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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 10:12:07 -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/t12593419918z5chh1z56e1yfj.htm/, Retrieved Mon, 29 Apr 2024 19:39:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61016, Retrieved Mon, 29 Apr 2024 19:39:16 +0000

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User-defined keywords

Estimated Impact

152

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 Identifying I...] [2009-11-27 16:18:42] [8733f8ed033058987ec00f5e71b74854]
-   PD          [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 16:57:28] [8733f8ed033058987ec00f5e71b74854]
-                 [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 17:05:41] [8733f8ed033058987ec00f5e71b74854]
-                     [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 17:12:07] [c6e373ff11c42d4585d53e9e88ed5606] [Current]
-                       [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 17:21:03] [8733f8ed033058987ec00f5e71b74854] 
-   P                     [(Partial) Autocorrelation Function] [WS9 Estimation of...] [2009-12-04 12:54:41] [8733f8ed033058987ec00f5e71b74854] 

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Dataseries X:

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Histogram

Boxplots

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=61016&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=61016&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61016&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	0.543306	4.7675	4e-06
2	-0.124608	-1.0934	0.138807
3	-0.598285	-5.2499	1e-06
4	-0.595795	-5.2281	1e-06
5	-0.2038	-1.7883	0.038827
6	0.23212	2.0368	0.022552
7	0.462861	4.0616	5.8e-05
8	0.367526	3.225	0.000925
9	0.079222	0.6952	0.244521
10	-0.156451	-1.3729	0.086891
11	-0.258922	-2.272	0.012938
12	-0.257495	-2.2595	0.01334
13	-0.057232	-0.5022	0.308477
14	0.146583	1.2863	0.101103
15	0.206159	1.809	0.037174
16	0.088735	0.7786	0.219288
17	-0.062672	-0.5499	0.291975
18	-0.122328	-1.0734	0.143217
19	-0.119775	-1.051	0.148268
20	0.040226	0.353	0.362533
21	0.152576	1.3388	0.09228
22	0.063378	0.5561	0.289865
23	-0.080782	-0.7089	0.240275
24	-0.182222	-1.599	0.056959
25	-0.064989	-0.5703	0.285076
26	0.070624	0.6197	0.268636
27	0.100023	0.8777	0.191419
28	0.008541	0.075	0.470224
29	-0.102556	-0.8999	0.185483
30	-0.142945	-1.2543	0.106757
31	0.031597	0.2773	0.391159
32	0.164688	1.4451	0.076239
33	0.167146	1.4667	0.073265
34	0.036528	0.3205	0.374715
35	-0.161277	-1.4152	0.080521
36	-0.238249	-2.0906	0.01993

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.543306 & 4.7675 & 4e-06 \tabularnewline
2 & -0.124608 & -1.0934 & 0.138807 \tabularnewline
3 & -0.598285 & -5.2499 & 1e-06 \tabularnewline
4 & -0.595795 & -5.2281 & 1e-06 \tabularnewline
5 & -0.2038 & -1.7883 & 0.038827 \tabularnewline
6 & 0.23212 & 2.0368 & 0.022552 \tabularnewline
7 & 0.462861 & 4.0616 & 5.8e-05 \tabularnewline
8 & 0.367526 & 3.225 & 0.000925 \tabularnewline
9 & 0.079222 & 0.6952 & 0.244521 \tabularnewline
10 & -0.156451 & -1.3729 & 0.086891 \tabularnewline
11 & -0.258922 & -2.272 & 0.012938 \tabularnewline
12 & -0.257495 & -2.2595 & 0.01334 \tabularnewline
13 & -0.057232 & -0.5022 & 0.308477 \tabularnewline
14 & 0.146583 & 1.2863 & 0.101103 \tabularnewline
15 & 0.206159 & 1.809 & 0.037174 \tabularnewline
16 & 0.088735 & 0.7786 & 0.219288 \tabularnewline
17 & -0.062672 & -0.5499 & 0.291975 \tabularnewline
18 & -0.122328 & -1.0734 & 0.143217 \tabularnewline
19 & -0.119775 & -1.051 & 0.148268 \tabularnewline
20 & 0.040226 & 0.353 & 0.362533 \tabularnewline
21 & 0.152576 & 1.3388 & 0.09228 \tabularnewline
22 & 0.063378 & 0.5561 & 0.289865 \tabularnewline
23 & -0.080782 & -0.7089 & 0.240275 \tabularnewline
24 & -0.182222 & -1.599 & 0.056959 \tabularnewline
25 & -0.064989 & -0.5703 & 0.285076 \tabularnewline
26 & 0.070624 & 0.6197 & 0.268636 \tabularnewline
27 & 0.100023 & 0.8777 & 0.191419 \tabularnewline
28 & 0.008541 & 0.075 & 0.470224 \tabularnewline
29 & -0.102556 & -0.8999 & 0.185483 \tabularnewline
30 & -0.142945 & -1.2543 & 0.106757 \tabularnewline
31 & 0.031597 & 0.2773 & 0.391159 \tabularnewline
32 & 0.164688 & 1.4451 & 0.076239 \tabularnewline
33 & 0.167146 & 1.4667 & 0.073265 \tabularnewline
34 & 0.036528 & 0.3205 & 0.374715 \tabularnewline
35 & -0.161277 & -1.4152 & 0.080521 \tabularnewline
36 & -0.238249 & -2.0906 & 0.01993 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61016&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]0.543306[/C][C]4.7675[/C][C]4e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.124608[/C][C]-1.0934[/C][C]0.138807[/C][/ROW]
[ROW][C]3[/C][C]-0.598285[/C][C]-5.2499[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.595795[/C][C]-5.2281[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]-0.2038[/C][C]-1.7883[/C][C]0.038827[/C][/ROW]
[ROW][C]6[/C][C]0.23212[/C][C]2.0368[/C][C]0.022552[/C][/ROW]
[ROW][C]7[/C][C]0.462861[/C][C]4.0616[/C][C]5.8e-05[/C][/ROW]
[ROW][C]8[/C][C]0.367526[/C][C]3.225[/C][C]0.000925[/C][/ROW]
[ROW][C]9[/C][C]0.079222[/C][C]0.6952[/C][C]0.244521[/C][/ROW]
[ROW][C]10[/C][C]-0.156451[/C][C]-1.3729[/C][C]0.086891[/C][/ROW]
[ROW][C]11[/C][C]-0.258922[/C][C]-2.272[/C][C]0.012938[/C][/ROW]
[ROW][C]12[/C][C]-0.257495[/C][C]-2.2595[/C][C]0.01334[/C][/ROW]
[ROW][C]13[/C][C]-0.057232[/C][C]-0.5022[/C][C]0.308477[/C][/ROW]
[ROW][C]14[/C][C]0.146583[/C][C]1.2863[/C][C]0.101103[/C][/ROW]
[ROW][C]15[/C][C]0.206159[/C][C]1.809[/C][C]0.037174[/C][/ROW]
[ROW][C]16[/C][C]0.088735[/C][C]0.7786[/C][C]0.219288[/C][/ROW]
[ROW][C]17[/C][C]-0.062672[/C][C]-0.5499[/C][C]0.291975[/C][/ROW]
[ROW][C]18[/C][C]-0.122328[/C][C]-1.0734[/C][C]0.143217[/C][/ROW]
[ROW][C]19[/C][C]-0.119775[/C][C]-1.051[/C][C]0.148268[/C][/ROW]
[ROW][C]20[/C][C]0.040226[/C][C]0.353[/C][C]0.362533[/C][/ROW]
[ROW][C]21[/C][C]0.152576[/C][C]1.3388[/C][C]0.09228[/C][/ROW]
[ROW][C]22[/C][C]0.063378[/C][C]0.5561[/C][C]0.289865[/C][/ROW]
[ROW][C]23[/C][C]-0.080782[/C][C]-0.7089[/C][C]0.240275[/C][/ROW]
[ROW][C]24[/C][C]-0.182222[/C][C]-1.599[/C][C]0.056959[/C][/ROW]
[ROW][C]25[/C][C]-0.064989[/C][C]-0.5703[/C][C]0.285076[/C][/ROW]
[ROW][C]26[/C][C]0.070624[/C][C]0.6197[/C][C]0.268636[/C][/ROW]
[ROW][C]27[/C][C]0.100023[/C][C]0.8777[/C][C]0.191419[/C][/ROW]
[ROW][C]28[/C][C]0.008541[/C][C]0.075[/C][C]0.470224[/C][/ROW]
[ROW][C]29[/C][C]-0.102556[/C][C]-0.8999[/C][C]0.185483[/C][/ROW]
[ROW][C]30[/C][C]-0.142945[/C][C]-1.2543[/C][C]0.106757[/C][/ROW]
[ROW][C]31[/C][C]0.031597[/C][C]0.2773[/C][C]0.391159[/C][/ROW]
[ROW][C]32[/C][C]0.164688[/C][C]1.4451[/C][C]0.076239[/C][/ROW]
[ROW][C]33[/C][C]0.167146[/C][C]1.4667[/C][C]0.073265[/C][/ROW]
[ROW][C]34[/C][C]0.036528[/C][C]0.3205[/C][C]0.374715[/C][/ROW]
[ROW][C]35[/C][C]-0.161277[/C][C]-1.4152[/C][C]0.080521[/C][/ROW]
[ROW][C]36[/C][C]-0.238249[/C][C]-2.0906[/C][C]0.01993[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61016&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61016&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	0.543306	4.7675	4e-06
2	-0.124608	-1.0934	0.138807
3	-0.598285	-5.2499	1e-06
4	-0.595795	-5.2281	1e-06
5	-0.2038	-1.7883	0.038827
6	0.23212	2.0368	0.022552
7	0.462861	4.0616	5.8e-05
8	0.367526	3.225	0.000925
9	0.079222	0.6952	0.244521
10	-0.156451	-1.3729	0.086891
11	-0.258922	-2.272	0.012938
12	-0.257495	-2.2595	0.01334
13	-0.057232	-0.5022	0.308477
14	0.146583	1.2863	0.101103
15	0.206159	1.809	0.037174
16	0.088735	0.7786	0.219288
17	-0.062672	-0.5499	0.291975
18	-0.122328	-1.0734	0.143217
19	-0.119775	-1.051	0.148268
20	0.040226	0.353	0.362533
21	0.152576	1.3388	0.09228
22	0.063378	0.5561	0.289865
23	-0.080782	-0.7089	0.240275
24	-0.182222	-1.599	0.056959
25	-0.064989	-0.5703	0.285076
26	0.070624	0.6197	0.268636
27	0.100023	0.8777	0.191419
28	0.008541	0.075	0.470224
29	-0.102556	-0.8999	0.185483
30	-0.142945	-1.2543	0.106757
31	0.031597	0.2773	0.391159
32	0.164688	1.4451	0.076239
33	0.167146	1.4667	0.073265
34	0.036528	0.3205	0.374715
35	-0.161277	-1.4152	0.080521
36	-0.238249	-2.0906	0.01993

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.543306	4.7675	4e-06
2	-0.5956	-5.2264	1e-06
3	-0.366473	-3.2158	0.000951
4	-0.109859	-0.964	0.169029
5	-0.007632	-0.067	0.473388
6	-0.041569	-0.3648	0.358143
7	0.069924	0.6136	0.27065
8	0.038446	0.3374	0.368379
9	0.064275	0.564	0.287192
10	0.14985	1.3149	0.096218
11	0.010788	0.0947	0.462414
12	-0.156004	-1.3689	0.087501
13	0.177223	1.5551	0.062008
14	0.006149	0.054	0.478555
15	-0.1375	-1.2066	0.115648
16	-0.117305	-1.0293	0.15327
17	0.016763	0.1471	0.441721
18	-0.001572	-0.0138	0.494514
19	-0.114652	-1.0061	0.158767
20	0.215994	1.8953	0.0309
21	0.005871	0.0515	0.479523
22	-0.193723	-1.6999	0.046592
23	0.090911	0.7977	0.213737
24	-0.08035	-0.7051	0.241448
25	0.129163	1.1334	0.130281
26	-0.066701	-0.5853	0.280028
27	-0.167857	-1.4729	0.072422
28	-0.195131	-1.7123	0.045436
29	0.036943	0.3242	0.373343
30	-0.036892	-0.3237	0.373511
31	0.129609	1.1373	0.129467
32	0.026068	0.2287	0.409838
33	0.103032	0.9041	0.18438
34	0.018795	0.1649	0.434716
35	-0.093552	-0.8209	0.207115
36	-0.073155	-0.6419	0.261411

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.543306 & 4.7675 & 4e-06 \tabularnewline
2 & -0.5956 & -5.2264 & 1e-06 \tabularnewline
3 & -0.366473 & -3.2158 & 0.000951 \tabularnewline
4 & -0.109859 & -0.964 & 0.169029 \tabularnewline
5 & -0.007632 & -0.067 & 0.473388 \tabularnewline
6 & -0.041569 & -0.3648 & 0.358143 \tabularnewline
7 & 0.069924 & 0.6136 & 0.27065 \tabularnewline
8 & 0.038446 & 0.3374 & 0.368379 \tabularnewline
9 & 0.064275 & 0.564 & 0.287192 \tabularnewline
10 & 0.14985 & 1.3149 & 0.096218 \tabularnewline
11 & 0.010788 & 0.0947 & 0.462414 \tabularnewline
12 & -0.156004 & -1.3689 & 0.087501 \tabularnewline
13 & 0.177223 & 1.5551 & 0.062008 \tabularnewline
14 & 0.006149 & 0.054 & 0.478555 \tabularnewline
15 & -0.1375 & -1.2066 & 0.115648 \tabularnewline
16 & -0.117305 & -1.0293 & 0.15327 \tabularnewline
17 & 0.016763 & 0.1471 & 0.441721 \tabularnewline
18 & -0.001572 & -0.0138 & 0.494514 \tabularnewline
19 & -0.114652 & -1.0061 & 0.158767 \tabularnewline
20 & 0.215994 & 1.8953 & 0.0309 \tabularnewline
21 & 0.005871 & 0.0515 & 0.479523 \tabularnewline
22 & -0.193723 & -1.6999 & 0.046592 \tabularnewline
23 & 0.090911 & 0.7977 & 0.213737 \tabularnewline
24 & -0.08035 & -0.7051 & 0.241448 \tabularnewline
25 & 0.129163 & 1.1334 & 0.130281 \tabularnewline
26 & -0.066701 & -0.5853 & 0.280028 \tabularnewline
27 & -0.167857 & -1.4729 & 0.072422 \tabularnewline
28 & -0.195131 & -1.7123 & 0.045436 \tabularnewline
29 & 0.036943 & 0.3242 & 0.373343 \tabularnewline
30 & -0.036892 & -0.3237 & 0.373511 \tabularnewline
31 & 0.129609 & 1.1373 & 0.129467 \tabularnewline
32 & 0.026068 & 0.2287 & 0.409838 \tabularnewline
33 & 0.103032 & 0.9041 & 0.18438 \tabularnewline
34 & 0.018795 & 0.1649 & 0.434716 \tabularnewline
35 & -0.093552 & -0.8209 & 0.207115 \tabularnewline
36 & -0.073155 & -0.6419 & 0.261411 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61016&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]0.543306[/C][C]4.7675[/C][C]4e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.5956[/C][C]-5.2264[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.366473[/C][C]-3.2158[/C][C]0.000951[/C][/ROW]
[ROW][C]4[/C][C]-0.109859[/C][C]-0.964[/C][C]0.169029[/C][/ROW]
[ROW][C]5[/C][C]-0.007632[/C][C]-0.067[/C][C]0.473388[/C][/ROW]
[ROW][C]6[/C][C]-0.041569[/C][C]-0.3648[/C][C]0.358143[/C][/ROW]
[ROW][C]7[/C][C]0.069924[/C][C]0.6136[/C][C]0.27065[/C][/ROW]
[ROW][C]8[/C][C]0.038446[/C][C]0.3374[/C][C]0.368379[/C][/ROW]
[ROW][C]9[/C][C]0.064275[/C][C]0.564[/C][C]0.287192[/C][/ROW]
[ROW][C]10[/C][C]0.14985[/C][C]1.3149[/C][C]0.096218[/C][/ROW]
[ROW][C]11[/C][C]0.010788[/C][C]0.0947[/C][C]0.462414[/C][/ROW]
[ROW][C]12[/C][C]-0.156004[/C][C]-1.3689[/C][C]0.087501[/C][/ROW]
[ROW][C]13[/C][C]0.177223[/C][C]1.5551[/C][C]0.062008[/C][/ROW]
[ROW][C]14[/C][C]0.006149[/C][C]0.054[/C][C]0.478555[/C][/ROW]
[ROW][C]15[/C][C]-0.1375[/C][C]-1.2066[/C][C]0.115648[/C][/ROW]
[ROW][C]16[/C][C]-0.117305[/C][C]-1.0293[/C][C]0.15327[/C][/ROW]
[ROW][C]17[/C][C]0.016763[/C][C]0.1471[/C][C]0.441721[/C][/ROW]
[ROW][C]18[/C][C]-0.001572[/C][C]-0.0138[/C][C]0.494514[/C][/ROW]
[ROW][C]19[/C][C]-0.114652[/C][C]-1.0061[/C][C]0.158767[/C][/ROW]
[ROW][C]20[/C][C]0.215994[/C][C]1.8953[/C][C]0.0309[/C][/ROW]
[ROW][C]21[/C][C]0.005871[/C][C]0.0515[/C][C]0.479523[/C][/ROW]
[ROW][C]22[/C][C]-0.193723[/C][C]-1.6999[/C][C]0.046592[/C][/ROW]
[ROW][C]23[/C][C]0.090911[/C][C]0.7977[/C][C]0.213737[/C][/ROW]
[ROW][C]24[/C][C]-0.08035[/C][C]-0.7051[/C][C]0.241448[/C][/ROW]
[ROW][C]25[/C][C]0.129163[/C][C]1.1334[/C][C]0.130281[/C][/ROW]
[ROW][C]26[/C][C]-0.066701[/C][C]-0.5853[/C][C]0.280028[/C][/ROW]
[ROW][C]27[/C][C]-0.167857[/C][C]-1.4729[/C][C]0.072422[/C][/ROW]
[ROW][C]28[/C][C]-0.195131[/C][C]-1.7123[/C][C]0.045436[/C][/ROW]
[ROW][C]29[/C][C]0.036943[/C][C]0.3242[/C][C]0.373343[/C][/ROW]
[ROW][C]30[/C][C]-0.036892[/C][C]-0.3237[/C][C]0.373511[/C][/ROW]
[ROW][C]31[/C][C]0.129609[/C][C]1.1373[/C][C]0.129467[/C][/ROW]
[ROW][C]32[/C][C]0.026068[/C][C]0.2287[/C][C]0.409838[/C][/ROW]
[ROW][C]33[/C][C]0.103032[/C][C]0.9041[/C][C]0.18438[/C][/ROW]
[ROW][C]34[/C][C]0.018795[/C][C]0.1649[/C][C]0.434716[/C][/ROW]
[ROW][C]35[/C][C]-0.093552[/C][C]-0.8209[/C][C]0.207115[/C][/ROW]
[ROW][C]36[/C][C]-0.073155[/C][C]-0.6419[/C][C]0.261411[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61016&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61016&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	0.543306	4.7675	4e-06
2	-0.5956	-5.2264	1e-06
3	-0.366473	-3.2158	0.000951
4	-0.109859	-0.964	0.169029
5	-0.007632	-0.067	0.473388
6	-0.041569	-0.3648	0.358143
7	0.069924	0.6136	0.27065
8	0.038446	0.3374	0.368379
9	0.064275	0.564	0.287192
10	0.14985	1.3149	0.096218
11	0.010788	0.0947	0.462414
12	-0.156004	-1.3689	0.087501
13	0.177223	1.5551	0.062008
14	0.006149	0.054	0.478555
15	-0.1375	-1.2066	0.115648
16	-0.117305	-1.0293	0.15327
17	0.016763	0.1471	0.441721
18	-0.001572	-0.0138	0.494514
19	-0.114652	-1.0061	0.158767
20	0.215994	1.8953	0.0309
21	0.005871	0.0515	0.479523
22	-0.193723	-1.6999	0.046592
23	0.090911	0.7977	0.213737
24	-0.08035	-0.7051	0.241448
25	0.129163	1.1334	0.130281
26	-0.066701	-0.5853	0.280028
27	-0.167857	-1.4729	0.072422
28	-0.195131	-1.7123	0.045436
29	0.036943	0.3242	0.373343
30	-0.036892	-0.3237	0.373511
31	0.129609	1.1373	0.129467
32	0.026068	0.2287	0.409838
33	0.103032	0.9041	0.18438
34	0.018795	0.1649	0.434716
35	-0.093552	-0.8209	0.207115
36	-0.073155	-0.6419	0.261411

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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