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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 03 Dec 2008 05:23:08 -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/2008/Dec/03/t1228307043r4a5oi9rzuersni.htm/, Retrieved Fri, 17 May 2024 15:40:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28645, Retrieved Fri, 17 May 2024 15:40:27 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

non stationary time series mannen Q8 ACF

Estimated Impact

180

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

F     [(Partial) Autocorrelation Function] [non stat time ser...] [2008-12-02 20:38:02] [c96f3dce3a823a83b6ede18389e1cfd4]
F   P   [(Partial) Autocorrelation Function] [non stat time ser...] [2008-12-02 20:43:15] [c96f3dce3a823a83b6ede18389e1cfd4]
-         [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-03 12:21:35] [47f64d63202c1921bd27f3073f07a153]
-   P         [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-03 12:23:08] [74c7506a1ea162af3aa8be25bcd05d28] [Current]
- RMP           [Variance Reduction Matrix] [non stationary ti...] [2008-12-03 12:26:00] [47f64d63202c1921bd27f3073f07a153] 
- RMP             [Spectral Analysis] [non stationary ti...] [2008-12-03 12:28:17] [47f64d63202c1921bd27f3073f07a153] 
- RMP             [Spectral Analysis] [non stationary ti...] [2008-12-03 12:28:17] [47f64d63202c1921bd27f3073f07a153] 
-   P               [Spectral Analysis] [non stationary ti...] [2008-12-03 12:30:17] [47f64d63202c1921bd27f3073f07a153] 
-   P                 [Spectral Analysis] [non stationary ti...] [2008-12-03 12:32:20] [47f64d63202c1921bd27f3073f07a153] 

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Dataseries X:

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Histogram

Boxplots

7.6
7.9
7.9
8.1
8.2
8
7.5
6.8
6.5
6.6
7.6
8
8
7.7
7.5
7.6
7.7
7.9
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.1
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.7
6.4
6.3
6.2
6.5
6.8
6.8
6.5
6.3
5.9
5.9
6.4
6.4
6.5

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=28645&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=28645&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28645&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	0.447933	3.1034	0.001602
2	-0.068643	-0.4756	0.318267
3	-0.346068	-2.3976	0.01022
4	-0.457542	-3.1699	0.001327
5	-0.176114	-1.2202	0.114183
6	0.058869	0.4079	0.342595
7	0.136082	0.9428	0.175251
8	0.137737	0.9543	0.172363
9	-0.059277	-0.4107	0.341567
10	-0.043203	-0.2993	0.382994
11	0.008639	0.0599	0.476261
12	-0.059857	-0.4147	0.340104
13	0.071009	0.492	0.312494
14	0.07918	0.5486	0.29292
15	-0.041722	-0.2891	0.386892
16	-0.090947	-0.6301	0.265809
17	-0.166236	-1.1517	0.12757
18	-0.064623	-0.4477	0.328185
19	0.099516	0.6895	0.246924
20	0.186573	1.2926	0.101166
21	0.235781	1.6335	0.05445
22	0.001889	0.0131	0.494806
23	-0.228537	-1.5834	0.059954
24	-0.273049	-1.8917	0.032284
25	-0.151194	-1.0475	0.150057
26	0.113042	0.7832	0.218684
27	0.251811	1.7446	0.043728
28	0.130216	0.9022	0.185737
29	0.028724	0.199	0.421549
30	-0.15096	-1.0459	0.150427
31	-0.126984	-0.8798	0.191683
32	0.001802	0.0125	0.495045
33	0.032433	0.2247	0.411583
34	0.069025	0.4782	0.317333
35	0.055014	0.3811	0.352389
36	-0.058124	-0.4027	0.34448

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.447933 & 3.1034 & 0.001602 \tabularnewline
2 & -0.068643 & -0.4756 & 0.318267 \tabularnewline
3 & -0.346068 & -2.3976 & 0.01022 \tabularnewline
4 & -0.457542 & -3.1699 & 0.001327 \tabularnewline
5 & -0.176114 & -1.2202 & 0.114183 \tabularnewline
6 & 0.058869 & 0.4079 & 0.342595 \tabularnewline
7 & 0.136082 & 0.9428 & 0.175251 \tabularnewline
8 & 0.137737 & 0.9543 & 0.172363 \tabularnewline
9 & -0.059277 & -0.4107 & 0.341567 \tabularnewline
10 & -0.043203 & -0.2993 & 0.382994 \tabularnewline
11 & 0.008639 & 0.0599 & 0.476261 \tabularnewline
12 & -0.059857 & -0.4147 & 0.340104 \tabularnewline
13 & 0.071009 & 0.492 & 0.312494 \tabularnewline
14 & 0.07918 & 0.5486 & 0.29292 \tabularnewline
15 & -0.041722 & -0.2891 & 0.386892 \tabularnewline
16 & -0.090947 & -0.6301 & 0.265809 \tabularnewline
17 & -0.166236 & -1.1517 & 0.12757 \tabularnewline
18 & -0.064623 & -0.4477 & 0.328185 \tabularnewline
19 & 0.099516 & 0.6895 & 0.246924 \tabularnewline
20 & 0.186573 & 1.2926 & 0.101166 \tabularnewline
21 & 0.235781 & 1.6335 & 0.05445 \tabularnewline
22 & 0.001889 & 0.0131 & 0.494806 \tabularnewline
23 & -0.228537 & -1.5834 & 0.059954 \tabularnewline
24 & -0.273049 & -1.8917 & 0.032284 \tabularnewline
25 & -0.151194 & -1.0475 & 0.150057 \tabularnewline
26 & 0.113042 & 0.7832 & 0.218684 \tabularnewline
27 & 0.251811 & 1.7446 & 0.043728 \tabularnewline
28 & 0.130216 & 0.9022 & 0.185737 \tabularnewline
29 & 0.028724 & 0.199 & 0.421549 \tabularnewline
30 & -0.15096 & -1.0459 & 0.150427 \tabularnewline
31 & -0.126984 & -0.8798 & 0.191683 \tabularnewline
32 & 0.001802 & 0.0125 & 0.495045 \tabularnewline
33 & 0.032433 & 0.2247 & 0.411583 \tabularnewline
34 & 0.069025 & 0.4782 & 0.317333 \tabularnewline
35 & 0.055014 & 0.3811 & 0.352389 \tabularnewline
36 & -0.058124 & -0.4027 & 0.34448 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28645&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]0.447933[/C][C]3.1034[/C][C]0.001602[/C][/ROW]
[ROW][C]2[/C][C]-0.068643[/C][C]-0.4756[/C][C]0.318267[/C][/ROW]
[ROW][C]3[/C][C]-0.346068[/C][C]-2.3976[/C][C]0.01022[/C][/ROW]
[ROW][C]4[/C][C]-0.457542[/C][C]-3.1699[/C][C]0.001327[/C][/ROW]
[ROW][C]5[/C][C]-0.176114[/C][C]-1.2202[/C][C]0.114183[/C][/ROW]
[ROW][C]6[/C][C]0.058869[/C][C]0.4079[/C][C]0.342595[/C][/ROW]
[ROW][C]7[/C][C]0.136082[/C][C]0.9428[/C][C]0.175251[/C][/ROW]
[ROW][C]8[/C][C]0.137737[/C][C]0.9543[/C][C]0.172363[/C][/ROW]
[ROW][C]9[/C][C]-0.059277[/C][C]-0.4107[/C][C]0.341567[/C][/ROW]
[ROW][C]10[/C][C]-0.043203[/C][C]-0.2993[/C][C]0.382994[/C][/ROW]
[ROW][C]11[/C][C]0.008639[/C][C]0.0599[/C][C]0.476261[/C][/ROW]
[ROW][C]12[/C][C]-0.059857[/C][C]-0.4147[/C][C]0.340104[/C][/ROW]
[ROW][C]13[/C][C]0.071009[/C][C]0.492[/C][C]0.312494[/C][/ROW]
[ROW][C]14[/C][C]0.07918[/C][C]0.5486[/C][C]0.29292[/C][/ROW]
[ROW][C]15[/C][C]-0.041722[/C][C]-0.2891[/C][C]0.386892[/C][/ROW]
[ROW][C]16[/C][C]-0.090947[/C][C]-0.6301[/C][C]0.265809[/C][/ROW]
[ROW][C]17[/C][C]-0.166236[/C][C]-1.1517[/C][C]0.12757[/C][/ROW]
[ROW][C]18[/C][C]-0.064623[/C][C]-0.4477[/C][C]0.328185[/C][/ROW]
[ROW][C]19[/C][C]0.099516[/C][C]0.6895[/C][C]0.246924[/C][/ROW]
[ROW][C]20[/C][C]0.186573[/C][C]1.2926[/C][C]0.101166[/C][/ROW]
[ROW][C]21[/C][C]0.235781[/C][C]1.6335[/C][C]0.05445[/C][/ROW]
[ROW][C]22[/C][C]0.001889[/C][C]0.0131[/C][C]0.494806[/C][/ROW]
[ROW][C]23[/C][C]-0.228537[/C][C]-1.5834[/C][C]0.059954[/C][/ROW]
[ROW][C]24[/C][C]-0.273049[/C][C]-1.8917[/C][C]0.032284[/C][/ROW]
[ROW][C]25[/C][C]-0.151194[/C][C]-1.0475[/C][C]0.150057[/C][/ROW]
[ROW][C]26[/C][C]0.113042[/C][C]0.7832[/C][C]0.218684[/C][/ROW]
[ROW][C]27[/C][C]0.251811[/C][C]1.7446[/C][C]0.043728[/C][/ROW]
[ROW][C]28[/C][C]0.130216[/C][C]0.9022[/C][C]0.185737[/C][/ROW]
[ROW][C]29[/C][C]0.028724[/C][C]0.199[/C][C]0.421549[/C][/ROW]
[ROW][C]30[/C][C]-0.15096[/C][C]-1.0459[/C][C]0.150427[/C][/ROW]
[ROW][C]31[/C][C]-0.126984[/C][C]-0.8798[/C][C]0.191683[/C][/ROW]
[ROW][C]32[/C][C]0.001802[/C][C]0.0125[/C][C]0.495045[/C][/ROW]
[ROW][C]33[/C][C]0.032433[/C][C]0.2247[/C][C]0.411583[/C][/ROW]
[ROW][C]34[/C][C]0.069025[/C][C]0.4782[/C][C]0.317333[/C][/ROW]
[ROW][C]35[/C][C]0.055014[/C][C]0.3811[/C][C]0.352389[/C][/ROW]
[ROW][C]36[/C][C]-0.058124[/C][C]-0.4027[/C][C]0.34448[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28645&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28645&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	0.447933	3.1034	0.001602
2	-0.068643	-0.4756	0.318267
3	-0.346068	-2.3976	0.01022
4	-0.457542	-3.1699	0.001327
5	-0.176114	-1.2202	0.114183
6	0.058869	0.4079	0.342595
7	0.136082	0.9428	0.175251
8	0.137737	0.9543	0.172363
9	-0.059277	-0.4107	0.341567
10	-0.043203	-0.2993	0.382994
11	0.008639	0.0599	0.476261
12	-0.059857	-0.4147	0.340104
13	0.071009	0.492	0.312494
14	0.07918	0.5486	0.29292
15	-0.041722	-0.2891	0.386892
16	-0.090947	-0.6301	0.265809
17	-0.166236	-1.1517	0.12757
18	-0.064623	-0.4477	0.328185
19	0.099516	0.6895	0.246924
20	0.186573	1.2926	0.101166
21	0.235781	1.6335	0.05445
22	0.001889	0.0131	0.494806
23	-0.228537	-1.5834	0.059954
24	-0.273049	-1.8917	0.032284
25	-0.151194	-1.0475	0.150057
26	0.113042	0.7832	0.218684
27	0.251811	1.7446	0.043728
28	0.130216	0.9022	0.185737
29	0.028724	0.199	0.421549
30	-0.15096	-1.0459	0.150427
31	-0.126984	-0.8798	0.191683
32	0.001802	0.0125	0.495045
33	0.032433	0.2247	0.411583
34	0.069025	0.4782	0.317333
35	0.055014	0.3811	0.352389
36	-0.058124	-0.4027	0.34448

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.447933	3.1034	0.001602
2	-0.33688	-2.334	0.011915
3	-0.217406	-1.5062	0.06928
4	-0.285059	-1.9749	0.027021
5	0.108241	0.7499	0.228483
6	-0.093247	-0.646	0.260667
7	-0.059286	-0.4107	0.341543
8	-0.034298	-0.2376	0.406592
9	-0.16984	-1.1767	0.122562
10	0.134752	0.9336	0.177595
11	-0.042903	-0.2972	0.383782
12	-0.126887	-0.8791	0.191864
13	0.130886	0.9068	0.18452
14	-0.00355	-0.0246	0.490241
15	-0.097422	-0.675	0.25147
16	-0.091986	-0.6373	0.263479
17	-0.071934	-0.4984	0.310247
18	0.028326	0.1962	0.422622
19	0.031605	0.219	0.413803
20	0.077815	0.5391	0.296148
21	0.04333	0.3002	0.38266
22	-0.117357	-0.8131	0.210096
23	-0.056935	-0.3945	0.347496
24	-0.126705	-0.8778	0.192201
25	0.072397	0.5016	0.309129
26	0.054628	0.3785	0.353374
27	-0.008544	-0.0592	0.476522
28	-0.1109	-0.7683	0.223026
29	0.070543	0.4887	0.313627
30	-0.084338	-0.5843	0.280874
31	0.067628	0.4685	0.320759
32	-0.036901	-0.2557	0.399654
33	-0.015942	-0.1104	0.456257
34	-0.025325	-0.1755	0.43073
35	0.059926	0.4152	0.33993
36	-0.088945	-0.6162	0.270327

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.447933 & 3.1034 & 0.001602 \tabularnewline
2 & -0.33688 & -2.334 & 0.011915 \tabularnewline
3 & -0.217406 & -1.5062 & 0.06928 \tabularnewline
4 & -0.285059 & -1.9749 & 0.027021 \tabularnewline
5 & 0.108241 & 0.7499 & 0.228483 \tabularnewline
6 & -0.093247 & -0.646 & 0.260667 \tabularnewline
7 & -0.059286 & -0.4107 & 0.341543 \tabularnewline
8 & -0.034298 & -0.2376 & 0.406592 \tabularnewline
9 & -0.16984 & -1.1767 & 0.122562 \tabularnewline
10 & 0.134752 & 0.9336 & 0.177595 \tabularnewline
11 & -0.042903 & -0.2972 & 0.383782 \tabularnewline
12 & -0.126887 & -0.8791 & 0.191864 \tabularnewline
13 & 0.130886 & 0.9068 & 0.18452 \tabularnewline
14 & -0.00355 & -0.0246 & 0.490241 \tabularnewline
15 & -0.097422 & -0.675 & 0.25147 \tabularnewline
16 & -0.091986 & -0.6373 & 0.263479 \tabularnewline
17 & -0.071934 & -0.4984 & 0.310247 \tabularnewline
18 & 0.028326 & 0.1962 & 0.422622 \tabularnewline
19 & 0.031605 & 0.219 & 0.413803 \tabularnewline
20 & 0.077815 & 0.5391 & 0.296148 \tabularnewline
21 & 0.04333 & 0.3002 & 0.38266 \tabularnewline
22 & -0.117357 & -0.8131 & 0.210096 \tabularnewline
23 & -0.056935 & -0.3945 & 0.347496 \tabularnewline
24 & -0.126705 & -0.8778 & 0.192201 \tabularnewline
25 & 0.072397 & 0.5016 & 0.309129 \tabularnewline
26 & 0.054628 & 0.3785 & 0.353374 \tabularnewline
27 & -0.008544 & -0.0592 & 0.476522 \tabularnewline
28 & -0.1109 & -0.7683 & 0.223026 \tabularnewline
29 & 0.070543 & 0.4887 & 0.313627 \tabularnewline
30 & -0.084338 & -0.5843 & 0.280874 \tabularnewline
31 & 0.067628 & 0.4685 & 0.320759 \tabularnewline
32 & -0.036901 & -0.2557 & 0.399654 \tabularnewline
33 & -0.015942 & -0.1104 & 0.456257 \tabularnewline
34 & -0.025325 & -0.1755 & 0.43073 \tabularnewline
35 & 0.059926 & 0.4152 & 0.33993 \tabularnewline
36 & -0.088945 & -0.6162 & 0.270327 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28645&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]0.447933[/C][C]3.1034[/C][C]0.001602[/C][/ROW]
[ROW][C]2[/C][C]-0.33688[/C][C]-2.334[/C][C]0.011915[/C][/ROW]
[ROW][C]3[/C][C]-0.217406[/C][C]-1.5062[/C][C]0.06928[/C][/ROW]
[ROW][C]4[/C][C]-0.285059[/C][C]-1.9749[/C][C]0.027021[/C][/ROW]
[ROW][C]5[/C][C]0.108241[/C][C]0.7499[/C][C]0.228483[/C][/ROW]
[ROW][C]6[/C][C]-0.093247[/C][C]-0.646[/C][C]0.260667[/C][/ROW]
[ROW][C]7[/C][C]-0.059286[/C][C]-0.4107[/C][C]0.341543[/C][/ROW]
[ROW][C]8[/C][C]-0.034298[/C][C]-0.2376[/C][C]0.406592[/C][/ROW]
[ROW][C]9[/C][C]-0.16984[/C][C]-1.1767[/C][C]0.122562[/C][/ROW]
[ROW][C]10[/C][C]0.134752[/C][C]0.9336[/C][C]0.177595[/C][/ROW]
[ROW][C]11[/C][C]-0.042903[/C][C]-0.2972[/C][C]0.383782[/C][/ROW]
[ROW][C]12[/C][C]-0.126887[/C][C]-0.8791[/C][C]0.191864[/C][/ROW]
[ROW][C]13[/C][C]0.130886[/C][C]0.9068[/C][C]0.18452[/C][/ROW]
[ROW][C]14[/C][C]-0.00355[/C][C]-0.0246[/C][C]0.490241[/C][/ROW]
[ROW][C]15[/C][C]-0.097422[/C][C]-0.675[/C][C]0.25147[/C][/ROW]
[ROW][C]16[/C][C]-0.091986[/C][C]-0.6373[/C][C]0.263479[/C][/ROW]
[ROW][C]17[/C][C]-0.071934[/C][C]-0.4984[/C][C]0.310247[/C][/ROW]
[ROW][C]18[/C][C]0.028326[/C][C]0.1962[/C][C]0.422622[/C][/ROW]
[ROW][C]19[/C][C]0.031605[/C][C]0.219[/C][C]0.413803[/C][/ROW]
[ROW][C]20[/C][C]0.077815[/C][C]0.5391[/C][C]0.296148[/C][/ROW]
[ROW][C]21[/C][C]0.04333[/C][C]0.3002[/C][C]0.38266[/C][/ROW]
[ROW][C]22[/C][C]-0.117357[/C][C]-0.8131[/C][C]0.210096[/C][/ROW]
[ROW][C]23[/C][C]-0.056935[/C][C]-0.3945[/C][C]0.347496[/C][/ROW]
[ROW][C]24[/C][C]-0.126705[/C][C]-0.8778[/C][C]0.192201[/C][/ROW]
[ROW][C]25[/C][C]0.072397[/C][C]0.5016[/C][C]0.309129[/C][/ROW]
[ROW][C]26[/C][C]0.054628[/C][C]0.3785[/C][C]0.353374[/C][/ROW]
[ROW][C]27[/C][C]-0.008544[/C][C]-0.0592[/C][C]0.476522[/C][/ROW]
[ROW][C]28[/C][C]-0.1109[/C][C]-0.7683[/C][C]0.223026[/C][/ROW]
[ROW][C]29[/C][C]0.070543[/C][C]0.4887[/C][C]0.313627[/C][/ROW]
[ROW][C]30[/C][C]-0.084338[/C][C]-0.5843[/C][C]0.280874[/C][/ROW]
[ROW][C]31[/C][C]0.067628[/C][C]0.4685[/C][C]0.320759[/C][/ROW]
[ROW][C]32[/C][C]-0.036901[/C][C]-0.2557[/C][C]0.399654[/C][/ROW]
[ROW][C]33[/C][C]-0.015942[/C][C]-0.1104[/C][C]0.456257[/C][/ROW]
[ROW][C]34[/C][C]-0.025325[/C][C]-0.1755[/C][C]0.43073[/C][/ROW]
[ROW][C]35[/C][C]0.059926[/C][C]0.4152[/C][C]0.33993[/C][/ROW]
[ROW][C]36[/C][C]-0.088945[/C][C]-0.6162[/C][C]0.270327[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28645&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28645&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	0.447933	3.1034	0.001602
2	-0.33688	-2.334	0.011915
3	-0.217406	-1.5062	0.06928
4	-0.285059	-1.9749	0.027021
5	0.108241	0.7499	0.228483
6	-0.093247	-0.646	0.260667
7	-0.059286	-0.4107	0.341543
8	-0.034298	-0.2376	0.406592
9	-0.16984	-1.1767	0.122562
10	0.134752	0.9336	0.177595
11	-0.042903	-0.2972	0.383782
12	-0.126887	-0.8791	0.191864
13	0.130886	0.9068	0.18452
14	-0.00355	-0.0246	0.490241
15	-0.097422	-0.675	0.25147
16	-0.091986	-0.6373	0.263479
17	-0.071934	-0.4984	0.310247
18	0.028326	0.1962	0.422622
19	0.031605	0.219	0.413803
20	0.077815	0.5391	0.296148
21	0.04333	0.3002	0.38266
22	-0.117357	-0.8131	0.210096
23	-0.056935	-0.3945	0.347496
24	-0.126705	-0.8778	0.192201
25	0.072397	0.5016	0.309129
26	0.054628	0.3785	0.353374
27	-0.008544	-0.0592	0.476522
28	-0.1109	-0.7683	0.223026
29	0.070543	0.4887	0.313627
30	-0.084338	-0.5843	0.280874
31	0.067628	0.4685	0.320759
32	-0.036901	-0.2557	0.399654
33	-0.015942	-0.1104	0.456257
34	-0.025325	-0.1755	0.43073
35	0.059926	0.4152	0.33993
36	-0.088945	-0.6162	0.270327

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 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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