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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 24 Nov 2009 02:55:25 -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/2009/Nov/24/t1259056573w82a0pmcje796lj.htm/, Retrieved Thu, 25 Apr 2024 08:02:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=58970, Retrieved Thu, 25 Apr 2024 08:02:42 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

231

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] [] [2009-11-24 09:55:25] [2ffc7e281e02b99889abd2ccc65ed6c3] [Current]
-    D            [(Partial) Autocorrelation Function] [] [2009-12-18 11:14:21] [fef2f8976fa1eef1b54e2cee317fe737] 
- R                 [(Partial) Autocorrelation Function] [Paper: ACF] [2010-12-22 20:09:28] [29e492448d11757ae0fad5ef6e7f8e86] 
-    D                [(Partial) Autocorrelation Function] [] [2010-12-29 12:46:43] [1253bc7c4737195066123d9caa6dfc18] 
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 12:49:48] [1253bc7c4737195066123d9caa6dfc18] 
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 12:50:49] [1253bc7c4737195066123d9caa6dfc18] 
-    D                [(Partial) Autocorrelation Function] [] [2010-12-29 12:52:24] [1253bc7c4737195066123d9caa6dfc18] 
-    D                [(Partial) Autocorrelation Function] [] [2010-12-29 12:52:24] [1253bc7c4737195066123d9caa6dfc18] 
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 12:55:17] [1253bc7c4737195066123d9caa6dfc18] 
-    D                [(Partial) Autocorrelation Function] [] [2010-12-29 12:59:14] [1253bc7c4737195066123d9caa6dfc18] 
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 13:00:26] [1253bc7c4737195066123d9caa6dfc18] 
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 13:01:38] [1253bc7c4737195066123d9caa6dfc18] 
-    D                [(Partial) Autocorrelation Function] [] [2010-12-29 13:03:13] [1253bc7c4737195066123d9caa6dfc18] 
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 13:04:46] [1253bc7c4737195066123d9caa6dfc18] 
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 13:06:26] [1253bc7c4737195066123d9caa6dfc18] 
-    D            [(Partial) Autocorrelation Function] [] [2009-12-18 11:46:14] [fef2f8976fa1eef1b54e2cee317fe737] 

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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	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=58970&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=58970&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58970&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	0.058742	0.4356	0.3324
2	-0.134354	-0.9964	0.161712
3	0.085258	0.6323	0.264908
4	-0.056039	-0.4156	0.339662
5	0.221825	1.6451	0.052826
6	0.35661	2.6447	0.005318
7	0.209519	1.5538	0.06298
8	-0.057774	-0.4285	0.334995
9	-0.016197	-0.1201	0.452414
10	-0.188239	-1.396	0.08416
11	0.042587	0.3158	0.376661
12	0.666786	4.945	4e-06
13	-0.001022	-0.0076	0.496989
14	-0.143694	-1.0657	0.145617
15	-0.001791	-0.0133	0.494727
16	-0.15062	-1.117	0.134419
17	0.150098	1.1132	0.135241
18	0.187929	1.3937	0.084505
19	0.048355	0.3586	0.36063
20	-0.133162	-0.9876	0.163847
21	-0.098185	-0.7282	0.234803
22	-0.261627	-1.9403	0.02874
23	-0.015781	-0.117	0.453629
24	0.335895	2.4911	0.007891
25	-0.093634	-0.6944	0.245173
26	-0.152835	-1.1335	0.13097
27	-0.122431	-0.908	0.183926
28	-0.166687	-1.2362	0.110822
29	0.032809	0.2433	0.404331
30	0.033163	0.2459	0.40332
31	-0.013732	-0.1018	0.459626
32	-0.158806	-1.1777	0.121987
33	-0.158583	-1.1761	0.122313
34	-0.175952	-1.3049	0.098681
35	-0.080083	-0.5939	0.277504
36	0.151142	1.1209	0.1336

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.058742 & 0.4356 & 0.3324 \tabularnewline
2 & -0.134354 & -0.9964 & 0.161712 \tabularnewline
3 & 0.085258 & 0.6323 & 0.264908 \tabularnewline
4 & -0.056039 & -0.4156 & 0.339662 \tabularnewline
5 & 0.221825 & 1.6451 & 0.052826 \tabularnewline
6 & 0.35661 & 2.6447 & 0.005318 \tabularnewline
7 & 0.209519 & 1.5538 & 0.06298 \tabularnewline
8 & -0.057774 & -0.4285 & 0.334995 \tabularnewline
9 & -0.016197 & -0.1201 & 0.452414 \tabularnewline
10 & -0.188239 & -1.396 & 0.08416 \tabularnewline
11 & 0.042587 & 0.3158 & 0.376661 \tabularnewline
12 & 0.666786 & 4.945 & 4e-06 \tabularnewline
13 & -0.001022 & -0.0076 & 0.496989 \tabularnewline
14 & -0.143694 & -1.0657 & 0.145617 \tabularnewline
15 & -0.001791 & -0.0133 & 0.494727 \tabularnewline
16 & -0.15062 & -1.117 & 0.134419 \tabularnewline
17 & 0.150098 & 1.1132 & 0.135241 \tabularnewline
18 & 0.187929 & 1.3937 & 0.084505 \tabularnewline
19 & 0.048355 & 0.3586 & 0.36063 \tabularnewline
20 & -0.133162 & -0.9876 & 0.163847 \tabularnewline
21 & -0.098185 & -0.7282 & 0.234803 \tabularnewline
22 & -0.261627 & -1.9403 & 0.02874 \tabularnewline
23 & -0.015781 & -0.117 & 0.453629 \tabularnewline
24 & 0.335895 & 2.4911 & 0.007891 \tabularnewline
25 & -0.093634 & -0.6944 & 0.245173 \tabularnewline
26 & -0.152835 & -1.1335 & 0.13097 \tabularnewline
27 & -0.122431 & -0.908 & 0.183926 \tabularnewline
28 & -0.166687 & -1.2362 & 0.110822 \tabularnewline
29 & 0.032809 & 0.2433 & 0.404331 \tabularnewline
30 & 0.033163 & 0.2459 & 0.40332 \tabularnewline
31 & -0.013732 & -0.1018 & 0.459626 \tabularnewline
32 & -0.158806 & -1.1777 & 0.121987 \tabularnewline
33 & -0.158583 & -1.1761 & 0.122313 \tabularnewline
34 & -0.175952 & -1.3049 & 0.098681 \tabularnewline
35 & -0.080083 & -0.5939 & 0.277504 \tabularnewline
36 & 0.151142 & 1.1209 & 0.1336 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58970&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]0.058742[/C][C]0.4356[/C][C]0.3324[/C][/ROW]
[ROW][C]2[/C][C]-0.134354[/C][C]-0.9964[/C][C]0.161712[/C][/ROW]
[ROW][C]3[/C][C]0.085258[/C][C]0.6323[/C][C]0.264908[/C][/ROW]
[ROW][C]4[/C][C]-0.056039[/C][C]-0.4156[/C][C]0.339662[/C][/ROW]
[ROW][C]5[/C][C]0.221825[/C][C]1.6451[/C][C]0.052826[/C][/ROW]
[ROW][C]6[/C][C]0.35661[/C][C]2.6447[/C][C]0.005318[/C][/ROW]
[ROW][C]7[/C][C]0.209519[/C][C]1.5538[/C][C]0.06298[/C][/ROW]
[ROW][C]8[/C][C]-0.057774[/C][C]-0.4285[/C][C]0.334995[/C][/ROW]
[ROW][C]9[/C][C]-0.016197[/C][C]-0.1201[/C][C]0.452414[/C][/ROW]
[ROW][C]10[/C][C]-0.188239[/C][C]-1.396[/C][C]0.08416[/C][/ROW]
[ROW][C]11[/C][C]0.042587[/C][C]0.3158[/C][C]0.376661[/C][/ROW]
[ROW][C]12[/C][C]0.666786[/C][C]4.945[/C][C]4e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.001022[/C][C]-0.0076[/C][C]0.496989[/C][/ROW]
[ROW][C]14[/C][C]-0.143694[/C][C]-1.0657[/C][C]0.145617[/C][/ROW]
[ROW][C]15[/C][C]-0.001791[/C][C]-0.0133[/C][C]0.494727[/C][/ROW]
[ROW][C]16[/C][C]-0.15062[/C][C]-1.117[/C][C]0.134419[/C][/ROW]
[ROW][C]17[/C][C]0.150098[/C][C]1.1132[/C][C]0.135241[/C][/ROW]
[ROW][C]18[/C][C]0.187929[/C][C]1.3937[/C][C]0.084505[/C][/ROW]
[ROW][C]19[/C][C]0.048355[/C][C]0.3586[/C][C]0.36063[/C][/ROW]
[ROW][C]20[/C][C]-0.133162[/C][C]-0.9876[/C][C]0.163847[/C][/ROW]
[ROW][C]21[/C][C]-0.098185[/C][C]-0.7282[/C][C]0.234803[/C][/ROW]
[ROW][C]22[/C][C]-0.261627[/C][C]-1.9403[/C][C]0.02874[/C][/ROW]
[ROW][C]23[/C][C]-0.015781[/C][C]-0.117[/C][C]0.453629[/C][/ROW]
[ROW][C]24[/C][C]0.335895[/C][C]2.4911[/C][C]0.007891[/C][/ROW]
[ROW][C]25[/C][C]-0.093634[/C][C]-0.6944[/C][C]0.245173[/C][/ROW]
[ROW][C]26[/C][C]-0.152835[/C][C]-1.1335[/C][C]0.13097[/C][/ROW]
[ROW][C]27[/C][C]-0.122431[/C][C]-0.908[/C][C]0.183926[/C][/ROW]
[ROW][C]28[/C][C]-0.166687[/C][C]-1.2362[/C][C]0.110822[/C][/ROW]
[ROW][C]29[/C][C]0.032809[/C][C]0.2433[/C][C]0.404331[/C][/ROW]
[ROW][C]30[/C][C]0.033163[/C][C]0.2459[/C][C]0.40332[/C][/ROW]
[ROW][C]31[/C][C]-0.013732[/C][C]-0.1018[/C][C]0.459626[/C][/ROW]
[ROW][C]32[/C][C]-0.158806[/C][C]-1.1777[/C][C]0.121987[/C][/ROW]
[ROW][C]33[/C][C]-0.158583[/C][C]-1.1761[/C][C]0.122313[/C][/ROW]
[ROW][C]34[/C][C]-0.175952[/C][C]-1.3049[/C][C]0.098681[/C][/ROW]
[ROW][C]35[/C][C]-0.080083[/C][C]-0.5939[/C][C]0.277504[/C][/ROW]
[ROW][C]36[/C][C]0.151142[/C][C]1.1209[/C][C]0.1336[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58970&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58970&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	0.058742	0.4356	0.3324
2	-0.134354	-0.9964	0.161712
3	0.085258	0.6323	0.264908
4	-0.056039	-0.4156	0.339662
5	0.221825	1.6451	0.052826
6	0.35661	2.6447	0.005318
7	0.209519	1.5538	0.06298
8	-0.057774	-0.4285	0.334995
9	-0.016197	-0.1201	0.452414
10	-0.188239	-1.396	0.08416
11	0.042587	0.3158	0.376661
12	0.666786	4.945	4e-06
13	-0.001022	-0.0076	0.496989
14	-0.143694	-1.0657	0.145617
15	-0.001791	-0.0133	0.494727
16	-0.15062	-1.117	0.134419
17	0.150098	1.1132	0.135241
18	0.187929	1.3937	0.084505
19	0.048355	0.3586	0.36063
20	-0.133162	-0.9876	0.163847
21	-0.098185	-0.7282	0.234803
22	-0.261627	-1.9403	0.02874
23	-0.015781	-0.117	0.453629
24	0.335895	2.4911	0.007891
25	-0.093634	-0.6944	0.245173
26	-0.152835	-1.1335	0.13097
27	-0.122431	-0.908	0.183926
28	-0.166687	-1.2362	0.110822
29	0.032809	0.2433	0.404331
30	0.033163	0.2459	0.40332
31	-0.013732	-0.1018	0.459626
32	-0.158806	-1.1777	0.121987
33	-0.158583	-1.1761	0.122313
34	-0.175952	-1.3049	0.098681
35	-0.080083	-0.5939	0.277504
36	0.151142	1.1209	0.1336

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.058742	0.4356	0.3324
2	-0.138281	-1.0255	0.154803
3	0.104722	0.7766	0.22035
4	-0.091692	-0.68	0.249678
5	0.272157	2.0184	0.02422
6	0.310289	2.3012	0.012598
7	0.319975	2.373	0.010583
8	0.002994	0.0222	0.491183
9	0.051269	0.3802	0.352624
10	-0.371353	-2.754	0.003982
11	-0.165892	-1.2303	0.111913
12	0.501566	3.7197	0.000235
13	-0.046887	-0.3477	0.364689
14	-0.01146	-0.085	0.466288
15	-0.073318	-0.5437	0.294409
16	-0.051157	-0.3794	0.352929
17	0.016488	0.1223	0.451563
18	-0.204355	-1.5155	0.067682
19	-0.211457	-1.5682	0.061284
20	-0.196965	-1.4607	0.074889
21	0.014359	0.1065	0.457791
22	-0.044567	-0.3305	0.371133
23	0.059861	0.4439	0.329414
24	-0.130728	-0.9695	0.168269
25	0.070779	0.5249	0.300877
26	0.082028	0.6083	0.272736
27	0.005458	0.0405	0.483929
28	0.040711	0.3019	0.381926
29	-0.172366	-1.2783	0.103256
30	-0.121524	-0.9012	0.185693
31	0.014779	0.1096	0.456561
32	-0.034834	-0.2583	0.398556
33	-0.068803	-0.5103	0.305958
34	0.159849	1.1855	0.120464
35	-0.023984	-0.1779	0.429739
36	0.13316	0.9875	0.163851

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.058742 & 0.4356 & 0.3324 \tabularnewline
2 & -0.138281 & -1.0255 & 0.154803 \tabularnewline
3 & 0.104722 & 0.7766 & 0.22035 \tabularnewline
4 & -0.091692 & -0.68 & 0.249678 \tabularnewline
5 & 0.272157 & 2.0184 & 0.02422 \tabularnewline
6 & 0.310289 & 2.3012 & 0.012598 \tabularnewline
7 & 0.319975 & 2.373 & 0.010583 \tabularnewline
8 & 0.002994 & 0.0222 & 0.491183 \tabularnewline
9 & 0.051269 & 0.3802 & 0.352624 \tabularnewline
10 & -0.371353 & -2.754 & 0.003982 \tabularnewline
11 & -0.165892 & -1.2303 & 0.111913 \tabularnewline
12 & 0.501566 & 3.7197 & 0.000235 \tabularnewline
13 & -0.046887 & -0.3477 & 0.364689 \tabularnewline
14 & -0.01146 & -0.085 & 0.466288 \tabularnewline
15 & -0.073318 & -0.5437 & 0.294409 \tabularnewline
16 & -0.051157 & -0.3794 & 0.352929 \tabularnewline
17 & 0.016488 & 0.1223 & 0.451563 \tabularnewline
18 & -0.204355 & -1.5155 & 0.067682 \tabularnewline
19 & -0.211457 & -1.5682 & 0.061284 \tabularnewline
20 & -0.196965 & -1.4607 & 0.074889 \tabularnewline
21 & 0.014359 & 0.1065 & 0.457791 \tabularnewline
22 & -0.044567 & -0.3305 & 0.371133 \tabularnewline
23 & 0.059861 & 0.4439 & 0.329414 \tabularnewline
24 & -0.130728 & -0.9695 & 0.168269 \tabularnewline
25 & 0.070779 & 0.5249 & 0.300877 \tabularnewline
26 & 0.082028 & 0.6083 & 0.272736 \tabularnewline
27 & 0.005458 & 0.0405 & 0.483929 \tabularnewline
28 & 0.040711 & 0.3019 & 0.381926 \tabularnewline
29 & -0.172366 & -1.2783 & 0.103256 \tabularnewline
30 & -0.121524 & -0.9012 & 0.185693 \tabularnewline
31 & 0.014779 & 0.1096 & 0.456561 \tabularnewline
32 & -0.034834 & -0.2583 & 0.398556 \tabularnewline
33 & -0.068803 & -0.5103 & 0.305958 \tabularnewline
34 & 0.159849 & 1.1855 & 0.120464 \tabularnewline
35 & -0.023984 & -0.1779 & 0.429739 \tabularnewline
36 & 0.13316 & 0.9875 & 0.163851 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58970&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]0.058742[/C][C]0.4356[/C][C]0.3324[/C][/ROW]
[ROW][C]2[/C][C]-0.138281[/C][C]-1.0255[/C][C]0.154803[/C][/ROW]
[ROW][C]3[/C][C]0.104722[/C][C]0.7766[/C][C]0.22035[/C][/ROW]
[ROW][C]4[/C][C]-0.091692[/C][C]-0.68[/C][C]0.249678[/C][/ROW]
[ROW][C]5[/C][C]0.272157[/C][C]2.0184[/C][C]0.02422[/C][/ROW]
[ROW][C]6[/C][C]0.310289[/C][C]2.3012[/C][C]0.012598[/C][/ROW]
[ROW][C]7[/C][C]0.319975[/C][C]2.373[/C][C]0.010583[/C][/ROW]
[ROW][C]8[/C][C]0.002994[/C][C]0.0222[/C][C]0.491183[/C][/ROW]
[ROW][C]9[/C][C]0.051269[/C][C]0.3802[/C][C]0.352624[/C][/ROW]
[ROW][C]10[/C][C]-0.371353[/C][C]-2.754[/C][C]0.003982[/C][/ROW]
[ROW][C]11[/C][C]-0.165892[/C][C]-1.2303[/C][C]0.111913[/C][/ROW]
[ROW][C]12[/C][C]0.501566[/C][C]3.7197[/C][C]0.000235[/C][/ROW]
[ROW][C]13[/C][C]-0.046887[/C][C]-0.3477[/C][C]0.364689[/C][/ROW]
[ROW][C]14[/C][C]-0.01146[/C][C]-0.085[/C][C]0.466288[/C][/ROW]
[ROW][C]15[/C][C]-0.073318[/C][C]-0.5437[/C][C]0.294409[/C][/ROW]
[ROW][C]16[/C][C]-0.051157[/C][C]-0.3794[/C][C]0.352929[/C][/ROW]
[ROW][C]17[/C][C]0.016488[/C][C]0.1223[/C][C]0.451563[/C][/ROW]
[ROW][C]18[/C][C]-0.204355[/C][C]-1.5155[/C][C]0.067682[/C][/ROW]
[ROW][C]19[/C][C]-0.211457[/C][C]-1.5682[/C][C]0.061284[/C][/ROW]
[ROW][C]20[/C][C]-0.196965[/C][C]-1.4607[/C][C]0.074889[/C][/ROW]
[ROW][C]21[/C][C]0.014359[/C][C]0.1065[/C][C]0.457791[/C][/ROW]
[ROW][C]22[/C][C]-0.044567[/C][C]-0.3305[/C][C]0.371133[/C][/ROW]
[ROW][C]23[/C][C]0.059861[/C][C]0.4439[/C][C]0.329414[/C][/ROW]
[ROW][C]24[/C][C]-0.130728[/C][C]-0.9695[/C][C]0.168269[/C][/ROW]
[ROW][C]25[/C][C]0.070779[/C][C]0.5249[/C][C]0.300877[/C][/ROW]
[ROW][C]26[/C][C]0.082028[/C][C]0.6083[/C][C]0.272736[/C][/ROW]
[ROW][C]27[/C][C]0.005458[/C][C]0.0405[/C][C]0.483929[/C][/ROW]
[ROW][C]28[/C][C]0.040711[/C][C]0.3019[/C][C]0.381926[/C][/ROW]
[ROW][C]29[/C][C]-0.172366[/C][C]-1.2783[/C][C]0.103256[/C][/ROW]
[ROW][C]30[/C][C]-0.121524[/C][C]-0.9012[/C][C]0.185693[/C][/ROW]
[ROW][C]31[/C][C]0.014779[/C][C]0.1096[/C][C]0.456561[/C][/ROW]
[ROW][C]32[/C][C]-0.034834[/C][C]-0.2583[/C][C]0.398556[/C][/ROW]
[ROW][C]33[/C][C]-0.068803[/C][C]-0.5103[/C][C]0.305958[/C][/ROW]
[ROW][C]34[/C][C]0.159849[/C][C]1.1855[/C][C]0.120464[/C][/ROW]
[ROW][C]35[/C][C]-0.023984[/C][C]-0.1779[/C][C]0.429739[/C][/ROW]
[ROW][C]36[/C][C]0.13316[/C][C]0.9875[/C][C]0.163851[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58970&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58970&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	0.058742	0.4356	0.3324
2	-0.138281	-1.0255	0.154803
3	0.104722	0.7766	0.22035
4	-0.091692	-0.68	0.249678
5	0.272157	2.0184	0.02422
6	0.310289	2.3012	0.012598
7	0.319975	2.373	0.010583
8	0.002994	0.0222	0.491183
9	0.051269	0.3802	0.352624
10	-0.371353	-2.754	0.003982
11	-0.165892	-1.2303	0.111913
12	0.501566	3.7197	0.000235
13	-0.046887	-0.3477	0.364689
14	-0.01146	-0.085	0.466288
15	-0.073318	-0.5437	0.294409
16	-0.051157	-0.3794	0.352929
17	0.016488	0.1223	0.451563
18	-0.204355	-1.5155	0.067682
19	-0.211457	-1.5682	0.061284
20	-0.196965	-1.4607	0.074889
21	0.014359	0.1065	0.457791
22	-0.044567	-0.3305	0.371133
23	0.059861	0.4439	0.329414
24	-0.130728	-0.9695	0.168269
25	0.070779	0.5249	0.300877
26	0.082028	0.6083	0.272736
27	0.005458	0.0405	0.483929
28	0.040711	0.3019	0.381926
29	-0.172366	-1.2783	0.103256
30	-0.121524	-0.9012	0.185693
31	0.014779	0.1096	0.456561
32	-0.034834	-0.2583	0.398556
33	-0.068803	-0.5103	0.305958
34	0.159849	1.1855	0.120464
35	-0.023984	-0.1779	0.429739
36	0.13316	0.9875	0.163851

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