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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 28 Nov 2009 08:34:32 -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/t12594225288lqfroeg2o3pn9a.htm/, Retrieved Thu, 02 May 2024 22:24:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61492, Retrieved Thu, 02 May 2024 22:24:06 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

d=1 D=1 Lambda=1

Estimated Impact

154

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] [408e92805dcb18620260f240a7fb9d53]
F   P               [(Partial) Autocorrelation Function] [BBWS8-ACF3] [2009-11-28 15:34:32] [b32ceebc68d054278e6bda97f3d57f91] [Current]
-    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] 

Feedback Forum

2009-12-05 15:35:10 [f1e24346ff4ab8a20729561498ad5c34] [reply] 
Je model is dus: ∇∇12 Y[t]= e[t]

Post a new message

Dataseries X:

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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=61492&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=61492&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61492&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	-0.402268	-2.7578	0.004131
2	-0.283636	-1.9445	0.028916
3	0.284405	1.9498	0.028591
4	0.001605	0.011	0.495634
5	-0.112359	-0.7703	0.22249
6	-0.02736	-0.1876	0.426009
7	0.152369	1.0446	0.150778
8	-0.046607	-0.3195	0.375374
9	-0.170635	-1.1698	0.123987
10	0.266228	1.8252	0.037167
11	-0.093143	-0.6386	0.263106
12	-0.23131	-1.5858	0.059748
13	0.282356	1.9357	0.029464
14	-0.085942	-0.5892	0.279277
15	-0.080281	-0.5504	0.292333
16	0.016097	0.1104	0.456298
17	0.034298	0.2351	0.407564
18	-0.067394	-0.462	0.323095
19	0.098084	0.6724	0.252301
20	-0.044893	-0.3078	0.379808
21	-0.083005	-0.5691	0.286014
22	0.092467	0.6339	0.264602
23	0.112107	0.7686	0.222997
24	-0.25444	-1.7444	0.043818
25	0.06155	0.422	0.337487
26	0.218053	1.4949	0.070813
27	-0.128194	-0.8789	0.191975
28	-0.095553	-0.6551	0.257805
29	0.120051	0.823	0.207324
30	0.045366	0.311	0.378583
31	-0.180473	-1.2373	0.111068
32	0.106686	0.7314	0.234082
33	0.053128	0.3642	0.35866
34	-0.084281	-0.5778	0.283078
35	0.020002	0.1371	0.445757
36	0.078712	0.5396	0.296003

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.402268 & -2.7578 & 0.004131 \tabularnewline
2 & -0.283636 & -1.9445 & 0.028916 \tabularnewline
3 & 0.284405 & 1.9498 & 0.028591 \tabularnewline
4 & 0.001605 & 0.011 & 0.495634 \tabularnewline
5 & -0.112359 & -0.7703 & 0.22249 \tabularnewline
6 & -0.02736 & -0.1876 & 0.426009 \tabularnewline
7 & 0.152369 & 1.0446 & 0.150778 \tabularnewline
8 & -0.046607 & -0.3195 & 0.375374 \tabularnewline
9 & -0.170635 & -1.1698 & 0.123987 \tabularnewline
10 & 0.266228 & 1.8252 & 0.037167 \tabularnewline
11 & -0.093143 & -0.6386 & 0.263106 \tabularnewline
12 & -0.23131 & -1.5858 & 0.059748 \tabularnewline
13 & 0.282356 & 1.9357 & 0.029464 \tabularnewline
14 & -0.085942 & -0.5892 & 0.279277 \tabularnewline
15 & -0.080281 & -0.5504 & 0.292333 \tabularnewline
16 & 0.016097 & 0.1104 & 0.456298 \tabularnewline
17 & 0.034298 & 0.2351 & 0.407564 \tabularnewline
18 & -0.067394 & -0.462 & 0.323095 \tabularnewline
19 & 0.098084 & 0.6724 & 0.252301 \tabularnewline
20 & -0.044893 & -0.3078 & 0.379808 \tabularnewline
21 & -0.083005 & -0.5691 & 0.286014 \tabularnewline
22 & 0.092467 & 0.6339 & 0.264602 \tabularnewline
23 & 0.112107 & 0.7686 & 0.222997 \tabularnewline
24 & -0.25444 & -1.7444 & 0.043818 \tabularnewline
25 & 0.06155 & 0.422 & 0.337487 \tabularnewline
26 & 0.218053 & 1.4949 & 0.070813 \tabularnewline
27 & -0.128194 & -0.8789 & 0.191975 \tabularnewline
28 & -0.095553 & -0.6551 & 0.257805 \tabularnewline
29 & 0.120051 & 0.823 & 0.207324 \tabularnewline
30 & 0.045366 & 0.311 & 0.378583 \tabularnewline
31 & -0.180473 & -1.2373 & 0.111068 \tabularnewline
32 & 0.106686 & 0.7314 & 0.234082 \tabularnewline
33 & 0.053128 & 0.3642 & 0.35866 \tabularnewline
34 & -0.084281 & -0.5778 & 0.283078 \tabularnewline
35 & 0.020002 & 0.1371 & 0.445757 \tabularnewline
36 & 0.078712 & 0.5396 & 0.296003 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61492&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]-0.402268[/C][C]-2.7578[/C][C]0.004131[/C][/ROW]
[ROW][C]2[/C][C]-0.283636[/C][C]-1.9445[/C][C]0.028916[/C][/ROW]
[ROW][C]3[/C][C]0.284405[/C][C]1.9498[/C][C]0.028591[/C][/ROW]
[ROW][C]4[/C][C]0.001605[/C][C]0.011[/C][C]0.495634[/C][/ROW]
[ROW][C]5[/C][C]-0.112359[/C][C]-0.7703[/C][C]0.22249[/C][/ROW]
[ROW][C]6[/C][C]-0.02736[/C][C]-0.1876[/C][C]0.426009[/C][/ROW]
[ROW][C]7[/C][C]0.152369[/C][C]1.0446[/C][C]0.150778[/C][/ROW]
[ROW][C]8[/C][C]-0.046607[/C][C]-0.3195[/C][C]0.375374[/C][/ROW]
[ROW][C]9[/C][C]-0.170635[/C][C]-1.1698[/C][C]0.123987[/C][/ROW]
[ROW][C]10[/C][C]0.266228[/C][C]1.8252[/C][C]0.037167[/C][/ROW]
[ROW][C]11[/C][C]-0.093143[/C][C]-0.6386[/C][C]0.263106[/C][/ROW]
[ROW][C]12[/C][C]-0.23131[/C][C]-1.5858[/C][C]0.059748[/C][/ROW]
[ROW][C]13[/C][C]0.282356[/C][C]1.9357[/C][C]0.029464[/C][/ROW]
[ROW][C]14[/C][C]-0.085942[/C][C]-0.5892[/C][C]0.279277[/C][/ROW]
[ROW][C]15[/C][C]-0.080281[/C][C]-0.5504[/C][C]0.292333[/C][/ROW]
[ROW][C]16[/C][C]0.016097[/C][C]0.1104[/C][C]0.456298[/C][/ROW]
[ROW][C]17[/C][C]0.034298[/C][C]0.2351[/C][C]0.407564[/C][/ROW]
[ROW][C]18[/C][C]-0.067394[/C][C]-0.462[/C][C]0.323095[/C][/ROW]
[ROW][C]19[/C][C]0.098084[/C][C]0.6724[/C][C]0.252301[/C][/ROW]
[ROW][C]20[/C][C]-0.044893[/C][C]-0.3078[/C][C]0.379808[/C][/ROW]
[ROW][C]21[/C][C]-0.083005[/C][C]-0.5691[/C][C]0.286014[/C][/ROW]
[ROW][C]22[/C][C]0.092467[/C][C]0.6339[/C][C]0.264602[/C][/ROW]
[ROW][C]23[/C][C]0.112107[/C][C]0.7686[/C][C]0.222997[/C][/ROW]
[ROW][C]24[/C][C]-0.25444[/C][C]-1.7444[/C][C]0.043818[/C][/ROW]
[ROW][C]25[/C][C]0.06155[/C][C]0.422[/C][C]0.337487[/C][/ROW]
[ROW][C]26[/C][C]0.218053[/C][C]1.4949[/C][C]0.070813[/C][/ROW]
[ROW][C]27[/C][C]-0.128194[/C][C]-0.8789[/C][C]0.191975[/C][/ROW]
[ROW][C]28[/C][C]-0.095553[/C][C]-0.6551[/C][C]0.257805[/C][/ROW]
[ROW][C]29[/C][C]0.120051[/C][C]0.823[/C][C]0.207324[/C][/ROW]
[ROW][C]30[/C][C]0.045366[/C][C]0.311[/C][C]0.378583[/C][/ROW]
[ROW][C]31[/C][C]-0.180473[/C][C]-1.2373[/C][C]0.111068[/C][/ROW]
[ROW][C]32[/C][C]0.106686[/C][C]0.7314[/C][C]0.234082[/C][/ROW]
[ROW][C]33[/C][C]0.053128[/C][C]0.3642[/C][C]0.35866[/C][/ROW]
[ROW][C]34[/C][C]-0.084281[/C][C]-0.5778[/C][C]0.283078[/C][/ROW]
[ROW][C]35[/C][C]0.020002[/C][C]0.1371[/C][C]0.445757[/C][/ROW]
[ROW][C]36[/C][C]0.078712[/C][C]0.5396[/C][C]0.296003[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61492&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61492&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	-0.402268	-2.7578	0.004131
2	-0.283636	-1.9445	0.028916
3	0.284405	1.9498	0.028591
4	0.001605	0.011	0.495634
5	-0.112359	-0.7703	0.22249
6	-0.02736	-0.1876	0.426009
7	0.152369	1.0446	0.150778
8	-0.046607	-0.3195	0.375374
9	-0.170635	-1.1698	0.123987
10	0.266228	1.8252	0.037167
11	-0.093143	-0.6386	0.263106
12	-0.23131	-1.5858	0.059748
13	0.282356	1.9357	0.029464
14	-0.085942	-0.5892	0.279277
15	-0.080281	-0.5504	0.292333
16	0.016097	0.1104	0.456298
17	0.034298	0.2351	0.407564
18	-0.067394	-0.462	0.323095
19	0.098084	0.6724	0.252301
20	-0.044893	-0.3078	0.379808
21	-0.083005	-0.5691	0.286014
22	0.092467	0.6339	0.264602
23	0.112107	0.7686	0.222997
24	-0.25444	-1.7444	0.043818
25	0.06155	0.422	0.337487
26	0.218053	1.4949	0.070813
27	-0.128194	-0.8789	0.191975
28	-0.095553	-0.6551	0.257805
29	0.120051	0.823	0.207324
30	0.045366	0.311	0.378583
31	-0.180473	-1.2373	0.111068
32	0.106686	0.7314	0.234082
33	0.053128	0.3642	0.35866
34	-0.084281	-0.5778	0.283078
35	0.020002	0.1371	0.445757
36	0.078712	0.5396	0.296003

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.402268	-2.7578	0.004131
2	-0.531456	-3.6435	0.000335
3	-0.173115	-1.1868	0.120632
4	-0.081671	-0.5599	0.289101
5	-0.022874	-0.1568	0.43803
6	-0.128587	-0.8815	0.191254
7	0.038793	0.266	0.395719
8	0.046194	0.3167	0.376442
9	-0.115666	-0.793	0.21589
10	0.1486	1.0188	0.156768
11	0.031102	0.2132	0.416038
12	-0.178961	-1.2269	0.112986
13	0.016541	0.1134	0.4551
14	-0.123176	-0.8445	0.201347
15	-0.041701	-0.2859	0.388111
16	-0.127831	-0.8764	0.192645
17	-0.143216	-0.9818	0.165602
18	-0.26511	-1.8175	0.037759
19	0.057297	0.3928	0.348118
20	-0.098886	-0.6779	0.250571
21	-0.159914	-1.0963	0.139263
22	-0.00788	-0.054	0.478572
23	0.115441	0.7914	0.216336
24	-0.165905	-1.1374	0.13057
25	-0.073239	-0.5021	0.30897
26	0.027555	0.1889	0.42549
27	0.053277	0.3652	0.358283
28	0.015421	0.1057	0.458126
29	-0.042194	-0.2893	0.386825
30	-0.041262	-0.2829	0.389256
31	-0.062577	-0.429	0.334939
32	-0.10436	-0.7155	0.238934
33	-0.201442	-1.381	0.086903
34	-0.039197	-0.2687	0.39466
35	0.023442	0.1607	0.436506
36	-0.091579	-0.6278	0.266575

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.402268 & -2.7578 & 0.004131 \tabularnewline
2 & -0.531456 & -3.6435 & 0.000335 \tabularnewline
3 & -0.173115 & -1.1868 & 0.120632 \tabularnewline
4 & -0.081671 & -0.5599 & 0.289101 \tabularnewline
5 & -0.022874 & -0.1568 & 0.43803 \tabularnewline
6 & -0.128587 & -0.8815 & 0.191254 \tabularnewline
7 & 0.038793 & 0.266 & 0.395719 \tabularnewline
8 & 0.046194 & 0.3167 & 0.376442 \tabularnewline
9 & -0.115666 & -0.793 & 0.21589 \tabularnewline
10 & 0.1486 & 1.0188 & 0.156768 \tabularnewline
11 & 0.031102 & 0.2132 & 0.416038 \tabularnewline
12 & -0.178961 & -1.2269 & 0.112986 \tabularnewline
13 & 0.016541 & 0.1134 & 0.4551 \tabularnewline
14 & -0.123176 & -0.8445 & 0.201347 \tabularnewline
15 & -0.041701 & -0.2859 & 0.388111 \tabularnewline
16 & -0.127831 & -0.8764 & 0.192645 \tabularnewline
17 & -0.143216 & -0.9818 & 0.165602 \tabularnewline
18 & -0.26511 & -1.8175 & 0.037759 \tabularnewline
19 & 0.057297 & 0.3928 & 0.348118 \tabularnewline
20 & -0.098886 & -0.6779 & 0.250571 \tabularnewline
21 & -0.159914 & -1.0963 & 0.139263 \tabularnewline
22 & -0.00788 & -0.054 & 0.478572 \tabularnewline
23 & 0.115441 & 0.7914 & 0.216336 \tabularnewline
24 & -0.165905 & -1.1374 & 0.13057 \tabularnewline
25 & -0.073239 & -0.5021 & 0.30897 \tabularnewline
26 & 0.027555 & 0.1889 & 0.42549 \tabularnewline
27 & 0.053277 & 0.3652 & 0.358283 \tabularnewline
28 & 0.015421 & 0.1057 & 0.458126 \tabularnewline
29 & -0.042194 & -0.2893 & 0.386825 \tabularnewline
30 & -0.041262 & -0.2829 & 0.389256 \tabularnewline
31 & -0.062577 & -0.429 & 0.334939 \tabularnewline
32 & -0.10436 & -0.7155 & 0.238934 \tabularnewline
33 & -0.201442 & -1.381 & 0.086903 \tabularnewline
34 & -0.039197 & -0.2687 & 0.39466 \tabularnewline
35 & 0.023442 & 0.1607 & 0.436506 \tabularnewline
36 & -0.091579 & -0.6278 & 0.266575 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61492&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]-0.402268[/C][C]-2.7578[/C][C]0.004131[/C][/ROW]
[ROW][C]2[/C][C]-0.531456[/C][C]-3.6435[/C][C]0.000335[/C][/ROW]
[ROW][C]3[/C][C]-0.173115[/C][C]-1.1868[/C][C]0.120632[/C][/ROW]
[ROW][C]4[/C][C]-0.081671[/C][C]-0.5599[/C][C]0.289101[/C][/ROW]
[ROW][C]5[/C][C]-0.022874[/C][C]-0.1568[/C][C]0.43803[/C][/ROW]
[ROW][C]6[/C][C]-0.128587[/C][C]-0.8815[/C][C]0.191254[/C][/ROW]
[ROW][C]7[/C][C]0.038793[/C][C]0.266[/C][C]0.395719[/C][/ROW]
[ROW][C]8[/C][C]0.046194[/C][C]0.3167[/C][C]0.376442[/C][/ROW]
[ROW][C]9[/C][C]-0.115666[/C][C]-0.793[/C][C]0.21589[/C][/ROW]
[ROW][C]10[/C][C]0.1486[/C][C]1.0188[/C][C]0.156768[/C][/ROW]
[ROW][C]11[/C][C]0.031102[/C][C]0.2132[/C][C]0.416038[/C][/ROW]
[ROW][C]12[/C][C]-0.178961[/C][C]-1.2269[/C][C]0.112986[/C][/ROW]
[ROW][C]13[/C][C]0.016541[/C][C]0.1134[/C][C]0.4551[/C][/ROW]
[ROW][C]14[/C][C]-0.123176[/C][C]-0.8445[/C][C]0.201347[/C][/ROW]
[ROW][C]15[/C][C]-0.041701[/C][C]-0.2859[/C][C]0.388111[/C][/ROW]
[ROW][C]16[/C][C]-0.127831[/C][C]-0.8764[/C][C]0.192645[/C][/ROW]
[ROW][C]17[/C][C]-0.143216[/C][C]-0.9818[/C][C]0.165602[/C][/ROW]
[ROW][C]18[/C][C]-0.26511[/C][C]-1.8175[/C][C]0.037759[/C][/ROW]
[ROW][C]19[/C][C]0.057297[/C][C]0.3928[/C][C]0.348118[/C][/ROW]
[ROW][C]20[/C][C]-0.098886[/C][C]-0.6779[/C][C]0.250571[/C][/ROW]
[ROW][C]21[/C][C]-0.159914[/C][C]-1.0963[/C][C]0.139263[/C][/ROW]
[ROW][C]22[/C][C]-0.00788[/C][C]-0.054[/C][C]0.478572[/C][/ROW]
[ROW][C]23[/C][C]0.115441[/C][C]0.7914[/C][C]0.216336[/C][/ROW]
[ROW][C]24[/C][C]-0.165905[/C][C]-1.1374[/C][C]0.13057[/C][/ROW]
[ROW][C]25[/C][C]-0.073239[/C][C]-0.5021[/C][C]0.30897[/C][/ROW]
[ROW][C]26[/C][C]0.027555[/C][C]0.1889[/C][C]0.42549[/C][/ROW]
[ROW][C]27[/C][C]0.053277[/C][C]0.3652[/C][C]0.358283[/C][/ROW]
[ROW][C]28[/C][C]0.015421[/C][C]0.1057[/C][C]0.458126[/C][/ROW]
[ROW][C]29[/C][C]-0.042194[/C][C]-0.2893[/C][C]0.386825[/C][/ROW]
[ROW][C]30[/C][C]-0.041262[/C][C]-0.2829[/C][C]0.389256[/C][/ROW]
[ROW][C]31[/C][C]-0.062577[/C][C]-0.429[/C][C]0.334939[/C][/ROW]
[ROW][C]32[/C][C]-0.10436[/C][C]-0.7155[/C][C]0.238934[/C][/ROW]
[ROW][C]33[/C][C]-0.201442[/C][C]-1.381[/C][C]0.086903[/C][/ROW]
[ROW][C]34[/C][C]-0.039197[/C][C]-0.2687[/C][C]0.39466[/C][/ROW]
[ROW][C]35[/C][C]0.023442[/C][C]0.1607[/C][C]0.436506[/C][/ROW]
[ROW][C]36[/C][C]-0.091579[/C][C]-0.6278[/C][C]0.266575[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61492&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61492&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	-0.402268	-2.7578	0.004131
2	-0.531456	-3.6435	0.000335
3	-0.173115	-1.1868	0.120632
4	-0.081671	-0.5599	0.289101
5	-0.022874	-0.1568	0.43803
6	-0.128587	-0.8815	0.191254
7	0.038793	0.266	0.395719
8	0.046194	0.3167	0.376442
9	-0.115666	-0.793	0.21589
10	0.1486	1.0188	0.156768
11	0.031102	0.2132	0.416038
12	-0.178961	-1.2269	0.112986
13	0.016541	0.1134	0.4551
14	-0.123176	-0.8445	0.201347
15	-0.041701	-0.2859	0.388111
16	-0.127831	-0.8764	0.192645
17	-0.143216	-0.9818	0.165602
18	-0.26511	-1.8175	0.037759
19	0.057297	0.3928	0.348118
20	-0.098886	-0.6779	0.250571
21	-0.159914	-1.0963	0.139263
22	-0.00788	-0.054	0.478572
23	0.115441	0.7914	0.216336
24	-0.165905	-1.1374	0.13057
25	-0.073239	-0.5021	0.30897
26	0.027555	0.1889	0.42549
27	0.053277	0.3652	0.358283
28	0.015421	0.1057	0.458126
29	-0.042194	-0.2893	0.386825
30	-0.041262	-0.2829	0.389256
31	-0.062577	-0.429	0.334939
32	-0.10436	-0.7155	0.238934
33	-0.201442	-1.381	0.086903
34	-0.039197	-0.2687	0.39466
35	0.023442	0.1607	0.436506
36	-0.091579	-0.6278	0.266575

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