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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 09:39:04 -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/27/t1259339994msh0p9d26pkasx6.htm/, Retrieved Mon, 29 Apr 2024 19:28:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60976, Retrieved Mon, 29 Apr 2024 19:28:45 +0000

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User-defined keywords

Estimated Impact

105

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

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Dataseries X:

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Histogram

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=60976&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=60976&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60976&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	0.511148	6.6055	0
2	-0.074321	-0.9604	0.169112
3	-0.469445	-6.0666	0
4	-0.429969	-5.5564	0
5	-0.11913	-1.5395	0.062787
6	0.209919	2.7128	0.003686
7	0.370784	4.7916	2e-06
8	0.295058	3.813	9.6e-05
9	0.109694	1.4176	0.079092
10	-0.111267	-1.4379	0.076169
11	-0.235131	-3.0386	0.00138
12	-0.281552	-3.6385	0.000183
13	-0.064753	-0.8368	0.201954
14	0.126692	1.6372	0.051734
15	0.185479	2.3969	0.008819
16	0.102539	1.3251	0.093476
17	-0.026925	-0.348	0.364157
18	-0.074927	-0.9683	0.167156
19	-0.139247	-1.7995	0.036875
20	-0.063385	-0.8191	0.206944
21	-0.018823	-0.2433	0.404054
22	-0.008826	-0.1141	0.454665
23	-0.042567	-0.5501	0.291498
24	-0.083764	-1.0825	0.140302
25	-0.035218	-0.4551	0.32481
26	0.00766	0.099	0.460632
27	-0.006256	-0.0808	0.467832
28	-0.111085	-1.4355	0.076502
29	-0.167984	-2.1708	0.015678
30	-0.177777	-2.2974	0.011419
31	0.065444	0.8457	0.199458
32	0.241873	3.1257	0.001046
33	0.25747	3.3272	0.000539
34	0.067775	0.8759	0.191184
35	-0.210941	-2.726	0.003548
36	-0.334633	-4.3244	1.3e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.511148 & 6.6055 & 0 \tabularnewline
2 & -0.074321 & -0.9604 & 0.169112 \tabularnewline
3 & -0.469445 & -6.0666 & 0 \tabularnewline
4 & -0.429969 & -5.5564 & 0 \tabularnewline
5 & -0.11913 & -1.5395 & 0.062787 \tabularnewline
6 & 0.209919 & 2.7128 & 0.003686 \tabularnewline
7 & 0.370784 & 4.7916 & 2e-06 \tabularnewline
8 & 0.295058 & 3.813 & 9.6e-05 \tabularnewline
9 & 0.109694 & 1.4176 & 0.079092 \tabularnewline
10 & -0.111267 & -1.4379 & 0.076169 \tabularnewline
11 & -0.235131 & -3.0386 & 0.00138 \tabularnewline
12 & -0.281552 & -3.6385 & 0.000183 \tabularnewline
13 & -0.064753 & -0.8368 & 0.201954 \tabularnewline
14 & 0.126692 & 1.6372 & 0.051734 \tabularnewline
15 & 0.185479 & 2.3969 & 0.008819 \tabularnewline
16 & 0.102539 & 1.3251 & 0.093476 \tabularnewline
17 & -0.026925 & -0.348 & 0.364157 \tabularnewline
18 & -0.074927 & -0.9683 & 0.167156 \tabularnewline
19 & -0.139247 & -1.7995 & 0.036875 \tabularnewline
20 & -0.063385 & -0.8191 & 0.206944 \tabularnewline
21 & -0.018823 & -0.2433 & 0.404054 \tabularnewline
22 & -0.008826 & -0.1141 & 0.454665 \tabularnewline
23 & -0.042567 & -0.5501 & 0.291498 \tabularnewline
24 & -0.083764 & -1.0825 & 0.140302 \tabularnewline
25 & -0.035218 & -0.4551 & 0.32481 \tabularnewline
26 & 0.00766 & 0.099 & 0.460632 \tabularnewline
27 & -0.006256 & -0.0808 & 0.467832 \tabularnewline
28 & -0.111085 & -1.4355 & 0.076502 \tabularnewline
29 & -0.167984 & -2.1708 & 0.015678 \tabularnewline
30 & -0.177777 & -2.2974 & 0.011419 \tabularnewline
31 & 0.065444 & 0.8457 & 0.199458 \tabularnewline
32 & 0.241873 & 3.1257 & 0.001046 \tabularnewline
33 & 0.25747 & 3.3272 & 0.000539 \tabularnewline
34 & 0.067775 & 0.8759 & 0.191184 \tabularnewline
35 & -0.210941 & -2.726 & 0.003548 \tabularnewline
36 & -0.334633 & -4.3244 & 1.3e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60976&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]0.511148[/C][C]6.6055[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.074321[/C][C]-0.9604[/C][C]0.169112[/C][/ROW]
[ROW][C]3[/C][C]-0.469445[/C][C]-6.0666[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]-0.429969[/C][C]-5.5564[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]-0.11913[/C][C]-1.5395[/C][C]0.062787[/C][/ROW]
[ROW][C]6[/C][C]0.209919[/C][C]2.7128[/C][C]0.003686[/C][/ROW]
[ROW][C]7[/C][C]0.370784[/C][C]4.7916[/C][C]2e-06[/C][/ROW]
[ROW][C]8[/C][C]0.295058[/C][C]3.813[/C][C]9.6e-05[/C][/ROW]
[ROW][C]9[/C][C]0.109694[/C][C]1.4176[/C][C]0.079092[/C][/ROW]
[ROW][C]10[/C][C]-0.111267[/C][C]-1.4379[/C][C]0.076169[/C][/ROW]
[ROW][C]11[/C][C]-0.235131[/C][C]-3.0386[/C][C]0.00138[/C][/ROW]
[ROW][C]12[/C][C]-0.281552[/C][C]-3.6385[/C][C]0.000183[/C][/ROW]
[ROW][C]13[/C][C]-0.064753[/C][C]-0.8368[/C][C]0.201954[/C][/ROW]
[ROW][C]14[/C][C]0.126692[/C][C]1.6372[/C][C]0.051734[/C][/ROW]
[ROW][C]15[/C][C]0.185479[/C][C]2.3969[/C][C]0.008819[/C][/ROW]
[ROW][C]16[/C][C]0.102539[/C][C]1.3251[/C][C]0.093476[/C][/ROW]
[ROW][C]17[/C][C]-0.026925[/C][C]-0.348[/C][C]0.364157[/C][/ROW]
[ROW][C]18[/C][C]-0.074927[/C][C]-0.9683[/C][C]0.167156[/C][/ROW]
[ROW][C]19[/C][C]-0.139247[/C][C]-1.7995[/C][C]0.036875[/C][/ROW]
[ROW][C]20[/C][C]-0.063385[/C][C]-0.8191[/C][C]0.206944[/C][/ROW]
[ROW][C]21[/C][C]-0.018823[/C][C]-0.2433[/C][C]0.404054[/C][/ROW]
[ROW][C]22[/C][C]-0.008826[/C][C]-0.1141[/C][C]0.454665[/C][/ROW]
[ROW][C]23[/C][C]-0.042567[/C][C]-0.5501[/C][C]0.291498[/C][/ROW]
[ROW][C]24[/C][C]-0.083764[/C][C]-1.0825[/C][C]0.140302[/C][/ROW]
[ROW][C]25[/C][C]-0.035218[/C][C]-0.4551[/C][C]0.32481[/C][/ROW]
[ROW][C]26[/C][C]0.00766[/C][C]0.099[/C][C]0.460632[/C][/ROW]
[ROW][C]27[/C][C]-0.006256[/C][C]-0.0808[/C][C]0.467832[/C][/ROW]
[ROW][C]28[/C][C]-0.111085[/C][C]-1.4355[/C][C]0.076502[/C][/ROW]
[ROW][C]29[/C][C]-0.167984[/C][C]-2.1708[/C][C]0.015678[/C][/ROW]
[ROW][C]30[/C][C]-0.177777[/C][C]-2.2974[/C][C]0.011419[/C][/ROW]
[ROW][C]31[/C][C]0.065444[/C][C]0.8457[/C][C]0.199458[/C][/ROW]
[ROW][C]32[/C][C]0.241873[/C][C]3.1257[/C][C]0.001046[/C][/ROW]
[ROW][C]33[/C][C]0.25747[/C][C]3.3272[/C][C]0.000539[/C][/ROW]
[ROW][C]34[/C][C]0.067775[/C][C]0.8759[/C][C]0.191184[/C][/ROW]
[ROW][C]35[/C][C]-0.210941[/C][C]-2.726[/C][C]0.003548[/C][/ROW]
[ROW][C]36[/C][C]-0.334633[/C][C]-4.3244[/C][C]1.3e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60976&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60976&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	0.511148	6.6055	0
2	-0.074321	-0.9604	0.169112
3	-0.469445	-6.0666	0
4	-0.429969	-5.5564	0
5	-0.11913	-1.5395	0.062787
6	0.209919	2.7128	0.003686
7	0.370784	4.7916	2e-06
8	0.295058	3.813	9.6e-05
9	0.109694	1.4176	0.079092
10	-0.111267	-1.4379	0.076169
11	-0.235131	-3.0386	0.00138
12	-0.281552	-3.6385	0.000183
13	-0.064753	-0.8368	0.201954
14	0.126692	1.6372	0.051734
15	0.185479	2.3969	0.008819
16	0.102539	1.3251	0.093476
17	-0.026925	-0.348	0.364157
18	-0.074927	-0.9683	0.167156
19	-0.139247	-1.7995	0.036875
20	-0.063385	-0.8191	0.206944
21	-0.018823	-0.2433	0.404054
22	-0.008826	-0.1141	0.454665
23	-0.042567	-0.5501	0.291498
24	-0.083764	-1.0825	0.140302
25	-0.035218	-0.4551	0.32481
26	0.00766	0.099	0.460632
27	-0.006256	-0.0808	0.467832
28	-0.111085	-1.4355	0.076502
29	-0.167984	-2.1708	0.015678
30	-0.177777	-2.2974	0.011419
31	0.065444	0.8457	0.199458
32	0.241873	3.1257	0.001046
33	0.25747	3.3272	0.000539
34	0.067775	0.8759	0.191184
35	-0.210941	-2.726	0.003548
36	-0.334633	-4.3244	1.3e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.511148	6.6055	0
2	-0.454285	-5.8707	0
3	-0.310421	-4.0115	4.5e-05
4	-0.009717	-0.1256	0.450109
5	0.028192	0.3643	0.358041
6	0.059731	0.7719	0.220634
7	0.116667	1.5077	0.066764
8	0.084259	1.0889	0.138891
9	0.119524	1.5446	0.062169
10	-0.001807	-0.0234	0.490698
11	-0.031544	-0.4076	0.342032
12	-0.167528	-2.1649	0.015906
13	0.136986	1.7703	0.039255
14	-0.080952	-1.0461	0.148507
15	-0.109489	-1.4149	0.079479
16	-0.014743	-0.1905	0.424564
17	0.009565	0.1236	0.450888
18	0.070098	0.9059	0.183155
19	-0.130178	-1.6823	0.047193
20	0.100554	1.2994	0.097792
21	-0.044221	-0.5715	0.284226
22	-0.104151	-1.3459	0.090075
23	-0.081999	-1.0597	0.145415
24	-0.156973	-2.0285	0.022047
25	0.09144	1.1817	0.11951
26	-0.066515	-0.8596	0.19563
27	-0.142374	-1.8399	0.033781
28	-0.151755	-1.9611	0.025765
29	-0.050742	-0.6557	0.256448
30	-0.077718	-1.0043	0.158336
31	0.187985	2.4293	0.008094
32	0.112624	1.4554	0.073715
33	0.080851	1.0448	0.148807
34	0.021836	0.2822	0.389077
35	-0.125428	-1.6209	0.053465
36	-0.124491	-1.6088	0.054777

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.511148 & 6.6055 & 0 \tabularnewline
2 & -0.454285 & -5.8707 & 0 \tabularnewline
3 & -0.310421 & -4.0115 & 4.5e-05 \tabularnewline
4 & -0.009717 & -0.1256 & 0.450109 \tabularnewline
5 & 0.028192 & 0.3643 & 0.358041 \tabularnewline
6 & 0.059731 & 0.7719 & 0.220634 \tabularnewline
7 & 0.116667 & 1.5077 & 0.066764 \tabularnewline
8 & 0.084259 & 1.0889 & 0.138891 \tabularnewline
9 & 0.119524 & 1.5446 & 0.062169 \tabularnewline
10 & -0.001807 & -0.0234 & 0.490698 \tabularnewline
11 & -0.031544 & -0.4076 & 0.342032 \tabularnewline
12 & -0.167528 & -2.1649 & 0.015906 \tabularnewline
13 & 0.136986 & 1.7703 & 0.039255 \tabularnewline
14 & -0.080952 & -1.0461 & 0.148507 \tabularnewline
15 & -0.109489 & -1.4149 & 0.079479 \tabularnewline
16 & -0.014743 & -0.1905 & 0.424564 \tabularnewline
17 & 0.009565 & 0.1236 & 0.450888 \tabularnewline
18 & 0.070098 & 0.9059 & 0.183155 \tabularnewline
19 & -0.130178 & -1.6823 & 0.047193 \tabularnewline
20 & 0.100554 & 1.2994 & 0.097792 \tabularnewline
21 & -0.044221 & -0.5715 & 0.284226 \tabularnewline
22 & -0.104151 & -1.3459 & 0.090075 \tabularnewline
23 & -0.081999 & -1.0597 & 0.145415 \tabularnewline
24 & -0.156973 & -2.0285 & 0.022047 \tabularnewline
25 & 0.09144 & 1.1817 & 0.11951 \tabularnewline
26 & -0.066515 & -0.8596 & 0.19563 \tabularnewline
27 & -0.142374 & -1.8399 & 0.033781 \tabularnewline
28 & -0.151755 & -1.9611 & 0.025765 \tabularnewline
29 & -0.050742 & -0.6557 & 0.256448 \tabularnewline
30 & -0.077718 & -1.0043 & 0.158336 \tabularnewline
31 & 0.187985 & 2.4293 & 0.008094 \tabularnewline
32 & 0.112624 & 1.4554 & 0.073715 \tabularnewline
33 & 0.080851 & 1.0448 & 0.148807 \tabularnewline
34 & 0.021836 & 0.2822 & 0.389077 \tabularnewline
35 & -0.125428 & -1.6209 & 0.053465 \tabularnewline
36 & -0.124491 & -1.6088 & 0.054777 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60976&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]0.511148[/C][C]6.6055[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.454285[/C][C]-5.8707[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]-0.310421[/C][C]-4.0115[/C][C]4.5e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.009717[/C][C]-0.1256[/C][C]0.450109[/C][/ROW]
[ROW][C]5[/C][C]0.028192[/C][C]0.3643[/C][C]0.358041[/C][/ROW]
[ROW][C]6[/C][C]0.059731[/C][C]0.7719[/C][C]0.220634[/C][/ROW]
[ROW][C]7[/C][C]0.116667[/C][C]1.5077[/C][C]0.066764[/C][/ROW]
[ROW][C]8[/C][C]0.084259[/C][C]1.0889[/C][C]0.138891[/C][/ROW]
[ROW][C]9[/C][C]0.119524[/C][C]1.5446[/C][C]0.062169[/C][/ROW]
[ROW][C]10[/C][C]-0.001807[/C][C]-0.0234[/C][C]0.490698[/C][/ROW]
[ROW][C]11[/C][C]-0.031544[/C][C]-0.4076[/C][C]0.342032[/C][/ROW]
[ROW][C]12[/C][C]-0.167528[/C][C]-2.1649[/C][C]0.015906[/C][/ROW]
[ROW][C]13[/C][C]0.136986[/C][C]1.7703[/C][C]0.039255[/C][/ROW]
[ROW][C]14[/C][C]-0.080952[/C][C]-1.0461[/C][C]0.148507[/C][/ROW]
[ROW][C]15[/C][C]-0.109489[/C][C]-1.4149[/C][C]0.079479[/C][/ROW]
[ROW][C]16[/C][C]-0.014743[/C][C]-0.1905[/C][C]0.424564[/C][/ROW]
[ROW][C]17[/C][C]0.009565[/C][C]0.1236[/C][C]0.450888[/C][/ROW]
[ROW][C]18[/C][C]0.070098[/C][C]0.9059[/C][C]0.183155[/C][/ROW]
[ROW][C]19[/C][C]-0.130178[/C][C]-1.6823[/C][C]0.047193[/C][/ROW]
[ROW][C]20[/C][C]0.100554[/C][C]1.2994[/C][C]0.097792[/C][/ROW]
[ROW][C]21[/C][C]-0.044221[/C][C]-0.5715[/C][C]0.284226[/C][/ROW]
[ROW][C]22[/C][C]-0.104151[/C][C]-1.3459[/C][C]0.090075[/C][/ROW]
[ROW][C]23[/C][C]-0.081999[/C][C]-1.0597[/C][C]0.145415[/C][/ROW]
[ROW][C]24[/C][C]-0.156973[/C][C]-2.0285[/C][C]0.022047[/C][/ROW]
[ROW][C]25[/C][C]0.09144[/C][C]1.1817[/C][C]0.11951[/C][/ROW]
[ROW][C]26[/C][C]-0.066515[/C][C]-0.8596[/C][C]0.19563[/C][/ROW]
[ROW][C]27[/C][C]-0.142374[/C][C]-1.8399[/C][C]0.033781[/C][/ROW]
[ROW][C]28[/C][C]-0.151755[/C][C]-1.9611[/C][C]0.025765[/C][/ROW]
[ROW][C]29[/C][C]-0.050742[/C][C]-0.6557[/C][C]0.256448[/C][/ROW]
[ROW][C]30[/C][C]-0.077718[/C][C]-1.0043[/C][C]0.158336[/C][/ROW]
[ROW][C]31[/C][C]0.187985[/C][C]2.4293[/C][C]0.008094[/C][/ROW]
[ROW][C]32[/C][C]0.112624[/C][C]1.4554[/C][C]0.073715[/C][/ROW]
[ROW][C]33[/C][C]0.080851[/C][C]1.0448[/C][C]0.148807[/C][/ROW]
[ROW][C]34[/C][C]0.021836[/C][C]0.2822[/C][C]0.389077[/C][/ROW]
[ROW][C]35[/C][C]-0.125428[/C][C]-1.6209[/C][C]0.053465[/C][/ROW]
[ROW][C]36[/C][C]-0.124491[/C][C]-1.6088[/C][C]0.054777[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60976&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60976&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	0.511148	6.6055	0
2	-0.454285	-5.8707	0
3	-0.310421	-4.0115	4.5e-05
4	-0.009717	-0.1256	0.450109
5	0.028192	0.3643	0.358041
6	0.059731	0.7719	0.220634
7	0.116667	1.5077	0.066764
8	0.084259	1.0889	0.138891
9	0.119524	1.5446	0.062169
10	-0.001807	-0.0234	0.490698
11	-0.031544	-0.4076	0.342032
12	-0.167528	-2.1649	0.015906
13	0.136986	1.7703	0.039255
14	-0.080952	-1.0461	0.148507
15	-0.109489	-1.4149	0.079479
16	-0.014743	-0.1905	0.424564
17	0.009565	0.1236	0.450888
18	0.070098	0.9059	0.183155
19	-0.130178	-1.6823	0.047193
20	0.100554	1.2994	0.097792
21	-0.044221	-0.5715	0.284226
22	-0.104151	-1.3459	0.090075
23	-0.081999	-1.0597	0.145415
24	-0.156973	-2.0285	0.022047
25	0.09144	1.1817	0.11951
26	-0.066515	-0.8596	0.19563
27	-0.142374	-1.8399	0.033781
28	-0.151755	-1.9611	0.025765
29	-0.050742	-0.6557	0.256448
30	-0.077718	-1.0043	0.158336
31	0.187985	2.4293	0.008094
32	0.112624	1.4554	0.073715
33	0.080851	1.0448	0.148807
34	0.021836	0.2822	0.389077
35	-0.125428	-1.6209	0.053465
36	-0.124491	-1.6088	0.054777

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