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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 03 Dec 2008 07:08:24 -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/03/t12283141250j8mimcqdsa7baq.htm/, Retrieved Fri, 17 May 2024 17:42:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28710, Retrieved Fri, 17 May 2024 17:42:34 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

243

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

F     [(Partial) Autocorrelation Function] [paper bel20 autoc...] [2008-12-03 13:05:59] [f58cc3b532da25682c394745f1a82535]
-   PD    [(Partial) Autocorrelation Function] [paper variance re...] [2008-12-03 14:08:24] [b09437381d488816ab9f5cf07e347c02] [Current]
F RM        [Variance Reduction Matrix] [paper variance re...] [2008-12-03 14:36:31] [f58cc3b532da25682c394745f1a82535] 
- RM        [Spectral Analysis] [paper spectral an...] [2008-12-03 14:40:03] [f58cc3b532da25682c394745f1a82535] 
-   P         [Spectral Analysis] [] [2008-12-07 15:17:33] [74be16979710d4c4e7c6647856088456] 
F RMPD          [(Partial) Autocorrelation Function] [] [2008-12-09 17:15:40] [300682cb535653f8775e6b312a464dab] 
F RMPD          [ARIMA Backward Selection] [] [2008-12-09 17:28:14] [300682cb535653f8775e6b312a464dab] 
- RMP           [(Partial) Autocorrelation Function] [] [2008-12-09 17:35:17] [300682cb535653f8775e6b312a464dab] 
F RMP           [ARIMA Backward Selection] [] [2008-12-09 18:26:36] [300682cb535653f8775e6b312a464dab] 
-   P             [ARIMA Backward Selection] [] [2008-12-13 14:37:56] [74be16979710d4c4e7c6647856088456] 
-   P             [ARIMA Backward Selection] [] [2008-12-14 15:26:26] [74be16979710d4c4e7c6647856088456] 
-   P               [ARIMA Backward Selection] [] [2008-12-15 18:05:04] [74be16979710d4c4e7c6647856088456] 
-   P                 [ARIMA Backward Selection] [] [2008-12-16 16:31:14] [74be16979710d4c4e7c6647856088456] 
F RMP                   [ARIMA Forecasting] [] [2008-12-16 17:13:10] [74be16979710d4c4e7c6647856088456] 
-   P         [Spectral Analysis] [] [2008-12-14 13:18:06] [74be16979710d4c4e7c6647856088456] 

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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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28710&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28710&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28710&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.325871	-2.9147	0.002308
2	-0.15371	-1.3748	0.086512
3	-0.007065	-0.0632	0.474886
4	-0.154697	-1.3836	0.085158
5	0.174095	1.5571	0.061691
6	0.035798	0.3202	0.37483
7	-0.106637	-0.9538	0.171531
8	0.14522	1.2989	0.098857
9	-0.089681	-0.8021	0.212427
10	-0.10013	-0.8956	0.186579
11	0.083751	0.7491	0.227999
12	0.075861	0.6785	0.2497
13	-0.131962	-1.1803	0.120689
14	0.093263	0.8342	0.203336
15	-0.036249	-0.3242	0.373308
16	0.002871	0.0257	0.489788
17	0.059176	0.5293	0.299037
18	-0.094312	-0.8436	0.200718
19	0.019063	0.1705	0.432522
20	0.011473	0.1026	0.459261
21	0.009807	0.0877	0.465161
22	0.012034	0.1076	0.457277
23	-0.057629	-0.5155	0.303829
24	-0.052703	-0.4714	0.319323
25	0.125823	1.1254	0.131893
26	-0.012031	-0.1076	0.457288
27	0.05027	0.4496	0.327097
28	-0.041022	-0.3669	0.357327
29	-0.066399	-0.5939	0.27713
30	-0.020697	-0.1851	0.426802
31	0.004709	0.0421	0.483255
32	0.077974	0.6974	0.24378
33	-0.002946	-0.0263	0.489522
34	0.027118	0.2425	0.404488
35	-0.084656	-0.7572	0.225582
36	0.026571	0.2377	0.406378

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.325871 & -2.9147 & 0.002308 \tabularnewline
2 & -0.15371 & -1.3748 & 0.086512 \tabularnewline
3 & -0.007065 & -0.0632 & 0.474886 \tabularnewline
4 & -0.154697 & -1.3836 & 0.085158 \tabularnewline
5 & 0.174095 & 1.5571 & 0.061691 \tabularnewline
6 & 0.035798 & 0.3202 & 0.37483 \tabularnewline
7 & -0.106637 & -0.9538 & 0.171531 \tabularnewline
8 & 0.14522 & 1.2989 & 0.098857 \tabularnewline
9 & -0.089681 & -0.8021 & 0.212427 \tabularnewline
10 & -0.10013 & -0.8956 & 0.186579 \tabularnewline
11 & 0.083751 & 0.7491 & 0.227999 \tabularnewline
12 & 0.075861 & 0.6785 & 0.2497 \tabularnewline
13 & -0.131962 & -1.1803 & 0.120689 \tabularnewline
14 & 0.093263 & 0.8342 & 0.203336 \tabularnewline
15 & -0.036249 & -0.3242 & 0.373308 \tabularnewline
16 & 0.002871 & 0.0257 & 0.489788 \tabularnewline
17 & 0.059176 & 0.5293 & 0.299037 \tabularnewline
18 & -0.094312 & -0.8436 & 0.200718 \tabularnewline
19 & 0.019063 & 0.1705 & 0.432522 \tabularnewline
20 & 0.011473 & 0.1026 & 0.459261 \tabularnewline
21 & 0.009807 & 0.0877 & 0.465161 \tabularnewline
22 & 0.012034 & 0.1076 & 0.457277 \tabularnewline
23 & -0.057629 & -0.5155 & 0.303829 \tabularnewline
24 & -0.052703 & -0.4714 & 0.319323 \tabularnewline
25 & 0.125823 & 1.1254 & 0.131893 \tabularnewline
26 & -0.012031 & -0.1076 & 0.457288 \tabularnewline
27 & 0.05027 & 0.4496 & 0.327097 \tabularnewline
28 & -0.041022 & -0.3669 & 0.357327 \tabularnewline
29 & -0.066399 & -0.5939 & 0.27713 \tabularnewline
30 & -0.020697 & -0.1851 & 0.426802 \tabularnewline
31 & 0.004709 & 0.0421 & 0.483255 \tabularnewline
32 & 0.077974 & 0.6974 & 0.24378 \tabularnewline
33 & -0.002946 & -0.0263 & 0.489522 \tabularnewline
34 & 0.027118 & 0.2425 & 0.404488 \tabularnewline
35 & -0.084656 & -0.7572 & 0.225582 \tabularnewline
36 & 0.026571 & 0.2377 & 0.406378 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28710&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]-0.325871[/C][C]-2.9147[/C][C]0.002308[/C][/ROW]
[ROW][C]2[/C][C]-0.15371[/C][C]-1.3748[/C][C]0.086512[/C][/ROW]
[ROW][C]3[/C][C]-0.007065[/C][C]-0.0632[/C][C]0.474886[/C][/ROW]
[ROW][C]4[/C][C]-0.154697[/C][C]-1.3836[/C][C]0.085158[/C][/ROW]
[ROW][C]5[/C][C]0.174095[/C][C]1.5571[/C][C]0.061691[/C][/ROW]
[ROW][C]6[/C][C]0.035798[/C][C]0.3202[/C][C]0.37483[/C][/ROW]
[ROW][C]7[/C][C]-0.106637[/C][C]-0.9538[/C][C]0.171531[/C][/ROW]
[ROW][C]8[/C][C]0.14522[/C][C]1.2989[/C][C]0.098857[/C][/ROW]
[ROW][C]9[/C][C]-0.089681[/C][C]-0.8021[/C][C]0.212427[/C][/ROW]
[ROW][C]10[/C][C]-0.10013[/C][C]-0.8956[/C][C]0.186579[/C][/ROW]
[ROW][C]11[/C][C]0.083751[/C][C]0.7491[/C][C]0.227999[/C][/ROW]
[ROW][C]12[/C][C]0.075861[/C][C]0.6785[/C][C]0.2497[/C][/ROW]
[ROW][C]13[/C][C]-0.131962[/C][C]-1.1803[/C][C]0.120689[/C][/ROW]
[ROW][C]14[/C][C]0.093263[/C][C]0.8342[/C][C]0.203336[/C][/ROW]
[ROW][C]15[/C][C]-0.036249[/C][C]-0.3242[/C][C]0.373308[/C][/ROW]
[ROW][C]16[/C][C]0.002871[/C][C]0.0257[/C][C]0.489788[/C][/ROW]
[ROW][C]17[/C][C]0.059176[/C][C]0.5293[/C][C]0.299037[/C][/ROW]
[ROW][C]18[/C][C]-0.094312[/C][C]-0.8436[/C][C]0.200718[/C][/ROW]
[ROW][C]19[/C][C]0.019063[/C][C]0.1705[/C][C]0.432522[/C][/ROW]
[ROW][C]20[/C][C]0.011473[/C][C]0.1026[/C][C]0.459261[/C][/ROW]
[ROW][C]21[/C][C]0.009807[/C][C]0.0877[/C][C]0.465161[/C][/ROW]
[ROW][C]22[/C][C]0.012034[/C][C]0.1076[/C][C]0.457277[/C][/ROW]
[ROW][C]23[/C][C]-0.057629[/C][C]-0.5155[/C][C]0.303829[/C][/ROW]
[ROW][C]24[/C][C]-0.052703[/C][C]-0.4714[/C][C]0.319323[/C][/ROW]
[ROW][C]25[/C][C]0.125823[/C][C]1.1254[/C][C]0.131893[/C][/ROW]
[ROW][C]26[/C][C]-0.012031[/C][C]-0.1076[/C][C]0.457288[/C][/ROW]
[ROW][C]27[/C][C]0.05027[/C][C]0.4496[/C][C]0.327097[/C][/ROW]
[ROW][C]28[/C][C]-0.041022[/C][C]-0.3669[/C][C]0.357327[/C][/ROW]
[ROW][C]29[/C][C]-0.066399[/C][C]-0.5939[/C][C]0.27713[/C][/ROW]
[ROW][C]30[/C][C]-0.020697[/C][C]-0.1851[/C][C]0.426802[/C][/ROW]
[ROW][C]31[/C][C]0.004709[/C][C]0.0421[/C][C]0.483255[/C][/ROW]
[ROW][C]32[/C][C]0.077974[/C][C]0.6974[/C][C]0.24378[/C][/ROW]
[ROW][C]33[/C][C]-0.002946[/C][C]-0.0263[/C][C]0.489522[/C][/ROW]
[ROW][C]34[/C][C]0.027118[/C][C]0.2425[/C][C]0.404488[/C][/ROW]
[ROW][C]35[/C][C]-0.084656[/C][C]-0.7572[/C][C]0.225582[/C][/ROW]
[ROW][C]36[/C][C]0.026571[/C][C]0.2377[/C][C]0.406378[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28710&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28710&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	-0.325871	-2.9147	0.002308
2	-0.15371	-1.3748	0.086512
3	-0.007065	-0.0632	0.474886
4	-0.154697	-1.3836	0.085158
5	0.174095	1.5571	0.061691
6	0.035798	0.3202	0.37483
7	-0.106637	-0.9538	0.171531
8	0.14522	1.2989	0.098857
9	-0.089681	-0.8021	0.212427
10	-0.10013	-0.8956	0.186579
11	0.083751	0.7491	0.227999
12	0.075861	0.6785	0.2497
13	-0.131962	-1.1803	0.120689
14	0.093263	0.8342	0.203336
15	-0.036249	-0.3242	0.373308
16	0.002871	0.0257	0.489788
17	0.059176	0.5293	0.299037
18	-0.094312	-0.8436	0.200718
19	0.019063	0.1705	0.432522
20	0.011473	0.1026	0.459261
21	0.009807	0.0877	0.465161
22	0.012034	0.1076	0.457277
23	-0.057629	-0.5155	0.303829
24	-0.052703	-0.4714	0.319323
25	0.125823	1.1254	0.131893
26	-0.012031	-0.1076	0.457288
27	0.05027	0.4496	0.327097
28	-0.041022	-0.3669	0.357327
29	-0.066399	-0.5939	0.27713
30	-0.020697	-0.1851	0.426802
31	0.004709	0.0421	0.483255
32	0.077974	0.6974	0.24378
33	-0.002946	-0.0263	0.489522
34	0.027118	0.2425	0.404488
35	-0.084656	-0.7572	0.225582
36	0.026571	0.2377	0.406378

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.325871	-2.9147	0.002308
2	-0.290781	-2.6008	0.005537
3	-0.20346	-1.8198	0.036265
4	-0.359832	-3.2184	0.000931
5	-0.132013	-1.1808	0.120599
6	-0.088232	-0.7892	0.216173
7	-0.173682	-1.5535	0.062131
8	0.036284	0.3245	0.373191
9	-0.008247	-0.0738	0.470691
10	-0.129465	-1.158	0.12516
11	-0.076771	-0.6867	0.247141
12	0.084812	0.7586	0.225166
13	-0.157073	-1.4049	0.08196
14	-0.032968	-0.2949	0.384427
15	-0.005463	-0.0489	0.480576
16	-0.015823	-0.1415	0.443905
17	0.005664	0.0507	0.479861
18	0.002685	0.024	0.490451
19	-0.017427	-0.1559	0.438264
20	-0.085247	-0.7625	0.22401
21	0.032422	0.29	0.386288
22	-0.023768	-0.2126	0.416094
23	-0.11753	-1.0512	0.148161
24	-0.176795	-1.5813	0.058878
25	0.002713	0.0243	0.49035
26	-0.068937	-0.6166	0.269628
27	0.068656	0.6141	0.270453
28	0.067494	0.6037	0.273881
29	0.026051	0.233	0.408174
30	-0.052813	-0.4724	0.318972
31	-0.065102	-0.5823	0.281004
32	0.001332	0.0119	0.49526
33	-0.114646	-1.0254	0.154126
34	0.047216	0.4223	0.336966
35	-0.035852	-0.3207	0.374649
36	0.037621	0.3365	0.368691

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.325871 & -2.9147 & 0.002308 \tabularnewline
2 & -0.290781 & -2.6008 & 0.005537 \tabularnewline
3 & -0.20346 & -1.8198 & 0.036265 \tabularnewline
4 & -0.359832 & -3.2184 & 0.000931 \tabularnewline
5 & -0.132013 & -1.1808 & 0.120599 \tabularnewline
6 & -0.088232 & -0.7892 & 0.216173 \tabularnewline
7 & -0.173682 & -1.5535 & 0.062131 \tabularnewline
8 & 0.036284 & 0.3245 & 0.373191 \tabularnewline
9 & -0.008247 & -0.0738 & 0.470691 \tabularnewline
10 & -0.129465 & -1.158 & 0.12516 \tabularnewline
11 & -0.076771 & -0.6867 & 0.247141 \tabularnewline
12 & 0.084812 & 0.7586 & 0.225166 \tabularnewline
13 & -0.157073 & -1.4049 & 0.08196 \tabularnewline
14 & -0.032968 & -0.2949 & 0.384427 \tabularnewline
15 & -0.005463 & -0.0489 & 0.480576 \tabularnewline
16 & -0.015823 & -0.1415 & 0.443905 \tabularnewline
17 & 0.005664 & 0.0507 & 0.479861 \tabularnewline
18 & 0.002685 & 0.024 & 0.490451 \tabularnewline
19 & -0.017427 & -0.1559 & 0.438264 \tabularnewline
20 & -0.085247 & -0.7625 & 0.22401 \tabularnewline
21 & 0.032422 & 0.29 & 0.386288 \tabularnewline
22 & -0.023768 & -0.2126 & 0.416094 \tabularnewline
23 & -0.11753 & -1.0512 & 0.148161 \tabularnewline
24 & -0.176795 & -1.5813 & 0.058878 \tabularnewline
25 & 0.002713 & 0.0243 & 0.49035 \tabularnewline
26 & -0.068937 & -0.6166 & 0.269628 \tabularnewline
27 & 0.068656 & 0.6141 & 0.270453 \tabularnewline
28 & 0.067494 & 0.6037 & 0.273881 \tabularnewline
29 & 0.026051 & 0.233 & 0.408174 \tabularnewline
30 & -0.052813 & -0.4724 & 0.318972 \tabularnewline
31 & -0.065102 & -0.5823 & 0.281004 \tabularnewline
32 & 0.001332 & 0.0119 & 0.49526 \tabularnewline
33 & -0.114646 & -1.0254 & 0.154126 \tabularnewline
34 & 0.047216 & 0.4223 & 0.336966 \tabularnewline
35 & -0.035852 & -0.3207 & 0.374649 \tabularnewline
36 & 0.037621 & 0.3365 & 0.368691 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28710&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]-0.325871[/C][C]-2.9147[/C][C]0.002308[/C][/ROW]
[ROW][C]2[/C][C]-0.290781[/C][C]-2.6008[/C][C]0.005537[/C][/ROW]
[ROW][C]3[/C][C]-0.20346[/C][C]-1.8198[/C][C]0.036265[/C][/ROW]
[ROW][C]4[/C][C]-0.359832[/C][C]-3.2184[/C][C]0.000931[/C][/ROW]
[ROW][C]5[/C][C]-0.132013[/C][C]-1.1808[/C][C]0.120599[/C][/ROW]
[ROW][C]6[/C][C]-0.088232[/C][C]-0.7892[/C][C]0.216173[/C][/ROW]
[ROW][C]7[/C][C]-0.173682[/C][C]-1.5535[/C][C]0.062131[/C][/ROW]
[ROW][C]8[/C][C]0.036284[/C][C]0.3245[/C][C]0.373191[/C][/ROW]
[ROW][C]9[/C][C]-0.008247[/C][C]-0.0738[/C][C]0.470691[/C][/ROW]
[ROW][C]10[/C][C]-0.129465[/C][C]-1.158[/C][C]0.12516[/C][/ROW]
[ROW][C]11[/C][C]-0.076771[/C][C]-0.6867[/C][C]0.247141[/C][/ROW]
[ROW][C]12[/C][C]0.084812[/C][C]0.7586[/C][C]0.225166[/C][/ROW]
[ROW][C]13[/C][C]-0.157073[/C][C]-1.4049[/C][C]0.08196[/C][/ROW]
[ROW][C]14[/C][C]-0.032968[/C][C]-0.2949[/C][C]0.384427[/C][/ROW]
[ROW][C]15[/C][C]-0.005463[/C][C]-0.0489[/C][C]0.480576[/C][/ROW]
[ROW][C]16[/C][C]-0.015823[/C][C]-0.1415[/C][C]0.443905[/C][/ROW]
[ROW][C]17[/C][C]0.005664[/C][C]0.0507[/C][C]0.479861[/C][/ROW]
[ROW][C]18[/C][C]0.002685[/C][C]0.024[/C][C]0.490451[/C][/ROW]
[ROW][C]19[/C][C]-0.017427[/C][C]-0.1559[/C][C]0.438264[/C][/ROW]
[ROW][C]20[/C][C]-0.085247[/C][C]-0.7625[/C][C]0.22401[/C][/ROW]
[ROW][C]21[/C][C]0.032422[/C][C]0.29[/C][C]0.386288[/C][/ROW]
[ROW][C]22[/C][C]-0.023768[/C][C]-0.2126[/C][C]0.416094[/C][/ROW]
[ROW][C]23[/C][C]-0.11753[/C][C]-1.0512[/C][C]0.148161[/C][/ROW]
[ROW][C]24[/C][C]-0.176795[/C][C]-1.5813[/C][C]0.058878[/C][/ROW]
[ROW][C]25[/C][C]0.002713[/C][C]0.0243[/C][C]0.49035[/C][/ROW]
[ROW][C]26[/C][C]-0.068937[/C][C]-0.6166[/C][C]0.269628[/C][/ROW]
[ROW][C]27[/C][C]0.068656[/C][C]0.6141[/C][C]0.270453[/C][/ROW]
[ROW][C]28[/C][C]0.067494[/C][C]0.6037[/C][C]0.273881[/C][/ROW]
[ROW][C]29[/C][C]0.026051[/C][C]0.233[/C][C]0.408174[/C][/ROW]
[ROW][C]30[/C][C]-0.052813[/C][C]-0.4724[/C][C]0.318972[/C][/ROW]
[ROW][C]31[/C][C]-0.065102[/C][C]-0.5823[/C][C]0.281004[/C][/ROW]
[ROW][C]32[/C][C]0.001332[/C][C]0.0119[/C][C]0.49526[/C][/ROW]
[ROW][C]33[/C][C]-0.114646[/C][C]-1.0254[/C][C]0.154126[/C][/ROW]
[ROW][C]34[/C][C]0.047216[/C][C]0.4223[/C][C]0.336966[/C][/ROW]
[ROW][C]35[/C][C]-0.035852[/C][C]-0.3207[/C][C]0.374649[/C][/ROW]
[ROW][C]36[/C][C]0.037621[/C][C]0.3365[/C][C]0.368691[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28710&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28710&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	-0.325871	-2.9147	0.002308
2	-0.290781	-2.6008	0.005537
3	-0.20346	-1.8198	0.036265
4	-0.359832	-3.2184	0.000931
5	-0.132013	-1.1808	0.120599
6	-0.088232	-0.7892	0.216173
7	-0.173682	-1.5535	0.062131
8	0.036284	0.3245	0.373191
9	-0.008247	-0.0738	0.470691
10	-0.129465	-1.158	0.12516
11	-0.076771	-0.6867	0.247141
12	0.084812	0.7586	0.225166
13	-0.157073	-1.4049	0.08196
14	-0.032968	-0.2949	0.384427
15	-0.005463	-0.0489	0.480576
16	-0.015823	-0.1415	0.443905
17	0.005664	0.0507	0.479861
18	0.002685	0.024	0.490451
19	-0.017427	-0.1559	0.438264
20	-0.085247	-0.7625	0.22401
21	0.032422	0.29	0.386288
22	-0.023768	-0.2126	0.416094
23	-0.11753	-1.0512	0.148161
24	-0.176795	-1.5813	0.058878
25	0.002713	0.0243	0.49035
26	-0.068937	-0.6166	0.269628
27	0.068656	0.6141	0.270453
28	0.067494	0.6037	0.273881
29	0.026051	0.233	0.408174
30	-0.052813	-0.4724	0.318972
31	-0.065102	-0.5823	0.281004
32	0.001332	0.0119	0.49526
33	-0.114646	-1.0254	0.154126
34	0.047216	0.4223	0.336966
35	-0.035852	-0.3207	0.374649
36	0.037621	0.3365	0.368691

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 0.9 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = ; par7 = ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

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