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

Fri, 27 Nov 2009 03:38:53 -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/27/t1259319019gejazh1fikv33ji.htm/, Retrieved Mon, 29 Apr 2024 01:03:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60556, Retrieved Mon, 29 Apr 2024 01:03:39 +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

Estimated Impact

191

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] [7d268329e554b8694908ba13e6e6f258]
F   P                 [(Partial) Autocorrelation Function] [WS8(3)] [2009-11-27 10:38:53] [5edea6bc5a9a9483633d9320282a2734] [Current]
-   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] 

Feedback Forum

2009-11-27 21:00:08 [Joris Van Mol] [reply] 
We merken hier nog wel steeds een paar staven die boven het betrouwbaarheidsinterval uitkomen. Namelijk 3 om precies te zijn. Dan zou je kunnen proberen om nog eens te differentiëren in de hoop dat je niet overdifferentieerd. Ik heb dit eens geprobeerd met jouw gegevens en heb het resultaat hier geblogd.  
http://www.freestatistics.org/blog/index.php?v=date/2009/Nov/27/t1259355126wttep02xbb4bsy9.htm/ 
Nu zijn er slechts 2 staven die boven het betrouwbaarheidsinterval komen en 2/36 is slechts 5,5%. 
Ook al ga je het maximum aantal keer differentiëren (ook D=2 gebruiken) krijg je dit niet beter: http://www.freestatistics.org/blog/index.php?v=date/2009/Nov/27/t1259355492ot6gzamyuv17dcz.htm/ 
Dit laatste is ook enkel een probeersel want van seizoenaliteit is er in vorige link geen sprake meer.

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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	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=60556&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=60556&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60556&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	0.612811	4.2012	5.9e-05
2	-0.003271	-0.0224	0.491102
3	-0.491233	-3.3677	0.00076
4	-0.554612	-3.8022	0.000206
5	-0.258447	-1.7718	0.041453
6	0.164018	1.1244	0.133267
7	0.385305	2.6415	0.005586
8	0.393108	2.695	0.004866
9	0.178129	1.2212	0.114053
10	-0.131512	-0.9016	0.185934
11	-0.376879	-2.5838	0.006471
12	-0.45052	-3.0886	0.001686
13	-0.298281	-2.0449	0.023243
14	0.005502	0.0377	0.485035
15	0.192337	1.3186	0.096847
16	0.216513	1.4843	0.072198
17	0.109044	0.7476	0.229222
18	-0.082454	-0.5653	0.287287
19	-0.185346	-1.2707	0.10505
20	-0.154149	-1.0568	0.148005
21	-0.079913	-0.5479	0.293192
22	0.026389	0.1809	0.428608
23	0.07342	0.5033	0.308538
24	0.060812	0.4169	0.339323
25	0.055737	0.3821	0.352051
26	0.077866	0.5338	0.29799
27	0.026512	0.1818	0.428278
28	-0.045167	-0.3097	0.379098
29	-0.115994	-0.7952	0.215244
30	-0.103075	-0.7066	0.241638
31	0.024604	0.1687	0.433388
32	0.118255	0.8107	0.210807
33	0.134074	0.9192	0.181352
34	0.058415	0.4005	0.345312
35	-0.036518	-0.2504	0.401703
36	-0.054044	-0.3705	0.356335

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.612811 & 4.2012 & 5.9e-05 \tabularnewline
2 & -0.003271 & -0.0224 & 0.491102 \tabularnewline
3 & -0.491233 & -3.3677 & 0.00076 \tabularnewline
4 & -0.554612 & -3.8022 & 0.000206 \tabularnewline
5 & -0.258447 & -1.7718 & 0.041453 \tabularnewline
6 & 0.164018 & 1.1244 & 0.133267 \tabularnewline
7 & 0.385305 & 2.6415 & 0.005586 \tabularnewline
8 & 0.393108 & 2.695 & 0.004866 \tabularnewline
9 & 0.178129 & 1.2212 & 0.114053 \tabularnewline
10 & -0.131512 & -0.9016 & 0.185934 \tabularnewline
11 & -0.376879 & -2.5838 & 0.006471 \tabularnewline
12 & -0.45052 & -3.0886 & 0.001686 \tabularnewline
13 & -0.298281 & -2.0449 & 0.023243 \tabularnewline
14 & 0.005502 & 0.0377 & 0.485035 \tabularnewline
15 & 0.192337 & 1.3186 & 0.096847 \tabularnewline
16 & 0.216513 & 1.4843 & 0.072198 \tabularnewline
17 & 0.109044 & 0.7476 & 0.229222 \tabularnewline
18 & -0.082454 & -0.5653 & 0.287287 \tabularnewline
19 & -0.185346 & -1.2707 & 0.10505 \tabularnewline
20 & -0.154149 & -1.0568 & 0.148005 \tabularnewline
21 & -0.079913 & -0.5479 & 0.293192 \tabularnewline
22 & 0.026389 & 0.1809 & 0.428608 \tabularnewline
23 & 0.07342 & 0.5033 & 0.308538 \tabularnewline
24 & 0.060812 & 0.4169 & 0.339323 \tabularnewline
25 & 0.055737 & 0.3821 & 0.352051 \tabularnewline
26 & 0.077866 & 0.5338 & 0.29799 \tabularnewline
27 & 0.026512 & 0.1818 & 0.428278 \tabularnewline
28 & -0.045167 & -0.3097 & 0.379098 \tabularnewline
29 & -0.115994 & -0.7952 & 0.215244 \tabularnewline
30 & -0.103075 & -0.7066 & 0.241638 \tabularnewline
31 & 0.024604 & 0.1687 & 0.433388 \tabularnewline
32 & 0.118255 & 0.8107 & 0.210807 \tabularnewline
33 & 0.134074 & 0.9192 & 0.181352 \tabularnewline
34 & 0.058415 & 0.4005 & 0.345312 \tabularnewline
35 & -0.036518 & -0.2504 & 0.401703 \tabularnewline
36 & -0.054044 & -0.3705 & 0.356335 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60556&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]0.612811[/C][C]4.2012[/C][C]5.9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.003271[/C][C]-0.0224[/C][C]0.491102[/C][/ROW]
[ROW][C]3[/C][C]-0.491233[/C][C]-3.3677[/C][C]0.00076[/C][/ROW]
[ROW][C]4[/C][C]-0.554612[/C][C]-3.8022[/C][C]0.000206[/C][/ROW]
[ROW][C]5[/C][C]-0.258447[/C][C]-1.7718[/C][C]0.041453[/C][/ROW]
[ROW][C]6[/C][C]0.164018[/C][C]1.1244[/C][C]0.133267[/C][/ROW]
[ROW][C]7[/C][C]0.385305[/C][C]2.6415[/C][C]0.005586[/C][/ROW]
[ROW][C]8[/C][C]0.393108[/C][C]2.695[/C][C]0.004866[/C][/ROW]
[ROW][C]9[/C][C]0.178129[/C][C]1.2212[/C][C]0.114053[/C][/ROW]
[ROW][C]10[/C][C]-0.131512[/C][C]-0.9016[/C][C]0.185934[/C][/ROW]
[ROW][C]11[/C][C]-0.376879[/C][C]-2.5838[/C][C]0.006471[/C][/ROW]
[ROW][C]12[/C][C]-0.45052[/C][C]-3.0886[/C][C]0.001686[/C][/ROW]
[ROW][C]13[/C][C]-0.298281[/C][C]-2.0449[/C][C]0.023243[/C][/ROW]
[ROW][C]14[/C][C]0.005502[/C][C]0.0377[/C][C]0.485035[/C][/ROW]
[ROW][C]15[/C][C]0.192337[/C][C]1.3186[/C][C]0.096847[/C][/ROW]
[ROW][C]16[/C][C]0.216513[/C][C]1.4843[/C][C]0.072198[/C][/ROW]
[ROW][C]17[/C][C]0.109044[/C][C]0.7476[/C][C]0.229222[/C][/ROW]
[ROW][C]18[/C][C]-0.082454[/C][C]-0.5653[/C][C]0.287287[/C][/ROW]
[ROW][C]19[/C][C]-0.185346[/C][C]-1.2707[/C][C]0.10505[/C][/ROW]
[ROW][C]20[/C][C]-0.154149[/C][C]-1.0568[/C][C]0.148005[/C][/ROW]
[ROW][C]21[/C][C]-0.079913[/C][C]-0.5479[/C][C]0.293192[/C][/ROW]
[ROW][C]22[/C][C]0.026389[/C][C]0.1809[/C][C]0.428608[/C][/ROW]
[ROW][C]23[/C][C]0.07342[/C][C]0.5033[/C][C]0.308538[/C][/ROW]
[ROW][C]24[/C][C]0.060812[/C][C]0.4169[/C][C]0.339323[/C][/ROW]
[ROW][C]25[/C][C]0.055737[/C][C]0.3821[/C][C]0.352051[/C][/ROW]
[ROW][C]26[/C][C]0.077866[/C][C]0.5338[/C][C]0.29799[/C][/ROW]
[ROW][C]27[/C][C]0.026512[/C][C]0.1818[/C][C]0.428278[/C][/ROW]
[ROW][C]28[/C][C]-0.045167[/C][C]-0.3097[/C][C]0.379098[/C][/ROW]
[ROW][C]29[/C][C]-0.115994[/C][C]-0.7952[/C][C]0.215244[/C][/ROW]
[ROW][C]30[/C][C]-0.103075[/C][C]-0.7066[/C][C]0.241638[/C][/ROW]
[ROW][C]31[/C][C]0.024604[/C][C]0.1687[/C][C]0.433388[/C][/ROW]
[ROW][C]32[/C][C]0.118255[/C][C]0.8107[/C][C]0.210807[/C][/ROW]
[ROW][C]33[/C][C]0.134074[/C][C]0.9192[/C][C]0.181352[/C][/ROW]
[ROW][C]34[/C][C]0.058415[/C][C]0.4005[/C][C]0.345312[/C][/ROW]
[ROW][C]35[/C][C]-0.036518[/C][C]-0.2504[/C][C]0.401703[/C][/ROW]
[ROW][C]36[/C][C]-0.054044[/C][C]-0.3705[/C][C]0.356335[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60556&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60556&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	0.612811	4.2012	5.9e-05
2	-0.003271	-0.0224	0.491102
3	-0.491233	-3.3677	0.00076
4	-0.554612	-3.8022	0.000206
5	-0.258447	-1.7718	0.041453
6	0.164018	1.1244	0.133267
7	0.385305	2.6415	0.005586
8	0.393108	2.695	0.004866
9	0.178129	1.2212	0.114053
10	-0.131512	-0.9016	0.185934
11	-0.376879	-2.5838	0.006471
12	-0.45052	-3.0886	0.001686
13	-0.298281	-2.0449	0.023243
14	0.005502	0.0377	0.485035
15	0.192337	1.3186	0.096847
16	0.216513	1.4843	0.072198
17	0.109044	0.7476	0.229222
18	-0.082454	-0.5653	0.287287
19	-0.185346	-1.2707	0.10505
20	-0.154149	-1.0568	0.148005
21	-0.079913	-0.5479	0.293192
22	0.026389	0.1809	0.428608
23	0.07342	0.5033	0.308538
24	0.060812	0.4169	0.339323
25	0.055737	0.3821	0.352051
26	0.077866	0.5338	0.29799
27	0.026512	0.1818	0.428278
28	-0.045167	-0.3097	0.379098
29	-0.115994	-0.7952	0.215244
30	-0.103075	-0.7066	0.241638
31	0.024604	0.1687	0.433388
32	0.118255	0.8107	0.210807
33	0.134074	0.9192	0.181352
34	0.058415	0.4005	0.345312
35	-0.036518	-0.2504	0.401703
36	-0.054044	-0.3705	0.356335

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.612811	4.2012	5.9e-05
2	-0.606615	-4.1587	6.7e-05
3	-0.294605	-2.0197	0.024568
4	0.057559	0.3946	0.34746
5	0.041597	0.2852	0.388381
6	0.0882	0.6047	0.274153
7	-0.053854	-0.3692	0.356817
8	0.213339	1.4626	0.075119
9	-0.002168	-0.0149	0.494102
10	-0.14348	-0.9837	0.165162
11	-0.127254	-0.8724	0.193711
12	-0.19054	-1.3063	0.098908
13	-0.057474	-0.394	0.347673
14	-0.051192	-0.351	0.363596
15	-0.276061	-1.8926	0.032291
16	-0.015556	-0.1066	0.457763
17	0.068318	0.4684	0.320845
18	-0.122606	-0.8405	0.20243
19	0.063207	0.4333	0.333382
20	0.059414	0.4073	0.34281
21	-0.073112	-0.5012	0.309274
22	-0.018573	-0.1273	0.449612
23	-0.173639	-1.1904	0.119932
24	-0.08634	-0.5919	0.278372
25	-0.000835	-0.0057	0.497728
26	0.030241	0.2073	0.418327
27	-0.224337	-1.538	0.06538
28	-0.127475	-0.8739	0.193301
29	0.03198	0.2192	0.413705
30	-0.028716	-0.1969	0.42239
31	0.029275	0.2007	0.420899
32	-0.112709	-0.7727	0.221786
33	0.007538	0.0517	0.479503
34	-0.075012	-0.5143	0.304742
35	-0.02797	-0.1918	0.42438
36	0.007207	0.0494	0.4804

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.612811 & 4.2012 & 5.9e-05 \tabularnewline
2 & -0.606615 & -4.1587 & 6.7e-05 \tabularnewline
3 & -0.294605 & -2.0197 & 0.024568 \tabularnewline
4 & 0.057559 & 0.3946 & 0.34746 \tabularnewline
5 & 0.041597 & 0.2852 & 0.388381 \tabularnewline
6 & 0.0882 & 0.6047 & 0.274153 \tabularnewline
7 & -0.053854 & -0.3692 & 0.356817 \tabularnewline
8 & 0.213339 & 1.4626 & 0.075119 \tabularnewline
9 & -0.002168 & -0.0149 & 0.494102 \tabularnewline
10 & -0.14348 & -0.9837 & 0.165162 \tabularnewline
11 & -0.127254 & -0.8724 & 0.193711 \tabularnewline
12 & -0.19054 & -1.3063 & 0.098908 \tabularnewline
13 & -0.057474 & -0.394 & 0.347673 \tabularnewline
14 & -0.051192 & -0.351 & 0.363596 \tabularnewline
15 & -0.276061 & -1.8926 & 0.032291 \tabularnewline
16 & -0.015556 & -0.1066 & 0.457763 \tabularnewline
17 & 0.068318 & 0.4684 & 0.320845 \tabularnewline
18 & -0.122606 & -0.8405 & 0.20243 \tabularnewline
19 & 0.063207 & 0.4333 & 0.333382 \tabularnewline
20 & 0.059414 & 0.4073 & 0.34281 \tabularnewline
21 & -0.073112 & -0.5012 & 0.309274 \tabularnewline
22 & -0.018573 & -0.1273 & 0.449612 \tabularnewline
23 & -0.173639 & -1.1904 & 0.119932 \tabularnewline
24 & -0.08634 & -0.5919 & 0.278372 \tabularnewline
25 & -0.000835 & -0.0057 & 0.497728 \tabularnewline
26 & 0.030241 & 0.2073 & 0.418327 \tabularnewline
27 & -0.224337 & -1.538 & 0.06538 \tabularnewline
28 & -0.127475 & -0.8739 & 0.193301 \tabularnewline
29 & 0.03198 & 0.2192 & 0.413705 \tabularnewline
30 & -0.028716 & -0.1969 & 0.42239 \tabularnewline
31 & 0.029275 & 0.2007 & 0.420899 \tabularnewline
32 & -0.112709 & -0.7727 & 0.221786 \tabularnewline
33 & 0.007538 & 0.0517 & 0.479503 \tabularnewline
34 & -0.075012 & -0.5143 & 0.304742 \tabularnewline
35 & -0.02797 & -0.1918 & 0.42438 \tabularnewline
36 & 0.007207 & 0.0494 & 0.4804 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60556&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]0.612811[/C][C]4.2012[/C][C]5.9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.606615[/C][C]-4.1587[/C][C]6.7e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.294605[/C][C]-2.0197[/C][C]0.024568[/C][/ROW]
[ROW][C]4[/C][C]0.057559[/C][C]0.3946[/C][C]0.34746[/C][/ROW]
[ROW][C]5[/C][C]0.041597[/C][C]0.2852[/C][C]0.388381[/C][/ROW]
[ROW][C]6[/C][C]0.0882[/C][C]0.6047[/C][C]0.274153[/C][/ROW]
[ROW][C]7[/C][C]-0.053854[/C][C]-0.3692[/C][C]0.356817[/C][/ROW]
[ROW][C]8[/C][C]0.213339[/C][C]1.4626[/C][C]0.075119[/C][/ROW]
[ROW][C]9[/C][C]-0.002168[/C][C]-0.0149[/C][C]0.494102[/C][/ROW]
[ROW][C]10[/C][C]-0.14348[/C][C]-0.9837[/C][C]0.165162[/C][/ROW]
[ROW][C]11[/C][C]-0.127254[/C][C]-0.8724[/C][C]0.193711[/C][/ROW]
[ROW][C]12[/C][C]-0.19054[/C][C]-1.3063[/C][C]0.098908[/C][/ROW]
[ROW][C]13[/C][C]-0.057474[/C][C]-0.394[/C][C]0.347673[/C][/ROW]
[ROW][C]14[/C][C]-0.051192[/C][C]-0.351[/C][C]0.363596[/C][/ROW]
[ROW][C]15[/C][C]-0.276061[/C][C]-1.8926[/C][C]0.032291[/C][/ROW]
[ROW][C]16[/C][C]-0.015556[/C][C]-0.1066[/C][C]0.457763[/C][/ROW]
[ROW][C]17[/C][C]0.068318[/C][C]0.4684[/C][C]0.320845[/C][/ROW]
[ROW][C]18[/C][C]-0.122606[/C][C]-0.8405[/C][C]0.20243[/C][/ROW]
[ROW][C]19[/C][C]0.063207[/C][C]0.4333[/C][C]0.333382[/C][/ROW]
[ROW][C]20[/C][C]0.059414[/C][C]0.4073[/C][C]0.34281[/C][/ROW]
[ROW][C]21[/C][C]-0.073112[/C][C]-0.5012[/C][C]0.309274[/C][/ROW]
[ROW][C]22[/C][C]-0.018573[/C][C]-0.1273[/C][C]0.449612[/C][/ROW]
[ROW][C]23[/C][C]-0.173639[/C][C]-1.1904[/C][C]0.119932[/C][/ROW]
[ROW][C]24[/C][C]-0.08634[/C][C]-0.5919[/C][C]0.278372[/C][/ROW]
[ROW][C]25[/C][C]-0.000835[/C][C]-0.0057[/C][C]0.497728[/C][/ROW]
[ROW][C]26[/C][C]0.030241[/C][C]0.2073[/C][C]0.418327[/C][/ROW]
[ROW][C]27[/C][C]-0.224337[/C][C]-1.538[/C][C]0.06538[/C][/ROW]
[ROW][C]28[/C][C]-0.127475[/C][C]-0.8739[/C][C]0.193301[/C][/ROW]
[ROW][C]29[/C][C]0.03198[/C][C]0.2192[/C][C]0.413705[/C][/ROW]
[ROW][C]30[/C][C]-0.028716[/C][C]-0.1969[/C][C]0.42239[/C][/ROW]
[ROW][C]31[/C][C]0.029275[/C][C]0.2007[/C][C]0.420899[/C][/ROW]
[ROW][C]32[/C][C]-0.112709[/C][C]-0.7727[/C][C]0.221786[/C][/ROW]
[ROW][C]33[/C][C]0.007538[/C][C]0.0517[/C][C]0.479503[/C][/ROW]
[ROW][C]34[/C][C]-0.075012[/C][C]-0.5143[/C][C]0.304742[/C][/ROW]
[ROW][C]35[/C][C]-0.02797[/C][C]-0.1918[/C][C]0.42438[/C][/ROW]
[ROW][C]36[/C][C]0.007207[/C][C]0.0494[/C][C]0.4804[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60556&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60556&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	0.612811	4.2012	5.9e-05
2	-0.606615	-4.1587	6.7e-05
3	-0.294605	-2.0197	0.024568
4	0.057559	0.3946	0.34746
5	0.041597	0.2852	0.388381
6	0.0882	0.6047	0.274153
7	-0.053854	-0.3692	0.356817
8	0.213339	1.4626	0.075119
9	-0.002168	-0.0149	0.494102
10	-0.14348	-0.9837	0.165162
11	-0.127254	-0.8724	0.193711
12	-0.19054	-1.3063	0.098908
13	-0.057474	-0.394	0.347673
14	-0.051192	-0.351	0.363596
15	-0.276061	-1.8926	0.032291
16	-0.015556	-0.1066	0.457763
17	0.068318	0.4684	0.320845
18	-0.122606	-0.8405	0.20243
19	0.063207	0.4333	0.333382
20	0.059414	0.4073	0.34281
21	-0.073112	-0.5012	0.309274
22	-0.018573	-0.1273	0.449612
23	-0.173639	-1.1904	0.119932
24	-0.08634	-0.5919	0.278372
25	-0.000835	-0.0057	0.497728
26	0.030241	0.2073	0.418327
27	-0.224337	-1.538	0.06538
28	-0.127475	-0.8739	0.193301
29	0.03198	0.2192	0.413705
30	-0.028716	-0.1969	0.42239
31	0.029275	0.2007	0.420899
32	-0.112709	-0.7727	0.221786
33	0.007538	0.0517	0.479503
34	-0.075012	-0.5143	0.304742
35	-0.02797	-0.1918	0.42438
36	0.007207	0.0494	0.4804

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