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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 03:31:59 -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/27/t1259318080qmahjj8njd750i7.htm/, Retrieved Sun, 28 Apr 2024 22:21:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60548, Retrieved Sun, 28 Apr 2024 22:21:58 +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] [2009-11-24 20:12:27] [8b1aef4e7013bd33fbc2a5833375c5f5]
-    D          [(Partial) Autocorrelation Function] [WS8(1)] [2009-11-27 10:20:58] [7d268329e554b8694908ba13e6e6f258]
-   PD              [(Partial) Autocorrelation Function] [WS8(2)] [2009-11-27 10:31:59] [5edea6bc5a9a9483633d9320282a2734] [Current]
F   P                 [(Partial) Autocorrelation Function] [WS8(3)] [2009-11-27 10:38:53] [7d268329e554b8694908ba13e6e6f258] 
-   P                   [(Partial) Autocorrelation Function] [WS8(5)] [2009-11-27 11:03:35] [7d268329e554b8694908ba13e6e6f258] 
-    D                    [(Partial) Autocorrelation Function] [link] [2009-12-03 15:24:13] [960f506a46b790b06fab7ca57984a121] 
-   P                     [(Partial) Autocorrelation Function] [WS 9 Estimation o...] [2009-12-05 12:49:26] [101f710c1bf3d900563184d79f7da6e1] 
-   P                   [(Partial) Autocorrelation Function] [d=2 gebruiken] [2009-11-27 20:51:12] [cd6314e7e707a6546bd4604c9d1f2b69] 
-   P                     [(Partial) Autocorrelation Function] [D=2 gebruiken] [2009-11-27 20:56:47] [cd6314e7e707a6546bd4604c9d1f2b69] 
-                       [(Partial) Autocorrelation Function] [ACF 3] [2009-12-16 18:01:53] [7d268329e554b8694908ba13e6e6f258] 
-   P                     [(Partial) Autocorrelation Function] [ACF4] [2009-12-17 15:37:59] [7d268329e554b8694908ba13e6e6f258] 
-   P                   [(Partial) Autocorrelation Function] [ACF 3] [2009-12-16 18:10:14] [7d268329e554b8694908ba13e6e6f258] 
-   P                 [(Partial) Autocorrelation Function] [Workshop 8: verbe...] [2009-12-03 16:48:30] [1433a524809eda02c3198b3ae6eebb69] 
-                     [(Partial) Autocorrelation Function] [ACF 2] [2009-12-16 17:42:01] [7d268329e554b8694908ba13e6e6f258] 

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Dataseries X:

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Histogram

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10.9
10
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.8
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.7
7.9
7.9
8
7.9
7.6
7.1
6.8
6.5
6.9
8.2
8.7
8.3
7.9
7.5
7.8
8.3
8.4
8.2
7.7
7.2
7.3
8.1
8.5

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60548&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]0 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=60548&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60548&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.414377	3.1829	0.001164
2	-0.249016	-1.9127	0.03032
3	-0.510345	-3.92	0.000117
4	-0.344392	-2.6453	0.005222
5	0.092968	0.7141	0.23899
6	0.388229	2.982	0.002079
7	0.246584	1.894	0.031562
8	-0.125756	-0.966	0.169005
9	-0.336133	-2.5819	0.006165
10	-0.249552	-1.9168	0.030052
11	0.058101	0.4463	0.328514
12	0.376795	2.8942	0.00266
13	0.104458	0.8024	0.212784
14	-0.109888	-0.8441	0.201021
15	-0.102212	-0.7851	0.217766
16	-0.060246	-0.4628	0.322621
17	0.056907	0.4371	0.331813
18	0.093003	0.7144	0.238908
19	0.0112	0.086	0.465868
20	-0.14207	-1.0913	0.139797
21	-0.191835	-1.4735	0.072965
22	-0.088925	-0.683	0.248625
23	0.108083	0.8302	0.204885
24	0.234309	1.7998	0.038506
25	0.012991	0.0998	0.460425
26	-0.159559	-1.2256	0.112611
27	-0.100647	-0.7731	0.221279
28	-0.036632	-0.2814	0.389705
29	0.097616	0.7498	0.228176
30	0.157479	1.2096	0.115625
31	0.08705	0.6686	0.253165
32	-0.155949	-1.1979	0.117879
33	-0.242673	-1.864	0.033649
34	-0.066879	-0.5137	0.304688
35	0.16839	1.2934	0.100453
36	0.292647	2.2479	0.014168

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.414377 & 3.1829 & 0.001164 \tabularnewline
2 & -0.249016 & -1.9127 & 0.03032 \tabularnewline
3 & -0.510345 & -3.92 & 0.000117 \tabularnewline
4 & -0.344392 & -2.6453 & 0.005222 \tabularnewline
5 & 0.092968 & 0.7141 & 0.23899 \tabularnewline
6 & 0.388229 & 2.982 & 0.002079 \tabularnewline
7 & 0.246584 & 1.894 & 0.031562 \tabularnewline
8 & -0.125756 & -0.966 & 0.169005 \tabularnewline
9 & -0.336133 & -2.5819 & 0.006165 \tabularnewline
10 & -0.249552 & -1.9168 & 0.030052 \tabularnewline
11 & 0.058101 & 0.4463 & 0.328514 \tabularnewline
12 & 0.376795 & 2.8942 & 0.00266 \tabularnewline
13 & 0.104458 & 0.8024 & 0.212784 \tabularnewline
14 & -0.109888 & -0.8441 & 0.201021 \tabularnewline
15 & -0.102212 & -0.7851 & 0.217766 \tabularnewline
16 & -0.060246 & -0.4628 & 0.322621 \tabularnewline
17 & 0.056907 & 0.4371 & 0.331813 \tabularnewline
18 & 0.093003 & 0.7144 & 0.238908 \tabularnewline
19 & 0.0112 & 0.086 & 0.465868 \tabularnewline
20 & -0.14207 & -1.0913 & 0.139797 \tabularnewline
21 & -0.191835 & -1.4735 & 0.072965 \tabularnewline
22 & -0.088925 & -0.683 & 0.248625 \tabularnewline
23 & 0.108083 & 0.8302 & 0.204885 \tabularnewline
24 & 0.234309 & 1.7998 & 0.038506 \tabularnewline
25 & 0.012991 & 0.0998 & 0.460425 \tabularnewline
26 & -0.159559 & -1.2256 & 0.112611 \tabularnewline
27 & -0.100647 & -0.7731 & 0.221279 \tabularnewline
28 & -0.036632 & -0.2814 & 0.389705 \tabularnewline
29 & 0.097616 & 0.7498 & 0.228176 \tabularnewline
30 & 0.157479 & 1.2096 & 0.115625 \tabularnewline
31 & 0.08705 & 0.6686 & 0.253165 \tabularnewline
32 & -0.155949 & -1.1979 & 0.117879 \tabularnewline
33 & -0.242673 & -1.864 & 0.033649 \tabularnewline
34 & -0.066879 & -0.5137 & 0.304688 \tabularnewline
35 & 0.16839 & 1.2934 & 0.100453 \tabularnewline
36 & 0.292647 & 2.2479 & 0.014168 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60548&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]0.414377[/C][C]3.1829[/C][C]0.001164[/C][/ROW]
[ROW][C]2[/C][C]-0.249016[/C][C]-1.9127[/C][C]0.03032[/C][/ROW]
[ROW][C]3[/C][C]-0.510345[/C][C]-3.92[/C][C]0.000117[/C][/ROW]
[ROW][C]4[/C][C]-0.344392[/C][C]-2.6453[/C][C]0.005222[/C][/ROW]
[ROW][C]5[/C][C]0.092968[/C][C]0.7141[/C][C]0.23899[/C][/ROW]
[ROW][C]6[/C][C]0.388229[/C][C]2.982[/C][C]0.002079[/C][/ROW]
[ROW][C]7[/C][C]0.246584[/C][C]1.894[/C][C]0.031562[/C][/ROW]
[ROW][C]8[/C][C]-0.125756[/C][C]-0.966[/C][C]0.169005[/C][/ROW]
[ROW][C]9[/C][C]-0.336133[/C][C]-2.5819[/C][C]0.006165[/C][/ROW]
[ROW][C]10[/C][C]-0.249552[/C][C]-1.9168[/C][C]0.030052[/C][/ROW]
[ROW][C]11[/C][C]0.058101[/C][C]0.4463[/C][C]0.328514[/C][/ROW]
[ROW][C]12[/C][C]0.376795[/C][C]2.8942[/C][C]0.00266[/C][/ROW]
[ROW][C]13[/C][C]0.104458[/C][C]0.8024[/C][C]0.212784[/C][/ROW]
[ROW][C]14[/C][C]-0.109888[/C][C]-0.8441[/C][C]0.201021[/C][/ROW]
[ROW][C]15[/C][C]-0.102212[/C][C]-0.7851[/C][C]0.217766[/C][/ROW]
[ROW][C]16[/C][C]-0.060246[/C][C]-0.4628[/C][C]0.322621[/C][/ROW]
[ROW][C]17[/C][C]0.056907[/C][C]0.4371[/C][C]0.331813[/C][/ROW]
[ROW][C]18[/C][C]0.093003[/C][C]0.7144[/C][C]0.238908[/C][/ROW]
[ROW][C]19[/C][C]0.0112[/C][C]0.086[/C][C]0.465868[/C][/ROW]
[ROW][C]20[/C][C]-0.14207[/C][C]-1.0913[/C][C]0.139797[/C][/ROW]
[ROW][C]21[/C][C]-0.191835[/C][C]-1.4735[/C][C]0.072965[/C][/ROW]
[ROW][C]22[/C][C]-0.088925[/C][C]-0.683[/C][C]0.248625[/C][/ROW]
[ROW][C]23[/C][C]0.108083[/C][C]0.8302[/C][C]0.204885[/C][/ROW]
[ROW][C]24[/C][C]0.234309[/C][C]1.7998[/C][C]0.038506[/C][/ROW]
[ROW][C]25[/C][C]0.012991[/C][C]0.0998[/C][C]0.460425[/C][/ROW]
[ROW][C]26[/C][C]-0.159559[/C][C]-1.2256[/C][C]0.112611[/C][/ROW]
[ROW][C]27[/C][C]-0.100647[/C][C]-0.7731[/C][C]0.221279[/C][/ROW]
[ROW][C]28[/C][C]-0.036632[/C][C]-0.2814[/C][C]0.389705[/C][/ROW]
[ROW][C]29[/C][C]0.097616[/C][C]0.7498[/C][C]0.228176[/C][/ROW]
[ROW][C]30[/C][C]0.157479[/C][C]1.2096[/C][C]0.115625[/C][/ROW]
[ROW][C]31[/C][C]0.08705[/C][C]0.6686[/C][C]0.253165[/C][/ROW]
[ROW][C]32[/C][C]-0.155949[/C][C]-1.1979[/C][C]0.117879[/C][/ROW]
[ROW][C]33[/C][C]-0.242673[/C][C]-1.864[/C][C]0.033649[/C][/ROW]
[ROW][C]34[/C][C]-0.066879[/C][C]-0.5137[/C][C]0.304688[/C][/ROW]
[ROW][C]35[/C][C]0.16839[/C][C]1.2934[/C][C]0.100453[/C][/ROW]
[ROW][C]36[/C][C]0.292647[/C][C]2.2479[/C][C]0.014168[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60548&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60548&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	0.414377	3.1829	0.001164
2	-0.249016	-1.9127	0.03032
3	-0.510345	-3.92	0.000117
4	-0.344392	-2.6453	0.005222
5	0.092968	0.7141	0.23899
6	0.388229	2.982	0.002079
7	0.246584	1.894	0.031562
8	-0.125756	-0.966	0.169005
9	-0.336133	-2.5819	0.006165
10	-0.249552	-1.9168	0.030052
11	0.058101	0.4463	0.328514
12	0.376795	2.8942	0.00266
13	0.104458	0.8024	0.212784
14	-0.109888	-0.8441	0.201021
15	-0.102212	-0.7851	0.217766
16	-0.060246	-0.4628	0.322621
17	0.056907	0.4371	0.331813
18	0.093003	0.7144	0.238908
19	0.0112	0.086	0.465868
20	-0.14207	-1.0913	0.139797
21	-0.191835	-1.4735	0.072965
22	-0.088925	-0.683	0.248625
23	0.108083	0.8302	0.204885
24	0.234309	1.7998	0.038506
25	0.012991	0.0998	0.460425
26	-0.159559	-1.2256	0.112611
27	-0.100647	-0.7731	0.221279
28	-0.036632	-0.2814	0.389705
29	0.097616	0.7498	0.228176
30	0.157479	1.2096	0.115625
31	0.08705	0.6686	0.253165
32	-0.155949	-1.1979	0.117879
33	-0.242673	-1.864	0.033649
34	-0.066879	-0.5137	0.304688
35	0.16839	1.2934	0.100453
36	0.292647	2.2479	0.014168

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.414377	3.1829	0.001164
2	-0.507943	-3.9016	0.000124
3	-0.234736	-1.803	0.038245
4	-0.136108	-1.0455	0.150037
5	0.108282	0.8317	0.204457
6	0.096096	0.7381	0.23168
7	-0.07692	-0.5908	0.278444
8	-0.114486	-0.8794	0.19138
9	-0.058426	-0.4488	0.327619
10	-0.057642	-0.4428	0.32978
11	0.028024	0.2153	0.415154
12	0.182302	1.4003	0.083332
13	-0.397019	-3.0496	0.001715
14	0.269919	2.0733	0.021261
15	0.102017	0.7836	0.218203
16	-0.07569	-0.5814	0.281599
17	0.019435	0.1493	0.440919
18	-0.0981	-0.7535	0.227066
19	0.066819	0.5132	0.304848
20	-0.145226	-1.1155	0.13458
21	-0.145012	-1.1139	0.134928
22	-0.034675	-0.2663	0.395451
23	0.088188	0.6774	0.250405
24	-0.06941	-0.5331	0.297967
25	-0.024856	-0.1909	0.424621
26	-0.11087	-0.8516	0.198937
27	0.072162	0.5543	0.290739
28	-0.017887	-0.1374	0.445595
29	-0.045945	-0.3529	0.362708
30	0.032551	0.25	0.401718
31	-0.015547	-0.1194	0.452674
32	-0.175763	-1.3501	0.091077
33	0.040803	0.3134	0.377536
34	0.069521	0.534	0.297675
35	-0.012847	-0.0987	0.460863
36	0.132229	1.0157	0.156967

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.414377 & 3.1829 & 0.001164 \tabularnewline
2 & -0.507943 & -3.9016 & 0.000124 \tabularnewline
3 & -0.234736 & -1.803 & 0.038245 \tabularnewline
4 & -0.136108 & -1.0455 & 0.150037 \tabularnewline
5 & 0.108282 & 0.8317 & 0.204457 \tabularnewline
6 & 0.096096 & 0.7381 & 0.23168 \tabularnewline
7 & -0.07692 & -0.5908 & 0.278444 \tabularnewline
8 & -0.114486 & -0.8794 & 0.19138 \tabularnewline
9 & -0.058426 & -0.4488 & 0.327619 \tabularnewline
10 & -0.057642 & -0.4428 & 0.32978 \tabularnewline
11 & 0.028024 & 0.2153 & 0.415154 \tabularnewline
12 & 0.182302 & 1.4003 & 0.083332 \tabularnewline
13 & -0.397019 & -3.0496 & 0.001715 \tabularnewline
14 & 0.269919 & 2.0733 & 0.021261 \tabularnewline
15 & 0.102017 & 0.7836 & 0.218203 \tabularnewline
16 & -0.07569 & -0.5814 & 0.281599 \tabularnewline
17 & 0.019435 & 0.1493 & 0.440919 \tabularnewline
18 & -0.0981 & -0.7535 & 0.227066 \tabularnewline
19 & 0.066819 & 0.5132 & 0.304848 \tabularnewline
20 & -0.145226 & -1.1155 & 0.13458 \tabularnewline
21 & -0.145012 & -1.1139 & 0.134928 \tabularnewline
22 & -0.034675 & -0.2663 & 0.395451 \tabularnewline
23 & 0.088188 & 0.6774 & 0.250405 \tabularnewline
24 & -0.06941 & -0.5331 & 0.297967 \tabularnewline
25 & -0.024856 & -0.1909 & 0.424621 \tabularnewline
26 & -0.11087 & -0.8516 & 0.198937 \tabularnewline
27 & 0.072162 & 0.5543 & 0.290739 \tabularnewline
28 & -0.017887 & -0.1374 & 0.445595 \tabularnewline
29 & -0.045945 & -0.3529 & 0.362708 \tabularnewline
30 & 0.032551 & 0.25 & 0.401718 \tabularnewline
31 & -0.015547 & -0.1194 & 0.452674 \tabularnewline
32 & -0.175763 & -1.3501 & 0.091077 \tabularnewline
33 & 0.040803 & 0.3134 & 0.377536 \tabularnewline
34 & 0.069521 & 0.534 & 0.297675 \tabularnewline
35 & -0.012847 & -0.0987 & 0.460863 \tabularnewline
36 & 0.132229 & 1.0157 & 0.156967 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60548&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]0.414377[/C][C]3.1829[/C][C]0.001164[/C][/ROW]
[ROW][C]2[/C][C]-0.507943[/C][C]-3.9016[/C][C]0.000124[/C][/ROW]
[ROW][C]3[/C][C]-0.234736[/C][C]-1.803[/C][C]0.038245[/C][/ROW]
[ROW][C]4[/C][C]-0.136108[/C][C]-1.0455[/C][C]0.150037[/C][/ROW]
[ROW][C]5[/C][C]0.108282[/C][C]0.8317[/C][C]0.204457[/C][/ROW]
[ROW][C]6[/C][C]0.096096[/C][C]0.7381[/C][C]0.23168[/C][/ROW]
[ROW][C]7[/C][C]-0.07692[/C][C]-0.5908[/C][C]0.278444[/C][/ROW]
[ROW][C]8[/C][C]-0.114486[/C][C]-0.8794[/C][C]0.19138[/C][/ROW]
[ROW][C]9[/C][C]-0.058426[/C][C]-0.4488[/C][C]0.327619[/C][/ROW]
[ROW][C]10[/C][C]-0.057642[/C][C]-0.4428[/C][C]0.32978[/C][/ROW]
[ROW][C]11[/C][C]0.028024[/C][C]0.2153[/C][C]0.415154[/C][/ROW]
[ROW][C]12[/C][C]0.182302[/C][C]1.4003[/C][C]0.083332[/C][/ROW]
[ROW][C]13[/C][C]-0.397019[/C][C]-3.0496[/C][C]0.001715[/C][/ROW]
[ROW][C]14[/C][C]0.269919[/C][C]2.0733[/C][C]0.021261[/C][/ROW]
[ROW][C]15[/C][C]0.102017[/C][C]0.7836[/C][C]0.218203[/C][/ROW]
[ROW][C]16[/C][C]-0.07569[/C][C]-0.5814[/C][C]0.281599[/C][/ROW]
[ROW][C]17[/C][C]0.019435[/C][C]0.1493[/C][C]0.440919[/C][/ROW]
[ROW][C]18[/C][C]-0.0981[/C][C]-0.7535[/C][C]0.227066[/C][/ROW]
[ROW][C]19[/C][C]0.066819[/C][C]0.5132[/C][C]0.304848[/C][/ROW]
[ROW][C]20[/C][C]-0.145226[/C][C]-1.1155[/C][C]0.13458[/C][/ROW]
[ROW][C]21[/C][C]-0.145012[/C][C]-1.1139[/C][C]0.134928[/C][/ROW]
[ROW][C]22[/C][C]-0.034675[/C][C]-0.2663[/C][C]0.395451[/C][/ROW]
[ROW][C]23[/C][C]0.088188[/C][C]0.6774[/C][C]0.250405[/C][/ROW]
[ROW][C]24[/C][C]-0.06941[/C][C]-0.5331[/C][C]0.297967[/C][/ROW]
[ROW][C]25[/C][C]-0.024856[/C][C]-0.1909[/C][C]0.424621[/C][/ROW]
[ROW][C]26[/C][C]-0.11087[/C][C]-0.8516[/C][C]0.198937[/C][/ROW]
[ROW][C]27[/C][C]0.072162[/C][C]0.5543[/C][C]0.290739[/C][/ROW]
[ROW][C]28[/C][C]-0.017887[/C][C]-0.1374[/C][C]0.445595[/C][/ROW]
[ROW][C]29[/C][C]-0.045945[/C][C]-0.3529[/C][C]0.362708[/C][/ROW]
[ROW][C]30[/C][C]0.032551[/C][C]0.25[/C][C]0.401718[/C][/ROW]
[ROW][C]31[/C][C]-0.015547[/C][C]-0.1194[/C][C]0.452674[/C][/ROW]
[ROW][C]32[/C][C]-0.175763[/C][C]-1.3501[/C][C]0.091077[/C][/ROW]
[ROW][C]33[/C][C]0.040803[/C][C]0.3134[/C][C]0.377536[/C][/ROW]
[ROW][C]34[/C][C]0.069521[/C][C]0.534[/C][C]0.297675[/C][/ROW]
[ROW][C]35[/C][C]-0.012847[/C][C]-0.0987[/C][C]0.460863[/C][/ROW]
[ROW][C]36[/C][C]0.132229[/C][C]1.0157[/C][C]0.156967[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60548&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60548&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	0.414377	3.1829	0.001164
2	-0.507943	-3.9016	0.000124
3	-0.234736	-1.803	0.038245
4	-0.136108	-1.0455	0.150037
5	0.108282	0.8317	0.204457
6	0.096096	0.7381	0.23168
7	-0.07692	-0.5908	0.278444
8	-0.114486	-0.8794	0.19138
9	-0.058426	-0.4488	0.327619
10	-0.057642	-0.4428	0.32978
11	0.028024	0.2153	0.415154
12	0.182302	1.4003	0.083332
13	-0.397019	-3.0496	0.001715
14	0.269919	2.0733	0.021261
15	0.102017	0.7836	0.218203
16	-0.07569	-0.5814	0.281599
17	0.019435	0.1493	0.440919
18	-0.0981	-0.7535	0.227066
19	0.066819	0.5132	0.304848
20	-0.145226	-1.1155	0.13458
21	-0.145012	-1.1139	0.134928
22	-0.034675	-0.2663	0.395451
23	0.088188	0.6774	0.250405
24	-0.06941	-0.5331	0.297967
25	-0.024856	-0.1909	0.424621
26	-0.11087	-0.8516	0.198937
27	0.072162	0.5543	0.290739
28	-0.017887	-0.1374	0.445595
29	-0.045945	-0.3529	0.362708
30	0.032551	0.25	0.401718
31	-0.015547	-0.1194	0.452674
32	-0.175763	-1.3501	0.091077
33	0.040803	0.3134	0.377536
34	0.069521	0.534	0.297675
35	-0.012847	-0.0987	0.460863
36	0.132229	1.0157	0.156967

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