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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 11:11:35 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/25/t1259172884z8qdvx0fbt431l1.htm/, Retrieved Sun, 28 Apr 2024 20:56:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59531, Retrieved Sun, 28 Apr 2024 20:56:02 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

185

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]
-    D          [(Partial) Autocorrelation Function] [WS8.2] [2009-11-25 18:11:35] [dd4f17965cad1d38de7a1c062d32d75d] [Current]
-    D            [(Partial) Autocorrelation Function] [workshop 8] [2009-11-28 08:51:25] [4fe1472705bb0a32f118ba3ca90ffa8e] 
- R P               [(Partial) Autocorrelation Function] [Workshop8 Review ...] [2009-11-29 16:16:26] [143cbdcaf7333bdd9926a1dde50d1082] 
- R P               [(Partial) Autocorrelation Function] [Workshop8 Review ...] [2009-11-29 16:25:50] [143cbdcaf7333bdd9926a1dde50d1082] 
-   P             [(Partial) Autocorrelation Function] [cs.shw.ws8.R2] [2009-12-04 09:28:16] [74be16979710d4c4e7c6647856088456] 
-    D            [(Partial) Autocorrelation Function] [Paper ACF] [2009-12-11 18:26:44] [626f1d98f4a7f05bcb9f17666b672c60] 
-   PD            [(Partial) Autocorrelation Function] [Paper ACF d=1] [2009-12-11 18:49:43] [626f1d98f4a7f05bcb9f17666b672c60] 
-   PD            [(Partial) Autocorrelation Function] [Paper ACF d=D=1] [2009-12-11 18:59:22] [626f1d98f4a7f05bcb9f17666b672c60] 

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Dataseries X:

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Histogram

Boxplots

8.2
8
7.5
6.8
6.5
6.6
7.6
8
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
7.1
7.2
7.1
6.9
7
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
8.1

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59531&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59531&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59531&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.82377	6.793	0
2	0.528689	4.3597	2.3e-05
3	0.307377	2.5347	0.006781
4	0.271516	2.239	0.014216
5	0.360656	2.974	0.002032
6	0.43306	3.5711	0.000329
7	0.369536	3.0473	0.001643
8	0.232582	1.9179	0.029661
9	0.134221	1.1068	0.136137
10	0.140027	1.1547	0.126129
11	0.213456	1.7602	0.041435
12	0.264686	2.1827	0.016259
13	0.211066	1.7405	0.043148
14	0.119194	0.9829	0.164571
15	0.039276	0.3239	0.373512
16	-0.017418	-0.1436	0.443108
17	-0.057377	-0.4731	0.318813
18	-0.07582	-0.6252	0.266958
19	-0.119877	-0.9885	0.163198
20	-0.166325	-1.3716	0.087356
21	-0.207309	-1.7095	0.045958
22	-0.247609	-2.0418	0.022525
23	-0.265369	-2.1883	0.016044
24	-0.247609	-2.0418	0.022525
25	-0.213798	-1.763	0.041195
26	-0.156421	-1.2899	0.100731
27	-0.120902	-0.997	0.161154
28	-0.157445	-1.2983	0.09928
29	-0.23668	-1.9517	0.027546
30	-0.308402	-2.5431	0.006633
31	-0.354508	-2.9233	0.00235
32	-0.35485	-2.9262	0.002331
33	-0.310451	-2.56	0.006346
34	-0.253415	-2.0897	0.020193
35	-0.195014	-1.6081	0.056221
36	-0.150273	-1.2392	0.109769

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.82377 & 6.793 & 0 \tabularnewline
2 & 0.528689 & 4.3597 & 2.3e-05 \tabularnewline
3 & 0.307377 & 2.5347 & 0.006781 \tabularnewline
4 & 0.271516 & 2.239 & 0.014216 \tabularnewline
5 & 0.360656 & 2.974 & 0.002032 \tabularnewline
6 & 0.43306 & 3.5711 & 0.000329 \tabularnewline
7 & 0.369536 & 3.0473 & 0.001643 \tabularnewline
8 & 0.232582 & 1.9179 & 0.029661 \tabularnewline
9 & 0.134221 & 1.1068 & 0.136137 \tabularnewline
10 & 0.140027 & 1.1547 & 0.126129 \tabularnewline
11 & 0.213456 & 1.7602 & 0.041435 \tabularnewline
12 & 0.264686 & 2.1827 & 0.016259 \tabularnewline
13 & 0.211066 & 1.7405 & 0.043148 \tabularnewline
14 & 0.119194 & 0.9829 & 0.164571 \tabularnewline
15 & 0.039276 & 0.3239 & 0.373512 \tabularnewline
16 & -0.017418 & -0.1436 & 0.443108 \tabularnewline
17 & -0.057377 & -0.4731 & 0.318813 \tabularnewline
18 & -0.07582 & -0.6252 & 0.266958 \tabularnewline
19 & -0.119877 & -0.9885 & 0.163198 \tabularnewline
20 & -0.166325 & -1.3716 & 0.087356 \tabularnewline
21 & -0.207309 & -1.7095 & 0.045958 \tabularnewline
22 & -0.247609 & -2.0418 & 0.022525 \tabularnewline
23 & -0.265369 & -2.1883 & 0.016044 \tabularnewline
24 & -0.247609 & -2.0418 & 0.022525 \tabularnewline
25 & -0.213798 & -1.763 & 0.041195 \tabularnewline
26 & -0.156421 & -1.2899 & 0.100731 \tabularnewline
27 & -0.120902 & -0.997 & 0.161154 \tabularnewline
28 & -0.157445 & -1.2983 & 0.09928 \tabularnewline
29 & -0.23668 & -1.9517 & 0.027546 \tabularnewline
30 & -0.308402 & -2.5431 & 0.006633 \tabularnewline
31 & -0.354508 & -2.9233 & 0.00235 \tabularnewline
32 & -0.35485 & -2.9262 & 0.002331 \tabularnewline
33 & -0.310451 & -2.56 & 0.006346 \tabularnewline
34 & -0.253415 & -2.0897 & 0.020193 \tabularnewline
35 & -0.195014 & -1.6081 & 0.056221 \tabularnewline
36 & -0.150273 & -1.2392 & 0.109769 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59531&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]0.82377[/C][C]6.793[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.528689[/C][C]4.3597[/C][C]2.3e-05[/C][/ROW]
[ROW][C]3[/C][C]0.307377[/C][C]2.5347[/C][C]0.006781[/C][/ROW]
[ROW][C]4[/C][C]0.271516[/C][C]2.239[/C][C]0.014216[/C][/ROW]
[ROW][C]5[/C][C]0.360656[/C][C]2.974[/C][C]0.002032[/C][/ROW]
[ROW][C]6[/C][C]0.43306[/C][C]3.5711[/C][C]0.000329[/C][/ROW]
[ROW][C]7[/C][C]0.369536[/C][C]3.0473[/C][C]0.001643[/C][/ROW]
[ROW][C]8[/C][C]0.232582[/C][C]1.9179[/C][C]0.029661[/C][/ROW]
[ROW][C]9[/C][C]0.134221[/C][C]1.1068[/C][C]0.136137[/C][/ROW]
[ROW][C]10[/C][C]0.140027[/C][C]1.1547[/C][C]0.126129[/C][/ROW]
[ROW][C]11[/C][C]0.213456[/C][C]1.7602[/C][C]0.041435[/C][/ROW]
[ROW][C]12[/C][C]0.264686[/C][C]2.1827[/C][C]0.016259[/C][/ROW]
[ROW][C]13[/C][C]0.211066[/C][C]1.7405[/C][C]0.043148[/C][/ROW]
[ROW][C]14[/C][C]0.119194[/C][C]0.9829[/C][C]0.164571[/C][/ROW]
[ROW][C]15[/C][C]0.039276[/C][C]0.3239[/C][C]0.373512[/C][/ROW]
[ROW][C]16[/C][C]-0.017418[/C][C]-0.1436[/C][C]0.443108[/C][/ROW]
[ROW][C]17[/C][C]-0.057377[/C][C]-0.4731[/C][C]0.318813[/C][/ROW]
[ROW][C]18[/C][C]-0.07582[/C][C]-0.6252[/C][C]0.266958[/C][/ROW]
[ROW][C]19[/C][C]-0.119877[/C][C]-0.9885[/C][C]0.163198[/C][/ROW]
[ROW][C]20[/C][C]-0.166325[/C][C]-1.3716[/C][C]0.087356[/C][/ROW]
[ROW][C]21[/C][C]-0.207309[/C][C]-1.7095[/C][C]0.045958[/C][/ROW]
[ROW][C]22[/C][C]-0.247609[/C][C]-2.0418[/C][C]0.022525[/C][/ROW]
[ROW][C]23[/C][C]-0.265369[/C][C]-2.1883[/C][C]0.016044[/C][/ROW]
[ROW][C]24[/C][C]-0.247609[/C][C]-2.0418[/C][C]0.022525[/C][/ROW]
[ROW][C]25[/C][C]-0.213798[/C][C]-1.763[/C][C]0.041195[/C][/ROW]
[ROW][C]26[/C][C]-0.156421[/C][C]-1.2899[/C][C]0.100731[/C][/ROW]
[ROW][C]27[/C][C]-0.120902[/C][C]-0.997[/C][C]0.161154[/C][/ROW]
[ROW][C]28[/C][C]-0.157445[/C][C]-1.2983[/C][C]0.09928[/C][/ROW]
[ROW][C]29[/C][C]-0.23668[/C][C]-1.9517[/C][C]0.027546[/C][/ROW]
[ROW][C]30[/C][C]-0.308402[/C][C]-2.5431[/C][C]0.006633[/C][/ROW]
[ROW][C]31[/C][C]-0.354508[/C][C]-2.9233[/C][C]0.00235[/C][/ROW]
[ROW][C]32[/C][C]-0.35485[/C][C]-2.9262[/C][C]0.002331[/C][/ROW]
[ROW][C]33[/C][C]-0.310451[/C][C]-2.56[/C][C]0.006346[/C][/ROW]
[ROW][C]34[/C][C]-0.253415[/C][C]-2.0897[/C][C]0.020193[/C][/ROW]
[ROW][C]35[/C][C]-0.195014[/C][C]-1.6081[/C][C]0.056221[/C][/ROW]
[ROW][C]36[/C][C]-0.150273[/C][C]-1.2392[/C][C]0.109769[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59531&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59531&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	0.82377	6.793	0
2	0.528689	4.3597	2.3e-05
3	0.307377	2.5347	0.006781
4	0.271516	2.239	0.014216
5	0.360656	2.974	0.002032
6	0.43306	3.5711	0.000329
7	0.369536	3.0473	0.001643
8	0.232582	1.9179	0.029661
9	0.134221	1.1068	0.136137
10	0.140027	1.1547	0.126129
11	0.213456	1.7602	0.041435
12	0.264686	2.1827	0.016259
13	0.211066	1.7405	0.043148
14	0.119194	0.9829	0.164571
15	0.039276	0.3239	0.373512
16	-0.017418	-0.1436	0.443108
17	-0.057377	-0.4731	0.318813
18	-0.07582	-0.6252	0.266958
19	-0.119877	-0.9885	0.163198
20	-0.166325	-1.3716	0.087356
21	-0.207309	-1.7095	0.045958
22	-0.247609	-2.0418	0.022525
23	-0.265369	-2.1883	0.016044
24	-0.247609	-2.0418	0.022525
25	-0.213798	-1.763	0.041195
26	-0.156421	-1.2899	0.100731
27	-0.120902	-0.997	0.161154
28	-0.157445	-1.2983	0.09928
29	-0.23668	-1.9517	0.027546
30	-0.308402	-2.5431	0.006633
31	-0.354508	-2.9233	0.00235
32	-0.35485	-2.9262	0.002331
33	-0.310451	-2.56	0.006346
34	-0.253415	-2.0897	0.020193
35	-0.195014	-1.6081	0.056221
36	-0.150273	-1.2392	0.109769

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.82377	6.793	0
2	-0.466423	-3.8462	0.000134
3	0.210548	1.7362	0.043527
4	0.323039	2.6638	0.004819
5	0.093398	0.7702	0.22193
6	-0.052066	-0.4293	0.334515
7	-0.185057	-1.526	0.065822
8	0.109753	0.9051	0.184317
9	0.083851	0.6915	0.245818
10	0.02182	0.1799	0.42887
11	-0.002956	-0.0244	0.490311
12	-0.009528	-0.0786	0.468803
13	-0.106595	-0.879	0.191247
14	0.127504	1.0514	0.148394
15	-0.116521	-0.9609	0.170013
16	-0.224998	-1.8554	0.033938
17	-0.062521	-0.5156	0.303915
18	0.098833	0.815	0.208959
19	-0.160055	-1.3198	0.095656
20	-0.077205	-0.6366	0.263245
21	-0.068084	-0.5614	0.288175
22	-0.08081	-0.6664	0.253712
23	0.068396	0.564	0.287303
24	0.015704	0.1295	0.448674
25	-0.008747	-0.0721	0.471354
26	0.109394	0.9021	0.185097
27	-0.006831	-0.0563	0.477622
28	-0.127895	-1.0546	0.14766
29	-0.028957	-0.2388	0.405994
30	-0.102976	-0.8492	0.199385
31	-0.093081	-0.7676	0.222701
32	-0.039033	-0.3219	0.374269
33	0.081534	0.6723	0.251821
34	0.099891	0.8237	0.206489
35	0.092763	0.7649	0.223475
36	-0.020479	-0.1689	0.433198

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.82377 & 6.793 & 0 \tabularnewline
2 & -0.466423 & -3.8462 & 0.000134 \tabularnewline
3 & 0.210548 & 1.7362 & 0.043527 \tabularnewline
4 & 0.323039 & 2.6638 & 0.004819 \tabularnewline
5 & 0.093398 & 0.7702 & 0.22193 \tabularnewline
6 & -0.052066 & -0.4293 & 0.334515 \tabularnewline
7 & -0.185057 & -1.526 & 0.065822 \tabularnewline
8 & 0.109753 & 0.9051 & 0.184317 \tabularnewline
9 & 0.083851 & 0.6915 & 0.245818 \tabularnewline
10 & 0.02182 & 0.1799 & 0.42887 \tabularnewline
11 & -0.002956 & -0.0244 & 0.490311 \tabularnewline
12 & -0.009528 & -0.0786 & 0.468803 \tabularnewline
13 & -0.106595 & -0.879 & 0.191247 \tabularnewline
14 & 0.127504 & 1.0514 & 0.148394 \tabularnewline
15 & -0.116521 & -0.9609 & 0.170013 \tabularnewline
16 & -0.224998 & -1.8554 & 0.033938 \tabularnewline
17 & -0.062521 & -0.5156 & 0.303915 \tabularnewline
18 & 0.098833 & 0.815 & 0.208959 \tabularnewline
19 & -0.160055 & -1.3198 & 0.095656 \tabularnewline
20 & -0.077205 & -0.6366 & 0.263245 \tabularnewline
21 & -0.068084 & -0.5614 & 0.288175 \tabularnewline
22 & -0.08081 & -0.6664 & 0.253712 \tabularnewline
23 & 0.068396 & 0.564 & 0.287303 \tabularnewline
24 & 0.015704 & 0.1295 & 0.448674 \tabularnewline
25 & -0.008747 & -0.0721 & 0.471354 \tabularnewline
26 & 0.109394 & 0.9021 & 0.185097 \tabularnewline
27 & -0.006831 & -0.0563 & 0.477622 \tabularnewline
28 & -0.127895 & -1.0546 & 0.14766 \tabularnewline
29 & -0.028957 & -0.2388 & 0.405994 \tabularnewline
30 & -0.102976 & -0.8492 & 0.199385 \tabularnewline
31 & -0.093081 & -0.7676 & 0.222701 \tabularnewline
32 & -0.039033 & -0.3219 & 0.374269 \tabularnewline
33 & 0.081534 & 0.6723 & 0.251821 \tabularnewline
34 & 0.099891 & 0.8237 & 0.206489 \tabularnewline
35 & 0.092763 & 0.7649 & 0.223475 \tabularnewline
36 & -0.020479 & -0.1689 & 0.433198 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59531&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]0.82377[/C][C]6.793[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.466423[/C][C]-3.8462[/C][C]0.000134[/C][/ROW]
[ROW][C]3[/C][C]0.210548[/C][C]1.7362[/C][C]0.043527[/C][/ROW]
[ROW][C]4[/C][C]0.323039[/C][C]2.6638[/C][C]0.004819[/C][/ROW]
[ROW][C]5[/C][C]0.093398[/C][C]0.7702[/C][C]0.22193[/C][/ROW]
[ROW][C]6[/C][C]-0.052066[/C][C]-0.4293[/C][C]0.334515[/C][/ROW]
[ROW][C]7[/C][C]-0.185057[/C][C]-1.526[/C][C]0.065822[/C][/ROW]
[ROW][C]8[/C][C]0.109753[/C][C]0.9051[/C][C]0.184317[/C][/ROW]
[ROW][C]9[/C][C]0.083851[/C][C]0.6915[/C][C]0.245818[/C][/ROW]
[ROW][C]10[/C][C]0.02182[/C][C]0.1799[/C][C]0.42887[/C][/ROW]
[ROW][C]11[/C][C]-0.002956[/C][C]-0.0244[/C][C]0.490311[/C][/ROW]
[ROW][C]12[/C][C]-0.009528[/C][C]-0.0786[/C][C]0.468803[/C][/ROW]
[ROW][C]13[/C][C]-0.106595[/C][C]-0.879[/C][C]0.191247[/C][/ROW]
[ROW][C]14[/C][C]0.127504[/C][C]1.0514[/C][C]0.148394[/C][/ROW]
[ROW][C]15[/C][C]-0.116521[/C][C]-0.9609[/C][C]0.170013[/C][/ROW]
[ROW][C]16[/C][C]-0.224998[/C][C]-1.8554[/C][C]0.033938[/C][/ROW]
[ROW][C]17[/C][C]-0.062521[/C][C]-0.5156[/C][C]0.303915[/C][/ROW]
[ROW][C]18[/C][C]0.098833[/C][C]0.815[/C][C]0.208959[/C][/ROW]
[ROW][C]19[/C][C]-0.160055[/C][C]-1.3198[/C][C]0.095656[/C][/ROW]
[ROW][C]20[/C][C]-0.077205[/C][C]-0.6366[/C][C]0.263245[/C][/ROW]
[ROW][C]21[/C][C]-0.068084[/C][C]-0.5614[/C][C]0.288175[/C][/ROW]
[ROW][C]22[/C][C]-0.08081[/C][C]-0.6664[/C][C]0.253712[/C][/ROW]
[ROW][C]23[/C][C]0.068396[/C][C]0.564[/C][C]0.287303[/C][/ROW]
[ROW][C]24[/C][C]0.015704[/C][C]0.1295[/C][C]0.448674[/C][/ROW]
[ROW][C]25[/C][C]-0.008747[/C][C]-0.0721[/C][C]0.471354[/C][/ROW]
[ROW][C]26[/C][C]0.109394[/C][C]0.9021[/C][C]0.185097[/C][/ROW]
[ROW][C]27[/C][C]-0.006831[/C][C]-0.0563[/C][C]0.477622[/C][/ROW]
[ROW][C]28[/C][C]-0.127895[/C][C]-1.0546[/C][C]0.14766[/C][/ROW]
[ROW][C]29[/C][C]-0.028957[/C][C]-0.2388[/C][C]0.405994[/C][/ROW]
[ROW][C]30[/C][C]-0.102976[/C][C]-0.8492[/C][C]0.199385[/C][/ROW]
[ROW][C]31[/C][C]-0.093081[/C][C]-0.7676[/C][C]0.222701[/C][/ROW]
[ROW][C]32[/C][C]-0.039033[/C][C]-0.3219[/C][C]0.374269[/C][/ROW]
[ROW][C]33[/C][C]0.081534[/C][C]0.6723[/C][C]0.251821[/C][/ROW]
[ROW][C]34[/C][C]0.099891[/C][C]0.8237[/C][C]0.206489[/C][/ROW]
[ROW][C]35[/C][C]0.092763[/C][C]0.7649[/C][C]0.223475[/C][/ROW]
[ROW][C]36[/C][C]-0.020479[/C][C]-0.1689[/C][C]0.433198[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59531&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59531&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	0.82377	6.793	0
2	-0.466423	-3.8462	0.000134
3	0.210548	1.7362	0.043527
4	0.323039	2.6638	0.004819
5	0.093398	0.7702	0.22193
6	-0.052066	-0.4293	0.334515
7	-0.185057	-1.526	0.065822
8	0.109753	0.9051	0.184317
9	0.083851	0.6915	0.245818
10	0.02182	0.1799	0.42887
11	-0.002956	-0.0244	0.490311
12	-0.009528	-0.0786	0.468803
13	-0.106595	-0.879	0.191247
14	0.127504	1.0514	0.148394
15	-0.116521	-0.9609	0.170013
16	-0.224998	-1.8554	0.033938
17	-0.062521	-0.5156	0.303915
18	0.098833	0.815	0.208959
19	-0.160055	-1.3198	0.095656
20	-0.077205	-0.6366	0.263245
21	-0.068084	-0.5614	0.288175
22	-0.08081	-0.6664	0.253712
23	0.068396	0.564	0.287303
24	0.015704	0.1295	0.448674
25	-0.008747	-0.0721	0.471354
26	0.109394	0.9021	0.185097
27	-0.006831	-0.0563	0.477622
28	-0.127895	-1.0546	0.14766
29	-0.028957	-0.2388	0.405994
30	-0.102976	-0.8492	0.199385
31	-0.093081	-0.7676	0.222701
32	-0.039033	-0.3219	0.374269
33	0.081534	0.6723	0.251821
34	0.099891	0.8237	0.206489
35	0.092763	0.7649	0.223475
36	-0.020479	-0.1689	0.433198

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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