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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 12:03:21 -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/t1228851223wu08jxjoo2w83jj.htm/, Retrieved Sat, 18 May 2024 18:53:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31736, Retrieved Sat, 18 May 2024 18:53:39 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

193

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 19:03:21] [c60a842d48931bd392d024d8e9ef4583] [Current]
-   P         [(Partial) Autocorrelation Function] [] [2008-12-12 11:27:41] [2a30350413961f11db13c46be07a5f73] 

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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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31736&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31736&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31736&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.368833	-4.8792	1e-06
2	0.013561	0.1794	0.428916
3	-0.055998	-0.7408	0.229908
4	-0.017216	-0.2277	0.410057
5	-0.001344	-0.0178	0.492917
6	-0.022996	-0.3042	0.380663
7	-0.015504	-0.2051	0.418868
8	0.081574	1.0791	0.141008
9	0.002221	0.0294	0.488297
10	-0.025518	-0.3376	0.368047
11	0.208448	2.7575	0.003221
12	-0.431772	-5.7118	0
13	0.047967	0.6345	0.263276
14	0.08549	1.1309	0.129817
15	-0.107361	-1.4203	0.078656
16	0.101119	1.3377	0.091369
17	-0.065942	-0.8723	0.192111
18	0.075969	1.005	0.15815
19	0.109649	1.4505	0.074351
20	-0.120511	-1.5942	0.056347
21	-0.003485	-0.0461	0.481639
22	-0.015465	-0.2046	0.419069
23	0.124398	1.6456	0.050817
24	-0.121705	-1.61	0.054599
25	0.050462	0.6675	0.252651
26	-0.091122	-1.2054	0.114832
27	0.278677	3.6865	0.000152
28	-0.170315	-2.2531	0.012749
29	0.040648	0.5377	0.295726
30	-0.07748	-1.025	0.153398
31	-0.090067	-1.1915	0.11754
32	0.051846	0.6859	0.246854
33	0.061004	0.807	0.21038
34	0.04665	0.6171	0.268977
35	-0.216532	-2.8644	0.002344
36	0.125597	1.6615	0.049202

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.368833 & -4.8792 & 1e-06 \tabularnewline
2 & 0.013561 & 0.1794 & 0.428916 \tabularnewline
3 & -0.055998 & -0.7408 & 0.229908 \tabularnewline
4 & -0.017216 & -0.2277 & 0.410057 \tabularnewline
5 & -0.001344 & -0.0178 & 0.492917 \tabularnewline
6 & -0.022996 & -0.3042 & 0.380663 \tabularnewline
7 & -0.015504 & -0.2051 & 0.418868 \tabularnewline
8 & 0.081574 & 1.0791 & 0.141008 \tabularnewline
9 & 0.002221 & 0.0294 & 0.488297 \tabularnewline
10 & -0.025518 & -0.3376 & 0.368047 \tabularnewline
11 & 0.208448 & 2.7575 & 0.003221 \tabularnewline
12 & -0.431772 & -5.7118 & 0 \tabularnewline
13 & 0.047967 & 0.6345 & 0.263276 \tabularnewline
14 & 0.08549 & 1.1309 & 0.129817 \tabularnewline
15 & -0.107361 & -1.4203 & 0.078656 \tabularnewline
16 & 0.101119 & 1.3377 & 0.091369 \tabularnewline
17 & -0.065942 & -0.8723 & 0.192111 \tabularnewline
18 & 0.075969 & 1.005 & 0.15815 \tabularnewline
19 & 0.109649 & 1.4505 & 0.074351 \tabularnewline
20 & -0.120511 & -1.5942 & 0.056347 \tabularnewline
21 & -0.003485 & -0.0461 & 0.481639 \tabularnewline
22 & -0.015465 & -0.2046 & 0.419069 \tabularnewline
23 & 0.124398 & 1.6456 & 0.050817 \tabularnewline
24 & -0.121705 & -1.61 & 0.054599 \tabularnewline
25 & 0.050462 & 0.6675 & 0.252651 \tabularnewline
26 & -0.091122 & -1.2054 & 0.114832 \tabularnewline
27 & 0.278677 & 3.6865 & 0.000152 \tabularnewline
28 & -0.170315 & -2.2531 & 0.012749 \tabularnewline
29 & 0.040648 & 0.5377 & 0.295726 \tabularnewline
30 & -0.07748 & -1.025 & 0.153398 \tabularnewline
31 & -0.090067 & -1.1915 & 0.11754 \tabularnewline
32 & 0.051846 & 0.6859 & 0.246854 \tabularnewline
33 & 0.061004 & 0.807 & 0.21038 \tabularnewline
34 & 0.04665 & 0.6171 & 0.268977 \tabularnewline
35 & -0.216532 & -2.8644 & 0.002344 \tabularnewline
36 & 0.125597 & 1.6615 & 0.049202 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31736&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]-0.368833[/C][C]-4.8792[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.013561[/C][C]0.1794[/C][C]0.428916[/C][/ROW]
[ROW][C]3[/C][C]-0.055998[/C][C]-0.7408[/C][C]0.229908[/C][/ROW]
[ROW][C]4[/C][C]-0.017216[/C][C]-0.2277[/C][C]0.410057[/C][/ROW]
[ROW][C]5[/C][C]-0.001344[/C][C]-0.0178[/C][C]0.492917[/C][/ROW]
[ROW][C]6[/C][C]-0.022996[/C][C]-0.3042[/C][C]0.380663[/C][/ROW]
[ROW][C]7[/C][C]-0.015504[/C][C]-0.2051[/C][C]0.418868[/C][/ROW]
[ROW][C]8[/C][C]0.081574[/C][C]1.0791[/C][C]0.141008[/C][/ROW]
[ROW][C]9[/C][C]0.002221[/C][C]0.0294[/C][C]0.488297[/C][/ROW]
[ROW][C]10[/C][C]-0.025518[/C][C]-0.3376[/C][C]0.368047[/C][/ROW]
[ROW][C]11[/C][C]0.208448[/C][C]2.7575[/C][C]0.003221[/C][/ROW]
[ROW][C]12[/C][C]-0.431772[/C][C]-5.7118[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.047967[/C][C]0.6345[/C][C]0.263276[/C][/ROW]
[ROW][C]14[/C][C]0.08549[/C][C]1.1309[/C][C]0.129817[/C][/ROW]
[ROW][C]15[/C][C]-0.107361[/C][C]-1.4203[/C][C]0.078656[/C][/ROW]
[ROW][C]16[/C][C]0.101119[/C][C]1.3377[/C][C]0.091369[/C][/ROW]
[ROW][C]17[/C][C]-0.065942[/C][C]-0.8723[/C][C]0.192111[/C][/ROW]
[ROW][C]18[/C][C]0.075969[/C][C]1.005[/C][C]0.15815[/C][/ROW]
[ROW][C]19[/C][C]0.109649[/C][C]1.4505[/C][C]0.074351[/C][/ROW]
[ROW][C]20[/C][C]-0.120511[/C][C]-1.5942[/C][C]0.056347[/C][/ROW]
[ROW][C]21[/C][C]-0.003485[/C][C]-0.0461[/C][C]0.481639[/C][/ROW]
[ROW][C]22[/C][C]-0.015465[/C][C]-0.2046[/C][C]0.419069[/C][/ROW]
[ROW][C]23[/C][C]0.124398[/C][C]1.6456[/C][C]0.050817[/C][/ROW]
[ROW][C]24[/C][C]-0.121705[/C][C]-1.61[/C][C]0.054599[/C][/ROW]
[ROW][C]25[/C][C]0.050462[/C][C]0.6675[/C][C]0.252651[/C][/ROW]
[ROW][C]26[/C][C]-0.091122[/C][C]-1.2054[/C][C]0.114832[/C][/ROW]
[ROW][C]27[/C][C]0.278677[/C][C]3.6865[/C][C]0.000152[/C][/ROW]
[ROW][C]28[/C][C]-0.170315[/C][C]-2.2531[/C][C]0.012749[/C][/ROW]
[ROW][C]29[/C][C]0.040648[/C][C]0.5377[/C][C]0.295726[/C][/ROW]
[ROW][C]30[/C][C]-0.07748[/C][C]-1.025[/C][C]0.153398[/C][/ROW]
[ROW][C]31[/C][C]-0.090067[/C][C]-1.1915[/C][C]0.11754[/C][/ROW]
[ROW][C]32[/C][C]0.051846[/C][C]0.6859[/C][C]0.246854[/C][/ROW]
[ROW][C]33[/C][C]0.061004[/C][C]0.807[/C][C]0.21038[/C][/ROW]
[ROW][C]34[/C][C]0.04665[/C][C]0.6171[/C][C]0.268977[/C][/ROW]
[ROW][C]35[/C][C]-0.216532[/C][C]-2.8644[/C][C]0.002344[/C][/ROW]
[ROW][C]36[/C][C]0.125597[/C][C]1.6615[/C][C]0.049202[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31736&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31736&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	-0.368833	-4.8792	1e-06
2	0.013561	0.1794	0.428916
3	-0.055998	-0.7408	0.229908
4	-0.017216	-0.2277	0.410057
5	-0.001344	-0.0178	0.492917
6	-0.022996	-0.3042	0.380663
7	-0.015504	-0.2051	0.418868
8	0.081574	1.0791	0.141008
9	0.002221	0.0294	0.488297
10	-0.025518	-0.3376	0.368047
11	0.208448	2.7575	0.003221
12	-0.431772	-5.7118	0
13	0.047967	0.6345	0.263276
14	0.08549	1.1309	0.129817
15	-0.107361	-1.4203	0.078656
16	0.101119	1.3377	0.091369
17	-0.065942	-0.8723	0.192111
18	0.075969	1.005	0.15815
19	0.109649	1.4505	0.074351
20	-0.120511	-1.5942	0.056347
21	-0.003485	-0.0461	0.481639
22	-0.015465	-0.2046	0.419069
23	0.124398	1.6456	0.050817
24	-0.121705	-1.61	0.054599
25	0.050462	0.6675	0.252651
26	-0.091122	-1.2054	0.114832
27	0.278677	3.6865	0.000152
28	-0.170315	-2.2531	0.012749
29	0.040648	0.5377	0.295726
30	-0.07748	-1.025	0.153398
31	-0.090067	-1.1915	0.11754
32	0.051846	0.6859	0.246854
33	0.061004	0.807	0.21038
34	0.04665	0.6171	0.268977
35	-0.216532	-2.8644	0.002344
36	0.125597	1.6615	0.049202

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.368833	-4.8792	1e-06
2	-0.141762	-1.8753	0.031206
3	-0.12116	-1.6028	0.055392
4	-0.100498	-1.3295	0.092713
5	-0.067583	-0.894	0.186264
6	-0.073799	-0.9763	0.165139
7	-0.078125	-1.0335	0.151399
8	0.039001	0.5159	0.303276
9	0.048477	0.6413	0.261085
10	0.000902	0.0119	0.495249
11	0.259942	3.4387	0.000365
12	-0.303947	-4.0208	4.3e-05
13	-0.271166	-3.5872	0.000217
14	-0.030994	-0.41	0.34115
15	-0.211255	-2.7946	0.002888
16	-0.075878	-1.0038	0.158438
17	-0.103337	-1.367	0.086686
18	-0.051286	-0.6785	0.24919
19	0.140194	1.8546	0.032668
20	0.04726	0.6252	0.266329
21	0.031903	0.422	0.336758
22	-0.020353	-0.2692	0.394031
23	0.367268	4.8585	1e-06
24	-0.151587	-2.0053	0.023236
25	-0.224596	-2.9711	0.001692
26	-0.128687	-1.7024	0.045231
27	0.097172	1.2855	0.100163
28	-0.03645	-0.4822	0.315139
29	-0.094257	-1.2469	0.10705
30	-0.127751	-1.69	0.046406
31	-0.038031	-0.5031	0.307764
32	0.033641	0.445	0.328424
33	0.078925	1.0441	0.148945
34	0.084444	1.1171	0.132744
35	0.014205	0.1879	0.425581
36	-0.060478	-0.8	0.212385

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.368833 & -4.8792 & 1e-06 \tabularnewline
2 & -0.141762 & -1.8753 & 0.031206 \tabularnewline
3 & -0.12116 & -1.6028 & 0.055392 \tabularnewline
4 & -0.100498 & -1.3295 & 0.092713 \tabularnewline
5 & -0.067583 & -0.894 & 0.186264 \tabularnewline
6 & -0.073799 & -0.9763 & 0.165139 \tabularnewline
7 & -0.078125 & -1.0335 & 0.151399 \tabularnewline
8 & 0.039001 & 0.5159 & 0.303276 \tabularnewline
9 & 0.048477 & 0.6413 & 0.261085 \tabularnewline
10 & 0.000902 & 0.0119 & 0.495249 \tabularnewline
11 & 0.259942 & 3.4387 & 0.000365 \tabularnewline
12 & -0.303947 & -4.0208 & 4.3e-05 \tabularnewline
13 & -0.271166 & -3.5872 & 0.000217 \tabularnewline
14 & -0.030994 & -0.41 & 0.34115 \tabularnewline
15 & -0.211255 & -2.7946 & 0.002888 \tabularnewline
16 & -0.075878 & -1.0038 & 0.158438 \tabularnewline
17 & -0.103337 & -1.367 & 0.086686 \tabularnewline
18 & -0.051286 & -0.6785 & 0.24919 \tabularnewline
19 & 0.140194 & 1.8546 & 0.032668 \tabularnewline
20 & 0.04726 & 0.6252 & 0.266329 \tabularnewline
21 & 0.031903 & 0.422 & 0.336758 \tabularnewline
22 & -0.020353 & -0.2692 & 0.394031 \tabularnewline
23 & 0.367268 & 4.8585 & 1e-06 \tabularnewline
24 & -0.151587 & -2.0053 & 0.023236 \tabularnewline
25 & -0.224596 & -2.9711 & 0.001692 \tabularnewline
26 & -0.128687 & -1.7024 & 0.045231 \tabularnewline
27 & 0.097172 & 1.2855 & 0.100163 \tabularnewline
28 & -0.03645 & -0.4822 & 0.315139 \tabularnewline
29 & -0.094257 & -1.2469 & 0.10705 \tabularnewline
30 & -0.127751 & -1.69 & 0.046406 \tabularnewline
31 & -0.038031 & -0.5031 & 0.307764 \tabularnewline
32 & 0.033641 & 0.445 & 0.328424 \tabularnewline
33 & 0.078925 & 1.0441 & 0.148945 \tabularnewline
34 & 0.084444 & 1.1171 & 0.132744 \tabularnewline
35 & 0.014205 & 0.1879 & 0.425581 \tabularnewline
36 & -0.060478 & -0.8 & 0.212385 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31736&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]-0.368833[/C][C]-4.8792[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.141762[/C][C]-1.8753[/C][C]0.031206[/C][/ROW]
[ROW][C]3[/C][C]-0.12116[/C][C]-1.6028[/C][C]0.055392[/C][/ROW]
[ROW][C]4[/C][C]-0.100498[/C][C]-1.3295[/C][C]0.092713[/C][/ROW]
[ROW][C]5[/C][C]-0.067583[/C][C]-0.894[/C][C]0.186264[/C][/ROW]
[ROW][C]6[/C][C]-0.073799[/C][C]-0.9763[/C][C]0.165139[/C][/ROW]
[ROW][C]7[/C][C]-0.078125[/C][C]-1.0335[/C][C]0.151399[/C][/ROW]
[ROW][C]8[/C][C]0.039001[/C][C]0.5159[/C][C]0.303276[/C][/ROW]
[ROW][C]9[/C][C]0.048477[/C][C]0.6413[/C][C]0.261085[/C][/ROW]
[ROW][C]10[/C][C]0.000902[/C][C]0.0119[/C][C]0.495249[/C][/ROW]
[ROW][C]11[/C][C]0.259942[/C][C]3.4387[/C][C]0.000365[/C][/ROW]
[ROW][C]12[/C][C]-0.303947[/C][C]-4.0208[/C][C]4.3e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.271166[/C][C]-3.5872[/C][C]0.000217[/C][/ROW]
[ROW][C]14[/C][C]-0.030994[/C][C]-0.41[/C][C]0.34115[/C][/ROW]
[ROW][C]15[/C][C]-0.211255[/C][C]-2.7946[/C][C]0.002888[/C][/ROW]
[ROW][C]16[/C][C]-0.075878[/C][C]-1.0038[/C][C]0.158438[/C][/ROW]
[ROW][C]17[/C][C]-0.103337[/C][C]-1.367[/C][C]0.086686[/C][/ROW]
[ROW][C]18[/C][C]-0.051286[/C][C]-0.6785[/C][C]0.24919[/C][/ROW]
[ROW][C]19[/C][C]0.140194[/C][C]1.8546[/C][C]0.032668[/C][/ROW]
[ROW][C]20[/C][C]0.04726[/C][C]0.6252[/C][C]0.266329[/C][/ROW]
[ROW][C]21[/C][C]0.031903[/C][C]0.422[/C][C]0.336758[/C][/ROW]
[ROW][C]22[/C][C]-0.020353[/C][C]-0.2692[/C][C]0.394031[/C][/ROW]
[ROW][C]23[/C][C]0.367268[/C][C]4.8585[/C][C]1e-06[/C][/ROW]
[ROW][C]24[/C][C]-0.151587[/C][C]-2.0053[/C][C]0.023236[/C][/ROW]
[ROW][C]25[/C][C]-0.224596[/C][C]-2.9711[/C][C]0.001692[/C][/ROW]
[ROW][C]26[/C][C]-0.128687[/C][C]-1.7024[/C][C]0.045231[/C][/ROW]
[ROW][C]27[/C][C]0.097172[/C][C]1.2855[/C][C]0.100163[/C][/ROW]
[ROW][C]28[/C][C]-0.03645[/C][C]-0.4822[/C][C]0.315139[/C][/ROW]
[ROW][C]29[/C][C]-0.094257[/C][C]-1.2469[/C][C]0.10705[/C][/ROW]
[ROW][C]30[/C][C]-0.127751[/C][C]-1.69[/C][C]0.046406[/C][/ROW]
[ROW][C]31[/C][C]-0.038031[/C][C]-0.5031[/C][C]0.307764[/C][/ROW]
[ROW][C]32[/C][C]0.033641[/C][C]0.445[/C][C]0.328424[/C][/ROW]
[ROW][C]33[/C][C]0.078925[/C][C]1.0441[/C][C]0.148945[/C][/ROW]
[ROW][C]34[/C][C]0.084444[/C][C]1.1171[/C][C]0.132744[/C][/ROW]
[ROW][C]35[/C][C]0.014205[/C][C]0.1879[/C][C]0.425581[/C][/ROW]
[ROW][C]36[/C][C]-0.060478[/C][C]-0.8[/C][C]0.212385[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31736&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31736&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	-0.368833	-4.8792	1e-06
2	-0.141762	-1.8753	0.031206
3	-0.12116	-1.6028	0.055392
4	-0.100498	-1.3295	0.092713
5	-0.067583	-0.894	0.186264
6	-0.073799	-0.9763	0.165139
7	-0.078125	-1.0335	0.151399
8	0.039001	0.5159	0.303276
9	0.048477	0.6413	0.261085
10	0.000902	0.0119	0.495249
11	0.259942	3.4387	0.000365
12	-0.303947	-4.0208	4.3e-05
13	-0.271166	-3.5872	0.000217
14	-0.030994	-0.41	0.34115
15	-0.211255	-2.7946	0.002888
16	-0.075878	-1.0038	0.158438
17	-0.103337	-1.367	0.086686
18	-0.051286	-0.6785	0.24919
19	0.140194	1.8546	0.032668
20	0.04726	0.6252	0.266329
21	0.031903	0.422	0.336758
22	-0.020353	-0.2692	0.394031
23	0.367268	4.8585	1e-06
24	-0.151587	-2.0053	0.023236
25	-0.224596	-2.9711	0.001692
26	-0.128687	-1.7024	0.045231
27	0.097172	1.2855	0.100163
28	-0.03645	-0.4822	0.315139
29	-0.094257	-1.2469	0.10705
30	-0.127751	-1.69	0.046406
31	-0.038031	-0.5031	0.307764
32	0.033641	0.445	0.328424
33	0.078925	1.0441	0.148945
34	0.084444	1.1171	0.132744
35	0.014205	0.1879	0.425581
36	-0.060478	-0.8	0.212385

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 = 1 ; 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