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Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 09 Dec 2008 10:38:09 -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/2008/Dec/09/t122884435896l0cmh0va3jb7i.htm/, Retrieved Sat, 18 May 2024 18:52:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31620, Retrieved Sat, 18 May 2024 18:52:52 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

207

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [] [2008-12-04 14:53:51] [2a30350413961f11db13c46be07a5f73]
-    D  [Univariate Explorative Data Analysis] [] [2008-12-05 09:37:57] [2a30350413961f11db13c46be07a5f73]
- RMPD      [(Partial) Autocorrelation Function] [] [2008-12-09 17:38:09] [c60a842d48931bd392d024d8e9ef4583] [Current]

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Dataseries X:

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Histogram

Boxplots

0.24
0.23
0.23
0.24
0.23
0.23
0.25
0.21
0.26
0.25
0.24
0.24
0.27
0.25
0.26
0.29
0.24
0.26
0.24
0.26
0.25
0.26
0.24
0.21
0.20
0.22
0.20
0.21
0.20
0.19
0.20
0.20
0.21
0.24
0.22
0.19
0.23
0.23
0.23
0.22
0.23
0.25
0.25
0.22
0.25
0.25
0.24
0.19
0.24
0.26
0.24
0.24
0.25
0.23
0.27
0.24
0.26
0.27
0.29
0.28
0.32
0.29
0.27
0.26
0.28
0.31
0.29
0.31
0.31
0.32
0.32
0.26
0.31
0.31
0.31
0.31
0.29
0.27
0.30
0.27
0.27
0.30
0.28
0.24
0.28
0.28
0.33
0.28
0.29
0.25
0.31
0.29
0.37
0.31
0.29
0.28
0.30
0.32
0.31
0.28
0.29
0.29
0.28
0.26
0.28
0.30
0.33
0.31
0.37
0.36
0.37
0.37
0.36
0.33
0.33
0.40
0.32
0.39
0.39
0.37
0.37
0.30
0.33
0.33
0.34
0.35
0.34
0.37
0.37
0.37
0.36
0.32
0.33
0.35
0.36
0.35
0.37
0.35
0.32
0.33
0.28
0.32
0.35
0.30
0.32
0.32
0.32
0.32
0.36
0.31
0.26
0.33
0.31
0.34
0.33
0.38
0.32
0.30
0.32
0.33
0.34
0.29
0.33
0.36
0.32
0.32
0.32
0.31
0.30
0.34
0.34
0.30
0.28
0.25
0.27
0.33
0.28
0.33
0.32
0.27
0.27
0.28
0.27
0.27
0.25
0.25
0.22
0.27

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31620&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31620&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31620&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.406257	-5.5555	0
2	-0.026985	-0.369	0.356266
3	-0.045524	-0.6225	0.267176
4	0.032709	0.4473	0.327593
5	-0.065992	-0.9024	0.183996
6	0.086451	1.1822	0.119314
7	-0.01636	-0.2237	0.411612
8	0.020452	0.2797	0.390015
9	-0.010419	-0.1425	0.443426
10	-0.037388	-0.5113	0.304881
11	-0.072928	-0.9973	0.159959
12	0.222703	3.0454	0.001329
13	-0.153982	-2.1057	0.018284
14	-0.014856	-0.2032	0.419619
15	-0.047882	-0.6548	0.25671
16	0.082412	1.127	0.130602
17	-0.09424	-1.2887	0.099545
18	0.105325	1.4403	0.075727
19	0.034711	0.4747	0.317787
20	-0.073731	-1.0083	0.157316
21	0.018348	0.2509	0.401079
22	0.006324	0.0865	0.465589
23	-0.084082	-1.1498	0.125846
24	0.171154	2.3405	0.010156
25	-0.072165	-0.9868	0.162499
26	-0.090071	-1.2317	0.109803
27	0.111862	1.5297	0.063891
28	-0.000247	-0.0034	0.498652
29	-0.039525	-0.5405	0.294748
30	0.037738	0.5161	0.303209
31	-0.094169	-1.2877	0.099714
32	-0.007825	-0.107	0.457447
33	0.091766	1.2549	0.105543
34	0.014237	0.1947	0.422924
35	-0.25169	-3.4418	0.000356
36	0.297692	4.0709	3.5e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.406257 & -5.5555 & 0 \tabularnewline
2 & -0.026985 & -0.369 & 0.356266 \tabularnewline
3 & -0.045524 & -0.6225 & 0.267176 \tabularnewline
4 & 0.032709 & 0.4473 & 0.327593 \tabularnewline
5 & -0.065992 & -0.9024 & 0.183996 \tabularnewline
6 & 0.086451 & 1.1822 & 0.119314 \tabularnewline
7 & -0.01636 & -0.2237 & 0.411612 \tabularnewline
8 & 0.020452 & 0.2797 & 0.390015 \tabularnewline
9 & -0.010419 & -0.1425 & 0.443426 \tabularnewline
10 & -0.037388 & -0.5113 & 0.304881 \tabularnewline
11 & -0.072928 & -0.9973 & 0.159959 \tabularnewline
12 & 0.222703 & 3.0454 & 0.001329 \tabularnewline
13 & -0.153982 & -2.1057 & 0.018284 \tabularnewline
14 & -0.014856 & -0.2032 & 0.419619 \tabularnewline
15 & -0.047882 & -0.6548 & 0.25671 \tabularnewline
16 & 0.082412 & 1.127 & 0.130602 \tabularnewline
17 & -0.09424 & -1.2887 & 0.099545 \tabularnewline
18 & 0.105325 & 1.4403 & 0.075727 \tabularnewline
19 & 0.034711 & 0.4747 & 0.317787 \tabularnewline
20 & -0.073731 & -1.0083 & 0.157316 \tabularnewline
21 & 0.018348 & 0.2509 & 0.401079 \tabularnewline
22 & 0.006324 & 0.0865 & 0.465589 \tabularnewline
23 & -0.084082 & -1.1498 & 0.125846 \tabularnewline
24 & 0.171154 & 2.3405 & 0.010156 \tabularnewline
25 & -0.072165 & -0.9868 & 0.162499 \tabularnewline
26 & -0.090071 & -1.2317 & 0.109803 \tabularnewline
27 & 0.111862 & 1.5297 & 0.063891 \tabularnewline
28 & -0.000247 & -0.0034 & 0.498652 \tabularnewline
29 & -0.039525 & -0.5405 & 0.294748 \tabularnewline
30 & 0.037738 & 0.5161 & 0.303209 \tabularnewline
31 & -0.094169 & -1.2877 & 0.099714 \tabularnewline
32 & -0.007825 & -0.107 & 0.457447 \tabularnewline
33 & 0.091766 & 1.2549 & 0.105543 \tabularnewline
34 & 0.014237 & 0.1947 & 0.422924 \tabularnewline
35 & -0.25169 & -3.4418 & 0.000356 \tabularnewline
36 & 0.297692 & 4.0709 & 3.5e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31620&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]-0.406257[/C][C]-5.5555[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.026985[/C][C]-0.369[/C][C]0.356266[/C][/ROW]
[ROW][C]3[/C][C]-0.045524[/C][C]-0.6225[/C][C]0.267176[/C][/ROW]
[ROW][C]4[/C][C]0.032709[/C][C]0.4473[/C][C]0.327593[/C][/ROW]
[ROW][C]5[/C][C]-0.065992[/C][C]-0.9024[/C][C]0.183996[/C][/ROW]
[ROW][C]6[/C][C]0.086451[/C][C]1.1822[/C][C]0.119314[/C][/ROW]
[ROW][C]7[/C][C]-0.01636[/C][C]-0.2237[/C][C]0.411612[/C][/ROW]
[ROW][C]8[/C][C]0.020452[/C][C]0.2797[/C][C]0.390015[/C][/ROW]
[ROW][C]9[/C][C]-0.010419[/C][C]-0.1425[/C][C]0.443426[/C][/ROW]
[ROW][C]10[/C][C]-0.037388[/C][C]-0.5113[/C][C]0.304881[/C][/ROW]
[ROW][C]11[/C][C]-0.072928[/C][C]-0.9973[/C][C]0.159959[/C][/ROW]
[ROW][C]12[/C][C]0.222703[/C][C]3.0454[/C][C]0.001329[/C][/ROW]
[ROW][C]13[/C][C]-0.153982[/C][C]-2.1057[/C][C]0.018284[/C][/ROW]
[ROW][C]14[/C][C]-0.014856[/C][C]-0.2032[/C][C]0.419619[/C][/ROW]
[ROW][C]15[/C][C]-0.047882[/C][C]-0.6548[/C][C]0.25671[/C][/ROW]
[ROW][C]16[/C][C]0.082412[/C][C]1.127[/C][C]0.130602[/C][/ROW]
[ROW][C]17[/C][C]-0.09424[/C][C]-1.2887[/C][C]0.099545[/C][/ROW]
[ROW][C]18[/C][C]0.105325[/C][C]1.4403[/C][C]0.075727[/C][/ROW]
[ROW][C]19[/C][C]0.034711[/C][C]0.4747[/C][C]0.317787[/C][/ROW]
[ROW][C]20[/C][C]-0.073731[/C][C]-1.0083[/C][C]0.157316[/C][/ROW]
[ROW][C]21[/C][C]0.018348[/C][C]0.2509[/C][C]0.401079[/C][/ROW]
[ROW][C]22[/C][C]0.006324[/C][C]0.0865[/C][C]0.465589[/C][/ROW]
[ROW][C]23[/C][C]-0.084082[/C][C]-1.1498[/C][C]0.125846[/C][/ROW]
[ROW][C]24[/C][C]0.171154[/C][C]2.3405[/C][C]0.010156[/C][/ROW]
[ROW][C]25[/C][C]-0.072165[/C][C]-0.9868[/C][C]0.162499[/C][/ROW]
[ROW][C]26[/C][C]-0.090071[/C][C]-1.2317[/C][C]0.109803[/C][/ROW]
[ROW][C]27[/C][C]0.111862[/C][C]1.5297[/C][C]0.063891[/C][/ROW]
[ROW][C]28[/C][C]-0.000247[/C][C]-0.0034[/C][C]0.498652[/C][/ROW]
[ROW][C]29[/C][C]-0.039525[/C][C]-0.5405[/C][C]0.294748[/C][/ROW]
[ROW][C]30[/C][C]0.037738[/C][C]0.5161[/C][C]0.303209[/C][/ROW]
[ROW][C]31[/C][C]-0.094169[/C][C]-1.2877[/C][C]0.099714[/C][/ROW]
[ROW][C]32[/C][C]-0.007825[/C][C]-0.107[/C][C]0.457447[/C][/ROW]
[ROW][C]33[/C][C]0.091766[/C][C]1.2549[/C][C]0.105543[/C][/ROW]
[ROW][C]34[/C][C]0.014237[/C][C]0.1947[/C][C]0.422924[/C][/ROW]
[ROW][C]35[/C][C]-0.25169[/C][C]-3.4418[/C][C]0.000356[/C][/ROW]
[ROW][C]36[/C][C]0.297692[/C][C]4.0709[/C][C]3.5e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31620&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31620&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	-0.406257	-5.5555	0
2	-0.026985	-0.369	0.356266
3	-0.045524	-0.6225	0.267176
4	0.032709	0.4473	0.327593
5	-0.065992	-0.9024	0.183996
6	0.086451	1.1822	0.119314
7	-0.01636	-0.2237	0.411612
8	0.020452	0.2797	0.390015
9	-0.010419	-0.1425	0.443426
10	-0.037388	-0.5113	0.304881
11	-0.072928	-0.9973	0.159959
12	0.222703	3.0454	0.001329
13	-0.153982	-2.1057	0.018284
14	-0.014856	-0.2032	0.419619
15	-0.047882	-0.6548	0.25671
16	0.082412	1.127	0.130602
17	-0.09424	-1.2887	0.099545
18	0.105325	1.4403	0.075727
19	0.034711	0.4747	0.317787
20	-0.073731	-1.0083	0.157316
21	0.018348	0.2509	0.401079
22	0.006324	0.0865	0.465589
23	-0.084082	-1.1498	0.125846
24	0.171154	2.3405	0.010156
25	-0.072165	-0.9868	0.162499
26	-0.090071	-1.2317	0.109803
27	0.111862	1.5297	0.063891
28	-0.000247	-0.0034	0.498652
29	-0.039525	-0.5405	0.294748
30	0.037738	0.5161	0.303209
31	-0.094169	-1.2877	0.099714
32	-0.007825	-0.107	0.457447
33	0.091766	1.2549	0.105543
34	0.014237	0.1947	0.422924
35	-0.25169	-3.4418	0.000356
36	0.297692	4.0709	3.5e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.406257	-5.5555	0
2	-0.229989	-3.145	0.000966
3	-0.192773	-2.6361	0.004545
4	-0.10399	-1.422	0.07834
5	-0.149922	-2.0502	0.020872
6	-0.025265	-0.3455	0.365054
7	-0.00822	-0.1124	0.455313
8	0.027134	0.371	0.355511
9	0.032937	0.4504	0.32647
10	-0.024529	-0.3354	0.368841
11	-0.124489	-1.7024	0.045174
12	0.15322	2.0953	0.018747
13	-0.008818	-0.1206	0.452073
14	-0.067021	-0.9165	0.180294
15	-0.130615	-1.7861	0.037849
16	-0.038746	-0.5298	0.298426
17	-0.10958	-1.4985	0.067847
18	-0.017147	-0.2345	0.407435
19	0.085032	1.1628	0.123197
20	-0.010228	-0.1399	0.444459
21	0.030248	0.4136	0.339809
22	0.052563	0.7188	0.236583
23	-0.053478	-0.7313	0.232755
24	0.090223	1.2338	0.109417
25	0.049257	0.6736	0.250706
26	-0.097291	-1.3304	0.092498
27	0.057668	0.7886	0.215672
28	0.025039	0.3424	0.366215
29	0.03602	0.4926	0.311447
30	0.019154	0.2619	0.396835
31	-0.134325	-1.8369	0.033908
32	-0.099205	-1.3566	0.088271
33	0.035535	0.4859	0.313791
34	0.077094	1.0542	0.146565
35	-0.272081	-3.7207	0.000131
36	0.050986	0.6972	0.243266

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.406257 & -5.5555 & 0 \tabularnewline
2 & -0.229989 & -3.145 & 0.000966 \tabularnewline
3 & -0.192773 & -2.6361 & 0.004545 \tabularnewline
4 & -0.10399 & -1.422 & 0.07834 \tabularnewline
5 & -0.149922 & -2.0502 & 0.020872 \tabularnewline
6 & -0.025265 & -0.3455 & 0.365054 \tabularnewline
7 & -0.00822 & -0.1124 & 0.455313 \tabularnewline
8 & 0.027134 & 0.371 & 0.355511 \tabularnewline
9 & 0.032937 & 0.4504 & 0.32647 \tabularnewline
10 & -0.024529 & -0.3354 & 0.368841 \tabularnewline
11 & -0.124489 & -1.7024 & 0.045174 \tabularnewline
12 & 0.15322 & 2.0953 & 0.018747 \tabularnewline
13 & -0.008818 & -0.1206 & 0.452073 \tabularnewline
14 & -0.067021 & -0.9165 & 0.180294 \tabularnewline
15 & -0.130615 & -1.7861 & 0.037849 \tabularnewline
16 & -0.038746 & -0.5298 & 0.298426 \tabularnewline
17 & -0.10958 & -1.4985 & 0.067847 \tabularnewline
18 & -0.017147 & -0.2345 & 0.407435 \tabularnewline
19 & 0.085032 & 1.1628 & 0.123197 \tabularnewline
20 & -0.010228 & -0.1399 & 0.444459 \tabularnewline
21 & 0.030248 & 0.4136 & 0.339809 \tabularnewline
22 & 0.052563 & 0.7188 & 0.236583 \tabularnewline
23 & -0.053478 & -0.7313 & 0.232755 \tabularnewline
24 & 0.090223 & 1.2338 & 0.109417 \tabularnewline
25 & 0.049257 & 0.6736 & 0.250706 \tabularnewline
26 & -0.097291 & -1.3304 & 0.092498 \tabularnewline
27 & 0.057668 & 0.7886 & 0.215672 \tabularnewline
28 & 0.025039 & 0.3424 & 0.366215 \tabularnewline
29 & 0.03602 & 0.4926 & 0.311447 \tabularnewline
30 & 0.019154 & 0.2619 & 0.396835 \tabularnewline
31 & -0.134325 & -1.8369 & 0.033908 \tabularnewline
32 & -0.099205 & -1.3566 & 0.088271 \tabularnewline
33 & 0.035535 & 0.4859 & 0.313791 \tabularnewline
34 & 0.077094 & 1.0542 & 0.146565 \tabularnewline
35 & -0.272081 & -3.7207 & 0.000131 \tabularnewline
36 & 0.050986 & 0.6972 & 0.243266 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31620&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]-0.406257[/C][C]-5.5555[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.229989[/C][C]-3.145[/C][C]0.000966[/C][/ROW]
[ROW][C]3[/C][C]-0.192773[/C][C]-2.6361[/C][C]0.004545[/C][/ROW]
[ROW][C]4[/C][C]-0.10399[/C][C]-1.422[/C][C]0.07834[/C][/ROW]
[ROW][C]5[/C][C]-0.149922[/C][C]-2.0502[/C][C]0.020872[/C][/ROW]
[ROW][C]6[/C][C]-0.025265[/C][C]-0.3455[/C][C]0.365054[/C][/ROW]
[ROW][C]7[/C][C]-0.00822[/C][C]-0.1124[/C][C]0.455313[/C][/ROW]
[ROW][C]8[/C][C]0.027134[/C][C]0.371[/C][C]0.355511[/C][/ROW]
[ROW][C]9[/C][C]0.032937[/C][C]0.4504[/C][C]0.32647[/C][/ROW]
[ROW][C]10[/C][C]-0.024529[/C][C]-0.3354[/C][C]0.368841[/C][/ROW]
[ROW][C]11[/C][C]-0.124489[/C][C]-1.7024[/C][C]0.045174[/C][/ROW]
[ROW][C]12[/C][C]0.15322[/C][C]2.0953[/C][C]0.018747[/C][/ROW]
[ROW][C]13[/C][C]-0.008818[/C][C]-0.1206[/C][C]0.452073[/C][/ROW]
[ROW][C]14[/C][C]-0.067021[/C][C]-0.9165[/C][C]0.180294[/C][/ROW]
[ROW][C]15[/C][C]-0.130615[/C][C]-1.7861[/C][C]0.037849[/C][/ROW]
[ROW][C]16[/C][C]-0.038746[/C][C]-0.5298[/C][C]0.298426[/C][/ROW]
[ROW][C]17[/C][C]-0.10958[/C][C]-1.4985[/C][C]0.067847[/C][/ROW]
[ROW][C]18[/C][C]-0.017147[/C][C]-0.2345[/C][C]0.407435[/C][/ROW]
[ROW][C]19[/C][C]0.085032[/C][C]1.1628[/C][C]0.123197[/C][/ROW]
[ROW][C]20[/C][C]-0.010228[/C][C]-0.1399[/C][C]0.444459[/C][/ROW]
[ROW][C]21[/C][C]0.030248[/C][C]0.4136[/C][C]0.339809[/C][/ROW]
[ROW][C]22[/C][C]0.052563[/C][C]0.7188[/C][C]0.236583[/C][/ROW]
[ROW][C]23[/C][C]-0.053478[/C][C]-0.7313[/C][C]0.232755[/C][/ROW]
[ROW][C]24[/C][C]0.090223[/C][C]1.2338[/C][C]0.109417[/C][/ROW]
[ROW][C]25[/C][C]0.049257[/C][C]0.6736[/C][C]0.250706[/C][/ROW]
[ROW][C]26[/C][C]-0.097291[/C][C]-1.3304[/C][C]0.092498[/C][/ROW]
[ROW][C]27[/C][C]0.057668[/C][C]0.7886[/C][C]0.215672[/C][/ROW]
[ROW][C]28[/C][C]0.025039[/C][C]0.3424[/C][C]0.366215[/C][/ROW]
[ROW][C]29[/C][C]0.03602[/C][C]0.4926[/C][C]0.311447[/C][/ROW]
[ROW][C]30[/C][C]0.019154[/C][C]0.2619[/C][C]0.396835[/C][/ROW]
[ROW][C]31[/C][C]-0.134325[/C][C]-1.8369[/C][C]0.033908[/C][/ROW]
[ROW][C]32[/C][C]-0.099205[/C][C]-1.3566[/C][C]0.088271[/C][/ROW]
[ROW][C]33[/C][C]0.035535[/C][C]0.4859[/C][C]0.313791[/C][/ROW]
[ROW][C]34[/C][C]0.077094[/C][C]1.0542[/C][C]0.146565[/C][/ROW]
[ROW][C]35[/C][C]-0.272081[/C][C]-3.7207[/C][C]0.000131[/C][/ROW]
[ROW][C]36[/C][C]0.050986[/C][C]0.6972[/C][C]0.243266[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31620&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31620&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	-0.406257	-5.5555	0
2	-0.229989	-3.145	0.000966
3	-0.192773	-2.6361	0.004545
4	-0.10399	-1.422	0.07834
5	-0.149922	-2.0502	0.020872
6	-0.025265	-0.3455	0.365054
7	-0.00822	-0.1124	0.455313
8	0.027134	0.371	0.355511
9	0.032937	0.4504	0.32647
10	-0.024529	-0.3354	0.368841
11	-0.124489	-1.7024	0.045174
12	0.15322	2.0953	0.018747
13	-0.008818	-0.1206	0.452073
14	-0.067021	-0.9165	0.180294
15	-0.130615	-1.7861	0.037849
16	-0.038746	-0.5298	0.298426
17	-0.10958	-1.4985	0.067847
18	-0.017147	-0.2345	0.407435
19	0.085032	1.1628	0.123197
20	-0.010228	-0.1399	0.444459
21	0.030248	0.4136	0.339809
22	0.052563	0.7188	0.236583
23	-0.053478	-0.7313	0.232755
24	0.090223	1.2338	0.109417
25	0.049257	0.6736	0.250706
26	-0.097291	-1.3304	0.092498
27	0.057668	0.7886	0.215672
28	0.025039	0.3424	0.366215
29	0.03602	0.4926	0.311447
30	0.019154	0.2619	0.396835
31	-0.134325	-1.8369	0.033908
32	-0.099205	-1.3566	0.088271
33	0.035535	0.4859	0.313791
34	0.077094	1.0542	0.146565
35	-0.272081	-3.7207	0.000131
36	0.050986	0.6972	0.243266

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.2 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -0.2 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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