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

Sat, 28 Nov 2009 08:24:25 -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/28/t1259421965t11nhy6o1ayh34e.htm/, Retrieved Fri, 03 May 2024 02:21:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61488, Retrieved Fri, 03 May 2024 02:21:59 +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

d=D=0 Lambda=1

Estimated Impact

167

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] [BBWS8-ACF1] [2009-11-28 15:24:25] [b32ceebc68d054278e6bda97f3d57f91] [Current]
-   P             [(Partial) Autocorrelation Function] [BBWS8-ACF2] [2009-11-28 15:29:29] [408e92805dcb18620260f240a7fb9d53] 
F   P               [(Partial) Autocorrelation Function] [BBWS8-ACF3] [2009-11-28 15:34:32] [408e92805dcb18620260f240a7fb9d53] 
-    D                [(Partial) Autocorrelation Function] [W8: D=1, d=1, Lam...] [2009-12-01 14:39:35] [03d5b865e91ca35b5a5d21b8d6da5aba] 
-   PD                  [(Partial) Autocorrelation Function] [Review ws 8: d=D=0] [2009-12-04 17:00:18] [12f02da0296cb21dc23d82ae014a8b71] 
-   PD                  [(Partial) Autocorrelation Function] [review WS 8 d=1, D=0] [2009-12-04 17:13:48] [12f02da0296cb21dc23d82ae014a8b71] 
-   PD                  [(Partial) Autocorrelation Function] [review WS 8 d=2] [2009-12-04 17:20:04] [12f02da0296cb21dc23d82ae014a8b71] 
- RMPD                [Variance Reduction Matrix] [W8: VRM] [2009-12-01 14:51:55] [1094881e1ea5909e0ae8508a91bf9041] 
-   PD                  [Variance Reduction Matrix] [review Ws 8 vrm] [2009-12-04 17:24:14] [12f02da0296cb21dc23d82ae014a8b71] 
-    D              [(Partial) Autocorrelation Function] [W8: d=0, D=1, Lam...] [2009-12-01 14:35:00] [03d5b865e91ca35b5a5d21b8d6da5aba] 
-    D            [(Partial) Autocorrelation Function] [W8: d,D=0, Lamda 1] [2009-12-01 14:27:42] [03d5b865e91ca35b5a5d21b8d6da5aba] 
-    D              [(Partial) Autocorrelation Function] [W9: Autocorrelati...] [2009-12-02 10:01:46] [03d5b865e91ca35b5a5d21b8d6da5aba] 
-   PD              [(Partial) Autocorrelation Function] [W9: Autocorrelati...] [2009-12-02 10:04:22] [03d5b865e91ca35b5a5d21b8d6da5aba] 
-   PD              [(Partial) Autocorrelation Function] [W9: Autocorrelati...] [2009-12-02 10:07:08] [03d5b865e91ca35b5a5d21b8d6da5aba] 
-   PD                [(Partial) Autocorrelation Function] [Review: Autocorre...] [2009-12-08 16:11:45] [03d5b865e91ca35b5a5d21b8d6da5aba] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=61488&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=61488&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61488&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	0.375461	2.9083	0.002544
2	0.352616	2.7314	0.004135
3	0.485699	3.7622	0.000192
4	0.341462	2.645	0.005207
5	0.265775	2.0587	0.021937
6	0.226505	1.7545	0.042225
7	0.246652	1.9106	0.030422
8	0.185469	1.4366	0.078007
9	0.168819	1.3077	0.097988
10	0.170614	1.3216	0.095665
11	-0.043803	-0.3393	0.367785
12	0.178288	1.381	0.086198
13	0.046358	0.3591	0.360394
14	-0.030105	-0.2332	0.408202
15	-0.038308	-0.2967	0.383848
16	-0.070011	-0.5423	0.294811
17	-0.054243	-0.4202	0.337934
18	-0.089616	-0.6942	0.245129
19	-0.146969	-1.1384	0.129736
20	-0.148242	-1.1483	0.127706
21	-0.055306	-0.4284	0.334949
22	-0.090389	-0.7001	0.243271
23	-0.181897	-1.409	0.082003
24	-0.077064	-0.5969	0.276399
25	-0.073351	-0.5682	0.286019
26	-0.111902	-0.8668	0.194754
27	-0.137183	-1.0626	0.146107
28	-0.160415	-1.2426	0.10943
29	-0.119576	-0.9262	0.179019
30	-0.130763	-1.0129	0.157591
31	-0.246998	-1.9132	0.030246
32	-0.209881	-1.6257	0.054624
33	-0.141358	-1.095	0.138957
34	-0.202273	-1.5668	0.06121
35	-0.226482	-1.7543	0.04224
36	-0.156064	-1.2089	0.115728

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.375461 & 2.9083 & 0.002544 \tabularnewline
2 & 0.352616 & 2.7314 & 0.004135 \tabularnewline
3 & 0.485699 & 3.7622 & 0.000192 \tabularnewline
4 & 0.341462 & 2.645 & 0.005207 \tabularnewline
5 & 0.265775 & 2.0587 & 0.021937 \tabularnewline
6 & 0.226505 & 1.7545 & 0.042225 \tabularnewline
7 & 0.246652 & 1.9106 & 0.030422 \tabularnewline
8 & 0.185469 & 1.4366 & 0.078007 \tabularnewline
9 & 0.168819 & 1.3077 & 0.097988 \tabularnewline
10 & 0.170614 & 1.3216 & 0.095665 \tabularnewline
11 & -0.043803 & -0.3393 & 0.367785 \tabularnewline
12 & 0.178288 & 1.381 & 0.086198 \tabularnewline
13 & 0.046358 & 0.3591 & 0.360394 \tabularnewline
14 & -0.030105 & -0.2332 & 0.408202 \tabularnewline
15 & -0.038308 & -0.2967 & 0.383848 \tabularnewline
16 & -0.070011 & -0.5423 & 0.294811 \tabularnewline
17 & -0.054243 & -0.4202 & 0.337934 \tabularnewline
18 & -0.089616 & -0.6942 & 0.245129 \tabularnewline
19 & -0.146969 & -1.1384 & 0.129736 \tabularnewline
20 & -0.148242 & -1.1483 & 0.127706 \tabularnewline
21 & -0.055306 & -0.4284 & 0.334949 \tabularnewline
22 & -0.090389 & -0.7001 & 0.243271 \tabularnewline
23 & -0.181897 & -1.409 & 0.082003 \tabularnewline
24 & -0.077064 & -0.5969 & 0.276399 \tabularnewline
25 & -0.073351 & -0.5682 & 0.286019 \tabularnewline
26 & -0.111902 & -0.8668 & 0.194754 \tabularnewline
27 & -0.137183 & -1.0626 & 0.146107 \tabularnewline
28 & -0.160415 & -1.2426 & 0.10943 \tabularnewline
29 & -0.119576 & -0.9262 & 0.179019 \tabularnewline
30 & -0.130763 & -1.0129 & 0.157591 \tabularnewline
31 & -0.246998 & -1.9132 & 0.030246 \tabularnewline
32 & -0.209881 & -1.6257 & 0.054624 \tabularnewline
33 & -0.141358 & -1.095 & 0.138957 \tabularnewline
34 & -0.202273 & -1.5668 & 0.06121 \tabularnewline
35 & -0.226482 & -1.7543 & 0.04224 \tabularnewline
36 & -0.156064 & -1.2089 & 0.115728 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61488&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]0.375461[/C][C]2.9083[/C][C]0.002544[/C][/ROW]
[ROW][C]2[/C][C]0.352616[/C][C]2.7314[/C][C]0.004135[/C][/ROW]
[ROW][C]3[/C][C]0.485699[/C][C]3.7622[/C][C]0.000192[/C][/ROW]
[ROW][C]4[/C][C]0.341462[/C][C]2.645[/C][C]0.005207[/C][/ROW]
[ROW][C]5[/C][C]0.265775[/C][C]2.0587[/C][C]0.021937[/C][/ROW]
[ROW][C]6[/C][C]0.226505[/C][C]1.7545[/C][C]0.042225[/C][/ROW]
[ROW][C]7[/C][C]0.246652[/C][C]1.9106[/C][C]0.030422[/C][/ROW]
[ROW][C]8[/C][C]0.185469[/C][C]1.4366[/C][C]0.078007[/C][/ROW]
[ROW][C]9[/C][C]0.168819[/C][C]1.3077[/C][C]0.097988[/C][/ROW]
[ROW][C]10[/C][C]0.170614[/C][C]1.3216[/C][C]0.095665[/C][/ROW]
[ROW][C]11[/C][C]-0.043803[/C][C]-0.3393[/C][C]0.367785[/C][/ROW]
[ROW][C]12[/C][C]0.178288[/C][C]1.381[/C][C]0.086198[/C][/ROW]
[ROW][C]13[/C][C]0.046358[/C][C]0.3591[/C][C]0.360394[/C][/ROW]
[ROW][C]14[/C][C]-0.030105[/C][C]-0.2332[/C][C]0.408202[/C][/ROW]
[ROW][C]15[/C][C]-0.038308[/C][C]-0.2967[/C][C]0.383848[/C][/ROW]
[ROW][C]16[/C][C]-0.070011[/C][C]-0.5423[/C][C]0.294811[/C][/ROW]
[ROW][C]17[/C][C]-0.054243[/C][C]-0.4202[/C][C]0.337934[/C][/ROW]
[ROW][C]18[/C][C]-0.089616[/C][C]-0.6942[/C][C]0.245129[/C][/ROW]
[ROW][C]19[/C][C]-0.146969[/C][C]-1.1384[/C][C]0.129736[/C][/ROW]
[ROW][C]20[/C][C]-0.148242[/C][C]-1.1483[/C][C]0.127706[/C][/ROW]
[ROW][C]21[/C][C]-0.055306[/C][C]-0.4284[/C][C]0.334949[/C][/ROW]
[ROW][C]22[/C][C]-0.090389[/C][C]-0.7001[/C][C]0.243271[/C][/ROW]
[ROW][C]23[/C][C]-0.181897[/C][C]-1.409[/C][C]0.082003[/C][/ROW]
[ROW][C]24[/C][C]-0.077064[/C][C]-0.5969[/C][C]0.276399[/C][/ROW]
[ROW][C]25[/C][C]-0.073351[/C][C]-0.5682[/C][C]0.286019[/C][/ROW]
[ROW][C]26[/C][C]-0.111902[/C][C]-0.8668[/C][C]0.194754[/C][/ROW]
[ROW][C]27[/C][C]-0.137183[/C][C]-1.0626[/C][C]0.146107[/C][/ROW]
[ROW][C]28[/C][C]-0.160415[/C][C]-1.2426[/C][C]0.10943[/C][/ROW]
[ROW][C]29[/C][C]-0.119576[/C][C]-0.9262[/C][C]0.179019[/C][/ROW]
[ROW][C]30[/C][C]-0.130763[/C][C]-1.0129[/C][C]0.157591[/C][/ROW]
[ROW][C]31[/C][C]-0.246998[/C][C]-1.9132[/C][C]0.030246[/C][/ROW]
[ROW][C]32[/C][C]-0.209881[/C][C]-1.6257[/C][C]0.054624[/C][/ROW]
[ROW][C]33[/C][C]-0.141358[/C][C]-1.095[/C][C]0.138957[/C][/ROW]
[ROW][C]34[/C][C]-0.202273[/C][C]-1.5668[/C][C]0.06121[/C][/ROW]
[ROW][C]35[/C][C]-0.226482[/C][C]-1.7543[/C][C]0.04224[/C][/ROW]
[ROW][C]36[/C][C]-0.156064[/C][C]-1.2089[/C][C]0.115728[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61488&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61488&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	0.375461	2.9083	0.002544
2	0.352616	2.7314	0.004135
3	0.485699	3.7622	0.000192
4	0.341462	2.645	0.005207
5	0.265775	2.0587	0.021937
6	0.226505	1.7545	0.042225
7	0.246652	1.9106	0.030422
8	0.185469	1.4366	0.078007
9	0.168819	1.3077	0.097988
10	0.170614	1.3216	0.095665
11	-0.043803	-0.3393	0.367785
12	0.178288	1.381	0.086198
13	0.046358	0.3591	0.360394
14	-0.030105	-0.2332	0.408202
15	-0.038308	-0.2967	0.383848
16	-0.070011	-0.5423	0.294811
17	-0.054243	-0.4202	0.337934
18	-0.089616	-0.6942	0.245129
19	-0.146969	-1.1384	0.129736
20	-0.148242	-1.1483	0.127706
21	-0.055306	-0.4284	0.334949
22	-0.090389	-0.7001	0.243271
23	-0.181897	-1.409	0.082003
24	-0.077064	-0.5969	0.276399
25	-0.073351	-0.5682	0.286019
26	-0.111902	-0.8668	0.194754
27	-0.137183	-1.0626	0.146107
28	-0.160415	-1.2426	0.10943
29	-0.119576	-0.9262	0.179019
30	-0.130763	-1.0129	0.157591
31	-0.246998	-1.9132	0.030246
32	-0.209881	-1.6257	0.054624
33	-0.141358	-1.095	0.138957
34	-0.202273	-1.5668	0.06121
35	-0.226482	-1.7543	0.04224
36	-0.156064	-1.2089	0.115728

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.375461	2.9083	0.002544
2	0.246377	1.9084	0.030562
3	0.363645	2.8168	0.003278
4	0.086289	0.6684	0.253223
5	-0.011445	-0.0887	0.464827
6	-0.08485	-0.6572	0.256769
7	0.037152	0.2878	0.387255
8	0.004748	0.0368	0.485391
9	0.03921	0.3037	0.381195
10	0.019419	0.1504	0.44047
11	-0.265537	-2.0568	0.022029
12	0.171566	1.3289	0.094448
13	-0.072389	-0.5607	0.288538
14	0.014131	0.1095	0.456603
15	-0.154552	-1.1972	0.117977
16	-0.079544	-0.6161	0.270065
17	-0.002325	-0.018	0.492846
18	0.059049	0.4574	0.32452
19	-0.076738	-0.5944	0.277237
20	-0.083359	-0.6457	0.260469
21	0.126395	0.9791	0.165743
22	-0.029168	-0.2259	0.41101
23	0.045288	0.3508	0.363483
24	-0.052127	-0.4038	0.343907
25	0.029422	0.2279	0.410249
26	-0.028999	-0.2246	0.411518
27	-0.042884	-0.3322	0.370457
28	-0.105493	-0.8171	0.208539
29	-0.007323	-0.0567	0.477477
30	-0.025915	-0.2007	0.420792
31	-0.203021	-1.5726	0.060536
32	0.010866	0.0842	0.466603
33	-0.026876	-0.2082	0.417898
34	-0.014534	-0.1126	0.455371
35	-0.061638	-0.4774	0.31739
36	0.038914	0.3014	0.382066

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.375461 & 2.9083 & 0.002544 \tabularnewline
2 & 0.246377 & 1.9084 & 0.030562 \tabularnewline
3 & 0.363645 & 2.8168 & 0.003278 \tabularnewline
4 & 0.086289 & 0.6684 & 0.253223 \tabularnewline
5 & -0.011445 & -0.0887 & 0.464827 \tabularnewline
6 & -0.08485 & -0.6572 & 0.256769 \tabularnewline
7 & 0.037152 & 0.2878 & 0.387255 \tabularnewline
8 & 0.004748 & 0.0368 & 0.485391 \tabularnewline
9 & 0.03921 & 0.3037 & 0.381195 \tabularnewline
10 & 0.019419 & 0.1504 & 0.44047 \tabularnewline
11 & -0.265537 & -2.0568 & 0.022029 \tabularnewline
12 & 0.171566 & 1.3289 & 0.094448 \tabularnewline
13 & -0.072389 & -0.5607 & 0.288538 \tabularnewline
14 & 0.014131 & 0.1095 & 0.456603 \tabularnewline
15 & -0.154552 & -1.1972 & 0.117977 \tabularnewline
16 & -0.079544 & -0.6161 & 0.270065 \tabularnewline
17 & -0.002325 & -0.018 & 0.492846 \tabularnewline
18 & 0.059049 & 0.4574 & 0.32452 \tabularnewline
19 & -0.076738 & -0.5944 & 0.277237 \tabularnewline
20 & -0.083359 & -0.6457 & 0.260469 \tabularnewline
21 & 0.126395 & 0.9791 & 0.165743 \tabularnewline
22 & -0.029168 & -0.2259 & 0.41101 \tabularnewline
23 & 0.045288 & 0.3508 & 0.363483 \tabularnewline
24 & -0.052127 & -0.4038 & 0.343907 \tabularnewline
25 & 0.029422 & 0.2279 & 0.410249 \tabularnewline
26 & -0.028999 & -0.2246 & 0.411518 \tabularnewline
27 & -0.042884 & -0.3322 & 0.370457 \tabularnewline
28 & -0.105493 & -0.8171 & 0.208539 \tabularnewline
29 & -0.007323 & -0.0567 & 0.477477 \tabularnewline
30 & -0.025915 & -0.2007 & 0.420792 \tabularnewline
31 & -0.203021 & -1.5726 & 0.060536 \tabularnewline
32 & 0.010866 & 0.0842 & 0.466603 \tabularnewline
33 & -0.026876 & -0.2082 & 0.417898 \tabularnewline
34 & -0.014534 & -0.1126 & 0.455371 \tabularnewline
35 & -0.061638 & -0.4774 & 0.31739 \tabularnewline
36 & 0.038914 & 0.3014 & 0.382066 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61488&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]0.375461[/C][C]2.9083[/C][C]0.002544[/C][/ROW]
[ROW][C]2[/C][C]0.246377[/C][C]1.9084[/C][C]0.030562[/C][/ROW]
[ROW][C]3[/C][C]0.363645[/C][C]2.8168[/C][C]0.003278[/C][/ROW]
[ROW][C]4[/C][C]0.086289[/C][C]0.6684[/C][C]0.253223[/C][/ROW]
[ROW][C]5[/C][C]-0.011445[/C][C]-0.0887[/C][C]0.464827[/C][/ROW]
[ROW][C]6[/C][C]-0.08485[/C][C]-0.6572[/C][C]0.256769[/C][/ROW]
[ROW][C]7[/C][C]0.037152[/C][C]0.2878[/C][C]0.387255[/C][/ROW]
[ROW][C]8[/C][C]0.004748[/C][C]0.0368[/C][C]0.485391[/C][/ROW]
[ROW][C]9[/C][C]0.03921[/C][C]0.3037[/C][C]0.381195[/C][/ROW]
[ROW][C]10[/C][C]0.019419[/C][C]0.1504[/C][C]0.44047[/C][/ROW]
[ROW][C]11[/C][C]-0.265537[/C][C]-2.0568[/C][C]0.022029[/C][/ROW]
[ROW][C]12[/C][C]0.171566[/C][C]1.3289[/C][C]0.094448[/C][/ROW]
[ROW][C]13[/C][C]-0.072389[/C][C]-0.5607[/C][C]0.288538[/C][/ROW]
[ROW][C]14[/C][C]0.014131[/C][C]0.1095[/C][C]0.456603[/C][/ROW]
[ROW][C]15[/C][C]-0.154552[/C][C]-1.1972[/C][C]0.117977[/C][/ROW]
[ROW][C]16[/C][C]-0.079544[/C][C]-0.6161[/C][C]0.270065[/C][/ROW]
[ROW][C]17[/C][C]-0.002325[/C][C]-0.018[/C][C]0.492846[/C][/ROW]
[ROW][C]18[/C][C]0.059049[/C][C]0.4574[/C][C]0.32452[/C][/ROW]
[ROW][C]19[/C][C]-0.076738[/C][C]-0.5944[/C][C]0.277237[/C][/ROW]
[ROW][C]20[/C][C]-0.083359[/C][C]-0.6457[/C][C]0.260469[/C][/ROW]
[ROW][C]21[/C][C]0.126395[/C][C]0.9791[/C][C]0.165743[/C][/ROW]
[ROW][C]22[/C][C]-0.029168[/C][C]-0.2259[/C][C]0.41101[/C][/ROW]
[ROW][C]23[/C][C]0.045288[/C][C]0.3508[/C][C]0.363483[/C][/ROW]
[ROW][C]24[/C][C]-0.052127[/C][C]-0.4038[/C][C]0.343907[/C][/ROW]
[ROW][C]25[/C][C]0.029422[/C][C]0.2279[/C][C]0.410249[/C][/ROW]
[ROW][C]26[/C][C]-0.028999[/C][C]-0.2246[/C][C]0.411518[/C][/ROW]
[ROW][C]27[/C][C]-0.042884[/C][C]-0.3322[/C][C]0.370457[/C][/ROW]
[ROW][C]28[/C][C]-0.105493[/C][C]-0.8171[/C][C]0.208539[/C][/ROW]
[ROW][C]29[/C][C]-0.007323[/C][C]-0.0567[/C][C]0.477477[/C][/ROW]
[ROW][C]30[/C][C]-0.025915[/C][C]-0.2007[/C][C]0.420792[/C][/ROW]
[ROW][C]31[/C][C]-0.203021[/C][C]-1.5726[/C][C]0.060536[/C][/ROW]
[ROW][C]32[/C][C]0.010866[/C][C]0.0842[/C][C]0.466603[/C][/ROW]
[ROW][C]33[/C][C]-0.026876[/C][C]-0.2082[/C][C]0.417898[/C][/ROW]
[ROW][C]34[/C][C]-0.014534[/C][C]-0.1126[/C][C]0.455371[/C][/ROW]
[ROW][C]35[/C][C]-0.061638[/C][C]-0.4774[/C][C]0.31739[/C][/ROW]
[ROW][C]36[/C][C]0.038914[/C][C]0.3014[/C][C]0.382066[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61488&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61488&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	0.375461	2.9083	0.002544
2	0.246377	1.9084	0.030562
3	0.363645	2.8168	0.003278
4	0.086289	0.6684	0.253223
5	-0.011445	-0.0887	0.464827
6	-0.08485	-0.6572	0.256769
7	0.037152	0.2878	0.387255
8	0.004748	0.0368	0.485391
9	0.03921	0.3037	0.381195
10	0.019419	0.1504	0.44047
11	-0.265537	-2.0568	0.022029
12	0.171566	1.3289	0.094448
13	-0.072389	-0.5607	0.288538
14	0.014131	0.1095	0.456603
15	-0.154552	-1.1972	0.117977
16	-0.079544	-0.6161	0.270065
17	-0.002325	-0.018	0.492846
18	0.059049	0.4574	0.32452
19	-0.076738	-0.5944	0.277237
20	-0.083359	-0.6457	0.260469
21	0.126395	0.9791	0.165743
22	-0.029168	-0.2259	0.41101
23	0.045288	0.3508	0.363483
24	-0.052127	-0.4038	0.343907
25	0.029422	0.2279	0.410249
26	-0.028999	-0.2246	0.411518
27	-0.042884	-0.3322	0.370457
28	-0.105493	-0.8171	0.208539
29	-0.007323	-0.0567	0.477477
30	-0.025915	-0.2007	0.420792
31	-0.203021	-1.5726	0.060536
32	0.010866	0.0842	0.466603
33	-0.026876	-0.2082	0.417898
34	-0.014534	-0.1126	0.455371
35	-0.061638	-0.4774	0.31739
36	0.038914	0.3014	0.382066

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