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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 01 Dec 2009 07:39:35 -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/t12596784802wewkuize9enunn.htm/, Retrieved Fri, 19 Apr 2024 22:04:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62062, Retrieved Fri, 19 Apr 2024 22:04:45 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

cvm

Estimated Impact

138

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]
-   P           [(Partial) Autocorrelation Function] [BBWS8-ACF2] [2009-11-28 15:29:29] [408e92805dcb18620260f240a7fb9d53]
F   P             [(Partial) Autocorrelation Function] [BBWS8-ACF3] [2009-11-28 15:34:32] [408e92805dcb18620260f240a7fb9d53]
-    D                [(Partial) Autocorrelation Function] [W8: D=1, d=1, Lam...] [2009-12-01 14:39:35] [a5ada8bd39e806b5b90f09589c89554a] [Current]
-   PD                  [(Partial) Autocorrelation Function] [Review ws 8: d=D=0] [2009-12-04 17:00:18] [12f02da0296cb21dc23d82ae014a8b71] 
-   PD                  [(Partial) Autocorrelation Function] [review WS 8 d=1, D=0] [2009-12-04 17:13:48] [12f02da0296cb21dc23d82ae014a8b71] 
-   PD                  [(Partial) Autocorrelation Function] [review WS 8 d=2] [2009-12-04 17:20:04] [12f02da0296cb21dc23d82ae014a8b71] 

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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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62062&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62062&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62062&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.432309	2.9951	0.002165
2	0.001976	0.0137	0.494567
3	-0.391964	-2.7156	0.004584
4	-0.475633	-3.2953	0.000927
5	-0.103819	-0.7193	0.237727
6	0.188193	1.3038	0.099253
7	0.278455	1.9292	0.029815
8	0.1762	1.2207	0.114072
9	-0.0022	-0.0152	0.493952
10	-0.191271	-1.3252	0.095695
11	-0.117677	-0.8153	0.209467
12	-0.159197	-1.103	0.137774
13	0.053554	0.371	0.356122
14	0.067972	0.4709	0.319914
15	0.029809	0.2065	0.418628
16	-0.059376	-0.4114	0.341316
17	-0.130994	-0.9076	0.184324
18	-0.033598	-0.2328	0.408464
19	0.114282	0.7918	0.216196
20	0.293278	2.0319	0.02386
21	0.158586	1.0987	0.138686
22	-0.002306	-0.016	0.49366
23	-0.301815	-2.091	0.020921
24	-0.338899	-2.348	0.011523
25	-0.148631	-1.0297	0.154145
26	0.084265	0.5838	0.281042
27	0.173748	1.2038	0.117293
28	0.154171	1.0681	0.145403
29	0.007968	0.0552	0.478103
30	-0.169352	-1.1733	0.123231
31	-0.181315	-1.2562	0.107564
32	-0.186742	-1.2938	0.100965
33	-0.014041	-0.0973	0.461455
34	0.039888	0.2764	0.391732
35	0.14352	0.9943	0.162523
36	0.117408	0.8134	0.209995

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.432309 & 2.9951 & 0.002165 \tabularnewline
2 & 0.001976 & 0.0137 & 0.494567 \tabularnewline
3 & -0.391964 & -2.7156 & 0.004584 \tabularnewline
4 & -0.475633 & -3.2953 & 0.000927 \tabularnewline
5 & -0.103819 & -0.7193 & 0.237727 \tabularnewline
6 & 0.188193 & 1.3038 & 0.099253 \tabularnewline
7 & 0.278455 & 1.9292 & 0.029815 \tabularnewline
8 & 0.1762 & 1.2207 & 0.114072 \tabularnewline
9 & -0.0022 & -0.0152 & 0.493952 \tabularnewline
10 & -0.191271 & -1.3252 & 0.095695 \tabularnewline
11 & -0.117677 & -0.8153 & 0.209467 \tabularnewline
12 & -0.159197 & -1.103 & 0.137774 \tabularnewline
13 & 0.053554 & 0.371 & 0.356122 \tabularnewline
14 & 0.067972 & 0.4709 & 0.319914 \tabularnewline
15 & 0.029809 & 0.2065 & 0.418628 \tabularnewline
16 & -0.059376 & -0.4114 & 0.341316 \tabularnewline
17 & -0.130994 & -0.9076 & 0.184324 \tabularnewline
18 & -0.033598 & -0.2328 & 0.408464 \tabularnewline
19 & 0.114282 & 0.7918 & 0.216196 \tabularnewline
20 & 0.293278 & 2.0319 & 0.02386 \tabularnewline
21 & 0.158586 & 1.0987 & 0.138686 \tabularnewline
22 & -0.002306 & -0.016 & 0.49366 \tabularnewline
23 & -0.301815 & -2.091 & 0.020921 \tabularnewline
24 & -0.338899 & -2.348 & 0.011523 \tabularnewline
25 & -0.148631 & -1.0297 & 0.154145 \tabularnewline
26 & 0.084265 & 0.5838 & 0.281042 \tabularnewline
27 & 0.173748 & 1.2038 & 0.117293 \tabularnewline
28 & 0.154171 & 1.0681 & 0.145403 \tabularnewline
29 & 0.007968 & 0.0552 & 0.478103 \tabularnewline
30 & -0.169352 & -1.1733 & 0.123231 \tabularnewline
31 & -0.181315 & -1.2562 & 0.107564 \tabularnewline
32 & -0.186742 & -1.2938 & 0.100965 \tabularnewline
33 & -0.014041 & -0.0973 & 0.461455 \tabularnewline
34 & 0.039888 & 0.2764 & 0.391732 \tabularnewline
35 & 0.14352 & 0.9943 & 0.162523 \tabularnewline
36 & 0.117408 & 0.8134 & 0.209995 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62062&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]0.432309[/C][C]2.9951[/C][C]0.002165[/C][/ROW]
[ROW][C]2[/C][C]0.001976[/C][C]0.0137[/C][C]0.494567[/C][/ROW]
[ROW][C]3[/C][C]-0.391964[/C][C]-2.7156[/C][C]0.004584[/C][/ROW]
[ROW][C]4[/C][C]-0.475633[/C][C]-3.2953[/C][C]0.000927[/C][/ROW]
[ROW][C]5[/C][C]-0.103819[/C][C]-0.7193[/C][C]0.237727[/C][/ROW]
[ROW][C]6[/C][C]0.188193[/C][C]1.3038[/C][C]0.099253[/C][/ROW]
[ROW][C]7[/C][C]0.278455[/C][C]1.9292[/C][C]0.029815[/C][/ROW]
[ROW][C]8[/C][C]0.1762[/C][C]1.2207[/C][C]0.114072[/C][/ROW]
[ROW][C]9[/C][C]-0.0022[/C][C]-0.0152[/C][C]0.493952[/C][/ROW]
[ROW][C]10[/C][C]-0.191271[/C][C]-1.3252[/C][C]0.095695[/C][/ROW]
[ROW][C]11[/C][C]-0.117677[/C][C]-0.8153[/C][C]0.209467[/C][/ROW]
[ROW][C]12[/C][C]-0.159197[/C][C]-1.103[/C][C]0.137774[/C][/ROW]
[ROW][C]13[/C][C]0.053554[/C][C]0.371[/C][C]0.356122[/C][/ROW]
[ROW][C]14[/C][C]0.067972[/C][C]0.4709[/C][C]0.319914[/C][/ROW]
[ROW][C]15[/C][C]0.029809[/C][C]0.2065[/C][C]0.418628[/C][/ROW]
[ROW][C]16[/C][C]-0.059376[/C][C]-0.4114[/C][C]0.341316[/C][/ROW]
[ROW][C]17[/C][C]-0.130994[/C][C]-0.9076[/C][C]0.184324[/C][/ROW]
[ROW][C]18[/C][C]-0.033598[/C][C]-0.2328[/C][C]0.408464[/C][/ROW]
[ROW][C]19[/C][C]0.114282[/C][C]0.7918[/C][C]0.216196[/C][/ROW]
[ROW][C]20[/C][C]0.293278[/C][C]2.0319[/C][C]0.02386[/C][/ROW]
[ROW][C]21[/C][C]0.158586[/C][C]1.0987[/C][C]0.138686[/C][/ROW]
[ROW][C]22[/C][C]-0.002306[/C][C]-0.016[/C][C]0.49366[/C][/ROW]
[ROW][C]23[/C][C]-0.301815[/C][C]-2.091[/C][C]0.020921[/C][/ROW]
[ROW][C]24[/C][C]-0.338899[/C][C]-2.348[/C][C]0.011523[/C][/ROW]
[ROW][C]25[/C][C]-0.148631[/C][C]-1.0297[/C][C]0.154145[/C][/ROW]
[ROW][C]26[/C][C]0.084265[/C][C]0.5838[/C][C]0.281042[/C][/ROW]
[ROW][C]27[/C][C]0.173748[/C][C]1.2038[/C][C]0.117293[/C][/ROW]
[ROW][C]28[/C][C]0.154171[/C][C]1.0681[/C][C]0.145403[/C][/ROW]
[ROW][C]29[/C][C]0.007968[/C][C]0.0552[/C][C]0.478103[/C][/ROW]
[ROW][C]30[/C][C]-0.169352[/C][C]-1.1733[/C][C]0.123231[/C][/ROW]
[ROW][C]31[/C][C]-0.181315[/C][C]-1.2562[/C][C]0.107564[/C][/ROW]
[ROW][C]32[/C][C]-0.186742[/C][C]-1.2938[/C][C]0.100965[/C][/ROW]
[ROW][C]33[/C][C]-0.014041[/C][C]-0.0973[/C][C]0.461455[/C][/ROW]
[ROW][C]34[/C][C]0.039888[/C][C]0.2764[/C][C]0.391732[/C][/ROW]
[ROW][C]35[/C][C]0.14352[/C][C]0.9943[/C][C]0.162523[/C][/ROW]
[ROW][C]36[/C][C]0.117408[/C][C]0.8134[/C][C]0.209995[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62062&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62062&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	0.432309	2.9951	0.002165
2	0.001976	0.0137	0.494567
3	-0.391964	-2.7156	0.004584
4	-0.475633	-3.2953	0.000927
5	-0.103819	-0.7193	0.237727
6	0.188193	1.3038	0.099253
7	0.278455	1.9292	0.029815
8	0.1762	1.2207	0.114072
9	-0.0022	-0.0152	0.493952
10	-0.191271	-1.3252	0.095695
11	-0.117677	-0.8153	0.209467
12	-0.159197	-1.103	0.137774
13	0.053554	0.371	0.356122
14	0.067972	0.4709	0.319914
15	0.029809	0.2065	0.418628
16	-0.059376	-0.4114	0.341316
17	-0.130994	-0.9076	0.184324
18	-0.033598	-0.2328	0.408464
19	0.114282	0.7918	0.216196
20	0.293278	2.0319	0.02386
21	0.158586	1.0987	0.138686
22	-0.002306	-0.016	0.49366
23	-0.301815	-2.091	0.020921
24	-0.338899	-2.348	0.011523
25	-0.148631	-1.0297	0.154145
26	0.084265	0.5838	0.281042
27	0.173748	1.2038	0.117293
28	0.154171	1.0681	0.145403
29	0.007968	0.0552	0.478103
30	-0.169352	-1.1733	0.123231
31	-0.181315	-1.2562	0.107564
32	-0.186742	-1.2938	0.100965
33	-0.014041	-0.0973	0.461455
34	0.039888	0.2764	0.391732
35	0.14352	0.9943	0.162523
36	0.117408	0.8134	0.209995

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.432309	2.9951	0.002165
2	-0.227417	-1.5756	0.060844
3	-0.3822	-2.648	0.005462
4	-0.207222	-1.4357	0.078789
5	0.234963	1.6279	0.05505
6	0.062761	0.4348	0.332821
7	-0.101497	-0.7032	0.242667
8	-0.012417	-0.086	0.465901
9	0.123787	0.8576	0.197682
10	-0.098973	-0.6857	0.248099
11	0.048675	0.3372	0.368705
12	-0.207707	-1.439	0.078315
13	0.173416	1.2015	0.117733
14	-0.105336	-0.7298	0.234533
15	-0.072653	-0.5034	0.308509
16	-0.17432	-1.2077	0.116535
17	0.069653	0.4826	0.315796
18	0.081115	0.562	0.288372
19	0.106212	0.7359	0.232699
20	0.144838	1.0035	0.160333
21	-0.045151	-0.3128	0.377889
22	-0.017505	-0.1213	0.451988
23	-0.135416	-0.9382	0.176423
24	-0.113001	-0.7829	0.218767
25	0.027867	0.1931	0.423859
26	-0.083574	-0.579	0.282643
27	-0.205164	-1.4214	0.08083
28	0.0151	0.1046	0.458559
29	0.066449	0.4604	0.323665
30	-0.079996	-0.5542	0.290998
31	-0.143172	-0.9919	0.163104
32	0.014043	0.0973	0.461449
33	0.040238	0.2788	0.390807
34	-0.113771	-0.7882	0.217219
35	-0.013509	-0.0936	0.462912
36	0.039671	0.2748	0.392307

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.432309 & 2.9951 & 0.002165 \tabularnewline
2 & -0.227417 & -1.5756 & 0.060844 \tabularnewline
3 & -0.3822 & -2.648 & 0.005462 \tabularnewline
4 & -0.207222 & -1.4357 & 0.078789 \tabularnewline
5 & 0.234963 & 1.6279 & 0.05505 \tabularnewline
6 & 0.062761 & 0.4348 & 0.332821 \tabularnewline
7 & -0.101497 & -0.7032 & 0.242667 \tabularnewline
8 & -0.012417 & -0.086 & 0.465901 \tabularnewline
9 & 0.123787 & 0.8576 & 0.197682 \tabularnewline
10 & -0.098973 & -0.6857 & 0.248099 \tabularnewline
11 & 0.048675 & 0.3372 & 0.368705 \tabularnewline
12 & -0.207707 & -1.439 & 0.078315 \tabularnewline
13 & 0.173416 & 1.2015 & 0.117733 \tabularnewline
14 & -0.105336 & -0.7298 & 0.234533 \tabularnewline
15 & -0.072653 & -0.5034 & 0.308509 \tabularnewline
16 & -0.17432 & -1.2077 & 0.116535 \tabularnewline
17 & 0.069653 & 0.4826 & 0.315796 \tabularnewline
18 & 0.081115 & 0.562 & 0.288372 \tabularnewline
19 & 0.106212 & 0.7359 & 0.232699 \tabularnewline
20 & 0.144838 & 1.0035 & 0.160333 \tabularnewline
21 & -0.045151 & -0.3128 & 0.377889 \tabularnewline
22 & -0.017505 & -0.1213 & 0.451988 \tabularnewline
23 & -0.135416 & -0.9382 & 0.176423 \tabularnewline
24 & -0.113001 & -0.7829 & 0.218767 \tabularnewline
25 & 0.027867 & 0.1931 & 0.423859 \tabularnewline
26 & -0.083574 & -0.579 & 0.282643 \tabularnewline
27 & -0.205164 & -1.4214 & 0.08083 \tabularnewline
28 & 0.0151 & 0.1046 & 0.458559 \tabularnewline
29 & 0.066449 & 0.4604 & 0.323665 \tabularnewline
30 & -0.079996 & -0.5542 & 0.290998 \tabularnewline
31 & -0.143172 & -0.9919 & 0.163104 \tabularnewline
32 & 0.014043 & 0.0973 & 0.461449 \tabularnewline
33 & 0.040238 & 0.2788 & 0.390807 \tabularnewline
34 & -0.113771 & -0.7882 & 0.217219 \tabularnewline
35 & -0.013509 & -0.0936 & 0.462912 \tabularnewline
36 & 0.039671 & 0.2748 & 0.392307 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62062&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]0.432309[/C][C]2.9951[/C][C]0.002165[/C][/ROW]
[ROW][C]2[/C][C]-0.227417[/C][C]-1.5756[/C][C]0.060844[/C][/ROW]
[ROW][C]3[/C][C]-0.3822[/C][C]-2.648[/C][C]0.005462[/C][/ROW]
[ROW][C]4[/C][C]-0.207222[/C][C]-1.4357[/C][C]0.078789[/C][/ROW]
[ROW][C]5[/C][C]0.234963[/C][C]1.6279[/C][C]0.05505[/C][/ROW]
[ROW][C]6[/C][C]0.062761[/C][C]0.4348[/C][C]0.332821[/C][/ROW]
[ROW][C]7[/C][C]-0.101497[/C][C]-0.7032[/C][C]0.242667[/C][/ROW]
[ROW][C]8[/C][C]-0.012417[/C][C]-0.086[/C][C]0.465901[/C][/ROW]
[ROW][C]9[/C][C]0.123787[/C][C]0.8576[/C][C]0.197682[/C][/ROW]
[ROW][C]10[/C][C]-0.098973[/C][C]-0.6857[/C][C]0.248099[/C][/ROW]
[ROW][C]11[/C][C]0.048675[/C][C]0.3372[/C][C]0.368705[/C][/ROW]
[ROW][C]12[/C][C]-0.207707[/C][C]-1.439[/C][C]0.078315[/C][/ROW]
[ROW][C]13[/C][C]0.173416[/C][C]1.2015[/C][C]0.117733[/C][/ROW]
[ROW][C]14[/C][C]-0.105336[/C][C]-0.7298[/C][C]0.234533[/C][/ROW]
[ROW][C]15[/C][C]-0.072653[/C][C]-0.5034[/C][C]0.308509[/C][/ROW]
[ROW][C]16[/C][C]-0.17432[/C][C]-1.2077[/C][C]0.116535[/C][/ROW]
[ROW][C]17[/C][C]0.069653[/C][C]0.4826[/C][C]0.315796[/C][/ROW]
[ROW][C]18[/C][C]0.081115[/C][C]0.562[/C][C]0.288372[/C][/ROW]
[ROW][C]19[/C][C]0.106212[/C][C]0.7359[/C][C]0.232699[/C][/ROW]
[ROW][C]20[/C][C]0.144838[/C][C]1.0035[/C][C]0.160333[/C][/ROW]
[ROW][C]21[/C][C]-0.045151[/C][C]-0.3128[/C][C]0.377889[/C][/ROW]
[ROW][C]22[/C][C]-0.017505[/C][C]-0.1213[/C][C]0.451988[/C][/ROW]
[ROW][C]23[/C][C]-0.135416[/C][C]-0.9382[/C][C]0.176423[/C][/ROW]
[ROW][C]24[/C][C]-0.113001[/C][C]-0.7829[/C][C]0.218767[/C][/ROW]
[ROW][C]25[/C][C]0.027867[/C][C]0.1931[/C][C]0.423859[/C][/ROW]
[ROW][C]26[/C][C]-0.083574[/C][C]-0.579[/C][C]0.282643[/C][/ROW]
[ROW][C]27[/C][C]-0.205164[/C][C]-1.4214[/C][C]0.08083[/C][/ROW]
[ROW][C]28[/C][C]0.0151[/C][C]0.1046[/C][C]0.458559[/C][/ROW]
[ROW][C]29[/C][C]0.066449[/C][C]0.4604[/C][C]0.323665[/C][/ROW]
[ROW][C]30[/C][C]-0.079996[/C][C]-0.5542[/C][C]0.290998[/C][/ROW]
[ROW][C]31[/C][C]-0.143172[/C][C]-0.9919[/C][C]0.163104[/C][/ROW]
[ROW][C]32[/C][C]0.014043[/C][C]0.0973[/C][C]0.461449[/C][/ROW]
[ROW][C]33[/C][C]0.040238[/C][C]0.2788[/C][C]0.390807[/C][/ROW]
[ROW][C]34[/C][C]-0.113771[/C][C]-0.7882[/C][C]0.217219[/C][/ROW]
[ROW][C]35[/C][C]-0.013509[/C][C]-0.0936[/C][C]0.462912[/C][/ROW]
[ROW][C]36[/C][C]0.039671[/C][C]0.2748[/C][C]0.392307[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62062&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62062&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	0.432309	2.9951	0.002165
2	-0.227417	-1.5756	0.060844
3	-0.3822	-2.648	0.005462
4	-0.207222	-1.4357	0.078789
5	0.234963	1.6279	0.05505
6	0.062761	0.4348	0.332821
7	-0.101497	-0.7032	0.242667
8	-0.012417	-0.086	0.465901
9	0.123787	0.8576	0.197682
10	-0.098973	-0.6857	0.248099
11	0.048675	0.3372	0.368705
12	-0.207707	-1.439	0.078315
13	0.173416	1.2015	0.117733
14	-0.105336	-0.7298	0.234533
15	-0.072653	-0.5034	0.308509
16	-0.17432	-1.2077	0.116535
17	0.069653	0.4826	0.315796
18	0.081115	0.562	0.288372
19	0.106212	0.7359	0.232699
20	0.144838	1.0035	0.160333
21	-0.045151	-0.3128	0.377889
22	-0.017505	-0.1213	0.451988
23	-0.135416	-0.9382	0.176423
24	-0.113001	-0.7829	0.218767
25	0.027867	0.1931	0.423859
26	-0.083574	-0.579	0.282643
27	-0.205164	-1.4214	0.08083
28	0.0151	0.1046	0.458559
29	0.066449	0.4604	0.323665
30	-0.079996	-0.5542	0.290998
31	-0.143172	-0.9919	0.163104
32	0.014043	0.0973	0.461449
33	0.040238	0.2788	0.390807
34	-0.113771	-0.7882	0.217219
35	-0.013509	-0.0936	0.462912
36	0.039671	0.2748	0.392307

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 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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