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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 25 Dec 2009 04:16:54 -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/25/t126173999898uk2u7at3eqorx.htm/, Retrieved Sat, 04 May 2024 13:55:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70697, Retrieved Sat, 04 May 2024 13:55:09 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

P3 - P(ACF)

Estimated Impact

218

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

-     [(Partial) Autocorrelation Function] [Paper] [2009-12-21 20:45:48] [0df1a6455bedfaf424729b1e006090d0]
-    D    [(Partial) Autocorrelation Function] [Paper(3) - (Parti...] [2009-12-25 11:16:54] [a53416c107f5e7e1e12bb9940270d09d] [Current]
-   PD      [(Partial) Autocorrelation Function] [Paper (4) - (P)AC...] [2009-12-25 11:56:43] [aba88da643e3763d32ff92bd8f92a385] 
-   P         [(Partial) Autocorrelation Function] [Paper(5) - (P)ACF...] [2009-12-25 12:47:18] [aba88da643e3763d32ff92bd8f92a385] 
-   P         [(Partial) Autocorrelation Function] [Paper(7) met d=2 ...] [2009-12-25 12:53:18] [aba88da643e3763d32ff92bd8f92a385] 
-   P         [(Partial) Autocorrelation Function] [Paper (6) - P(ACF...] [2009-12-25 12:55:06] [aba88da643e3763d32ff92bd8f92a385] 
-   P         [(Partial) Autocorrelation Function] [Paper (5) - (P)AC...] [2009-12-25 13:18:28] [aba88da643e3763d32ff92bd8f92a385] 
-               [(Partial) Autocorrelation Function] [Paper (4bis) - (P...] [2009-12-25 13:21:24] [aba88da643e3763d32ff92bd8f92a385] 

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Dataseries X:

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Histogram

Boxplots

2,3
2,3
2,6
3,1
2,8
2,5
2,9
3,1
3,1
3,2
2,5
2,6
2,9
2,6
2,4
1,7
2
2,2
1,9
1,6
1,6
1,2
1,2
1,5
1,6
1,7
1,8
1,8
1,8
1,3
1,3
1,4
1,1
1,5
2,2
2,9
3,1
3,5
3,6
4,4
4,2
5,2
5,8
5,9
5,4
5,5
4,7
3,1
2,6
2,3
1,9
0,6
0,6
-0,4
-1,1
-1,7
-0,8
-1,2
-1
-0,1

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	17 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 & 17 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70697&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]17 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=70697&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70697&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	17 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.937015	7.2581	0
2	0.835952	6.4753	0
3	0.710627	5.5045	0
4	0.565099	4.3772	2.4e-05
5	0.380941	2.9508	0.002258
6	0.210941	1.6339	0.053754
7	0.047055	0.3645	0.358388
8	-0.111014	-0.8599	0.19663
9	-0.261497	-2.0256	0.023633
10	-0.376174	-2.9138	0.002505
11	-0.468342	-3.6278	0.000296
12	-0.549841	-4.2591	3.7e-05
13	-0.578633	-4.4821	1.7e-05
14	-0.559038	-4.3303	2.9e-05
15	-0.517208	-4.0063	8.6e-05
16	-0.470526	-3.6447	0.00028
17	-0.399374	-3.0935	0.001501
18	-0.333638	-2.5843	0.006104
19	-0.273408	-2.1178	0.019172
20	-0.224718	-1.7407	0.043435
21	-0.161811	-1.2534	0.107464
22	-0.106588	-0.8256	0.206143
23	-0.057629	-0.4464	0.328459
24	-0.011925	-0.0924	0.463356
25	0.035462	0.2747	0.392249
26	0.063565	0.4924	0.312128
27	0.081654	0.6325	0.264735
28	0.100635	0.7795	0.21937
29	0.121491	0.9411	0.175222
30	0.140764	1.0904	0.139959
31	0.161482	1.2508	0.107926
32	0.189984	1.4716	0.073176
33	0.206858	1.6023	0.057169
34	0.210497	1.6305	0.054117
35	0.205244	1.5898	0.058567
36	0.196817	1.5245	0.066314

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.937015 & 7.2581 & 0 \tabularnewline
2 & 0.835952 & 6.4753 & 0 \tabularnewline
3 & 0.710627 & 5.5045 & 0 \tabularnewline
4 & 0.565099 & 4.3772 & 2.4e-05 \tabularnewline
5 & 0.380941 & 2.9508 & 0.002258 \tabularnewline
6 & 0.210941 & 1.6339 & 0.053754 \tabularnewline
7 & 0.047055 & 0.3645 & 0.358388 \tabularnewline
8 & -0.111014 & -0.8599 & 0.19663 \tabularnewline
9 & -0.261497 & -2.0256 & 0.023633 \tabularnewline
10 & -0.376174 & -2.9138 & 0.002505 \tabularnewline
11 & -0.468342 & -3.6278 & 0.000296 \tabularnewline
12 & -0.549841 & -4.2591 & 3.7e-05 \tabularnewline
13 & -0.578633 & -4.4821 & 1.7e-05 \tabularnewline
14 & -0.559038 & -4.3303 & 2.9e-05 \tabularnewline
15 & -0.517208 & -4.0063 & 8.6e-05 \tabularnewline
16 & -0.470526 & -3.6447 & 0.00028 \tabularnewline
17 & -0.399374 & -3.0935 & 0.001501 \tabularnewline
18 & -0.333638 & -2.5843 & 0.006104 \tabularnewline
19 & -0.273408 & -2.1178 & 0.019172 \tabularnewline
20 & -0.224718 & -1.7407 & 0.043435 \tabularnewline
21 & -0.161811 & -1.2534 & 0.107464 \tabularnewline
22 & -0.106588 & -0.8256 & 0.206143 \tabularnewline
23 & -0.057629 & -0.4464 & 0.328459 \tabularnewline
24 & -0.011925 & -0.0924 & 0.463356 \tabularnewline
25 & 0.035462 & 0.2747 & 0.392249 \tabularnewline
26 & 0.063565 & 0.4924 & 0.312128 \tabularnewline
27 & 0.081654 & 0.6325 & 0.264735 \tabularnewline
28 & 0.100635 & 0.7795 & 0.21937 \tabularnewline
29 & 0.121491 & 0.9411 & 0.175222 \tabularnewline
30 & 0.140764 & 1.0904 & 0.139959 \tabularnewline
31 & 0.161482 & 1.2508 & 0.107926 \tabularnewline
32 & 0.189984 & 1.4716 & 0.073176 \tabularnewline
33 & 0.206858 & 1.6023 & 0.057169 \tabularnewline
34 & 0.210497 & 1.6305 & 0.054117 \tabularnewline
35 & 0.205244 & 1.5898 & 0.058567 \tabularnewline
36 & 0.196817 & 1.5245 & 0.066314 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70697&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]0.937015[/C][C]7.2581[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.835952[/C][C]6.4753[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.710627[/C][C]5.5045[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.565099[/C][C]4.3772[/C][C]2.4e-05[/C][/ROW]
[ROW][C]5[/C][C]0.380941[/C][C]2.9508[/C][C]0.002258[/C][/ROW]
[ROW][C]6[/C][C]0.210941[/C][C]1.6339[/C][C]0.053754[/C][/ROW]
[ROW][C]7[/C][C]0.047055[/C][C]0.3645[/C][C]0.358388[/C][/ROW]
[ROW][C]8[/C][C]-0.111014[/C][C]-0.8599[/C][C]0.19663[/C][/ROW]
[ROW][C]9[/C][C]-0.261497[/C][C]-2.0256[/C][C]0.023633[/C][/ROW]
[ROW][C]10[/C][C]-0.376174[/C][C]-2.9138[/C][C]0.002505[/C][/ROW]
[ROW][C]11[/C][C]-0.468342[/C][C]-3.6278[/C][C]0.000296[/C][/ROW]
[ROW][C]12[/C][C]-0.549841[/C][C]-4.2591[/C][C]3.7e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.578633[/C][C]-4.4821[/C][C]1.7e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.559038[/C][C]-4.3303[/C][C]2.9e-05[/C][/ROW]
[ROW][C]15[/C][C]-0.517208[/C][C]-4.0063[/C][C]8.6e-05[/C][/ROW]
[ROW][C]16[/C][C]-0.470526[/C][C]-3.6447[/C][C]0.00028[/C][/ROW]
[ROW][C]17[/C][C]-0.399374[/C][C]-3.0935[/C][C]0.001501[/C][/ROW]
[ROW][C]18[/C][C]-0.333638[/C][C]-2.5843[/C][C]0.006104[/C][/ROW]
[ROW][C]19[/C][C]-0.273408[/C][C]-2.1178[/C][C]0.019172[/C][/ROW]
[ROW][C]20[/C][C]-0.224718[/C][C]-1.7407[/C][C]0.043435[/C][/ROW]
[ROW][C]21[/C][C]-0.161811[/C][C]-1.2534[/C][C]0.107464[/C][/ROW]
[ROW][C]22[/C][C]-0.106588[/C][C]-0.8256[/C][C]0.206143[/C][/ROW]
[ROW][C]23[/C][C]-0.057629[/C][C]-0.4464[/C][C]0.328459[/C][/ROW]
[ROW][C]24[/C][C]-0.011925[/C][C]-0.0924[/C][C]0.463356[/C][/ROW]
[ROW][C]25[/C][C]0.035462[/C][C]0.2747[/C][C]0.392249[/C][/ROW]
[ROW][C]26[/C][C]0.063565[/C][C]0.4924[/C][C]0.312128[/C][/ROW]
[ROW][C]27[/C][C]0.081654[/C][C]0.6325[/C][C]0.264735[/C][/ROW]
[ROW][C]28[/C][C]0.100635[/C][C]0.7795[/C][C]0.21937[/C][/ROW]
[ROW][C]29[/C][C]0.121491[/C][C]0.9411[/C][C]0.175222[/C][/ROW]
[ROW][C]30[/C][C]0.140764[/C][C]1.0904[/C][C]0.139959[/C][/ROW]
[ROW][C]31[/C][C]0.161482[/C][C]1.2508[/C][C]0.107926[/C][/ROW]
[ROW][C]32[/C][C]0.189984[/C][C]1.4716[/C][C]0.073176[/C][/ROW]
[ROW][C]33[/C][C]0.206858[/C][C]1.6023[/C][C]0.057169[/C][/ROW]
[ROW][C]34[/C][C]0.210497[/C][C]1.6305[/C][C]0.054117[/C][/ROW]
[ROW][C]35[/C][C]0.205244[/C][C]1.5898[/C][C]0.058567[/C][/ROW]
[ROW][C]36[/C][C]0.196817[/C][C]1.5245[/C][C]0.066314[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70697&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70697&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	0.937015	7.2581	0
2	0.835952	6.4753	0
3	0.710627	5.5045	0
4	0.565099	4.3772	2.4e-05
5	0.380941	2.9508	0.002258
6	0.210941	1.6339	0.053754
7	0.047055	0.3645	0.358388
8	-0.111014	-0.8599	0.19663
9	-0.261497	-2.0256	0.023633
10	-0.376174	-2.9138	0.002505
11	-0.468342	-3.6278	0.000296
12	-0.549841	-4.2591	3.7e-05
13	-0.578633	-4.4821	1.7e-05
14	-0.559038	-4.3303	2.9e-05
15	-0.517208	-4.0063	8.6e-05
16	-0.470526	-3.6447	0.00028
17	-0.399374	-3.0935	0.001501
18	-0.333638	-2.5843	0.006104
19	-0.273408	-2.1178	0.019172
20	-0.224718	-1.7407	0.043435
21	-0.161811	-1.2534	0.107464
22	-0.106588	-0.8256	0.206143
23	-0.057629	-0.4464	0.328459
24	-0.011925	-0.0924	0.463356
25	0.035462	0.2747	0.392249
26	0.063565	0.4924	0.312128
27	0.081654	0.6325	0.264735
28	0.100635	0.7795	0.21937
29	0.121491	0.9411	0.175222
30	0.140764	1.0904	0.139959
31	0.161482	1.2508	0.107926
32	0.189984	1.4716	0.073176
33	0.206858	1.6023	0.057169
34	0.210497	1.6305	0.054117
35	0.205244	1.5898	0.058567
36	0.196817	1.5245	0.066314

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.937015	7.2581	0
2	-0.344634	-2.6695	0.004879
3	-0.183208	-1.4191	0.080519
4	-0.178814	-1.3851	0.085577
5	-0.394905	-3.0589	0.001659
6	0.168962	1.3088	0.097801
7	-0.129787	-1.0053	0.159388
8	-0.121892	-0.9442	0.174435
9	-0.051542	-0.3992	0.345567
10	-0.016541	-0.1281	0.449238
11	-0.053795	-0.4167	0.339196
12	-0.205218	-1.5896	0.058589
13	0.35916	2.782	0.003605
14	-0.004028	-0.0312	0.487607
15	-0.074878	-0.58	0.282042
16	-0.099091	-0.7676	0.222881
17	-0.167473	-1.2972	0.099757
18	-0.198524	-1.5378	0.064682
19	-0.027219	-0.2108	0.416866
20	-0.071227	-0.5517	0.291593
21	0.060836	0.4712	0.319591
22	0.061548	0.4767	0.317637
23	-0.046767	-0.3623	0.359216
24	-0.066047	-0.5116	0.305405
25	-0.035115	-0.272	0.393277
26	0.008502	0.0659	0.473855
27	-0.02235	-0.1731	0.431568
28	0.033512	0.2596	0.398037
29	0.06535	0.5062	0.307286
30	-0.052234	-0.4046	0.343604
31	-0.028046	-0.2172	0.414377
32	-0.031983	-0.2477	0.402591
33	-0.115155	-0.892	0.187981
34	-0.004035	-0.0313	0.487585
35	0.036188	0.2803	0.390102
36	-0.014246	-0.1104	0.456249

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.937015 & 7.2581 & 0 \tabularnewline
2 & -0.344634 & -2.6695 & 0.004879 \tabularnewline
3 & -0.183208 & -1.4191 & 0.080519 \tabularnewline
4 & -0.178814 & -1.3851 & 0.085577 \tabularnewline
5 & -0.394905 & -3.0589 & 0.001659 \tabularnewline
6 & 0.168962 & 1.3088 & 0.097801 \tabularnewline
7 & -0.129787 & -1.0053 & 0.159388 \tabularnewline
8 & -0.121892 & -0.9442 & 0.174435 \tabularnewline
9 & -0.051542 & -0.3992 & 0.345567 \tabularnewline
10 & -0.016541 & -0.1281 & 0.449238 \tabularnewline
11 & -0.053795 & -0.4167 & 0.339196 \tabularnewline
12 & -0.205218 & -1.5896 & 0.058589 \tabularnewline
13 & 0.35916 & 2.782 & 0.003605 \tabularnewline
14 & -0.004028 & -0.0312 & 0.487607 \tabularnewline
15 & -0.074878 & -0.58 & 0.282042 \tabularnewline
16 & -0.099091 & -0.7676 & 0.222881 \tabularnewline
17 & -0.167473 & -1.2972 & 0.099757 \tabularnewline
18 & -0.198524 & -1.5378 & 0.064682 \tabularnewline
19 & -0.027219 & -0.2108 & 0.416866 \tabularnewline
20 & -0.071227 & -0.5517 & 0.291593 \tabularnewline
21 & 0.060836 & 0.4712 & 0.319591 \tabularnewline
22 & 0.061548 & 0.4767 & 0.317637 \tabularnewline
23 & -0.046767 & -0.3623 & 0.359216 \tabularnewline
24 & -0.066047 & -0.5116 & 0.305405 \tabularnewline
25 & -0.035115 & -0.272 & 0.393277 \tabularnewline
26 & 0.008502 & 0.0659 & 0.473855 \tabularnewline
27 & -0.02235 & -0.1731 & 0.431568 \tabularnewline
28 & 0.033512 & 0.2596 & 0.398037 \tabularnewline
29 & 0.06535 & 0.5062 & 0.307286 \tabularnewline
30 & -0.052234 & -0.4046 & 0.343604 \tabularnewline
31 & -0.028046 & -0.2172 & 0.414377 \tabularnewline
32 & -0.031983 & -0.2477 & 0.402591 \tabularnewline
33 & -0.115155 & -0.892 & 0.187981 \tabularnewline
34 & -0.004035 & -0.0313 & 0.487585 \tabularnewline
35 & 0.036188 & 0.2803 & 0.390102 \tabularnewline
36 & -0.014246 & -0.1104 & 0.456249 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70697&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]0.937015[/C][C]7.2581[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.344634[/C][C]-2.6695[/C][C]0.004879[/C][/ROW]
[ROW][C]3[/C][C]-0.183208[/C][C]-1.4191[/C][C]0.080519[/C][/ROW]
[ROW][C]4[/C][C]-0.178814[/C][C]-1.3851[/C][C]0.085577[/C][/ROW]
[ROW][C]5[/C][C]-0.394905[/C][C]-3.0589[/C][C]0.001659[/C][/ROW]
[ROW][C]6[/C][C]0.168962[/C][C]1.3088[/C][C]0.097801[/C][/ROW]
[ROW][C]7[/C][C]-0.129787[/C][C]-1.0053[/C][C]0.159388[/C][/ROW]
[ROW][C]8[/C][C]-0.121892[/C][C]-0.9442[/C][C]0.174435[/C][/ROW]
[ROW][C]9[/C][C]-0.051542[/C][C]-0.3992[/C][C]0.345567[/C][/ROW]
[ROW][C]10[/C][C]-0.016541[/C][C]-0.1281[/C][C]0.449238[/C][/ROW]
[ROW][C]11[/C][C]-0.053795[/C][C]-0.4167[/C][C]0.339196[/C][/ROW]
[ROW][C]12[/C][C]-0.205218[/C][C]-1.5896[/C][C]0.058589[/C][/ROW]
[ROW][C]13[/C][C]0.35916[/C][C]2.782[/C][C]0.003605[/C][/ROW]
[ROW][C]14[/C][C]-0.004028[/C][C]-0.0312[/C][C]0.487607[/C][/ROW]
[ROW][C]15[/C][C]-0.074878[/C][C]-0.58[/C][C]0.282042[/C][/ROW]
[ROW][C]16[/C][C]-0.099091[/C][C]-0.7676[/C][C]0.222881[/C][/ROW]
[ROW][C]17[/C][C]-0.167473[/C][C]-1.2972[/C][C]0.099757[/C][/ROW]
[ROW][C]18[/C][C]-0.198524[/C][C]-1.5378[/C][C]0.064682[/C][/ROW]
[ROW][C]19[/C][C]-0.027219[/C][C]-0.2108[/C][C]0.416866[/C][/ROW]
[ROW][C]20[/C][C]-0.071227[/C][C]-0.5517[/C][C]0.291593[/C][/ROW]
[ROW][C]21[/C][C]0.060836[/C][C]0.4712[/C][C]0.319591[/C][/ROW]
[ROW][C]22[/C][C]0.061548[/C][C]0.4767[/C][C]0.317637[/C][/ROW]
[ROW][C]23[/C][C]-0.046767[/C][C]-0.3623[/C][C]0.359216[/C][/ROW]
[ROW][C]24[/C][C]-0.066047[/C][C]-0.5116[/C][C]0.305405[/C][/ROW]
[ROW][C]25[/C][C]-0.035115[/C][C]-0.272[/C][C]0.393277[/C][/ROW]
[ROW][C]26[/C][C]0.008502[/C][C]0.0659[/C][C]0.473855[/C][/ROW]
[ROW][C]27[/C][C]-0.02235[/C][C]-0.1731[/C][C]0.431568[/C][/ROW]
[ROW][C]28[/C][C]0.033512[/C][C]0.2596[/C][C]0.398037[/C][/ROW]
[ROW][C]29[/C][C]0.06535[/C][C]0.5062[/C][C]0.307286[/C][/ROW]
[ROW][C]30[/C][C]-0.052234[/C][C]-0.4046[/C][C]0.343604[/C][/ROW]
[ROW][C]31[/C][C]-0.028046[/C][C]-0.2172[/C][C]0.414377[/C][/ROW]
[ROW][C]32[/C][C]-0.031983[/C][C]-0.2477[/C][C]0.402591[/C][/ROW]
[ROW][C]33[/C][C]-0.115155[/C][C]-0.892[/C][C]0.187981[/C][/ROW]
[ROW][C]34[/C][C]-0.004035[/C][C]-0.0313[/C][C]0.487585[/C][/ROW]
[ROW][C]35[/C][C]0.036188[/C][C]0.2803[/C][C]0.390102[/C][/ROW]
[ROW][C]36[/C][C]-0.014246[/C][C]-0.1104[/C][C]0.456249[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70697&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70697&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	0.937015	7.2581	0
2	-0.344634	-2.6695	0.004879
3	-0.183208	-1.4191	0.080519
4	-0.178814	-1.3851	0.085577
5	-0.394905	-3.0589	0.001659
6	0.168962	1.3088	0.097801
7	-0.129787	-1.0053	0.159388
8	-0.121892	-0.9442	0.174435
9	-0.051542	-0.3992	0.345567
10	-0.016541	-0.1281	0.449238
11	-0.053795	-0.4167	0.339196
12	-0.205218	-1.5896	0.058589
13	0.35916	2.782	0.003605
14	-0.004028	-0.0312	0.487607
15	-0.074878	-0.58	0.282042
16	-0.099091	-0.7676	0.222881
17	-0.167473	-1.2972	0.099757
18	-0.198524	-1.5378	0.064682
19	-0.027219	-0.2108	0.416866
20	-0.071227	-0.5517	0.291593
21	0.060836	0.4712	0.319591
22	0.061548	0.4767	0.317637
23	-0.046767	-0.3623	0.359216
24	-0.066047	-0.5116	0.305405
25	-0.035115	-0.272	0.393277
26	0.008502	0.0659	0.473855
27	-0.02235	-0.1731	0.431568
28	0.033512	0.2596	0.398037
29	0.06535	0.5062	0.307286
30	-0.052234	-0.4046	0.343604
31	-0.028046	-0.2172	0.414377
32	-0.031983	-0.2477	0.402591
33	-0.115155	-0.892	0.187981
34	-0.004035	-0.0313	0.487585
35	0.036188	0.2803	0.390102
36	-0.014246	-0.1104	0.456249

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