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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 24 Nov 2009 13:12:27 -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/Nov/24/t1259093992pz1toz22z0cak6o.htm/, Retrieved Wed, 24 Apr 2024 04:33:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59262, Retrieved Wed, 24 Apr 2024 04:33:47 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

218

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] [ws8] [2009-11-24 20:12:27] [f0f26816ac6124f58333f11f6c174000] [Current]
-    D            [(Partial) Autocorrelation Function] [SHw WS8] [2009-11-25 18:52:43] [af2352cd9a951bedd08ebe247d0de1a2] 
- RMP               [Variance Reduction Matrix] [] [2009-12-11 17:08:26] [09f192433169b2c787c4a71fde86e883] 
- RMP               [Spectral Analysis] [] [2009-12-11 17:10:53] [09f192433169b2c787c4a71fde86e883] 
- RMP               [Univariate Data Series] [] [2009-12-11 17:23:55] [09f192433169b2c787c4a71fde86e883] 
- RMPD              [Bivariate Granger Causality] [] [2009-12-11 18:06:37] [09f192433169b2c787c4a71fde86e883] 
- RMPD              [Bivariate Granger Causality] [] [2009-12-11 18:09:47] [09f192433169b2c787c4a71fde86e883] 
- RMPD              [Bivariate Granger Causality] [] [2009-12-11 18:26:06] [09f192433169b2c787c4a71fde86e883] 
- RMPD                [Variance Reduction Matrix] [] [2009-12-17 11:59:50] [09f192433169b2c787c4a71fde86e883] 
- RMPD                [Spectral Analysis] [] [2009-12-17 12:13:14] [09f192433169b2c787c4a71fde86e883] 
- RMPD                [Spectral Analysis] [] [2009-12-17 12:14:53] [09f192433169b2c787c4a71fde86e883] 
- RMPD                [Standard Deviation-Mean Plot] [] [2009-12-17 12:17:22] [09f192433169b2c787c4a71fde86e883] 
- RMPD                [ARIMA Backward Selection] [] [2009-12-17 12:23:25] [09f192433169b2c787c4a71fde86e883] 
-                 [(Partial) Autocorrelation Function] [] [2009-11-27 09:48:50] [08fc5c07292c885b941f0cb515ce13f3] 
-    D            [(Partial) Autocorrelation Function] [WS8(1)] [2009-11-27 10:20:58] [7d268329e554b8694908ba13e6e6f258] 
-   PD              [(Partial) Autocorrelation Function] [WS8(2)] [2009-11-27 10:31:59] [7d268329e554b8694908ba13e6e6f258] 
F   P                 [(Partial) Autocorrelation Function] [WS8(3)] [2009-11-27 10:38:53] [7d268329e554b8694908ba13e6e6f258] 
-   P                   [(Partial) Autocorrelation Function] [WS8(5)] [2009-11-27 11:03:35] [7d268329e554b8694908ba13e6e6f258] 
-    D                    [(Partial) Autocorrelation Function] [link] [2009-12-03 15:24:13] [960f506a46b790b06fab7ca57984a121] 
-   P                     [(Partial) Autocorrelation Function] [WS 9 Estimation o...] [2009-12-05 12:49:26] [101f710c1bf3d900563184d79f7da6e1] 
-   P                   [(Partial) Autocorrelation Function] [d=2 gebruiken] [2009-11-27 20:51:12] [cd6314e7e707a6546bd4604c9d1f2b69] 
-   P                     [(Partial) Autocorrelation Function] [D=2 gebruiken] [2009-11-27 20:56:47] [cd6314e7e707a6546bd4604c9d1f2b69] 
-                       [(Partial) Autocorrelation Function] [ACF 3] [2009-12-16 18:01:53] [7d268329e554b8694908ba13e6e6f258] 
-   P                     [(Partial) Autocorrelation Function] [ACF4] [2009-12-17 15:37:59] [7d268329e554b8694908ba13e6e6f258] 
-   P                   [(Partial) Autocorrelation Function] [ACF 3] [2009-12-16 18:10:14] [7d268329e554b8694908ba13e6e6f258] 
-   P                 [(Partial) Autocorrelation Function] [Workshop 8: verbe...] [2009-12-03 16:48:30] [1433a524809eda02c3198b3ae6eebb69] 
-                     [(Partial) Autocorrelation Function] [ACF 2] [2009-12-16 17:42:01] [7d268329e554b8694908ba13e6e6f258] 
-    D              [(Partial) Autocorrelation Function] [ACF 1] [2009-12-16 17:24:53] [7d268329e554b8694908ba13e6e6f258] 
-    D              [(Partial) Autocorrelation Function] [] [2009-12-20 11:19:07] [f57b281e621ed7dff28b90886f5aa97c] 
-   PD            [(Partial) Autocorrelation Function] [paper timeserie A...] [2010-12-06 19:18:47] [814f53995537cd15c528d8efbf1cf544] 
-    D            [(Partial) Autocorrelation Function] [paper timeserie A...] [2010-12-06 19:25:07] [814f53995537cd15c528d8efbf1cf544] 
-   PD              [(Partial) Autocorrelation Function] [paper timeserie A...] [2010-12-06 19:51:05] [814f53995537cd15c528d8efbf1cf544] 
- R  D              [(Partial) Autocorrelation Function] [] [2011-12-10 12:46:37] [74be16979710d4c4e7c6647856088456] 

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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=59262&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=59262&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59262&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	0.984886	14.7404	0
2	0.970081	14.5188	0
3	0.955306	14.2977	0
4	0.941097	14.0851	0
5	0.926963	13.8735	0
6	0.91281	13.6617	0
7	0.898473	13.4471	0
8	0.884053	13.2313	0
9	0.869678	13.0161	0
10	0.85532	12.8013	0
11	0.841177	12.5896	0
12	0.826935	12.3764	0
13	0.812855	12.1657	0
14	0.799008	11.9585	0
15	0.785405	11.7549	0
16	0.771846	11.5519	0
17	0.758429	11.3511	0
18	0.745096	11.1516	0
19	0.732272	10.9596	0
20	0.719623	10.7703	0
21	0.70717	10.5839	0
22	0.694994	10.4017	0
23	0.682691	10.2176	0
24	0.670379	10.0333	0
25	0.657874	9.8462	0
26	0.645415	9.6597	0
27	0.63292	9.4727	0
28	0.620681	9.2895	0
29	0.60849	9.107	0
30	0.596318	8.9249	0
31	0.58411	8.7422	0
32	0.571897	8.5594	0
33	0.559601	8.3753	0
34	0.547357	8.1921	0
35	0.535024	8.0075	0
36	0.522666	7.8226	0

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.984886 & 14.7404 & 0 \tabularnewline
2 & 0.970081 & 14.5188 & 0 \tabularnewline
3 & 0.955306 & 14.2977 & 0 \tabularnewline
4 & 0.941097 & 14.0851 & 0 \tabularnewline
5 & 0.926963 & 13.8735 & 0 \tabularnewline
6 & 0.91281 & 13.6617 & 0 \tabularnewline
7 & 0.898473 & 13.4471 & 0 \tabularnewline
8 & 0.884053 & 13.2313 & 0 \tabularnewline
9 & 0.869678 & 13.0161 & 0 \tabularnewline
10 & 0.85532 & 12.8013 & 0 \tabularnewline
11 & 0.841177 & 12.5896 & 0 \tabularnewline
12 & 0.826935 & 12.3764 & 0 \tabularnewline
13 & 0.812855 & 12.1657 & 0 \tabularnewline
14 & 0.799008 & 11.9585 & 0 \tabularnewline
15 & 0.785405 & 11.7549 & 0 \tabularnewline
16 & 0.771846 & 11.5519 & 0 \tabularnewline
17 & 0.758429 & 11.3511 & 0 \tabularnewline
18 & 0.745096 & 11.1516 & 0 \tabularnewline
19 & 0.732272 & 10.9596 & 0 \tabularnewline
20 & 0.719623 & 10.7703 & 0 \tabularnewline
21 & 0.70717 & 10.5839 & 0 \tabularnewline
22 & 0.694994 & 10.4017 & 0 \tabularnewline
23 & 0.682691 & 10.2176 & 0 \tabularnewline
24 & 0.670379 & 10.0333 & 0 \tabularnewline
25 & 0.657874 & 9.8462 & 0 \tabularnewline
26 & 0.645415 & 9.6597 & 0 \tabularnewline
27 & 0.63292 & 9.4727 & 0 \tabularnewline
28 & 0.620681 & 9.2895 & 0 \tabularnewline
29 & 0.60849 & 9.107 & 0 \tabularnewline
30 & 0.596318 & 8.9249 & 0 \tabularnewline
31 & 0.58411 & 8.7422 & 0 \tabularnewline
32 & 0.571897 & 8.5594 & 0 \tabularnewline
33 & 0.559601 & 8.3753 & 0 \tabularnewline
34 & 0.547357 & 8.1921 & 0 \tabularnewline
35 & 0.535024 & 8.0075 & 0 \tabularnewline
36 & 0.522666 & 7.8226 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59262&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]0.984886[/C][C]14.7404[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.970081[/C][C]14.5188[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.955306[/C][C]14.2977[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.941097[/C][C]14.0851[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.926963[/C][C]13.8735[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.91281[/C][C]13.6617[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.898473[/C][C]13.4471[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.884053[/C][C]13.2313[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.869678[/C][C]13.0161[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.85532[/C][C]12.8013[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.841177[/C][C]12.5896[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.826935[/C][C]12.3764[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.812855[/C][C]12.1657[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.799008[/C][C]11.9585[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.785405[/C][C]11.7549[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.771846[/C][C]11.5519[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.758429[/C][C]11.3511[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.745096[/C][C]11.1516[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.732272[/C][C]10.9596[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.719623[/C][C]10.7703[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.70717[/C][C]10.5839[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.694994[/C][C]10.4017[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.682691[/C][C]10.2176[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.670379[/C][C]10.0333[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.657874[/C][C]9.8462[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.645415[/C][C]9.6597[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.63292[/C][C]9.4727[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.620681[/C][C]9.2895[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]0.60849[/C][C]9.107[/C][C]0[/C][/ROW]
[ROW][C]30[/C][C]0.596318[/C][C]8.9249[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]0.58411[/C][C]8.7422[/C][C]0[/C][/ROW]
[ROW][C]32[/C][C]0.571897[/C][C]8.5594[/C][C]0[/C][/ROW]
[ROW][C]33[/C][C]0.559601[/C][C]8.3753[/C][C]0[/C][/ROW]
[ROW][C]34[/C][C]0.547357[/C][C]8.1921[/C][C]0[/C][/ROW]
[ROW][C]35[/C][C]0.535024[/C][C]8.0075[/C][C]0[/C][/ROW]
[ROW][C]36[/C][C]0.522666[/C][C]7.8226[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59262&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59262&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	0.984886	14.7404	0
2	0.970081	14.5188	0
3	0.955306	14.2977	0
4	0.941097	14.0851	0
5	0.926963	13.8735	0
6	0.91281	13.6617	0
7	0.898473	13.4471	0
8	0.884053	13.2313	0
9	0.869678	13.0161	0
10	0.85532	12.8013	0
11	0.841177	12.5896	0
12	0.826935	12.3764	0
13	0.812855	12.1657	0
14	0.799008	11.9585	0
15	0.785405	11.7549	0
16	0.771846	11.5519	0
17	0.758429	11.3511	0
18	0.745096	11.1516	0
19	0.732272	10.9596	0
20	0.719623	10.7703	0
21	0.70717	10.5839	0
22	0.694994	10.4017	0
23	0.682691	10.2176	0
24	0.670379	10.0333	0
25	0.657874	9.8462	0
26	0.645415	9.6597	0
27	0.63292	9.4727	0
28	0.620681	9.2895	0
29	0.60849	9.107	0
30	0.596318	8.9249	0
31	0.58411	8.7422	0
32	0.571897	8.5594	0
33	0.559601	8.3753	0
34	0.547357	8.1921	0
35	0.535024	8.0075	0
36	0.522666	7.8226	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.984886	14.7404	0
2	0.002685	0.0402	0.483991
3	-0.0064	-0.0958	0.461891
4	0.01132	0.1694	0.432811
5	-0.004443	-0.0665	0.473523
6	-0.007869	-0.1178	0.453174
7	-0.0132	-0.1976	0.421786
8	-0.010363	-0.1551	0.438444
9	-0.006193	-0.0927	0.463117
10	-0.007327	-0.1097	0.456388
11	-0.000704	-0.0105	0.495798
12	-0.010813	-0.1618	0.435793
13	-0.002341	-0.035	0.486043
14	0.000369	0.0055	0.497797
15	0.000545	0.0082	0.496747
16	-0.005857	-0.0877	0.465113
17	-0.002615	-0.0391	0.484407
18	-0.004418	-0.0661	0.473669
19	0.009466	0.1417	0.443734
20	-0.001191	-0.0178	0.492896
21	-0.000667	-0.01	0.496024
22	0.002608	0.039	0.484452
23	-0.010939	-0.1637	0.435047
24	-0.007437	-0.1113	0.455734
25	-0.013623	-0.2039	0.419313
26	-0.006408	-0.0959	0.46184
27	-0.008701	-0.1302	0.448252
28	0.000635	0.0095	0.496215
29	-0.005436	-0.0814	0.467613
30	-0.006854	-0.1026	0.459197
31	-0.00811	-0.1214	0.45175
32	-0.007328	-0.1097	0.45638
33	-0.010208	-0.1528	0.439352
34	-0.005986	-0.0896	0.464345
35	-0.010623	-0.159	0.436909
36	-0.008726	-0.1306	0.448105

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.984886 & 14.7404 & 0 \tabularnewline
2 & 0.002685 & 0.0402 & 0.483991 \tabularnewline
3 & -0.0064 & -0.0958 & 0.461891 \tabularnewline
4 & 0.01132 & 0.1694 & 0.432811 \tabularnewline
5 & -0.004443 & -0.0665 & 0.473523 \tabularnewline
6 & -0.007869 & -0.1178 & 0.453174 \tabularnewline
7 & -0.0132 & -0.1976 & 0.421786 \tabularnewline
8 & -0.010363 & -0.1551 & 0.438444 \tabularnewline
9 & -0.006193 & -0.0927 & 0.463117 \tabularnewline
10 & -0.007327 & -0.1097 & 0.456388 \tabularnewline
11 & -0.000704 & -0.0105 & 0.495798 \tabularnewline
12 & -0.010813 & -0.1618 & 0.435793 \tabularnewline
13 & -0.002341 & -0.035 & 0.486043 \tabularnewline
14 & 0.000369 & 0.0055 & 0.497797 \tabularnewline
15 & 0.000545 & 0.0082 & 0.496747 \tabularnewline
16 & -0.005857 & -0.0877 & 0.465113 \tabularnewline
17 & -0.002615 & -0.0391 & 0.484407 \tabularnewline
18 & -0.004418 & -0.0661 & 0.473669 \tabularnewline
19 & 0.009466 & 0.1417 & 0.443734 \tabularnewline
20 & -0.001191 & -0.0178 & 0.492896 \tabularnewline
21 & -0.000667 & -0.01 & 0.496024 \tabularnewline
22 & 0.002608 & 0.039 & 0.484452 \tabularnewline
23 & -0.010939 & -0.1637 & 0.435047 \tabularnewline
24 & -0.007437 & -0.1113 & 0.455734 \tabularnewline
25 & -0.013623 & -0.2039 & 0.419313 \tabularnewline
26 & -0.006408 & -0.0959 & 0.46184 \tabularnewline
27 & -0.008701 & -0.1302 & 0.448252 \tabularnewline
28 & 0.000635 & 0.0095 & 0.496215 \tabularnewline
29 & -0.005436 & -0.0814 & 0.467613 \tabularnewline
30 & -0.006854 & -0.1026 & 0.459197 \tabularnewline
31 & -0.00811 & -0.1214 & 0.45175 \tabularnewline
32 & -0.007328 & -0.1097 & 0.45638 \tabularnewline
33 & -0.010208 & -0.1528 & 0.439352 \tabularnewline
34 & -0.005986 & -0.0896 & 0.464345 \tabularnewline
35 & -0.010623 & -0.159 & 0.436909 \tabularnewline
36 & -0.008726 & -0.1306 & 0.448105 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59262&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]0.984886[/C][C]14.7404[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.002685[/C][C]0.0402[/C][C]0.483991[/C][/ROW]
[ROW][C]3[/C][C]-0.0064[/C][C]-0.0958[/C][C]0.461891[/C][/ROW]
[ROW][C]4[/C][C]0.01132[/C][C]0.1694[/C][C]0.432811[/C][/ROW]
[ROW][C]5[/C][C]-0.004443[/C][C]-0.0665[/C][C]0.473523[/C][/ROW]
[ROW][C]6[/C][C]-0.007869[/C][C]-0.1178[/C][C]0.453174[/C][/ROW]
[ROW][C]7[/C][C]-0.0132[/C][C]-0.1976[/C][C]0.421786[/C][/ROW]
[ROW][C]8[/C][C]-0.010363[/C][C]-0.1551[/C][C]0.438444[/C][/ROW]
[ROW][C]9[/C][C]-0.006193[/C][C]-0.0927[/C][C]0.463117[/C][/ROW]
[ROW][C]10[/C][C]-0.007327[/C][C]-0.1097[/C][C]0.456388[/C][/ROW]
[ROW][C]11[/C][C]-0.000704[/C][C]-0.0105[/C][C]0.495798[/C][/ROW]
[ROW][C]12[/C][C]-0.010813[/C][C]-0.1618[/C][C]0.435793[/C][/ROW]
[ROW][C]13[/C][C]-0.002341[/C][C]-0.035[/C][C]0.486043[/C][/ROW]
[ROW][C]14[/C][C]0.000369[/C][C]0.0055[/C][C]0.497797[/C][/ROW]
[ROW][C]15[/C][C]0.000545[/C][C]0.0082[/C][C]0.496747[/C][/ROW]
[ROW][C]16[/C][C]-0.005857[/C][C]-0.0877[/C][C]0.465113[/C][/ROW]
[ROW][C]17[/C][C]-0.002615[/C][C]-0.0391[/C][C]0.484407[/C][/ROW]
[ROW][C]18[/C][C]-0.004418[/C][C]-0.0661[/C][C]0.473669[/C][/ROW]
[ROW][C]19[/C][C]0.009466[/C][C]0.1417[/C][C]0.443734[/C][/ROW]
[ROW][C]20[/C][C]-0.001191[/C][C]-0.0178[/C][C]0.492896[/C][/ROW]
[ROW][C]21[/C][C]-0.000667[/C][C]-0.01[/C][C]0.496024[/C][/ROW]
[ROW][C]22[/C][C]0.002608[/C][C]0.039[/C][C]0.484452[/C][/ROW]
[ROW][C]23[/C][C]-0.010939[/C][C]-0.1637[/C][C]0.435047[/C][/ROW]
[ROW][C]24[/C][C]-0.007437[/C][C]-0.1113[/C][C]0.455734[/C][/ROW]
[ROW][C]25[/C][C]-0.013623[/C][C]-0.2039[/C][C]0.419313[/C][/ROW]
[ROW][C]26[/C][C]-0.006408[/C][C]-0.0959[/C][C]0.46184[/C][/ROW]
[ROW][C]27[/C][C]-0.008701[/C][C]-0.1302[/C][C]0.448252[/C][/ROW]
[ROW][C]28[/C][C]0.000635[/C][C]0.0095[/C][C]0.496215[/C][/ROW]
[ROW][C]29[/C][C]-0.005436[/C][C]-0.0814[/C][C]0.467613[/C][/ROW]
[ROW][C]30[/C][C]-0.006854[/C][C]-0.1026[/C][C]0.459197[/C][/ROW]
[ROW][C]31[/C][C]-0.00811[/C][C]-0.1214[/C][C]0.45175[/C][/ROW]
[ROW][C]32[/C][C]-0.007328[/C][C]-0.1097[/C][C]0.45638[/C][/ROW]
[ROW][C]33[/C][C]-0.010208[/C][C]-0.1528[/C][C]0.439352[/C][/ROW]
[ROW][C]34[/C][C]-0.005986[/C][C]-0.0896[/C][C]0.464345[/C][/ROW]
[ROW][C]35[/C][C]-0.010623[/C][C]-0.159[/C][C]0.436909[/C][/ROW]
[ROW][C]36[/C][C]-0.008726[/C][C]-0.1306[/C][C]0.448105[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59262&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59262&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	0.984886	14.7404	0
2	0.002685	0.0402	0.483991
3	-0.0064	-0.0958	0.461891
4	0.01132	0.1694	0.432811
5	-0.004443	-0.0665	0.473523
6	-0.007869	-0.1178	0.453174
7	-0.0132	-0.1976	0.421786
8	-0.010363	-0.1551	0.438444
9	-0.006193	-0.0927	0.463117
10	-0.007327	-0.1097	0.456388
11	-0.000704	-0.0105	0.495798
12	-0.010813	-0.1618	0.435793
13	-0.002341	-0.035	0.486043
14	0.000369	0.0055	0.497797
15	0.000545	0.0082	0.496747
16	-0.005857	-0.0877	0.465113
17	-0.002615	-0.0391	0.484407
18	-0.004418	-0.0661	0.473669
19	0.009466	0.1417	0.443734
20	-0.001191	-0.0178	0.492896
21	-0.000667	-0.01	0.496024
22	0.002608	0.039	0.484452
23	-0.010939	-0.1637	0.435047
24	-0.007437	-0.1113	0.455734
25	-0.013623	-0.2039	0.419313
26	-0.006408	-0.0959	0.46184
27	-0.008701	-0.1302	0.448252
28	0.000635	0.0095	0.496215
29	-0.005436	-0.0814	0.467613
30	-0.006854	-0.1026	0.459197
31	-0.00811	-0.1214	0.45175
32	-0.007328	-0.1097	0.45638
33	-0.010208	-0.1528	0.439352
34	-0.005986	-0.0896	0.464345
35	-0.010623	-0.159	0.436909
36	-0.008726	-0.1306	0.448105

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