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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 01 Dec 2009 07:27:42 -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/Dec/01/t1259677793szeop6kd56mgsk6.htm/, Retrieved Tue, 23 Apr 2024 07:16:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62051, Retrieved Tue, 23 Apr 2024 07:16:38 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

cvm

Estimated Impact

156

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]
-    D            [(Partial) Autocorrelation Function] [W8: d,D=0, Lamda 1] [2009-12-01 14:27:42] [a5ada8bd39e806b5b90f09589c89554a] [Current]
-    D              [(Partial) Autocorrelation Function] [W9: Autocorrelati...] [2009-12-02 10:01:46] [03d5b865e91ca35b5a5d21b8d6da5aba] 
-   PD              [(Partial) Autocorrelation Function] [W9: Autocorrelati...] [2009-12-02 10:04:22] [03d5b865e91ca35b5a5d21b8d6da5aba] 
-   PD              [(Partial) Autocorrelation Function] [W9: Autocorrelati...] [2009-12-02 10:07:08] [03d5b865e91ca35b5a5d21b8d6da5aba] 
-   PD                [(Partial) Autocorrelation Function] [Review: Autocorre...] [2009-12-08 16:11:45] [03d5b865e91ca35b5a5d21b8d6da5aba] 

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Dataseries X:

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Histogram

Boxplots

6,3
6,2
6,1
6,3
6,5
6,6
6,5
6,2
6,2
5,9
6,1
6,1
6,1
6,1
6,1
6,4
6,7
6,9
7
7
6,8
6,4
5,9
5,5
5,5
5,6
5,8
5,9
6,1
6,1
6
6
5,9
5,5
5,6
5,4
5,2
5,2
5,2
5,5
5,8
5,8
5,5
5,3
5,1
5,2
5,8
5,8
5,5
5
4,9
5,3
6,1
6,5
6,8
6,6
6,4
6,4
6,6
6,7
6,6

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=62051&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=62051&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62051&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	0.876749	6.8476	0
2	0.6429	5.0212	2e-06
3	0.414244	3.2353	0.000982
4	0.277077	2.164	0.017193
5	0.230839	1.8029	0.038171
6	0.201421	1.5731	0.060429
7	0.135533	1.0585	0.14699
8	0.062061	0.4847	0.314809
9	0.021556	0.1684	0.433429
10	0.060855	0.4753	0.318138
11	0.149933	1.171	0.123074
12	0.216437	1.6904	0.048025
13	0.198449	1.5499	0.063165
14	0.110424	0.8624	0.195911
15	-0.014659	-0.1145	0.454613
16	-0.130506	-1.0193	0.156047
17	-0.219698	-1.7159	0.045628
18	-0.270056	-2.1092	0.01952
19	-0.290854	-2.2716	0.013324
20	-0.291936	-2.2801	0.013055
21	-0.286668	-2.2389	0.014409
22	-0.268727	-2.0988	0.01999
23	-0.239861	-1.8734	0.032905
24	-0.202346	-1.5804	0.059596
25	-0.174676	-1.3643	0.088749
26	-0.1574	-1.2293	0.111834
27	-0.175407	-1.37	0.087858
28	-0.216576	-1.6915	0.047921
29	-0.283167	-2.2116	0.015375
30	-0.337587	-2.6366	0.005303
31	-0.354959	-2.7723	0.003686
32	-0.334683	-2.614	0.005629
33	-0.268672	-2.0984	0.020009
34	-0.170871	-1.3345	0.093493
35	-0.080018	-0.625	0.267164
36	-0.013523	-0.1056	0.458116

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.876749 & 6.8476 & 0 \tabularnewline
2 & 0.6429 & 5.0212 & 2e-06 \tabularnewline
3 & 0.414244 & 3.2353 & 0.000982 \tabularnewline
4 & 0.277077 & 2.164 & 0.017193 \tabularnewline
5 & 0.230839 & 1.8029 & 0.038171 \tabularnewline
6 & 0.201421 & 1.5731 & 0.060429 \tabularnewline
7 & 0.135533 & 1.0585 & 0.14699 \tabularnewline
8 & 0.062061 & 0.4847 & 0.314809 \tabularnewline
9 & 0.021556 & 0.1684 & 0.433429 \tabularnewline
10 & 0.060855 & 0.4753 & 0.318138 \tabularnewline
11 & 0.149933 & 1.171 & 0.123074 \tabularnewline
12 & 0.216437 & 1.6904 & 0.048025 \tabularnewline
13 & 0.198449 & 1.5499 & 0.063165 \tabularnewline
14 & 0.110424 & 0.8624 & 0.195911 \tabularnewline
15 & -0.014659 & -0.1145 & 0.454613 \tabularnewline
16 & -0.130506 & -1.0193 & 0.156047 \tabularnewline
17 & -0.219698 & -1.7159 & 0.045628 \tabularnewline
18 & -0.270056 & -2.1092 & 0.01952 \tabularnewline
19 & -0.290854 & -2.2716 & 0.013324 \tabularnewline
20 & -0.291936 & -2.2801 & 0.013055 \tabularnewline
21 & -0.286668 & -2.2389 & 0.014409 \tabularnewline
22 & -0.268727 & -2.0988 & 0.01999 \tabularnewline
23 & -0.239861 & -1.8734 & 0.032905 \tabularnewline
24 & -0.202346 & -1.5804 & 0.059596 \tabularnewline
25 & -0.174676 & -1.3643 & 0.088749 \tabularnewline
26 & -0.1574 & -1.2293 & 0.111834 \tabularnewline
27 & -0.175407 & -1.37 & 0.087858 \tabularnewline
28 & -0.216576 & -1.6915 & 0.047921 \tabularnewline
29 & -0.283167 & -2.2116 & 0.015375 \tabularnewline
30 & -0.337587 & -2.6366 & 0.005303 \tabularnewline
31 & -0.354959 & -2.7723 & 0.003686 \tabularnewline
32 & -0.334683 & -2.614 & 0.005629 \tabularnewline
33 & -0.268672 & -2.0984 & 0.020009 \tabularnewline
34 & -0.170871 & -1.3345 & 0.093493 \tabularnewline
35 & -0.080018 & -0.625 & 0.267164 \tabularnewline
36 & -0.013523 & -0.1056 & 0.458116 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62051&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]0.876749[/C][C]6.8476[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.6429[/C][C]5.0212[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.414244[/C][C]3.2353[/C][C]0.000982[/C][/ROW]
[ROW][C]4[/C][C]0.277077[/C][C]2.164[/C][C]0.017193[/C][/ROW]
[ROW][C]5[/C][C]0.230839[/C][C]1.8029[/C][C]0.038171[/C][/ROW]
[ROW][C]6[/C][C]0.201421[/C][C]1.5731[/C][C]0.060429[/C][/ROW]
[ROW][C]7[/C][C]0.135533[/C][C]1.0585[/C][C]0.14699[/C][/ROW]
[ROW][C]8[/C][C]0.062061[/C][C]0.4847[/C][C]0.314809[/C][/ROW]
[ROW][C]9[/C][C]0.021556[/C][C]0.1684[/C][C]0.433429[/C][/ROW]
[ROW][C]10[/C][C]0.060855[/C][C]0.4753[/C][C]0.318138[/C][/ROW]
[ROW][C]11[/C][C]0.149933[/C][C]1.171[/C][C]0.123074[/C][/ROW]
[ROW][C]12[/C][C]0.216437[/C][C]1.6904[/C][C]0.048025[/C][/ROW]
[ROW][C]13[/C][C]0.198449[/C][C]1.5499[/C][C]0.063165[/C][/ROW]
[ROW][C]14[/C][C]0.110424[/C][C]0.8624[/C][C]0.195911[/C][/ROW]
[ROW][C]15[/C][C]-0.014659[/C][C]-0.1145[/C][C]0.454613[/C][/ROW]
[ROW][C]16[/C][C]-0.130506[/C][C]-1.0193[/C][C]0.156047[/C][/ROW]
[ROW][C]17[/C][C]-0.219698[/C][C]-1.7159[/C][C]0.045628[/C][/ROW]
[ROW][C]18[/C][C]-0.270056[/C][C]-2.1092[/C][C]0.01952[/C][/ROW]
[ROW][C]19[/C][C]-0.290854[/C][C]-2.2716[/C][C]0.013324[/C][/ROW]
[ROW][C]20[/C][C]-0.291936[/C][C]-2.2801[/C][C]0.013055[/C][/ROW]
[ROW][C]21[/C][C]-0.286668[/C][C]-2.2389[/C][C]0.014409[/C][/ROW]
[ROW][C]22[/C][C]-0.268727[/C][C]-2.0988[/C][C]0.01999[/C][/ROW]
[ROW][C]23[/C][C]-0.239861[/C][C]-1.8734[/C][C]0.032905[/C][/ROW]
[ROW][C]24[/C][C]-0.202346[/C][C]-1.5804[/C][C]0.059596[/C][/ROW]
[ROW][C]25[/C][C]-0.174676[/C][C]-1.3643[/C][C]0.088749[/C][/ROW]
[ROW][C]26[/C][C]-0.1574[/C][C]-1.2293[/C][C]0.111834[/C][/ROW]
[ROW][C]27[/C][C]-0.175407[/C][C]-1.37[/C][C]0.087858[/C][/ROW]
[ROW][C]28[/C][C]-0.216576[/C][C]-1.6915[/C][C]0.047921[/C][/ROW]
[ROW][C]29[/C][C]-0.283167[/C][C]-2.2116[/C][C]0.015375[/C][/ROW]
[ROW][C]30[/C][C]-0.337587[/C][C]-2.6366[/C][C]0.005303[/C][/ROW]
[ROW][C]31[/C][C]-0.354959[/C][C]-2.7723[/C][C]0.003686[/C][/ROW]
[ROW][C]32[/C][C]-0.334683[/C][C]-2.614[/C][C]0.005629[/C][/ROW]
[ROW][C]33[/C][C]-0.268672[/C][C]-2.0984[/C][C]0.020009[/C][/ROW]
[ROW][C]34[/C][C]-0.170871[/C][C]-1.3345[/C][C]0.093493[/C][/ROW]
[ROW][C]35[/C][C]-0.080018[/C][C]-0.625[/C][C]0.267164[/C][/ROW]
[ROW][C]36[/C][C]-0.013523[/C][C]-0.1056[/C][C]0.458116[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62051&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62051&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	0.876749	6.8476	0
2	0.6429	5.0212	2e-06
3	0.414244	3.2353	0.000982
4	0.277077	2.164	0.017193
5	0.230839	1.8029	0.038171
6	0.201421	1.5731	0.060429
7	0.135533	1.0585	0.14699
8	0.062061	0.4847	0.314809
9	0.021556	0.1684	0.433429
10	0.060855	0.4753	0.318138
11	0.149933	1.171	0.123074
12	0.216437	1.6904	0.048025
13	0.198449	1.5499	0.063165
14	0.110424	0.8624	0.195911
15	-0.014659	-0.1145	0.454613
16	-0.130506	-1.0193	0.156047
17	-0.219698	-1.7159	0.045628
18	-0.270056	-2.1092	0.01952
19	-0.290854	-2.2716	0.013324
20	-0.291936	-2.2801	0.013055
21	-0.286668	-2.2389	0.014409
22	-0.268727	-2.0988	0.01999
23	-0.239861	-1.8734	0.032905
24	-0.202346	-1.5804	0.059596
25	-0.174676	-1.3643	0.088749
26	-0.1574	-1.2293	0.111834
27	-0.175407	-1.37	0.087858
28	-0.216576	-1.6915	0.047921
29	-0.283167	-2.2116	0.015375
30	-0.337587	-2.6366	0.005303
31	-0.354959	-2.7723	0.003686
32	-0.334683	-2.614	0.005629
33	-0.268672	-2.0984	0.020009
34	-0.170871	-1.3345	0.093493
35	-0.080018	-0.625	0.267164
36	-0.013523	-0.1056	0.458116

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.876749	6.8476	0
2	-0.543805	-4.2473	3.8e-05
3	0.127926	0.9991	0.160838
4	0.226785	1.7712	0.040758
5	0.004089	0.0319	0.487315
6	-0.215486	-1.683	0.048743
7	-0.086219	-0.6734	0.25162
8	0.212124	1.6567	0.051353
9	0.057383	0.4482	0.327808
10	0.151287	1.1816	0.120977
11	-0.021156	-0.1652	0.434654
12	-0.087201	-0.6811	0.249206
13	-0.145823	-1.1389	0.129596
14	0.026812	0.2094	0.417414
15	-0.173892	-1.3581	0.08971
16	-0.178663	-1.3954	0.083976
17	-0.073048	-0.5705	0.285209
18	0.12948	1.0113	0.15794
19	0.017877	0.1396	0.444708
20	-0.083385	-0.6513	0.258664
21	-0.078554	-0.6135	0.270906
22	0.012905	0.1008	0.460025
23	-0.010214	-0.0798	0.468338
24	-0.049511	-0.3867	0.350166
25	-0.094719	-0.7398	0.231135
26	0.041631	0.3251	0.373091
27	-0.094763	-0.7401	0.231033
28	0.03997	0.3122	0.377985
29	-0.178838	-1.3968	0.083772
30	0.001075	0.0084	0.496663
31	0.01728	0.135	0.446543
32	-0.030366	-0.2372	0.40666
33	0.1794	1.4012	0.083117
34	0.031213	0.2438	0.40411
35	-0.06705	-0.5237	0.3012
36	-0.060314	-0.4711	0.319638

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.876749 & 6.8476 & 0 \tabularnewline
2 & -0.543805 & -4.2473 & 3.8e-05 \tabularnewline
3 & 0.127926 & 0.9991 & 0.160838 \tabularnewline
4 & 0.226785 & 1.7712 & 0.040758 \tabularnewline
5 & 0.004089 & 0.0319 & 0.487315 \tabularnewline
6 & -0.215486 & -1.683 & 0.048743 \tabularnewline
7 & -0.086219 & -0.6734 & 0.25162 \tabularnewline
8 & 0.212124 & 1.6567 & 0.051353 \tabularnewline
9 & 0.057383 & 0.4482 & 0.327808 \tabularnewline
10 & 0.151287 & 1.1816 & 0.120977 \tabularnewline
11 & -0.021156 & -0.1652 & 0.434654 \tabularnewline
12 & -0.087201 & -0.6811 & 0.249206 \tabularnewline
13 & -0.145823 & -1.1389 & 0.129596 \tabularnewline
14 & 0.026812 & 0.2094 & 0.417414 \tabularnewline
15 & -0.173892 & -1.3581 & 0.08971 \tabularnewline
16 & -0.178663 & -1.3954 & 0.083976 \tabularnewline
17 & -0.073048 & -0.5705 & 0.285209 \tabularnewline
18 & 0.12948 & 1.0113 & 0.15794 \tabularnewline
19 & 0.017877 & 0.1396 & 0.444708 \tabularnewline
20 & -0.083385 & -0.6513 & 0.258664 \tabularnewline
21 & -0.078554 & -0.6135 & 0.270906 \tabularnewline
22 & 0.012905 & 0.1008 & 0.460025 \tabularnewline
23 & -0.010214 & -0.0798 & 0.468338 \tabularnewline
24 & -0.049511 & -0.3867 & 0.350166 \tabularnewline
25 & -0.094719 & -0.7398 & 0.231135 \tabularnewline
26 & 0.041631 & 0.3251 & 0.373091 \tabularnewline
27 & -0.094763 & -0.7401 & 0.231033 \tabularnewline
28 & 0.03997 & 0.3122 & 0.377985 \tabularnewline
29 & -0.178838 & -1.3968 & 0.083772 \tabularnewline
30 & 0.001075 & 0.0084 & 0.496663 \tabularnewline
31 & 0.01728 & 0.135 & 0.446543 \tabularnewline
32 & -0.030366 & -0.2372 & 0.40666 \tabularnewline
33 & 0.1794 & 1.4012 & 0.083117 \tabularnewline
34 & 0.031213 & 0.2438 & 0.40411 \tabularnewline
35 & -0.06705 & -0.5237 & 0.3012 \tabularnewline
36 & -0.060314 & -0.4711 & 0.319638 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62051&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]0.876749[/C][C]6.8476[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.543805[/C][C]-4.2473[/C][C]3.8e-05[/C][/ROW]
[ROW][C]3[/C][C]0.127926[/C][C]0.9991[/C][C]0.160838[/C][/ROW]
[ROW][C]4[/C][C]0.226785[/C][C]1.7712[/C][C]0.040758[/C][/ROW]
[ROW][C]5[/C][C]0.004089[/C][C]0.0319[/C][C]0.487315[/C][/ROW]
[ROW][C]6[/C][C]-0.215486[/C][C]-1.683[/C][C]0.048743[/C][/ROW]
[ROW][C]7[/C][C]-0.086219[/C][C]-0.6734[/C][C]0.25162[/C][/ROW]
[ROW][C]8[/C][C]0.212124[/C][C]1.6567[/C][C]0.051353[/C][/ROW]
[ROW][C]9[/C][C]0.057383[/C][C]0.4482[/C][C]0.327808[/C][/ROW]
[ROW][C]10[/C][C]0.151287[/C][C]1.1816[/C][C]0.120977[/C][/ROW]
[ROW][C]11[/C][C]-0.021156[/C][C]-0.1652[/C][C]0.434654[/C][/ROW]
[ROW][C]12[/C][C]-0.087201[/C][C]-0.6811[/C][C]0.249206[/C][/ROW]
[ROW][C]13[/C][C]-0.145823[/C][C]-1.1389[/C][C]0.129596[/C][/ROW]
[ROW][C]14[/C][C]0.026812[/C][C]0.2094[/C][C]0.417414[/C][/ROW]
[ROW][C]15[/C][C]-0.173892[/C][C]-1.3581[/C][C]0.08971[/C][/ROW]
[ROW][C]16[/C][C]-0.178663[/C][C]-1.3954[/C][C]0.083976[/C][/ROW]
[ROW][C]17[/C][C]-0.073048[/C][C]-0.5705[/C][C]0.285209[/C][/ROW]
[ROW][C]18[/C][C]0.12948[/C][C]1.0113[/C][C]0.15794[/C][/ROW]
[ROW][C]19[/C][C]0.017877[/C][C]0.1396[/C][C]0.444708[/C][/ROW]
[ROW][C]20[/C][C]-0.083385[/C][C]-0.6513[/C][C]0.258664[/C][/ROW]
[ROW][C]21[/C][C]-0.078554[/C][C]-0.6135[/C][C]0.270906[/C][/ROW]
[ROW][C]22[/C][C]0.012905[/C][C]0.1008[/C][C]0.460025[/C][/ROW]
[ROW][C]23[/C][C]-0.010214[/C][C]-0.0798[/C][C]0.468338[/C][/ROW]
[ROW][C]24[/C][C]-0.049511[/C][C]-0.3867[/C][C]0.350166[/C][/ROW]
[ROW][C]25[/C][C]-0.094719[/C][C]-0.7398[/C][C]0.231135[/C][/ROW]
[ROW][C]26[/C][C]0.041631[/C][C]0.3251[/C][C]0.373091[/C][/ROW]
[ROW][C]27[/C][C]-0.094763[/C][C]-0.7401[/C][C]0.231033[/C][/ROW]
[ROW][C]28[/C][C]0.03997[/C][C]0.3122[/C][C]0.377985[/C][/ROW]
[ROW][C]29[/C][C]-0.178838[/C][C]-1.3968[/C][C]0.083772[/C][/ROW]
[ROW][C]30[/C][C]0.001075[/C][C]0.0084[/C][C]0.496663[/C][/ROW]
[ROW][C]31[/C][C]0.01728[/C][C]0.135[/C][C]0.446543[/C][/ROW]
[ROW][C]32[/C][C]-0.030366[/C][C]-0.2372[/C][C]0.40666[/C][/ROW]
[ROW][C]33[/C][C]0.1794[/C][C]1.4012[/C][C]0.083117[/C][/ROW]
[ROW][C]34[/C][C]0.031213[/C][C]0.2438[/C][C]0.40411[/C][/ROW]
[ROW][C]35[/C][C]-0.06705[/C][C]-0.5237[/C][C]0.3012[/C][/ROW]
[ROW][C]36[/C][C]-0.060314[/C][C]-0.4711[/C][C]0.319638[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62051&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62051&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	0.876749	6.8476	0
2	-0.543805	-4.2473	3.8e-05
3	0.127926	0.9991	0.160838
4	0.226785	1.7712	0.040758
5	0.004089	0.0319	0.487315
6	-0.215486	-1.683	0.048743
7	-0.086219	-0.6734	0.25162
8	0.212124	1.6567	0.051353
9	0.057383	0.4482	0.327808
10	0.151287	1.1816	0.120977
11	-0.021156	-0.1652	0.434654
12	-0.087201	-0.6811	0.249206
13	-0.145823	-1.1389	0.129596
14	0.026812	0.2094	0.417414
15	-0.173892	-1.3581	0.08971
16	-0.178663	-1.3954	0.083976
17	-0.073048	-0.5705	0.285209
18	0.12948	1.0113	0.15794
19	0.017877	0.1396	0.444708
20	-0.083385	-0.6513	0.258664
21	-0.078554	-0.6135	0.270906
22	0.012905	0.1008	0.460025
23	-0.010214	-0.0798	0.468338
24	-0.049511	-0.3867	0.350166
25	-0.094719	-0.7398	0.231135
26	0.041631	0.3251	0.373091
27	-0.094763	-0.7401	0.231033
28	0.03997	0.3122	0.377985
29	-0.178838	-1.3968	0.083772
30	0.001075	0.0084	0.496663
31	0.01728	0.135	0.446543
32	-0.030366	-0.2372	0.40666
33	0.1794	1.4012	0.083117
34	0.031213	0.2438	0.40411
35	-0.06705	-0.5237	0.3012
36	-0.060314	-0.4711	0.319638

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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