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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Dec 2008 09:58:46 -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/2008/Dec/02/t1228237212x8v8sh8psdemqbi.htm/, Retrieved Fri, 17 May 2024 05:02:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28076, Retrieved Fri, 17 May 2024 05:02:31 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

178

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

F     [(Partial) Autocorrelation Function] [nsts Q8 (1)] [2008-12-02 16:54:05] [b1bd16d1f47bfe13feacf1c27a0abba5]
F   PD    [(Partial) Autocorrelation Function] [nsts Q8 (2)] [2008-12-02 16:58:46] [e7b1048c2c3a353441b9143db4404b91] [Current]
-   P       [(Partial) Autocorrelation Function] [nsts Q8 (3)] [2008-12-02 17:02:13] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F   P         [(Partial) Autocorrelation Function] [nsts Q8 (9)] [2008-12-02 17:59:47] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F RMPD        [Standard Deviation-Mean Plot] [nsts Q8 (9)] [2008-12-02 18:06:48] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F RMP       [Variance Reduction Matrix] [nsts Q8 (4)] [2008-12-02 17:06:25] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F   PD      [(Partial) Autocorrelation Function] [nsts Q8 (5)] [2008-12-02 17:09:15] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-   PD        [(Partial) Autocorrelation Function] [nsts Q8 (6)] [2008-12-02 17:12:08] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-   P           [(Partial) Autocorrelation Function] [nsts Q8 (7)] [2008-12-02 17:14:26] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F   P             [(Partial) Autocorrelation Function] [nsts Q8 (10)] [2008-12-02 18:11:41] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F RMPD            [Standard Deviation-Mean Plot] [nsts Q8 (11)] [2008-12-02 18:16:35] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F RMPD            [Cross Correlation Function] [nsts Q9] [2008-12-02 18:20:14] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F   P               [Cross Correlation Function] [NonStationaryTime...] [2008-12-02 20:22:16] [9c2d53170eb755e9ae5fcf19d2174a32] 
F RMPD          [Variance Reduction Matrix] [nsts Q8 (8)] [2008-12-02 17:17:02] [b1bd16d1f47bfe13feacf1c27a0abba5] 

Feedback Forum

2008-12-08 18:50:18 [Jasmine Hendrikx] [reply] 
Eigen evaluatie: 
Deze berekening was inderdaad niet echt nodig. Het is juist dat er in de vorige grafiek niet echt sprake was van een langetermijntrend en daarom dat er dus ook geen verbetering is opgetreden door d gelijk te stellen aan 1. In deze grafiek wordt nog eens duidelijk getoond dat er sprake is van seizoenaliteit. Dit zie je aan de pieken bij lag 6, 12, 24, 36,. Er is een langzaam dalend patroon op te merken in de seizoenale autocorrelatiecoëfficiënten. Er is sprake van een seizoenale trend, dus we moeten inderdaad seizoenaal differentiëren en D gelijkstellen aan 1.

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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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28076&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28076&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28076&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.258017	-2.3648	0.010173
2	-0.388735	-3.5628	0.000304
3	0.309823	2.8396	0.002832
4	-0.144722	-1.3264	0.094152
5	-0.170038	-1.5584	0.061447
6	0.371735	3.407	0.000505
7	-0.17383	-1.5932	0.057439
8	-0.123683	-1.1336	0.130099
9	0.349022	3.1988	0.000973
10	-0.456088	-4.1801	3.6e-05
11	-0.149266	-1.368	0.087474
12	0.681658	6.2475	0
13	-0.116806	-1.0705	0.14372
14	-0.374306	-3.4306	0.000468
15	0.293941	2.694	0.004262
16	-0.181999	-1.668	0.049515
17	-0.093335	-0.8554	0.197374
18	0.307263	2.8161	0.003028
19	-0.157443	-1.443	0.076371
20	-0.071445	-0.6548	0.257192
21	0.264635	2.4254	0.008716
22	-0.380179	-3.4844	0.000393
23	-0.139051	-1.2744	0.103014
24	0.551741	5.0568	1e-06
25	-0.110186	-1.0099	0.157729
26	-0.237062	-2.1727	0.01631
27	0.22709	2.0813	0.020225
28	-0.174712	-1.6013	0.056536
29	-0.045352	-0.4157	0.339359
30	0.218446	2.0021	0.024251
31	-0.112165	-1.028	0.153448
32	-0.034172	-0.3132	0.377456
33	0.163623	1.4996	0.06873
34	-0.288986	-2.6486	0.004827
35	-0.078397	-0.7185	0.237214
36	0.407088	3.731	0.000173

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.258017 & -2.3648 & 0.010173 \tabularnewline
2 & -0.388735 & -3.5628 & 0.000304 \tabularnewline
3 & 0.309823 & 2.8396 & 0.002832 \tabularnewline
4 & -0.144722 & -1.3264 & 0.094152 \tabularnewline
5 & -0.170038 & -1.5584 & 0.061447 \tabularnewline
6 & 0.371735 & 3.407 & 0.000505 \tabularnewline
7 & -0.17383 & -1.5932 & 0.057439 \tabularnewline
8 & -0.123683 & -1.1336 & 0.130099 \tabularnewline
9 & 0.349022 & 3.1988 & 0.000973 \tabularnewline
10 & -0.456088 & -4.1801 & 3.6e-05 \tabularnewline
11 & -0.149266 & -1.368 & 0.087474 \tabularnewline
12 & 0.681658 & 6.2475 & 0 \tabularnewline
13 & -0.116806 & -1.0705 & 0.14372 \tabularnewline
14 & -0.374306 & -3.4306 & 0.000468 \tabularnewline
15 & 0.293941 & 2.694 & 0.004262 \tabularnewline
16 & -0.181999 & -1.668 & 0.049515 \tabularnewline
17 & -0.093335 & -0.8554 & 0.197374 \tabularnewline
18 & 0.307263 & 2.8161 & 0.003028 \tabularnewline
19 & -0.157443 & -1.443 & 0.076371 \tabularnewline
20 & -0.071445 & -0.6548 & 0.257192 \tabularnewline
21 & 0.264635 & 2.4254 & 0.008716 \tabularnewline
22 & -0.380179 & -3.4844 & 0.000393 \tabularnewline
23 & -0.139051 & -1.2744 & 0.103014 \tabularnewline
24 & 0.551741 & 5.0568 & 1e-06 \tabularnewline
25 & -0.110186 & -1.0099 & 0.157729 \tabularnewline
26 & -0.237062 & -2.1727 & 0.01631 \tabularnewline
27 & 0.22709 & 2.0813 & 0.020225 \tabularnewline
28 & -0.174712 & -1.6013 & 0.056536 \tabularnewline
29 & -0.045352 & -0.4157 & 0.339359 \tabularnewline
30 & 0.218446 & 2.0021 & 0.024251 \tabularnewline
31 & -0.112165 & -1.028 & 0.153448 \tabularnewline
32 & -0.034172 & -0.3132 & 0.377456 \tabularnewline
33 & 0.163623 & 1.4996 & 0.06873 \tabularnewline
34 & -0.288986 & -2.6486 & 0.004827 \tabularnewline
35 & -0.078397 & -0.7185 & 0.237214 \tabularnewline
36 & 0.407088 & 3.731 & 0.000173 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28076&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]-0.258017[/C][C]-2.3648[/C][C]0.010173[/C][/ROW]
[ROW][C]2[/C][C]-0.388735[/C][C]-3.5628[/C][C]0.000304[/C][/ROW]
[ROW][C]3[/C][C]0.309823[/C][C]2.8396[/C][C]0.002832[/C][/ROW]
[ROW][C]4[/C][C]-0.144722[/C][C]-1.3264[/C][C]0.094152[/C][/ROW]
[ROW][C]5[/C][C]-0.170038[/C][C]-1.5584[/C][C]0.061447[/C][/ROW]
[ROW][C]6[/C][C]0.371735[/C][C]3.407[/C][C]0.000505[/C][/ROW]
[ROW][C]7[/C][C]-0.17383[/C][C]-1.5932[/C][C]0.057439[/C][/ROW]
[ROW][C]8[/C][C]-0.123683[/C][C]-1.1336[/C][C]0.130099[/C][/ROW]
[ROW][C]9[/C][C]0.349022[/C][C]3.1988[/C][C]0.000973[/C][/ROW]
[ROW][C]10[/C][C]-0.456088[/C][C]-4.1801[/C][C]3.6e-05[/C][/ROW]
[ROW][C]11[/C][C]-0.149266[/C][C]-1.368[/C][C]0.087474[/C][/ROW]
[ROW][C]12[/C][C]0.681658[/C][C]6.2475[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.116806[/C][C]-1.0705[/C][C]0.14372[/C][/ROW]
[ROW][C]14[/C][C]-0.374306[/C][C]-3.4306[/C][C]0.000468[/C][/ROW]
[ROW][C]15[/C][C]0.293941[/C][C]2.694[/C][C]0.004262[/C][/ROW]
[ROW][C]16[/C][C]-0.181999[/C][C]-1.668[/C][C]0.049515[/C][/ROW]
[ROW][C]17[/C][C]-0.093335[/C][C]-0.8554[/C][C]0.197374[/C][/ROW]
[ROW][C]18[/C][C]0.307263[/C][C]2.8161[/C][C]0.003028[/C][/ROW]
[ROW][C]19[/C][C]-0.157443[/C][C]-1.443[/C][C]0.076371[/C][/ROW]
[ROW][C]20[/C][C]-0.071445[/C][C]-0.6548[/C][C]0.257192[/C][/ROW]
[ROW][C]21[/C][C]0.264635[/C][C]2.4254[/C][C]0.008716[/C][/ROW]
[ROW][C]22[/C][C]-0.380179[/C][C]-3.4844[/C][C]0.000393[/C][/ROW]
[ROW][C]23[/C][C]-0.139051[/C][C]-1.2744[/C][C]0.103014[/C][/ROW]
[ROW][C]24[/C][C]0.551741[/C][C]5.0568[/C][C]1e-06[/C][/ROW]
[ROW][C]25[/C][C]-0.110186[/C][C]-1.0099[/C][C]0.157729[/C][/ROW]
[ROW][C]26[/C][C]-0.237062[/C][C]-2.1727[/C][C]0.01631[/C][/ROW]
[ROW][C]27[/C][C]0.22709[/C][C]2.0813[/C][C]0.020225[/C][/ROW]
[ROW][C]28[/C][C]-0.174712[/C][C]-1.6013[/C][C]0.056536[/C][/ROW]
[ROW][C]29[/C][C]-0.045352[/C][C]-0.4157[/C][C]0.339359[/C][/ROW]
[ROW][C]30[/C][C]0.218446[/C][C]2.0021[/C][C]0.024251[/C][/ROW]
[ROW][C]31[/C][C]-0.112165[/C][C]-1.028[/C][C]0.153448[/C][/ROW]
[ROW][C]32[/C][C]-0.034172[/C][C]-0.3132[/C][C]0.377456[/C][/ROW]
[ROW][C]33[/C][C]0.163623[/C][C]1.4996[/C][C]0.06873[/C][/ROW]
[ROW][C]34[/C][C]-0.288986[/C][C]-2.6486[/C][C]0.004827[/C][/ROW]
[ROW][C]35[/C][C]-0.078397[/C][C]-0.7185[/C][C]0.237214[/C][/ROW]
[ROW][C]36[/C][C]0.407088[/C][C]3.731[/C][C]0.000173[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28076&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28076&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	-0.258017	-2.3648	0.010173
2	-0.388735	-3.5628	0.000304
3	0.309823	2.8396	0.002832
4	-0.144722	-1.3264	0.094152
5	-0.170038	-1.5584	0.061447
6	0.371735	3.407	0.000505
7	-0.17383	-1.5932	0.057439
8	-0.123683	-1.1336	0.130099
9	0.349022	3.1988	0.000973
10	-0.456088	-4.1801	3.6e-05
11	-0.149266	-1.368	0.087474
12	0.681658	6.2475	0
13	-0.116806	-1.0705	0.14372
14	-0.374306	-3.4306	0.000468
15	0.293941	2.694	0.004262
16	-0.181999	-1.668	0.049515
17	-0.093335	-0.8554	0.197374
18	0.307263	2.8161	0.003028
19	-0.157443	-1.443	0.076371
20	-0.071445	-0.6548	0.257192
21	0.264635	2.4254	0.008716
22	-0.380179	-3.4844	0.000393
23	-0.139051	-1.2744	0.103014
24	0.551741	5.0568	1e-06
25	-0.110186	-1.0099	0.157729
26	-0.237062	-2.1727	0.01631
27	0.22709	2.0813	0.020225
28	-0.174712	-1.6013	0.056536
29	-0.045352	-0.4157	0.339359
30	0.218446	2.0021	0.024251
31	-0.112165	-1.028	0.153448
32	-0.034172	-0.3132	0.377456
33	0.163623	1.4996	0.06873
34	-0.288986	-2.6486	0.004827
35	-0.078397	-0.7185	0.237214
36	0.407088	3.731	0.000173

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.258017	-2.3648	0.010173
2	-0.487781	-4.4706	1.2e-05
3	0.04884	0.4476	0.327787
4	-0.285917	-2.6205	0.00521
5	-0.196526	-1.8012	0.037631
6	0.127225	1.166	0.123451
7	-0.14653	-1.343	0.09145
8	0.031034	0.2844	0.388389
9	0.193786	1.7761	0.039671
10	-0.446968	-4.0965	4.8e-05
11	-0.279145	-2.5584	0.006155
12	0.300631	2.7553	0.003594
13	0.2663	2.4407	0.008381
14	-0.072824	-0.6674	0.253158
15	-0.0274	-0.2511	0.401164
16	-0.10131	-0.9285	0.177898
17	0.058738	0.5383	0.295882
18	-0.056095	-0.5141	0.304259
19	0.017989	0.1649	0.434721
20	-0.02467	-0.2261	0.410833
21	-0.107147	-0.982	0.164456
22	-0.08212	-0.7526	0.226884
23	-0.028455	-0.2608	0.397443
24	-0.015095	-0.1383	0.445149
25	-0.030765	-0.282	0.389331
26	-0.000372	-0.0034	0.498644
27	0.084329	0.7729	0.22088
28	-0.029061	-0.2664	0.39531
29	0.084365	0.7732	0.220783
30	-0.121324	-1.1119	0.134666
31	0.054208	0.4968	0.310305
32	-0.041333	-0.3788	0.352888
33	-0.133792	-1.2262	0.111771
34	-0.010176	-0.0933	0.462956
35	0.01927	0.1766	0.430121
36	0.027455	0.2516	0.400972

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.258017 & -2.3648 & 0.010173 \tabularnewline
2 & -0.487781 & -4.4706 & 1.2e-05 \tabularnewline
3 & 0.04884 & 0.4476 & 0.327787 \tabularnewline
4 & -0.285917 & -2.6205 & 0.00521 \tabularnewline
5 & -0.196526 & -1.8012 & 0.037631 \tabularnewline
6 & 0.127225 & 1.166 & 0.123451 \tabularnewline
7 & -0.14653 & -1.343 & 0.09145 \tabularnewline
8 & 0.031034 & 0.2844 & 0.388389 \tabularnewline
9 & 0.193786 & 1.7761 & 0.039671 \tabularnewline
10 & -0.446968 & -4.0965 & 4.8e-05 \tabularnewline
11 & -0.279145 & -2.5584 & 0.006155 \tabularnewline
12 & 0.300631 & 2.7553 & 0.003594 \tabularnewline
13 & 0.2663 & 2.4407 & 0.008381 \tabularnewline
14 & -0.072824 & -0.6674 & 0.253158 \tabularnewline
15 & -0.0274 & -0.2511 & 0.401164 \tabularnewline
16 & -0.10131 & -0.9285 & 0.177898 \tabularnewline
17 & 0.058738 & 0.5383 & 0.295882 \tabularnewline
18 & -0.056095 & -0.5141 & 0.304259 \tabularnewline
19 & 0.017989 & 0.1649 & 0.434721 \tabularnewline
20 & -0.02467 & -0.2261 & 0.410833 \tabularnewline
21 & -0.107147 & -0.982 & 0.164456 \tabularnewline
22 & -0.08212 & -0.7526 & 0.226884 \tabularnewline
23 & -0.028455 & -0.2608 & 0.397443 \tabularnewline
24 & -0.015095 & -0.1383 & 0.445149 \tabularnewline
25 & -0.030765 & -0.282 & 0.389331 \tabularnewline
26 & -0.000372 & -0.0034 & 0.498644 \tabularnewline
27 & 0.084329 & 0.7729 & 0.22088 \tabularnewline
28 & -0.029061 & -0.2664 & 0.39531 \tabularnewline
29 & 0.084365 & 0.7732 & 0.220783 \tabularnewline
30 & -0.121324 & -1.1119 & 0.134666 \tabularnewline
31 & 0.054208 & 0.4968 & 0.310305 \tabularnewline
32 & -0.041333 & -0.3788 & 0.352888 \tabularnewline
33 & -0.133792 & -1.2262 & 0.111771 \tabularnewline
34 & -0.010176 & -0.0933 & 0.462956 \tabularnewline
35 & 0.01927 & 0.1766 & 0.430121 \tabularnewline
36 & 0.027455 & 0.2516 & 0.400972 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28076&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]-0.258017[/C][C]-2.3648[/C][C]0.010173[/C][/ROW]
[ROW][C]2[/C][C]-0.487781[/C][C]-4.4706[/C][C]1.2e-05[/C][/ROW]
[ROW][C]3[/C][C]0.04884[/C][C]0.4476[/C][C]0.327787[/C][/ROW]
[ROW][C]4[/C][C]-0.285917[/C][C]-2.6205[/C][C]0.00521[/C][/ROW]
[ROW][C]5[/C][C]-0.196526[/C][C]-1.8012[/C][C]0.037631[/C][/ROW]
[ROW][C]6[/C][C]0.127225[/C][C]1.166[/C][C]0.123451[/C][/ROW]
[ROW][C]7[/C][C]-0.14653[/C][C]-1.343[/C][C]0.09145[/C][/ROW]
[ROW][C]8[/C][C]0.031034[/C][C]0.2844[/C][C]0.388389[/C][/ROW]
[ROW][C]9[/C][C]0.193786[/C][C]1.7761[/C][C]0.039671[/C][/ROW]
[ROW][C]10[/C][C]-0.446968[/C][C]-4.0965[/C][C]4.8e-05[/C][/ROW]
[ROW][C]11[/C][C]-0.279145[/C][C]-2.5584[/C][C]0.006155[/C][/ROW]
[ROW][C]12[/C][C]0.300631[/C][C]2.7553[/C][C]0.003594[/C][/ROW]
[ROW][C]13[/C][C]0.2663[/C][C]2.4407[/C][C]0.008381[/C][/ROW]
[ROW][C]14[/C][C]-0.072824[/C][C]-0.6674[/C][C]0.253158[/C][/ROW]
[ROW][C]15[/C][C]-0.0274[/C][C]-0.2511[/C][C]0.401164[/C][/ROW]
[ROW][C]16[/C][C]-0.10131[/C][C]-0.9285[/C][C]0.177898[/C][/ROW]
[ROW][C]17[/C][C]0.058738[/C][C]0.5383[/C][C]0.295882[/C][/ROW]
[ROW][C]18[/C][C]-0.056095[/C][C]-0.5141[/C][C]0.304259[/C][/ROW]
[ROW][C]19[/C][C]0.017989[/C][C]0.1649[/C][C]0.434721[/C][/ROW]
[ROW][C]20[/C][C]-0.02467[/C][C]-0.2261[/C][C]0.410833[/C][/ROW]
[ROW][C]21[/C][C]-0.107147[/C][C]-0.982[/C][C]0.164456[/C][/ROW]
[ROW][C]22[/C][C]-0.08212[/C][C]-0.7526[/C][C]0.226884[/C][/ROW]
[ROW][C]23[/C][C]-0.028455[/C][C]-0.2608[/C][C]0.397443[/C][/ROW]
[ROW][C]24[/C][C]-0.015095[/C][C]-0.1383[/C][C]0.445149[/C][/ROW]
[ROW][C]25[/C][C]-0.030765[/C][C]-0.282[/C][C]0.389331[/C][/ROW]
[ROW][C]26[/C][C]-0.000372[/C][C]-0.0034[/C][C]0.498644[/C][/ROW]
[ROW][C]27[/C][C]0.084329[/C][C]0.7729[/C][C]0.22088[/C][/ROW]
[ROW][C]28[/C][C]-0.029061[/C][C]-0.2664[/C][C]0.39531[/C][/ROW]
[ROW][C]29[/C][C]0.084365[/C][C]0.7732[/C][C]0.220783[/C][/ROW]
[ROW][C]30[/C][C]-0.121324[/C][C]-1.1119[/C][C]0.134666[/C][/ROW]
[ROW][C]31[/C][C]0.054208[/C][C]0.4968[/C][C]0.310305[/C][/ROW]
[ROW][C]32[/C][C]-0.041333[/C][C]-0.3788[/C][C]0.352888[/C][/ROW]
[ROW][C]33[/C][C]-0.133792[/C][C]-1.2262[/C][C]0.111771[/C][/ROW]
[ROW][C]34[/C][C]-0.010176[/C][C]-0.0933[/C][C]0.462956[/C][/ROW]
[ROW][C]35[/C][C]0.01927[/C][C]0.1766[/C][C]0.430121[/C][/ROW]
[ROW][C]36[/C][C]0.027455[/C][C]0.2516[/C][C]0.400972[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28076&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28076&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	-0.258017	-2.3648	0.010173
2	-0.487781	-4.4706	1.2e-05
3	0.04884	0.4476	0.327787
4	-0.285917	-2.6205	0.00521
5	-0.196526	-1.8012	0.037631
6	0.127225	1.166	0.123451
7	-0.14653	-1.343	0.09145
8	0.031034	0.2844	0.388389
9	0.193786	1.7761	0.039671
10	-0.446968	-4.0965	4.8e-05
11	-0.279145	-2.5584	0.006155
12	0.300631	2.7553	0.003594
13	0.2663	2.4407	0.008381
14	-0.072824	-0.6674	0.253158
15	-0.0274	-0.2511	0.401164
16	-0.10131	-0.9285	0.177898
17	0.058738	0.5383	0.295882
18	-0.056095	-0.5141	0.304259
19	0.017989	0.1649	0.434721
20	-0.02467	-0.2261	0.410833
21	-0.107147	-0.982	0.164456
22	-0.08212	-0.7526	0.226884
23	-0.028455	-0.2608	0.397443
24	-0.015095	-0.1383	0.445149
25	-0.030765	-0.282	0.389331
26	-0.000372	-0.0034	0.498644
27	0.084329	0.7729	0.22088
28	-0.029061	-0.2664	0.39531
29	0.084365	0.7732	0.220783
30	-0.121324	-1.1119	0.134666
31	0.054208	0.4968	0.310305
32	-0.041333	-0.3788	0.352888
33	-0.133792	-1.2262	0.111771
34	-0.010176	-0.0933	0.462956
35	0.01927	0.1766	0.430121
36	0.027455	0.2516	0.400972

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 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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