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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 13:26:57 -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/08/t1228768055q9k4p2v26wxm3vh.htm/, Retrieved Thu, 16 May 2024 07:13:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30961, Retrieved Thu, 16 May 2024 07:13:37 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

ARMA proces WS5 Q2: ACF totaal

Estimated Impact

175

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

F     [Law of Averages] [Random Walk Simul...] [2008-11-25 18:31:28] [b98453cac15ba1066b407e146608df68]
F RM D  [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-02 20:37:52] [47f64d63202c1921bd27f3073f07a153]
F    D    [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-02 20:40:11] [47f64d63202c1921bd27f3073f07a153]
-           [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-02 20:41:59] [47f64d63202c1921bd27f3073f07a153]
F   P         [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-03 12:59:59] [47f64d63202c1921bd27f3073f07a153]
F   P             [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 20:26:57] [74c7506a1ea162af3aa8be25bcd05d28] [Current]

Feedback Forum

2008-12-11 11:41:02 [72e979bcc364082694890d2eccc1a66f] [reply] 
Uit de partiële autocorrelatie functie kan je wel degelijk afleiden dat we hier te maken hebben met een MA(1) proces dat kan je zien aan de eerste 4 à 5 staafjes. In de autocorrelatie functie zie je dat er 1 staaf buiten het betrouwbaarheidsinterval ligt en dus significant is. 
Het AR proces kan je hier echter niet duidelijk waarnemen.

Post a new message

Dataseries X:

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Boxplots

8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.5
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.6
8.2
8.1
8
8.6
8.7
8.8
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.1
8.2
8.1
8.1
7.9
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8
6.9
6.8

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=30961&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=30961&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30961&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	-0.041267	-0.2829	0.389243
2	-0.097296	-0.667	0.254007
3	-0.182648	-1.2522	0.108351
4	-0.399355	-2.7378	0.004353
5	0.081822	0.5609	0.28875
6	0.135853	0.9314	0.178214
7	0.024921	0.1708	0.432538
8	0.156532	1.0731	0.144346
9	-0.177195	-1.2148	0.115257
10	-0.102383	-0.7019	0.2431
11	0.191499	1.3129	0.097804
12	-0.033052	-0.2266	0.41086
13	0.104543	0.7167	0.238551
14	-0.024031	-0.1648	0.434923
15	-0.076792	-0.5265	0.300522
16	-0.024329	-0.1668	0.434126
17	-0.151143	-1.0362	0.152709
18	0.137834	0.9449	0.174761
19	-0.07303	-0.5007	0.309471
20	0.105293	0.7218	0.236982
21	0.010061	0.069	0.472651
22	-0.037028	-0.2538	0.40036
23	0.022073	0.1513	0.440185
24	-0.077224	-0.5294	0.299503
25	-0.018216	-0.1249	0.450573
26	0.19963	1.3686	0.088817
27	-0.075295	-0.5162	0.304069
28	-0.022813	-0.1564	0.438194
29	-0.099748	-0.6838	0.248718
30	-0.182853	-1.2536	0.108098
31	0.160422	1.0998	0.138511
32	0.090257	0.6188	0.269528
33	0.098318	0.674	0.251796
34	0.078567	0.5386	0.296342
35	-0.152964	-1.0487	0.149847
36	-0.118747	-0.8141	0.209851

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.041267 & -0.2829 & 0.389243 \tabularnewline
2 & -0.097296 & -0.667 & 0.254007 \tabularnewline
3 & -0.182648 & -1.2522 & 0.108351 \tabularnewline
4 & -0.399355 & -2.7378 & 0.004353 \tabularnewline
5 & 0.081822 & 0.5609 & 0.28875 \tabularnewline
6 & 0.135853 & 0.9314 & 0.178214 \tabularnewline
7 & 0.024921 & 0.1708 & 0.432538 \tabularnewline
8 & 0.156532 & 1.0731 & 0.144346 \tabularnewline
9 & -0.177195 & -1.2148 & 0.115257 \tabularnewline
10 & -0.102383 & -0.7019 & 0.2431 \tabularnewline
11 & 0.191499 & 1.3129 & 0.097804 \tabularnewline
12 & -0.033052 & -0.2266 & 0.41086 \tabularnewline
13 & 0.104543 & 0.7167 & 0.238551 \tabularnewline
14 & -0.024031 & -0.1648 & 0.434923 \tabularnewline
15 & -0.076792 & -0.5265 & 0.300522 \tabularnewline
16 & -0.024329 & -0.1668 & 0.434126 \tabularnewline
17 & -0.151143 & -1.0362 & 0.152709 \tabularnewline
18 & 0.137834 & 0.9449 & 0.174761 \tabularnewline
19 & -0.07303 & -0.5007 & 0.309471 \tabularnewline
20 & 0.105293 & 0.7218 & 0.236982 \tabularnewline
21 & 0.010061 & 0.069 & 0.472651 \tabularnewline
22 & -0.037028 & -0.2538 & 0.40036 \tabularnewline
23 & 0.022073 & 0.1513 & 0.440185 \tabularnewline
24 & -0.077224 & -0.5294 & 0.299503 \tabularnewline
25 & -0.018216 & -0.1249 & 0.450573 \tabularnewline
26 & 0.19963 & 1.3686 & 0.088817 \tabularnewline
27 & -0.075295 & -0.5162 & 0.304069 \tabularnewline
28 & -0.022813 & -0.1564 & 0.438194 \tabularnewline
29 & -0.099748 & -0.6838 & 0.248718 \tabularnewline
30 & -0.182853 & -1.2536 & 0.108098 \tabularnewline
31 & 0.160422 & 1.0998 & 0.138511 \tabularnewline
32 & 0.090257 & 0.6188 & 0.269528 \tabularnewline
33 & 0.098318 & 0.674 & 0.251796 \tabularnewline
34 & 0.078567 & 0.5386 & 0.296342 \tabularnewline
35 & -0.152964 & -1.0487 & 0.149847 \tabularnewline
36 & -0.118747 & -0.8141 & 0.209851 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30961&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]-0.041267[/C][C]-0.2829[/C][C]0.389243[/C][/ROW]
[ROW][C]2[/C][C]-0.097296[/C][C]-0.667[/C][C]0.254007[/C][/ROW]
[ROW][C]3[/C][C]-0.182648[/C][C]-1.2522[/C][C]0.108351[/C][/ROW]
[ROW][C]4[/C][C]-0.399355[/C][C]-2.7378[/C][C]0.004353[/C][/ROW]
[ROW][C]5[/C][C]0.081822[/C][C]0.5609[/C][C]0.28875[/C][/ROW]
[ROW][C]6[/C][C]0.135853[/C][C]0.9314[/C][C]0.178214[/C][/ROW]
[ROW][C]7[/C][C]0.024921[/C][C]0.1708[/C][C]0.432538[/C][/ROW]
[ROW][C]8[/C][C]0.156532[/C][C]1.0731[/C][C]0.144346[/C][/ROW]
[ROW][C]9[/C][C]-0.177195[/C][C]-1.2148[/C][C]0.115257[/C][/ROW]
[ROW][C]10[/C][C]-0.102383[/C][C]-0.7019[/C][C]0.2431[/C][/ROW]
[ROW][C]11[/C][C]0.191499[/C][C]1.3129[/C][C]0.097804[/C][/ROW]
[ROW][C]12[/C][C]-0.033052[/C][C]-0.2266[/C][C]0.41086[/C][/ROW]
[ROW][C]13[/C][C]0.104543[/C][C]0.7167[/C][C]0.238551[/C][/ROW]
[ROW][C]14[/C][C]-0.024031[/C][C]-0.1648[/C][C]0.434923[/C][/ROW]
[ROW][C]15[/C][C]-0.076792[/C][C]-0.5265[/C][C]0.300522[/C][/ROW]
[ROW][C]16[/C][C]-0.024329[/C][C]-0.1668[/C][C]0.434126[/C][/ROW]
[ROW][C]17[/C][C]-0.151143[/C][C]-1.0362[/C][C]0.152709[/C][/ROW]
[ROW][C]18[/C][C]0.137834[/C][C]0.9449[/C][C]0.174761[/C][/ROW]
[ROW][C]19[/C][C]-0.07303[/C][C]-0.5007[/C][C]0.309471[/C][/ROW]
[ROW][C]20[/C][C]0.105293[/C][C]0.7218[/C][C]0.236982[/C][/ROW]
[ROW][C]21[/C][C]0.010061[/C][C]0.069[/C][C]0.472651[/C][/ROW]
[ROW][C]22[/C][C]-0.037028[/C][C]-0.2538[/C][C]0.40036[/C][/ROW]
[ROW][C]23[/C][C]0.022073[/C][C]0.1513[/C][C]0.440185[/C][/ROW]
[ROW][C]24[/C][C]-0.077224[/C][C]-0.5294[/C][C]0.299503[/C][/ROW]
[ROW][C]25[/C][C]-0.018216[/C][C]-0.1249[/C][C]0.450573[/C][/ROW]
[ROW][C]26[/C][C]0.19963[/C][C]1.3686[/C][C]0.088817[/C][/ROW]
[ROW][C]27[/C][C]-0.075295[/C][C]-0.5162[/C][C]0.304069[/C][/ROW]
[ROW][C]28[/C][C]-0.022813[/C][C]-0.1564[/C][C]0.438194[/C][/ROW]
[ROW][C]29[/C][C]-0.099748[/C][C]-0.6838[/C][C]0.248718[/C][/ROW]
[ROW][C]30[/C][C]-0.182853[/C][C]-1.2536[/C][C]0.108098[/C][/ROW]
[ROW][C]31[/C][C]0.160422[/C][C]1.0998[/C][C]0.138511[/C][/ROW]
[ROW][C]32[/C][C]0.090257[/C][C]0.6188[/C][C]0.269528[/C][/ROW]
[ROW][C]33[/C][C]0.098318[/C][C]0.674[/C][C]0.251796[/C][/ROW]
[ROW][C]34[/C][C]0.078567[/C][C]0.5386[/C][C]0.296342[/C][/ROW]
[ROW][C]35[/C][C]-0.152964[/C][C]-1.0487[/C][C]0.149847[/C][/ROW]
[ROW][C]36[/C][C]-0.118747[/C][C]-0.8141[/C][C]0.209851[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30961&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30961&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	-0.041267	-0.2829	0.389243
2	-0.097296	-0.667	0.254007
3	-0.182648	-1.2522	0.108351
4	-0.399355	-2.7378	0.004353
5	0.081822	0.5609	0.28875
6	0.135853	0.9314	0.178214
7	0.024921	0.1708	0.432538
8	0.156532	1.0731	0.144346
9	-0.177195	-1.2148	0.115257
10	-0.102383	-0.7019	0.2431
11	0.191499	1.3129	0.097804
12	-0.033052	-0.2266	0.41086
13	0.104543	0.7167	0.238551
14	-0.024031	-0.1648	0.434923
15	-0.076792	-0.5265	0.300522
16	-0.024329	-0.1668	0.434126
17	-0.151143	-1.0362	0.152709
18	0.137834	0.9449	0.174761
19	-0.07303	-0.5007	0.309471
20	0.105293	0.7218	0.236982
21	0.010061	0.069	0.472651
22	-0.037028	-0.2538	0.40036
23	0.022073	0.1513	0.440185
24	-0.077224	-0.5294	0.299503
25	-0.018216	-0.1249	0.450573
26	0.19963	1.3686	0.088817
27	-0.075295	-0.5162	0.304069
28	-0.022813	-0.1564	0.438194
29	-0.099748	-0.6838	0.248718
30	-0.182853	-1.2536	0.108098
31	0.160422	1.0998	0.138511
32	0.090257	0.6188	0.269528
33	0.098318	0.674	0.251796
34	0.078567	0.5386	0.296342
35	-0.152964	-1.0487	0.149847
36	-0.118747	-0.8141	0.209851

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.041267	-0.2829	0.389243
2	-0.099168	-0.6799	0.249963
3	-0.193382	-1.3258	0.095664
4	-0.451517	-3.0954	0.001654
5	-0.062995	-0.4319	0.333905
6	-0.0099	-0.0679	0.473087
7	-0.160543	-1.1006	0.138332
8	-0.021304	-0.1461	0.442252
9	-0.168548	-1.1555	0.126862
10	-0.131012	-0.8982	0.186835
11	0.151238	1.0368	0.152559
12	-0.006488	-0.0445	0.482356
13	-0.001005	-0.0069	0.497267
14	-0.003435	-0.0235	0.490657
15	0.139208	0.9544	0.172392
16	-0.008858	-0.0607	0.475917
17	-0.159537	-1.0937	0.139824
18	0.146365	1.0034	0.160396
19	-0.207506	-1.4226	0.080729
20	0.092593	0.6348	0.264324
21	-0.075891	-0.5203	0.302655
22	-0.032759	-0.2246	0.411639
23	-0.046676	-0.32	0.375195
24	-0.084816	-0.5815	0.281852
25	0.001388	0.0095	0.496225
26	0.112603	0.772	0.222
27	-0.009493	-0.0651	0.474194
28	-0.023089	-0.1583	0.437454
29	-0.158716	-1.0881	0.141049
30	-0.029288	-0.2008	0.420865
31	-0.01454	-0.0997	0.460511
32	0.03383	0.2319	0.4088
33	-0.021625	-0.1483	0.441388
34	-0.030064	-0.2061	0.418798
35	0.104102	0.7137	0.239475
36	-0.12663	-0.8681	0.194867

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.041267 & -0.2829 & 0.389243 \tabularnewline
2 & -0.099168 & -0.6799 & 0.249963 \tabularnewline
3 & -0.193382 & -1.3258 & 0.095664 \tabularnewline
4 & -0.451517 & -3.0954 & 0.001654 \tabularnewline
5 & -0.062995 & -0.4319 & 0.333905 \tabularnewline
6 & -0.0099 & -0.0679 & 0.473087 \tabularnewline
7 & -0.160543 & -1.1006 & 0.138332 \tabularnewline
8 & -0.021304 & -0.1461 & 0.442252 \tabularnewline
9 & -0.168548 & -1.1555 & 0.126862 \tabularnewline
10 & -0.131012 & -0.8982 & 0.186835 \tabularnewline
11 & 0.151238 & 1.0368 & 0.152559 \tabularnewline
12 & -0.006488 & -0.0445 & 0.482356 \tabularnewline
13 & -0.001005 & -0.0069 & 0.497267 \tabularnewline
14 & -0.003435 & -0.0235 & 0.490657 \tabularnewline
15 & 0.139208 & 0.9544 & 0.172392 \tabularnewline
16 & -0.008858 & -0.0607 & 0.475917 \tabularnewline
17 & -0.159537 & -1.0937 & 0.139824 \tabularnewline
18 & 0.146365 & 1.0034 & 0.160396 \tabularnewline
19 & -0.207506 & -1.4226 & 0.080729 \tabularnewline
20 & 0.092593 & 0.6348 & 0.264324 \tabularnewline
21 & -0.075891 & -0.5203 & 0.302655 \tabularnewline
22 & -0.032759 & -0.2246 & 0.411639 \tabularnewline
23 & -0.046676 & -0.32 & 0.375195 \tabularnewline
24 & -0.084816 & -0.5815 & 0.281852 \tabularnewline
25 & 0.001388 & 0.0095 & 0.496225 \tabularnewline
26 & 0.112603 & 0.772 & 0.222 \tabularnewline
27 & -0.009493 & -0.0651 & 0.474194 \tabularnewline
28 & -0.023089 & -0.1583 & 0.437454 \tabularnewline
29 & -0.158716 & -1.0881 & 0.141049 \tabularnewline
30 & -0.029288 & -0.2008 & 0.420865 \tabularnewline
31 & -0.01454 & -0.0997 & 0.460511 \tabularnewline
32 & 0.03383 & 0.2319 & 0.4088 \tabularnewline
33 & -0.021625 & -0.1483 & 0.441388 \tabularnewline
34 & -0.030064 & -0.2061 & 0.418798 \tabularnewline
35 & 0.104102 & 0.7137 & 0.239475 \tabularnewline
36 & -0.12663 & -0.8681 & 0.194867 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30961&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]-0.041267[/C][C]-0.2829[/C][C]0.389243[/C][/ROW]
[ROW][C]2[/C][C]-0.099168[/C][C]-0.6799[/C][C]0.249963[/C][/ROW]
[ROW][C]3[/C][C]-0.193382[/C][C]-1.3258[/C][C]0.095664[/C][/ROW]
[ROW][C]4[/C][C]-0.451517[/C][C]-3.0954[/C][C]0.001654[/C][/ROW]
[ROW][C]5[/C][C]-0.062995[/C][C]-0.4319[/C][C]0.333905[/C][/ROW]
[ROW][C]6[/C][C]-0.0099[/C][C]-0.0679[/C][C]0.473087[/C][/ROW]
[ROW][C]7[/C][C]-0.160543[/C][C]-1.1006[/C][C]0.138332[/C][/ROW]
[ROW][C]8[/C][C]-0.021304[/C][C]-0.1461[/C][C]0.442252[/C][/ROW]
[ROW][C]9[/C][C]-0.168548[/C][C]-1.1555[/C][C]0.126862[/C][/ROW]
[ROW][C]10[/C][C]-0.131012[/C][C]-0.8982[/C][C]0.186835[/C][/ROW]
[ROW][C]11[/C][C]0.151238[/C][C]1.0368[/C][C]0.152559[/C][/ROW]
[ROW][C]12[/C][C]-0.006488[/C][C]-0.0445[/C][C]0.482356[/C][/ROW]
[ROW][C]13[/C][C]-0.001005[/C][C]-0.0069[/C][C]0.497267[/C][/ROW]
[ROW][C]14[/C][C]-0.003435[/C][C]-0.0235[/C][C]0.490657[/C][/ROW]
[ROW][C]15[/C][C]0.139208[/C][C]0.9544[/C][C]0.172392[/C][/ROW]
[ROW][C]16[/C][C]-0.008858[/C][C]-0.0607[/C][C]0.475917[/C][/ROW]
[ROW][C]17[/C][C]-0.159537[/C][C]-1.0937[/C][C]0.139824[/C][/ROW]
[ROW][C]18[/C][C]0.146365[/C][C]1.0034[/C][C]0.160396[/C][/ROW]
[ROW][C]19[/C][C]-0.207506[/C][C]-1.4226[/C][C]0.080729[/C][/ROW]
[ROW][C]20[/C][C]0.092593[/C][C]0.6348[/C][C]0.264324[/C][/ROW]
[ROW][C]21[/C][C]-0.075891[/C][C]-0.5203[/C][C]0.302655[/C][/ROW]
[ROW][C]22[/C][C]-0.032759[/C][C]-0.2246[/C][C]0.411639[/C][/ROW]
[ROW][C]23[/C][C]-0.046676[/C][C]-0.32[/C][C]0.375195[/C][/ROW]
[ROW][C]24[/C][C]-0.084816[/C][C]-0.5815[/C][C]0.281852[/C][/ROW]
[ROW][C]25[/C][C]0.001388[/C][C]0.0095[/C][C]0.496225[/C][/ROW]
[ROW][C]26[/C][C]0.112603[/C][C]0.772[/C][C]0.222[/C][/ROW]
[ROW][C]27[/C][C]-0.009493[/C][C]-0.0651[/C][C]0.474194[/C][/ROW]
[ROW][C]28[/C][C]-0.023089[/C][C]-0.1583[/C][C]0.437454[/C][/ROW]
[ROW][C]29[/C][C]-0.158716[/C][C]-1.0881[/C][C]0.141049[/C][/ROW]
[ROW][C]30[/C][C]-0.029288[/C][C]-0.2008[/C][C]0.420865[/C][/ROW]
[ROW][C]31[/C][C]-0.01454[/C][C]-0.0997[/C][C]0.460511[/C][/ROW]
[ROW][C]32[/C][C]0.03383[/C][C]0.2319[/C][C]0.4088[/C][/ROW]
[ROW][C]33[/C][C]-0.021625[/C][C]-0.1483[/C][C]0.441388[/C][/ROW]
[ROW][C]34[/C][C]-0.030064[/C][C]-0.2061[/C][C]0.418798[/C][/ROW]
[ROW][C]35[/C][C]0.104102[/C][C]0.7137[/C][C]0.239475[/C][/ROW]
[ROW][C]36[/C][C]-0.12663[/C][C]-0.8681[/C][C]0.194867[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30961&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30961&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	-0.041267	-0.2829	0.389243
2	-0.099168	-0.6799	0.249963
3	-0.193382	-1.3258	0.095664
4	-0.451517	-3.0954	0.001654
5	-0.062995	-0.4319	0.333905
6	-0.0099	-0.0679	0.473087
7	-0.160543	-1.1006	0.138332
8	-0.021304	-0.1461	0.442252
9	-0.168548	-1.1555	0.126862
10	-0.131012	-0.8982	0.186835
11	0.151238	1.0368	0.152559
12	-0.006488	-0.0445	0.482356
13	-0.001005	-0.0069	0.497267
14	-0.003435	-0.0235	0.490657
15	0.139208	0.9544	0.172392
16	-0.008858	-0.0607	0.475917
17	-0.159537	-1.0937	0.139824
18	0.146365	1.0034	0.160396
19	-0.207506	-1.4226	0.080729
20	0.092593	0.6348	0.264324
21	-0.075891	-0.5203	0.302655
22	-0.032759	-0.2246	0.411639
23	-0.046676	-0.32	0.375195
24	-0.084816	-0.5815	0.281852
25	0.001388	0.0095	0.496225
26	0.112603	0.772	0.222
27	-0.009493	-0.0651	0.474194
28	-0.023089	-0.1583	0.437454
29	-0.158716	-1.0881	0.141049
30	-0.029288	-0.2008	0.420865
31	-0.01454	-0.0997	0.460511
32	0.03383	0.2319	0.4088
33	-0.021625	-0.1483	0.441388
34	-0.030064	-0.2061	0.418798
35	0.104102	0.7137	0.239475
36	-0.12663	-0.8681	0.194867

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 0.8 ; par3 = 2 ; 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