374	0.0105	0.495844
2	-0.271214	-2.0655	0.021677
3	-0.309052	-2.3537	0.011
4	-0.274427	-2.09	0.020507
5	0.057442	0.4375	0.331699
6	0.409353	3.1175	0.001418
7	0.195354	1.4878	0.071114
8	-0.052852	-0.4025	0.344395
9	-0.199539	-1.5196	0.067017
10	-0.229858	-1.7505	0.042656
11	-0.096706	-0.7365	0.2322
12	0.437722	3.3336	0.000749
13	-0.081808	-0.623	0.267853
14	-0.04332	-0.3299	0.371326
15	0.022146	0.1687	0.433325
16	-0.077852	-0.5929	0.277774
17	-0.018076	-0.1377	0.445491
18	0.109011	0.8302	0.204913
19	-0.006792	-0.0517	0.479461
20	-0.046416	-0.3535	0.362499
21	-0.004418	-0.0336	0.486636
22	-0.058684	-0.4469	0.328297
23	-0.012304	-0.0937	0.462833
24	0.271381	2.0668	0.021615
25	-0.148022	-1.1273	0.132128
26	-0.07485	-0.57	0.285425
27	-0.019893	-0.1515	0.440054
28	-0.030315	-0.2309	0.409112
29	0.039243	0.2989	0.383056
30	0.09796	0.746	0.229329
31	0.056217	0.4281	0.335068
32	-0.077946	-0.5936	0.277537
33	-0.172213	-1.3115	0.097423
34	-0.001365	-0.0104	0.495871
35	0.083562	0.6364	0.263513
36	0.234742	1.7877	0.039521

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.001374 & 0.0105 & 0.495844 \tabularnewline
2 & -0.271214 & -2.0655 & 0.021677 \tabularnewline
3 & -0.309052 & -2.3537 & 0.011 \tabularnewline
4 & -0.274427 & -2.09 & 0.020507 \tabularnewline
5 & 0.057442 & 0.4375 & 0.331699 \tabularnewline
6 & 0.409353 & 3.1175 & 0.001418 \tabularnewline
7 & 0.195354 & 1.4878 & 0.071114 \tabularnewline
8 & -0.052852 & -0.4025 & 0.344395 \tabularnewline
9 & -0.199539 & -1.5196 & 0.067017 \tabularnewline
10 & -0.229858 & -1.7505 & 0.042656 \tabularnewline
11 & -0.096706 & -0.7365 & 0.2322 \tabularnewline
12 & 0.437722 & 3.3336 & 0.000749 \tabularnewline
13 & -0.081808 & -0.623 & 0.267853 \tabularnewline
14 & -0.04332 & -0.3299 & 0.371326 \tabularnewline
15 & 0.022146 & 0.1687 & 0.433325 \tabularnewline
16 & -0.077852 & -0.5929 & 0.277774 \tabularnewline
17 & -0.018076 & -0.1377 & 0.445491 \tabularnewline
18 & 0.109011 & 0.8302 & 0.204913 \tabularnewline
19 & -0.006792 & -0.0517 & 0.479461 \tabularnewline
20 & -0.046416 & -0.3535 & 0.362499 \tabularnewline
21 & -0.004418 & -0.0336 & 0.486636 \tabularnewline
22 & -0.058684 & -0.4469 & 0.328297 \tabularnewline
23 & -0.012304 & -0.0937 & 0.462833 \tabularnewline
24 & 0.271381 & 2.0668 & 0.021615 \tabularnewline
25 & -0.148022 & -1.1273 & 0.132128 \tabularnewline
26 & -0.07485 & -0.57 & 0.285425 \tabularnewline
27 & -0.019893 & -0.1515 & 0.440054 \tabularnewline
28 & -0.030315 & -0.2309 & 0.409112 \tabularnewline
29 & 0.039243 & 0.2989 & 0.383056 \tabularnewline
30 & 0.09796 & 0.746 & 0.229329 \tabularnewline
31 & 0.056217 & 0.4281 & 0.335068 \tabularnewline
32 & -0.077946 & -0.5936 & 0.277537 \tabularnewline
33 & -0.172213 & -1.3115 & 0.097423 \tabularnewline
34 & -0.001365 & -0.0104 & 0.495871 \tabularnewline
35 & 0.083562 & 0.6364 & 0.263513 \tabularnewline
36 & 0.234742 & 1.7877 & 0.039521 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59469&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]0.001374[/C][C]0.0105[/C][C]0.495844[/C][/ROW]
[ROW][C]2[/C][C]-0.271214[/C][C]-2.0655[/C][C]0.021677[/C][/ROW]
[ROW][C]3[/C][C]-0.309052[/C][C]-2.3537[/C][C]0.011[/C][/ROW]
[ROW][C]4[/C][C]-0.274427[/C][C]-2.09[/C][C]0.020507[/C][/ROW]
[ROW][C]5[/C][C]0.057442[/C][C]0.4375[/C][C]0.331699[/C][/ROW]
[ROW][C]6[/C][C]0.409353[/C][C]3.1175[/C][C]0.001418[/C][/ROW]
[ROW][C]7[/C][C]0.195354[/C][C]1.4878[/C][C]0.071114[/C][/ROW]
[ROW][C]8[/C][C]-0.052852[/C][C]-0.4025[/C][C]0.344395[/C][/ROW]
[ROW][C]9[/C][C]-0.199539[/C][C]-1.5196[/C][C]0.067017[/C][/ROW]
[ROW][C]10[/C][C]-0.229858[/C][C]-1.7505[/C][C]0.042656[/C][/ROW]
[ROW][C]11[/C][C]-0.096706[/C][C]-0.7365[/C][C]0.2322[/C][/ROW]
[ROW][C]12[/C][C]0.437722[/C][C]3.3336[/C][C]0.000749[/C][/ROW]
[ROW][C]13[/C][C]-0.081808[/C][C]-0.623[/C][C]0.267853[/C][/ROW]
[ROW][C]14[/C][C]-0.04332[/C][C]-0.3299[/C][C]0.371326[/C][/ROW]
[ROW][C]15[/C][C]0.022146[/C][C]0.1687[/C][C]0.433325[/C][/ROW]
[ROW][C]16[/C][C]-0.077852[/C][C]-0.5929[/C][C]0.277774[/C][/ROW]
[ROW][C]17[/C][C]-0.018076[/C][C]-0.1377[/C][C]0.445491[/C][/ROW]
[ROW][C]18[/C][C]0.109011[/C][C]0.8302[/C][C]0.204913[/C][/ROW]
[ROW][C]19[/C][C]-0.006792[/C][C]-0.0517[/C][C]0.479461[/C][/ROW]
[ROW][C]20[/C][C]-0.046416[/C][C]-0.3535[/C][C]0.362499[/C][/ROW]
[ROW][C]21[/C][C]-0.004418[/C][C]-0.0336[/C][C]0.486636[/C][/ROW]
[ROW][C]22[/C][C]-0.058684[/C][C]-0.4469[/C][C]0.328297[/C][/ROW]
[ROW][C]23[/C][C]-0.012304[/C][C]-0.0937[/C][C]0.462833[/C][/ROW]
[ROW][C]24[/C][C]0.271381[/C][C]2.0668[/C][C]0.021615[/C][/ROW]
[ROW][C]25[/C][C]-0.148022[/C][C]-1.1273[/C][C]0.132128[/C][/ROW]
[ROW][C]26[/C][C]-0.07485[/C][C]-0.57[/C][C]0.285425[/C][/ROW]
[ROW][C]27[/C][C]-0.019893[/C][C]-0.1515[/C][C]0.440054[/C][/ROW]
[ROW][C]28[/C][C]-0.030315[/C][C]-0.2309[/C][C]0.409112[/C][/ROW]
[ROW][C]29[/C][C]0.039243[/C][C]0.2989[/C][C]0.383056[/C][/ROW]
[ROW][C]30[/C][C]0.09796[/C][C]0.746[/C][C]0.229329[/C][/ROW]
[ROW][C]31[/C][C]0.056217[/C][C]0.4281[/C][C]0.335068[/C][/ROW]
[ROW][C]32[/C][C]-0.077946[/C][C]-0.5936[/C][C]0.277537[/C][/ROW]
[ROW][C]33[/C][C]-0.172213[/C][C]-1.3115[/C][C]0.097423[/C][/ROW]
[ROW][C]34[/C][C]-0.001365[/C][C]-0.0104[/C][C]0.495871[/C][/ROW]
[ROW][C]35[/C][C]0.083562[/C][C]0.6364[/C][C]0.263513[/C][/ROW]
[ROW][C]36[/C][C]0.234742[/C][C]1.7877[/C][C]0.039521[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59469&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59469&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	0.001374	0.0105	0.495844
2	-0.271214	-2.0655	0.021677
3	-0.309052	-2.3537	0.011
4	-0.274427	-2.09	0.020507
5	0.057442	0.4375	0.331699
6	0.409353	3.1175	0.001418
7	0.195354	1.4878	0.071114
8	-0.052852	-0.4025	0.344395
9	-0.199539	-1.5196	0.067017
10	-0.229858	-1.7505	0.042656
11	-0.096706	-0.7365	0.2322
12	0.437722	3.3336	0.000749
13	-0.081808	-0.623	0.267853
14	-0.04332	-0.3299	0.371326
15	0.022146	0.1687	0.433325
16	-0.077852	-0.5929	0.277774
17	-0.018076	-0.1377	0.445491
18	0.109011	0.8302	0.204913
19	-0.006792	-0.0517	0.479461
20	-0.046416	-0.3535	0.362499
21	-0.004418	-0.0336	0.486636
22	-0.058684	-0.4469	0.328297
23	-0.012304	-0.0937	0.462833
24	0.271381	2.0668	0.021615
25	-0.148022	-1.1273	0.132128
26	-0.07485	-0.57	0.285425
27	-0.019893	-0.1515	0.440054
28	-0.030315	-0.2309	0.409112
29	0.039243	0.2989	0.383056
30	0.09796	0.746	0.229329
31	0.056217	0.4281	0.335068
32	-0.077946	-0.5936	0.277537
33	-0.172213	-1.3115	0.097423
34	-0.001365	-0.0104	0.495871
35	0.083562	0.6364	0.263513
36	0.234742	1.7877	0.039521

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.001374	0.0105	0.495844
2	-0.271217	-2.0655	0.021676
3	-0.332677	-2.5336	0.007007
4	-0.454803	-3.4637	0.000504
5	-0.352812	-2.6869	0.004696
6	-0.027616	-0.2103	0.417079
7	-0.034912	-0.2659	0.395636
8	-0.002753	-0.021	0.491672
9	0.025815	0.1966	0.422413
10	0.008501	0.0647	0.474302
11	-0.108008	-0.8226	0.207061
12	0.362819	2.7632	0.003829
13	-0.282408	-2.1508	0.017837
14	-0.119161	-0.9075	0.183948
15	0.000348	0.0026	0.498948
16	0.053226	0.4054	0.343354
17	0.015749	0.1199	0.452472
18	-0.00162	-0.0123	0.495099
19	0.091769	0.6989	0.243706
20	0.070349	0.5358	0.297087
21	0.096559	0.7354	0.232539
22	-0.080865	-0.6159	0.270201
23	-0.049744	-0.3788	0.353096
24	0.108308	0.8248	0.206419
25	0.007451	0.0567	0.477473
26	-0.007844	-0.0597	0.476284
27	-0.091668	-0.6981	0.243946
28	0.04701	0.358	0.360815
29	0.023387	0.1781	0.429629
30	-0.062709	-0.4776	0.317372
31	0.048171	0.3669	0.357531
32	-0.040076	-0.3052	0.38065
33	-0.244559	-1.8625	0.033799
34	0.007866	0.0599	0.476219
35	0.020256	0.1543	0.438969
36	0.009758	0.0743	0.470508

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.001374 & 0.0105 & 0.495844 \tabularnewline
2 & -0.271217 & -2.0655 & 0.021676 \tabularnewline
3 & -0.332677 & -2.5336 & 0.007007 \tabularnewline
4 & -0.454803 & -3.4637 & 0.000504 \tabularnewline
5 & -0.352812 & -2.6869 & 0.004696 \tabularnewline
6 & -0.027616 & -0.2103 & 0.417079 \tabularnewline
7 & -0.034912 & -0.2659 & 0.395636 \tabularnewline
8 & -0.002753 & -0.021 & 0.491672 \tabularnewline
9 & 0.025815 & 0.1966 & 0.422413 \tabularnewline
10 & 0.008501 & 0.0647 & 0.474302 \tabularnewline
11 & -0.108008 & -0.8226 & 0.207061 \tabularnewline
12 & 0.362819 & 2.7632 & 0.003829 \tabularnewline
13 & -0.282408 & -2.1508 & 0.017837 \tabularnewline
14 & -0.119161 & -0.9075 & 0.183948 \tabularnewline
15 & 0.000348 & 0.0026 & 0.498948 \tabularnewline
16 & 0.053226 & 0.4054 & 0.343354 \tabularnewline
17 & 0.015749 & 0.1199 & 0.452472 \tabularnewline
18 & -0.00162 & -0.0123 & 0.495099 \tabularnewline
19 & 0.091769 & 0.6989 & 0.243706 \tabularnewline
20 & 0.070349 & 0.5358 & 0.297087 \tabularnewline
21 & 0.096559 & 0.7354 & 0.232539 \tabularnewline
22 & -0.080865 & -0.6159 & 0.270201 \tabularnewline
23 & -0.049744 & -0.3788 & 0.353096 \tabularnewline
24 & 0.108308 & 0.8248 & 0.206419 \tabularnewline
25 & 0.007451 & 0.0567 & 0.477473 \tabularnewline
26 & -0.007844 & -0.0597 & 0.476284 \tabularnewline
27 & -0.091668 & -0.6981 & 0.243946 \tabularnewline
28 & 0.04701 & 0.358 & 0.360815 \tabularnewline
29 & 0.023387 & 0.1781 & 0.429629 \tabularnewline
30 & -0.062709 & -0.4776 & 0.317372 \tabularnewline
31 & 0.048171 & 0.3669 & 0.357531 \tabularnewline
32 & -0.040076 & -0.3052 & 0.38065 \tabularnewline
33 & -0.244559 & -1.8625 & 0.033799 \tabularnewline
34 & 0.007866 & 0.0599 & 0.476219 \tabularnewline
35 & 0.020256 & 0.1543 & 0.438969 \tabularnewline
36 & 0.009758 & 0.0743 & 0.470508 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59469&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]0.001374[/C][C]0.0105[/C][C]0.495844[/C][/ROW]
[ROW][C]2[/C][C]-0.271217[/C][C]-2.0655[/C][C]0.021676[/C][/ROW]
[ROW][C]3[/C][C]-0.332677[/C][C]-2.5336[/C][C]0.007007[/C][/ROW]
[ROW][C]4[/C][C]-0.454803[/C][C]-3.4637[/C][C]0.000504[/C][/ROW]
[ROW][C]5[/C][C]-0.352812[/C][C]-2.6869[/C][C]0.004696[/C][/ROW]
[ROW][C]6[/C][C]-0.027616[/C][C]-0.2103[/C][C]0.417079[/C][/ROW]
[ROW][C]7[/C][C]-0.034912[/C][C]-0.2659[/C][C]0.395636[/C][/ROW]
[ROW][C]8[/C][C]-0.002753[/C][C]-0.021[/C][C]0.491672[/C][/ROW]
[ROW][C]9[/C][C]0.025815[/C][C]0.1966[/C][C]0.422413[/C][/ROW]
[ROW][C]10[/C][C]0.008501[/C][C]0.0647[/C][C]0.474302[/C][/ROW]
[ROW][C]11[/C][C]-0.108008[/C][C]-0.8226[/C][C]0.207061[/C][/ROW]
[ROW][C]12[/C][C]0.362819[/C][C]2.7632[/C][C]0.003829[/C][/ROW]
[ROW][C]13[/C][C]-0.282408[/C][C]-2.1508[/C][C]0.017837[/C][/ROW]
[ROW][C]14[/C][C]-0.119161[/C][C]-0.9075[/C][C]0.183948[/C][/ROW]
[ROW][C]15[/C][C]0.000348[/C][C]0.0026[/C][C]0.498948[/C][/ROW]
[ROW][C]16[/C][C]0.053226[/C][C]0.4054[/C][C]0.343354[/C][/ROW]
[ROW][C]17[/C][C]0.015749[/C][C]0.1199[/C][C]0.452472[/C][/ROW]
[ROW][C]18[/C][C]-0.00162[/C][C]-0.0123[/C][C]0.495099[/C][/ROW]
[ROW][C]19[/C][C]0.091769[/C][C]0.6989[/C][C]0.243706[/C][/ROW]
[ROW][C]20[/C][C]0.070349[/C][C]0.5358[/C][C]0.297087[/C][/ROW]
[ROW][C]21[/C][C]0.096559[/C][C]0.7354[/C][C]0.232539[/C][/ROW]
[ROW][C]22[/C][C]-0.080865[/C][C]-0.6159[/C][C]0.270201[/C][/ROW]
[ROW][C]23[/C][C]-0.049744[/C][C]-0.3788[/C][C]0.353096[/C][/ROW]
[ROW][C]24[/C][C]0.108308[/C][C]0.8248[/C][C]0.206419[/C][/ROW]
[ROW][C]25[/C][C]0.007451[/C][C]0.0567[/C][C]0.477473[/C][/ROW]
[ROW][C]26[/C][C]-0.007844[/C][C]-0.0597[/C][C]0.476284[/C][/ROW]
[ROW][C]27[/C][C]-0.091668[/C][C]-0.6981[/C][C]0.243946[/C][/ROW]
[ROW][C]28[/C][C]0.04701[/C][C]0.358[/C][C]0.360815[/C][/ROW]
[ROW][C]29[/C][C]0.023387[/C][C]0.1781[/C][C]0.429629[/C][/ROW]
[ROW][C]30[/C][C]-0.062709[/C][C]-0.4776[/C][C]0.317372[/C][/ROW]
[ROW][C]31[/C][C]0.048171[/C][C]0.3669[/C][C]0.357531[/C][/ROW]
[ROW][C]32[/C][C]-0.040076[/C][C]-0.3052[/C][C]0.38065[/C][/ROW]
[ROW][C]33[/C][C]-0.244559[/C][C]-1.8625[/C][C]0.033799[/C][/ROW]
[ROW][C]34[/C][C]0.007866[/C][C]0.0599[/C][C]0.476219[/C][/ROW]
[ROW][C]35[/C][C]0.020256[/C][C]0.1543[/C][C]0.438969[/C][/ROW]
[ROW][C]36[/C][C]0.009758[/C][C]0.0743[/C][C]0.470508[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59469&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59469&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	0.001374	0.0105	0.495844
2	-0.271217	-2.0655	0.021676
3	-0.332677	-2.5336	0.007007
4	-0.454803	-3.4637	0.000504
5	-0.352812	-2.6869	0.004696
6	-0.027616	-0.2103	0.417079
7	-0.034912	-0.2659	0.395636
8	-0.002753	-0.021	0.491672
9	0.025815	0.1966	0.422413
10	0.008501	0.0647	0.474302
11	-0.108008	-0.8226	0.207061
12	0.362819	2.7632	0.003829
13	-0.282408	-2.1508	0.017837
14	-0.119161	-0.9075	0.183948
15	0.000348	0.0026	0.498948
16	0.053226	0.4054	0.343354
17	0.015749	0.1199	0.452472
18	-0.00162	-0.0123	0.495099
19	0.091769	0.6989	0.243706
20	0.070349	0.5358	0.297087
21	0.096559	0.7354	0.232539
22	-0.080865	-0.6159	0.270201
23	-0.049744	-0.3788	0.353096
24	0.108308	0.8248	0.206419
25	0.007451	0.0567	0.477473
26	-0.007844	-0.0597	0.476284
27	-0.091668	-0.6981	0.243946
28	0.04701	0.358	0.360815
29	0.023387	0.1781	0.429629
30	-0.062709	-0.4776	0.317372
31	0.048171	0.3669	0.357531
32	-0.040076	-0.3052	0.38065
33	-0.244559	-1.8625	0.033799
34	0.007866	0.0599	0.476219
35	0.020256	0.1543	0.438969
36	0.009758	0.0743	0.470508

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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