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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 28 Nov 2009 08:29:29 -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/28/t1259422239y0sevbkz2z5ydg3.htm/, Retrieved Thu, 02 May 2024 17:31:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61490, Retrieved Thu, 02 May 2024 17:31:58 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

D=1 d=0 Lambda=1

Estimated Impact

147

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] [408e92805dcb18620260f240a7fb9d53]
-   P             [(Partial) Autocorrelation Function] [BBWS8-ACF2] [2009-11-28 15:29:29] [b32ceebc68d054278e6bda97f3d57f91] [Current]
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] 

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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=61490&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=61490&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61490&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	0.38619	2.6756	0.005086
2	0.251744	1.7441	0.043768
3	0.459738	3.1852	0.001271
4	0.334085	2.3146	0.012479
5	0.186836	1.2944	0.100853
6	0.160594	1.1126	0.135704
7	0.203152	1.4075	0.082864
8	0.055109	0.3818	0.352146
9	-0.065983	-0.4571	0.324814
10	0.070508	0.4885	0.313713
11	-0.135411	-0.9382	0.176431
12	-0.227142	-1.5737	0.061064
13	-0.044439	-0.3079	0.379753
14	-0.189083	-1.31	0.098215
15	-0.223075	-1.5455	0.064395
16	-0.190406	-1.3192	0.096686
17	-0.140672	-0.9746	0.167321
18	-0.137773	-0.9545	0.172302
19	-0.062803	-0.4351	0.332716
20	-0.093221	-0.6459	0.260724
21	-0.063955	-0.4431	0.329844
22	0.036068	0.2499	0.40187
23	0.05088	0.3525	0.363
24	-0.084742	-0.5871	0.279941
25	0.082903	0.5744	0.284201
26	0.15878	1.1001	0.138396
27	-0.004851	-0.0336	0.486664
28	-0.040095	-0.2778	0.391186
29	0.044362	0.3073	0.379954
30	-0.007269	-0.0504	0.48002
31	-0.123442	-0.8552	0.198336
32	-0.022184	-0.1537	0.439246
33	-0.015017	-0.104	0.458785
34	-0.101823	-0.7055	0.241969
35	-0.081992	-0.5681	0.286322
36	-0.069944	-0.4846	0.315086

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.38619 & 2.6756 & 0.005086 \tabularnewline
2 & 0.251744 & 1.7441 & 0.043768 \tabularnewline
3 & 0.459738 & 3.1852 & 0.001271 \tabularnewline
4 & 0.334085 & 2.3146 & 0.012479 \tabularnewline
5 & 0.186836 & 1.2944 & 0.100853 \tabularnewline
6 & 0.160594 & 1.1126 & 0.135704 \tabularnewline
7 & 0.203152 & 1.4075 & 0.082864 \tabularnewline
8 & 0.055109 & 0.3818 & 0.352146 \tabularnewline
9 & -0.065983 & -0.4571 & 0.324814 \tabularnewline
10 & 0.070508 & 0.4885 & 0.313713 \tabularnewline
11 & -0.135411 & -0.9382 & 0.176431 \tabularnewline
12 & -0.227142 & -1.5737 & 0.061064 \tabularnewline
13 & -0.044439 & -0.3079 & 0.379753 \tabularnewline
14 & -0.189083 & -1.31 & 0.098215 \tabularnewline
15 & -0.223075 & -1.5455 & 0.064395 \tabularnewline
16 & -0.190406 & -1.3192 & 0.096686 \tabularnewline
17 & -0.140672 & -0.9746 & 0.167321 \tabularnewline
18 & -0.137773 & -0.9545 & 0.172302 \tabularnewline
19 & -0.062803 & -0.4351 & 0.332716 \tabularnewline
20 & -0.093221 & -0.6459 & 0.260724 \tabularnewline
21 & -0.063955 & -0.4431 & 0.329844 \tabularnewline
22 & 0.036068 & 0.2499 & 0.40187 \tabularnewline
23 & 0.05088 & 0.3525 & 0.363 \tabularnewline
24 & -0.084742 & -0.5871 & 0.279941 \tabularnewline
25 & 0.082903 & 0.5744 & 0.284201 \tabularnewline
26 & 0.15878 & 1.1001 & 0.138396 \tabularnewline
27 & -0.004851 & -0.0336 & 0.486664 \tabularnewline
28 & -0.040095 & -0.2778 & 0.391186 \tabularnewline
29 & 0.044362 & 0.3073 & 0.379954 \tabularnewline
30 & -0.007269 & -0.0504 & 0.48002 \tabularnewline
31 & -0.123442 & -0.8552 & 0.198336 \tabularnewline
32 & -0.022184 & -0.1537 & 0.439246 \tabularnewline
33 & -0.015017 & -0.104 & 0.458785 \tabularnewline
34 & -0.101823 & -0.7055 & 0.241969 \tabularnewline
35 & -0.081992 & -0.5681 & 0.286322 \tabularnewline
36 & -0.069944 & -0.4846 & 0.315086 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61490&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]0.38619[/C][C]2.6756[/C][C]0.005086[/C][/ROW]
[ROW][C]2[/C][C]0.251744[/C][C]1.7441[/C][C]0.043768[/C][/ROW]
[ROW][C]3[/C][C]0.459738[/C][C]3.1852[/C][C]0.001271[/C][/ROW]
[ROW][C]4[/C][C]0.334085[/C][C]2.3146[/C][C]0.012479[/C][/ROW]
[ROW][C]5[/C][C]0.186836[/C][C]1.2944[/C][C]0.100853[/C][/ROW]
[ROW][C]6[/C][C]0.160594[/C][C]1.1126[/C][C]0.135704[/C][/ROW]
[ROW][C]7[/C][C]0.203152[/C][C]1.4075[/C][C]0.082864[/C][/ROW]
[ROW][C]8[/C][C]0.055109[/C][C]0.3818[/C][C]0.352146[/C][/ROW]
[ROW][C]9[/C][C]-0.065983[/C][C]-0.4571[/C][C]0.324814[/C][/ROW]
[ROW][C]10[/C][C]0.070508[/C][C]0.4885[/C][C]0.313713[/C][/ROW]
[ROW][C]11[/C][C]-0.135411[/C][C]-0.9382[/C][C]0.176431[/C][/ROW]
[ROW][C]12[/C][C]-0.227142[/C][C]-1.5737[/C][C]0.061064[/C][/ROW]
[ROW][C]13[/C][C]-0.044439[/C][C]-0.3079[/C][C]0.379753[/C][/ROW]
[ROW][C]14[/C][C]-0.189083[/C][C]-1.31[/C][C]0.098215[/C][/ROW]
[ROW][C]15[/C][C]-0.223075[/C][C]-1.5455[/C][C]0.064395[/C][/ROW]
[ROW][C]16[/C][C]-0.190406[/C][C]-1.3192[/C][C]0.096686[/C][/ROW]
[ROW][C]17[/C][C]-0.140672[/C][C]-0.9746[/C][C]0.167321[/C][/ROW]
[ROW][C]18[/C][C]-0.137773[/C][C]-0.9545[/C][C]0.172302[/C][/ROW]
[ROW][C]19[/C][C]-0.062803[/C][C]-0.4351[/C][C]0.332716[/C][/ROW]
[ROW][C]20[/C][C]-0.093221[/C][C]-0.6459[/C][C]0.260724[/C][/ROW]
[ROW][C]21[/C][C]-0.063955[/C][C]-0.4431[/C][C]0.329844[/C][/ROW]
[ROW][C]22[/C][C]0.036068[/C][C]0.2499[/C][C]0.40187[/C][/ROW]
[ROW][C]23[/C][C]0.05088[/C][C]0.3525[/C][C]0.363[/C][/ROW]
[ROW][C]24[/C][C]-0.084742[/C][C]-0.5871[/C][C]0.279941[/C][/ROW]
[ROW][C]25[/C][C]0.082903[/C][C]0.5744[/C][C]0.284201[/C][/ROW]
[ROW][C]26[/C][C]0.15878[/C][C]1.1001[/C][C]0.138396[/C][/ROW]
[ROW][C]27[/C][C]-0.004851[/C][C]-0.0336[/C][C]0.486664[/C][/ROW]
[ROW][C]28[/C][C]-0.040095[/C][C]-0.2778[/C][C]0.391186[/C][/ROW]
[ROW][C]29[/C][C]0.044362[/C][C]0.3073[/C][C]0.379954[/C][/ROW]
[ROW][C]30[/C][C]-0.007269[/C][C]-0.0504[/C][C]0.48002[/C][/ROW]
[ROW][C]31[/C][C]-0.123442[/C][C]-0.8552[/C][C]0.198336[/C][/ROW]
[ROW][C]32[/C][C]-0.022184[/C][C]-0.1537[/C][C]0.439246[/C][/ROW]
[ROW][C]33[/C][C]-0.015017[/C][C]-0.104[/C][C]0.458785[/C][/ROW]
[ROW][C]34[/C][C]-0.101823[/C][C]-0.7055[/C][C]0.241969[/C][/ROW]
[ROW][C]35[/C][C]-0.081992[/C][C]-0.5681[/C][C]0.286322[/C][/ROW]
[ROW][C]36[/C][C]-0.069944[/C][C]-0.4846[/C][C]0.315086[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61490&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61490&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	0.38619	2.6756	0.005086
2	0.251744	1.7441	0.043768
3	0.459738	3.1852	0.001271
4	0.334085	2.3146	0.012479
5	0.186836	1.2944	0.100853
6	0.160594	1.1126	0.135704
7	0.203152	1.4075	0.082864
8	0.055109	0.3818	0.352146
9	-0.065983	-0.4571	0.324814
10	0.070508	0.4885	0.313713
11	-0.135411	-0.9382	0.176431
12	-0.227142	-1.5737	0.061064
13	-0.044439	-0.3079	0.379753
14	-0.189083	-1.31	0.098215
15	-0.223075	-1.5455	0.064395
16	-0.190406	-1.3192	0.096686
17	-0.140672	-0.9746	0.167321
18	-0.137773	-0.9545	0.172302
19	-0.062803	-0.4351	0.332716
20	-0.093221	-0.6459	0.260724
21	-0.063955	-0.4431	0.329844
22	0.036068	0.2499	0.40187
23	0.05088	0.3525	0.363
24	-0.084742	-0.5871	0.279941
25	0.082903	0.5744	0.284201
26	0.15878	1.1001	0.138396
27	-0.004851	-0.0336	0.486664
28	-0.040095	-0.2778	0.391186
29	0.044362	0.3073	0.379954
30	-0.007269	-0.0504	0.48002
31	-0.123442	-0.8552	0.198336
32	-0.022184	-0.1537	0.439246
33	-0.015017	-0.104	0.458785
34	-0.101823	-0.7055	0.241969
35	-0.081992	-0.5681	0.286322
36	-0.069944	-0.4846	0.315086

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.38619	2.6756	0.005086
2	0.120586	0.8354	0.203803
3	0.39079	2.7075	0.004682
4	0.072841	0.5047	0.308054
5	-0.024547	-0.1701	0.432836
6	-0.097092	-0.6727	0.252191
7	0.036164	0.2505	0.401616
8	-0.120652	-0.8359	0.203676
9	-0.139453	-0.9662	0.169404
10	0.066643	0.4617	0.323184
11	-0.226305	-1.5679	0.061738
12	-0.088111	-0.6105	0.272222
13	0.089349	0.619	0.269413
14	-0.108585	-0.7523	0.227772
15	0.039652	0.2747	0.392355
16	-0.057118	-0.3957	0.347032
17	0.035607	0.2467	0.403098
18	0.048405	0.3354	0.369408
19	0.202211	1.401	0.083829
20	-0.139324	-0.9653	0.169625
21	0.06859	0.4752	0.318399
22	0.087398	0.6055	0.273846
23	-0.047458	-0.3288	0.371869
24	-0.146787	-1.017	0.157133
25	0.126266	0.8748	0.19302
26	-0.019032	-0.1319	0.447823
27	-0.088514	-0.6132	0.271305
28	-0.122703	-0.8501	0.199743
29	-0.101676	-0.7044	0.242285
30	-0.04728	-0.3276	0.372332
31	-0.038532	-0.267	0.395322
32	-0.017135	-0.1187	0.452999
33	0.058752	0.407	0.342892
34	0.114897	0.796	0.214966
35	-0.016632	-0.1152	0.454371
36	-0.076198	-0.5279	0.299996

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.38619 & 2.6756 & 0.005086 \tabularnewline
2 & 0.120586 & 0.8354 & 0.203803 \tabularnewline
3 & 0.39079 & 2.7075 & 0.004682 \tabularnewline
4 & 0.072841 & 0.5047 & 0.308054 \tabularnewline
5 & -0.024547 & -0.1701 & 0.432836 \tabularnewline
6 & -0.097092 & -0.6727 & 0.252191 \tabularnewline
7 & 0.036164 & 0.2505 & 0.401616 \tabularnewline
8 & -0.120652 & -0.8359 & 0.203676 \tabularnewline
9 & -0.139453 & -0.9662 & 0.169404 \tabularnewline
10 & 0.066643 & 0.4617 & 0.323184 \tabularnewline
11 & -0.226305 & -1.5679 & 0.061738 \tabularnewline
12 & -0.088111 & -0.6105 & 0.272222 \tabularnewline
13 & 0.089349 & 0.619 & 0.269413 \tabularnewline
14 & -0.108585 & -0.7523 & 0.227772 \tabularnewline
15 & 0.039652 & 0.2747 & 0.392355 \tabularnewline
16 & -0.057118 & -0.3957 & 0.347032 \tabularnewline
17 & 0.035607 & 0.2467 & 0.403098 \tabularnewline
18 & 0.048405 & 0.3354 & 0.369408 \tabularnewline
19 & 0.202211 & 1.401 & 0.083829 \tabularnewline
20 & -0.139324 & -0.9653 & 0.169625 \tabularnewline
21 & 0.06859 & 0.4752 & 0.318399 \tabularnewline
22 & 0.087398 & 0.6055 & 0.273846 \tabularnewline
23 & -0.047458 & -0.3288 & 0.371869 \tabularnewline
24 & -0.146787 & -1.017 & 0.157133 \tabularnewline
25 & 0.126266 & 0.8748 & 0.19302 \tabularnewline
26 & -0.019032 & -0.1319 & 0.447823 \tabularnewline
27 & -0.088514 & -0.6132 & 0.271305 \tabularnewline
28 & -0.122703 & -0.8501 & 0.199743 \tabularnewline
29 & -0.101676 & -0.7044 & 0.242285 \tabularnewline
30 & -0.04728 & -0.3276 & 0.372332 \tabularnewline
31 & -0.038532 & -0.267 & 0.395322 \tabularnewline
32 & -0.017135 & -0.1187 & 0.452999 \tabularnewline
33 & 0.058752 & 0.407 & 0.342892 \tabularnewline
34 & 0.114897 & 0.796 & 0.214966 \tabularnewline
35 & -0.016632 & -0.1152 & 0.454371 \tabularnewline
36 & -0.076198 & -0.5279 & 0.299996 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61490&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]0.38619[/C][C]2.6756[/C][C]0.005086[/C][/ROW]
[ROW][C]2[/C][C]0.120586[/C][C]0.8354[/C][C]0.203803[/C][/ROW]
[ROW][C]3[/C][C]0.39079[/C][C]2.7075[/C][C]0.004682[/C][/ROW]
[ROW][C]4[/C][C]0.072841[/C][C]0.5047[/C][C]0.308054[/C][/ROW]
[ROW][C]5[/C][C]-0.024547[/C][C]-0.1701[/C][C]0.432836[/C][/ROW]
[ROW][C]6[/C][C]-0.097092[/C][C]-0.6727[/C][C]0.252191[/C][/ROW]
[ROW][C]7[/C][C]0.036164[/C][C]0.2505[/C][C]0.401616[/C][/ROW]
[ROW][C]8[/C][C]-0.120652[/C][C]-0.8359[/C][C]0.203676[/C][/ROW]
[ROW][C]9[/C][C]-0.139453[/C][C]-0.9662[/C][C]0.169404[/C][/ROW]
[ROW][C]10[/C][C]0.066643[/C][C]0.4617[/C][C]0.323184[/C][/ROW]
[ROW][C]11[/C][C]-0.226305[/C][C]-1.5679[/C][C]0.061738[/C][/ROW]
[ROW][C]12[/C][C]-0.088111[/C][C]-0.6105[/C][C]0.272222[/C][/ROW]
[ROW][C]13[/C][C]0.089349[/C][C]0.619[/C][C]0.269413[/C][/ROW]
[ROW][C]14[/C][C]-0.108585[/C][C]-0.7523[/C][C]0.227772[/C][/ROW]
[ROW][C]15[/C][C]0.039652[/C][C]0.2747[/C][C]0.392355[/C][/ROW]
[ROW][C]16[/C][C]-0.057118[/C][C]-0.3957[/C][C]0.347032[/C][/ROW]
[ROW][C]17[/C][C]0.035607[/C][C]0.2467[/C][C]0.403098[/C][/ROW]
[ROW][C]18[/C][C]0.048405[/C][C]0.3354[/C][C]0.369408[/C][/ROW]
[ROW][C]19[/C][C]0.202211[/C][C]1.401[/C][C]0.083829[/C][/ROW]
[ROW][C]20[/C][C]-0.139324[/C][C]-0.9653[/C][C]0.169625[/C][/ROW]
[ROW][C]21[/C][C]0.06859[/C][C]0.4752[/C][C]0.318399[/C][/ROW]
[ROW][C]22[/C][C]0.087398[/C][C]0.6055[/C][C]0.273846[/C][/ROW]
[ROW][C]23[/C][C]-0.047458[/C][C]-0.3288[/C][C]0.371869[/C][/ROW]
[ROW][C]24[/C][C]-0.146787[/C][C]-1.017[/C][C]0.157133[/C][/ROW]
[ROW][C]25[/C][C]0.126266[/C][C]0.8748[/C][C]0.19302[/C][/ROW]
[ROW][C]26[/C][C]-0.019032[/C][C]-0.1319[/C][C]0.447823[/C][/ROW]
[ROW][C]27[/C][C]-0.088514[/C][C]-0.6132[/C][C]0.271305[/C][/ROW]
[ROW][C]28[/C][C]-0.122703[/C][C]-0.8501[/C][C]0.199743[/C][/ROW]
[ROW][C]29[/C][C]-0.101676[/C][C]-0.7044[/C][C]0.242285[/C][/ROW]
[ROW][C]30[/C][C]-0.04728[/C][C]-0.3276[/C][C]0.372332[/C][/ROW]
[ROW][C]31[/C][C]-0.038532[/C][C]-0.267[/C][C]0.395322[/C][/ROW]
[ROW][C]32[/C][C]-0.017135[/C][C]-0.1187[/C][C]0.452999[/C][/ROW]
[ROW][C]33[/C][C]0.058752[/C][C]0.407[/C][C]0.342892[/C][/ROW]
[ROW][C]34[/C][C]0.114897[/C][C]0.796[/C][C]0.214966[/C][/ROW]
[ROW][C]35[/C][C]-0.016632[/C][C]-0.1152[/C][C]0.454371[/C][/ROW]
[ROW][C]36[/C][C]-0.076198[/C][C]-0.5279[/C][C]0.299996[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61490&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61490&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	0.38619	2.6756	0.005086
2	0.120586	0.8354	0.203803
3	0.39079	2.7075	0.004682
4	0.072841	0.5047	0.308054
5	-0.024547	-0.1701	0.432836
6	-0.097092	-0.6727	0.252191
7	0.036164	0.2505	0.401616
8	-0.120652	-0.8359	0.203676
9	-0.139453	-0.9662	0.169404
10	0.066643	0.4617	0.323184
11	-0.226305	-1.5679	0.061738
12	-0.088111	-0.6105	0.272222
13	0.089349	0.619	0.269413
14	-0.108585	-0.7523	0.227772
15	0.039652	0.2747	0.392355
16	-0.057118	-0.3957	0.347032
17	0.035607	0.2467	0.403098
18	0.048405	0.3354	0.369408
19	0.202211	1.401	0.083829
20	-0.139324	-0.9653	0.169625
21	0.06859	0.4752	0.318399
22	0.087398	0.6055	0.273846
23	-0.047458	-0.3288	0.371869
24	-0.146787	-1.017	0.157133
25	0.126266	0.8748	0.19302
26	-0.019032	-0.1319	0.447823
27	-0.088514	-0.6132	0.271305
28	-0.122703	-0.8501	0.199743
29	-0.101676	-0.7044	0.242285
30	-0.04728	-0.3276	0.372332
31	-0.038532	-0.267	0.395322
32	-0.017135	-0.1187	0.452999
33	0.058752	0.407	0.342892
34	0.114897	0.796	0.214966
35	-0.016632	-0.1152	0.454371
36	-0.076198	-0.5279	0.299996

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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