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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 09:37:04 -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/27/t12593398705fmpszzsbbbh603.htm/, Retrieved Mon, 29 Apr 2024 19:42:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60972, Retrieved Mon, 29 Apr 2024 19:42:11 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

116

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 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [WS8 Identifying  ...] [2009-11-27 16:37:04] [c6e373ff11c42d4585d53e9e88ed5606] [Current]
-   P             [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 16:39:04] [8733f8ed033058987ec00f5e71b74854] 
-   P               [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 16:49:16] [8733f8ed033058987ec00f5e71b74854] 

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Dataseries X:

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Boxplots

10.1
9.9
9.8
9.8
9.7
9.5
9.3
9.1
9.0
9.5
10.0
10.2
10.1
10.0
9.9
10.0
9.9
9.7
9.5
9.2
9.0
9.3
9.8
9.8
9.6
9.4
9.3
9.2
9.2
9.0
8.8
8.7
8.7
9.1
9.7
9.8
9.6
9.4
9.4
9.5
9.4
9.3
9.2
9.0
8.9
9.2
9.8
9.9
9.6
9.2
9.1
9.1
9.0
8.9
8.7
8.5
8.3
8.5
8.7
8.4
8.1
7.8
7.7
7.5
7.2
6.8
6.7
6.4
6.3
6.8
7.3
7.1
7.0
6.8
6.6
6.3
6.1
6.1
6.3
6.3
6.0
6.2
6.4
6.8
7.5
7.5
7.6
7.6
7.4
7.3
7.1
6.9
6.8
7.5
7.6
7.8
8.0
8.1
8.2
8.3
8.2
8.0
7.9
7.6
7.6
8.3
8.4
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.0
8.2
8.1
8.1
8.0
7.9
7.9
8.0
8.0
7.9
8.0
7.7
7.2
7.5
7.3
7.0
7.0
7.0
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8.0
8.0
7.7
7.3
7.4
8.1
8.3
8.2

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=60972&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=60972&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60972&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	0.935506	12.1255	0
2	0.811276	10.5153	0
3	0.696065	9.022	0
4	0.633485	8.2109	0
5	0.620572	8.0435	0
6	0.621241	8.0522	0
7	0.597204	7.7406	0
8	0.530763	6.8795	0
9	0.432838	5.6102	0
10	0.327826	4.2491	1.8e-05
11	0.237194	3.0744	0.001231
12	0.172872	2.2407	0.013179
13	0.137776	1.7858	0.037969
14	0.109797	1.4231	0.078277
15	0.069781	0.9045	0.183523
16	0.015156	0.1964	0.422248
17	-0.044398	-0.5755	0.282874
18	-0.100645	-1.3045	0.096923
19	-0.152019	-1.9704	0.025218
20	-0.188451	-2.4426	0.007809
21	-0.21916	-2.8406	0.00253
22	-0.247713	-3.2107	0.000793
23	-0.273612	-3.5464	0.000253
24	-0.293598	-3.8055	9.9e-05
25	-0.302511	-3.921	6.4e-05
26	-0.309664	-4.0137	4.5e-05
27	-0.318716	-4.131	2.8e-05
28	-0.326413	-4.2308	1.9e-05
29	-0.322131	-4.1753	2.4e-05
30	-0.298402	-3.8677	7.8e-05
31	-0.251473	-3.2595	0.000676
32	-0.212314	-2.7519	0.003288
33	-0.202372	-2.623	0.004758
34	-0.2244	-2.9086	0.002061
35	-0.255496	-3.3116	0.000568
36	-0.260936	-3.3821	0.000447

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.935506 & 12.1255 & 0 \tabularnewline
2 & 0.811276 & 10.5153 & 0 \tabularnewline
3 & 0.696065 & 9.022 & 0 \tabularnewline
4 & 0.633485 & 8.2109 & 0 \tabularnewline
5 & 0.620572 & 8.0435 & 0 \tabularnewline
6 & 0.621241 & 8.0522 & 0 \tabularnewline
7 & 0.597204 & 7.7406 & 0 \tabularnewline
8 & 0.530763 & 6.8795 & 0 \tabularnewline
9 & 0.432838 & 5.6102 & 0 \tabularnewline
10 & 0.327826 & 4.2491 & 1.8e-05 \tabularnewline
11 & 0.237194 & 3.0744 & 0.001231 \tabularnewline
12 & 0.172872 & 2.2407 & 0.013179 \tabularnewline
13 & 0.137776 & 1.7858 & 0.037969 \tabularnewline
14 & 0.109797 & 1.4231 & 0.078277 \tabularnewline
15 & 0.069781 & 0.9045 & 0.183523 \tabularnewline
16 & 0.015156 & 0.1964 & 0.422248 \tabularnewline
17 & -0.044398 & -0.5755 & 0.282874 \tabularnewline
18 & -0.100645 & -1.3045 & 0.096923 \tabularnewline
19 & -0.152019 & -1.9704 & 0.025218 \tabularnewline
20 & -0.188451 & -2.4426 & 0.007809 \tabularnewline
21 & -0.21916 & -2.8406 & 0.00253 \tabularnewline
22 & -0.247713 & -3.2107 & 0.000793 \tabularnewline
23 & -0.273612 & -3.5464 & 0.000253 \tabularnewline
24 & -0.293598 & -3.8055 & 9.9e-05 \tabularnewline
25 & -0.302511 & -3.921 & 6.4e-05 \tabularnewline
26 & -0.309664 & -4.0137 & 4.5e-05 \tabularnewline
27 & -0.318716 & -4.131 & 2.8e-05 \tabularnewline
28 & -0.326413 & -4.2308 & 1.9e-05 \tabularnewline
29 & -0.322131 & -4.1753 & 2.4e-05 \tabularnewline
30 & -0.298402 & -3.8677 & 7.8e-05 \tabularnewline
31 & -0.251473 & -3.2595 & 0.000676 \tabularnewline
32 & -0.212314 & -2.7519 & 0.003288 \tabularnewline
33 & -0.202372 & -2.623 & 0.004758 \tabularnewline
34 & -0.2244 & -2.9086 & 0.002061 \tabularnewline
35 & -0.255496 & -3.3116 & 0.000568 \tabularnewline
36 & -0.260936 & -3.3821 & 0.000447 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60972&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]0.935506[/C][C]12.1255[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.811276[/C][C]10.5153[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.696065[/C][C]9.022[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.633485[/C][C]8.2109[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.620572[/C][C]8.0435[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.621241[/C][C]8.0522[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.597204[/C][C]7.7406[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.530763[/C][C]6.8795[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.432838[/C][C]5.6102[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.327826[/C][C]4.2491[/C][C]1.8e-05[/C][/ROW]
[ROW][C]11[/C][C]0.237194[/C][C]3.0744[/C][C]0.001231[/C][/ROW]
[ROW][C]12[/C][C]0.172872[/C][C]2.2407[/C][C]0.013179[/C][/ROW]
[ROW][C]13[/C][C]0.137776[/C][C]1.7858[/C][C]0.037969[/C][/ROW]
[ROW][C]14[/C][C]0.109797[/C][C]1.4231[/C][C]0.078277[/C][/ROW]
[ROW][C]15[/C][C]0.069781[/C][C]0.9045[/C][C]0.183523[/C][/ROW]
[ROW][C]16[/C][C]0.015156[/C][C]0.1964[/C][C]0.422248[/C][/ROW]
[ROW][C]17[/C][C]-0.044398[/C][C]-0.5755[/C][C]0.282874[/C][/ROW]
[ROW][C]18[/C][C]-0.100645[/C][C]-1.3045[/C][C]0.096923[/C][/ROW]
[ROW][C]19[/C][C]-0.152019[/C][C]-1.9704[/C][C]0.025218[/C][/ROW]
[ROW][C]20[/C][C]-0.188451[/C][C]-2.4426[/C][C]0.007809[/C][/ROW]
[ROW][C]21[/C][C]-0.21916[/C][C]-2.8406[/C][C]0.00253[/C][/ROW]
[ROW][C]22[/C][C]-0.247713[/C][C]-3.2107[/C][C]0.000793[/C][/ROW]
[ROW][C]23[/C][C]-0.273612[/C][C]-3.5464[/C][C]0.000253[/C][/ROW]
[ROW][C]24[/C][C]-0.293598[/C][C]-3.8055[/C][C]9.9e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.302511[/C][C]-3.921[/C][C]6.4e-05[/C][/ROW]
[ROW][C]26[/C][C]-0.309664[/C][C]-4.0137[/C][C]4.5e-05[/C][/ROW]
[ROW][C]27[/C][C]-0.318716[/C][C]-4.131[/C][C]2.8e-05[/C][/ROW]
[ROW][C]28[/C][C]-0.326413[/C][C]-4.2308[/C][C]1.9e-05[/C][/ROW]
[ROW][C]29[/C][C]-0.322131[/C][C]-4.1753[/C][C]2.4e-05[/C][/ROW]
[ROW][C]30[/C][C]-0.298402[/C][C]-3.8677[/C][C]7.8e-05[/C][/ROW]
[ROW][C]31[/C][C]-0.251473[/C][C]-3.2595[/C][C]0.000676[/C][/ROW]
[ROW][C]32[/C][C]-0.212314[/C][C]-2.7519[/C][C]0.003288[/C][/ROW]
[ROW][C]33[/C][C]-0.202372[/C][C]-2.623[/C][C]0.004758[/C][/ROW]
[ROW][C]34[/C][C]-0.2244[/C][C]-2.9086[/C][C]0.002061[/C][/ROW]
[ROW][C]35[/C][C]-0.255496[/C][C]-3.3116[/C][C]0.000568[/C][/ROW]
[ROW][C]36[/C][C]-0.260936[/C][C]-3.3821[/C][C]0.000447[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60972&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60972&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	0.935506	12.1255	0
2	0.811276	10.5153	0
3	0.696065	9.022	0
4	0.633485	8.2109	0
5	0.620572	8.0435	0
6	0.621241	8.0522	0
7	0.597204	7.7406	0
8	0.530763	6.8795	0
9	0.432838	5.6102	0
10	0.327826	4.2491	1.8e-05
11	0.237194	3.0744	0.001231
12	0.172872	2.2407	0.013179
13	0.137776	1.7858	0.037969
14	0.109797	1.4231	0.078277
15	0.069781	0.9045	0.183523
16	0.015156	0.1964	0.422248
17	-0.044398	-0.5755	0.282874
18	-0.100645	-1.3045	0.096923
19	-0.152019	-1.9704	0.025218
20	-0.188451	-2.4426	0.007809
21	-0.21916	-2.8406	0.00253
22	-0.247713	-3.2107	0.000793
23	-0.273612	-3.5464	0.000253
24	-0.293598	-3.8055	9.9e-05
25	-0.302511	-3.921	6.4e-05
26	-0.309664	-4.0137	4.5e-05
27	-0.318716	-4.131	2.8e-05
28	-0.326413	-4.2308	1.9e-05
29	-0.322131	-4.1753	2.4e-05
30	-0.298402	-3.8677	7.8e-05
31	-0.251473	-3.2595	0.000676
32	-0.212314	-2.7519	0.003288
33	-0.202372	-2.623	0.004758
34	-0.2244	-2.9086	0.002061
35	-0.255496	-3.3116	0.000568
36	-0.260936	-3.3821	0.000447

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.935506	12.1255	0
2	-0.511874	-6.6346	0
3	0.298349	3.8671	7.9e-05
4	0.252544	3.2733	0.000645
5	0.053558	0.6942	0.24426
6	-0.071613	-0.9282	0.177316
7	-0.108804	-1.4103	0.080155
8	-0.129832	-1.6828	0.047134
9	-0.100703	-1.3053	0.096795
10	-0.111025	-1.439	0.075999
11	-0.092383	-1.1974	0.116414
12	-0.009886	-0.1281	0.449098
13	0.086023	1.115	0.133224
14	-0.103632	-1.3432	0.090505
15	-0.017162	-0.2224	0.412119
16	0.054663	0.7085	0.239805
17	0.013384	0.1735	0.431242
18	-0.081291	-1.0537	0.146777
19	-0.107386	-1.3919	0.082898
20	0.083726	1.0852	0.139691
21	-0.14796	-1.9178	0.028418
22	-0.018992	-0.2462	0.402928
23	0.008783	0.1138	0.454751
24	0.025646	0.3324	0.369999
25	0.081647	1.0583	0.145728
26	-0.116228	-1.5065	0.066909
27	0.009632	0.1248	0.450396
28	0.075141	0.9739	0.165743
29	0.101239	1.3122	0.095621
30	0.032159	0.4168	0.338669
31	0.106519	1.3806	0.084611
32	-0.194301	-2.5184	0.006362
33	-0.117392	-1.5216	0.064998
34	-0.120205	-1.558	0.060554
35	-0.036147	-0.4685	0.320009
36	0.101493	1.3155	0.095067

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.935506 & 12.1255 & 0 \tabularnewline
2 & -0.511874 & -6.6346 & 0 \tabularnewline
3 & 0.298349 & 3.8671 & 7.9e-05 \tabularnewline
4 & 0.252544 & 3.2733 & 0.000645 \tabularnewline
5 & 0.053558 & 0.6942 & 0.24426 \tabularnewline
6 & -0.071613 & -0.9282 & 0.177316 \tabularnewline
7 & -0.108804 & -1.4103 & 0.080155 \tabularnewline
8 & -0.129832 & -1.6828 & 0.047134 \tabularnewline
9 & -0.100703 & -1.3053 & 0.096795 \tabularnewline
10 & -0.111025 & -1.439 & 0.075999 \tabularnewline
11 & -0.092383 & -1.1974 & 0.116414 \tabularnewline
12 & -0.009886 & -0.1281 & 0.449098 \tabularnewline
13 & 0.086023 & 1.115 & 0.133224 \tabularnewline
14 & -0.103632 & -1.3432 & 0.090505 \tabularnewline
15 & -0.017162 & -0.2224 & 0.412119 \tabularnewline
16 & 0.054663 & 0.7085 & 0.239805 \tabularnewline
17 & 0.013384 & 0.1735 & 0.431242 \tabularnewline
18 & -0.081291 & -1.0537 & 0.146777 \tabularnewline
19 & -0.107386 & -1.3919 & 0.082898 \tabularnewline
20 & 0.083726 & 1.0852 & 0.139691 \tabularnewline
21 & -0.14796 & -1.9178 & 0.028418 \tabularnewline
22 & -0.018992 & -0.2462 & 0.402928 \tabularnewline
23 & 0.008783 & 0.1138 & 0.454751 \tabularnewline
24 & 0.025646 & 0.3324 & 0.369999 \tabularnewline
25 & 0.081647 & 1.0583 & 0.145728 \tabularnewline
26 & -0.116228 & -1.5065 & 0.066909 \tabularnewline
27 & 0.009632 & 0.1248 & 0.450396 \tabularnewline
28 & 0.075141 & 0.9739 & 0.165743 \tabularnewline
29 & 0.101239 & 1.3122 & 0.095621 \tabularnewline
30 & 0.032159 & 0.4168 & 0.338669 \tabularnewline
31 & 0.106519 & 1.3806 & 0.084611 \tabularnewline
32 & -0.194301 & -2.5184 & 0.006362 \tabularnewline
33 & -0.117392 & -1.5216 & 0.064998 \tabularnewline
34 & -0.120205 & -1.558 & 0.060554 \tabularnewline
35 & -0.036147 & -0.4685 & 0.320009 \tabularnewline
36 & 0.101493 & 1.3155 & 0.095067 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60972&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]0.935506[/C][C]12.1255[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.511874[/C][C]-6.6346[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.298349[/C][C]3.8671[/C][C]7.9e-05[/C][/ROW]
[ROW][C]4[/C][C]0.252544[/C][C]3.2733[/C][C]0.000645[/C][/ROW]
[ROW][C]5[/C][C]0.053558[/C][C]0.6942[/C][C]0.24426[/C][/ROW]
[ROW][C]6[/C][C]-0.071613[/C][C]-0.9282[/C][C]0.177316[/C][/ROW]
[ROW][C]7[/C][C]-0.108804[/C][C]-1.4103[/C][C]0.080155[/C][/ROW]
[ROW][C]8[/C][C]-0.129832[/C][C]-1.6828[/C][C]0.047134[/C][/ROW]
[ROW][C]9[/C][C]-0.100703[/C][C]-1.3053[/C][C]0.096795[/C][/ROW]
[ROW][C]10[/C][C]-0.111025[/C][C]-1.439[/C][C]0.075999[/C][/ROW]
[ROW][C]11[/C][C]-0.092383[/C][C]-1.1974[/C][C]0.116414[/C][/ROW]
[ROW][C]12[/C][C]-0.009886[/C][C]-0.1281[/C][C]0.449098[/C][/ROW]
[ROW][C]13[/C][C]0.086023[/C][C]1.115[/C][C]0.133224[/C][/ROW]
[ROW][C]14[/C][C]-0.103632[/C][C]-1.3432[/C][C]0.090505[/C][/ROW]
[ROW][C]15[/C][C]-0.017162[/C][C]-0.2224[/C][C]0.412119[/C][/ROW]
[ROW][C]16[/C][C]0.054663[/C][C]0.7085[/C][C]0.239805[/C][/ROW]
[ROW][C]17[/C][C]0.013384[/C][C]0.1735[/C][C]0.431242[/C][/ROW]
[ROW][C]18[/C][C]-0.081291[/C][C]-1.0537[/C][C]0.146777[/C][/ROW]
[ROW][C]19[/C][C]-0.107386[/C][C]-1.3919[/C][C]0.082898[/C][/ROW]
[ROW][C]20[/C][C]0.083726[/C][C]1.0852[/C][C]0.139691[/C][/ROW]
[ROW][C]21[/C][C]-0.14796[/C][C]-1.9178[/C][C]0.028418[/C][/ROW]
[ROW][C]22[/C][C]-0.018992[/C][C]-0.2462[/C][C]0.402928[/C][/ROW]
[ROW][C]23[/C][C]0.008783[/C][C]0.1138[/C][C]0.454751[/C][/ROW]
[ROW][C]24[/C][C]0.025646[/C][C]0.3324[/C][C]0.369999[/C][/ROW]
[ROW][C]25[/C][C]0.081647[/C][C]1.0583[/C][C]0.145728[/C][/ROW]
[ROW][C]26[/C][C]-0.116228[/C][C]-1.5065[/C][C]0.066909[/C][/ROW]
[ROW][C]27[/C][C]0.009632[/C][C]0.1248[/C][C]0.450396[/C][/ROW]
[ROW][C]28[/C][C]0.075141[/C][C]0.9739[/C][C]0.165743[/C][/ROW]
[ROW][C]29[/C][C]0.101239[/C][C]1.3122[/C][C]0.095621[/C][/ROW]
[ROW][C]30[/C][C]0.032159[/C][C]0.4168[/C][C]0.338669[/C][/ROW]
[ROW][C]31[/C][C]0.106519[/C][C]1.3806[/C][C]0.084611[/C][/ROW]
[ROW][C]32[/C][C]-0.194301[/C][C]-2.5184[/C][C]0.006362[/C][/ROW]
[ROW][C]33[/C][C]-0.117392[/C][C]-1.5216[/C][C]0.064998[/C][/ROW]
[ROW][C]34[/C][C]-0.120205[/C][C]-1.558[/C][C]0.060554[/C][/ROW]
[ROW][C]35[/C][C]-0.036147[/C][C]-0.4685[/C][C]0.320009[/C][/ROW]
[ROW][C]36[/C][C]0.101493[/C][C]1.3155[/C][C]0.095067[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60972&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60972&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	0.935506	12.1255	0
2	-0.511874	-6.6346	0
3	0.298349	3.8671	7.9e-05
4	0.252544	3.2733	0.000645
5	0.053558	0.6942	0.24426
6	-0.071613	-0.9282	0.177316
7	-0.108804	-1.4103	0.080155
8	-0.129832	-1.6828	0.047134
9	-0.100703	-1.3053	0.096795
10	-0.111025	-1.439	0.075999
11	-0.092383	-1.1974	0.116414
12	-0.009886	-0.1281	0.449098
13	0.086023	1.115	0.133224
14	-0.103632	-1.3432	0.090505
15	-0.017162	-0.2224	0.412119
16	0.054663	0.7085	0.239805
17	0.013384	0.1735	0.431242
18	-0.081291	-1.0537	0.146777
19	-0.107386	-1.3919	0.082898
20	0.083726	1.0852	0.139691
21	-0.14796	-1.9178	0.028418
22	-0.018992	-0.2462	0.402928
23	0.008783	0.1138	0.454751
24	0.025646	0.3324	0.369999
25	0.081647	1.0583	0.145728
26	-0.116228	-1.5065	0.066909
27	0.009632	0.1248	0.450396
28	0.075141	0.9739	0.165743
29	0.101239	1.3122	0.095621
30	0.032159	0.4168	0.338669
31	0.106519	1.3806	0.084611
32	-0.194301	-2.5184	0.006362
33	-0.117392	-1.5216	0.064998
34	-0.120205	-1.558	0.060554
35	-0.036147	-0.4685	0.320009
36	0.101493	1.3155	0.095067

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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