FreeStatistics.org

Free Statistics

of Irreproducible Research!

Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationTue, 02 Dec 2008 00:15:23 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/02/t1228202160ai4ssfp7x78rwbu.htm/, Retrieved Fri, 24 May 2024 19:15:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27562, Retrieved Fri, 24 May 2024 19:15:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact222

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Variance Reduction Matrix] [Non Stationary Ti...] [2008-12-01 17:48:47] [b943bd7078334192ff8343563ee31113]
- RMP     [Spectral Analysis] [Non Stationary Ti...] [2008-12-01 19:56:04] [b943bd7078334192ff8343563ee31113]
- RMPD      [Cross Correlation Function] [Non Stationary Ti...] [2008-12-01 20:13:53] [b943bd7078334192ff8343563ee31113]
- RMPD        [(Partial) Autocorrelation Function] [Non Stationary Ti...] [2008-12-01 20:27:10] [b943bd7078334192ff8343563ee31113]
-   PD          [(Partial) Autocorrelation Function] [Non Stationary Ti...] [2008-12-01 20:29:06] [b943bd7078334192ff8343563ee31113]
-   P             [(Partial) Autocorrelation Function] [Non Stationary Ti...] [2008-12-01 20:31:48] [b943bd7078334192ff8343563ee31113]
- RMP               [Variance Reduction Matrix] [Non Stationary Ti...] [2008-12-01 20:34:07] [b943bd7078334192ff8343563ee31113]
- RMP                 [Spectral Analysis] [Non Stationary Ti...] [2008-12-01 20:37:58] [b943bd7078334192ff8343563ee31113]
- RMP                   [Standard Deviation-Mean Plot] [Non Stationary Ti...] [2008-12-01 20:41:45] [b943bd7078334192ff8343563ee31113]
- RMPD                      [(Partial) Autocorrelation Function] [Non Stationary Ti...] [2008-12-02 07:15:23] [620b6ad5c4696049e39cb73ce029682c] [Current]
-   PD                        [(Partial) Autocorrelation Function] [Non Stationary Ti...] [2008-12-02 07:17:05] [b943bd7078334192ff8343563ee31113]
-   P                           [(Partial) Autocorrelation Function] [Non Stationary Ti...] [2008-12-02 07:19:06] [b943bd7078334192ff8343563ee31113]
- RMP                             [Variance Reduction Matrix] [Non Stationary Ti...] [2008-12-02 07:22:03] [b943bd7078334192ff8343563ee31113]
- RMP                               [Spectral Analysis] [Non Stationary Ti...] [2008-12-02 07:25:43] [b943bd7078334192ff8343563ee31113]
- RMP                                 [Standard Deviation-Mean Plot] [Non Stationary Ti...] [2008-12-02 07:32:20] [b943bd7078334192ff8343563ee31113]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0,8721
0,8552
0,8564
0,8973
0,9383
0,9217
0,9095
0,892
0,8742
0,8532
0,8607
0,9005
0,9111
0,9059
0,8883
0,8924
0,8833
0,87
0,8758
0,8858
0,917
0,9554
0,9922
0,9778
0,9808
0,9811
1,0014
1,0183
1,0622
1,0773
1,0807
1,0848
1,1582
1,1663
1,1372
1,1139
1,1222
1,1692
1,1702
1,2286
1,2613
1,2646
1,2262
1,1985
1,2007
1,2138
1,2266
1,2176
1,2218
1,249
1,2991
1,3408
1,3119
1,3014
1,3201
1,2938
1,2694
1,2165
1,2037
1,2292
1,2256
1,2015
1,1786
1,1856
1,2103
1,1938
1,202
1,2271
1,277
1,265
1,2684
1,2811
1,2727
1,2611
1,2881
1,3213
1,2999
1,3074
1,3242
1,3516
1,3511
1,3419
1,3716
1,3622
1,3896
1,4227
1,4684
1,457
1,4718
1,4748
1,5527
1,575
1,5557
1,5553
1,577
1,4975
1,4369

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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=27562&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=27562&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27562&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9698579.5520
20.9285629.14530
30.8835698.70210
40.8442798.31520
50.805167.92990
60.7639217.52380
70.7252727.14310
80.6895016.79080
90.6498056.39980
100.608065.98870
110.5660575.5750
120.5286655.20671e-06
130.4937424.86282e-06
140.4611434.54178e-06
150.4268054.20352.9e-05
160.3943523.88399.4e-05
170.3609823.55530.000293
180.3254383.20520.000914
190.2895942.85220.002653
200.2531662.49340.007173
210.2201752.16850.016284
220.1904091.87530.031879
230.1649441.62450.053756
240.1400861.37970.085427
250.1154351.13690.12919
260.0922630.90870.182885
270.070820.69750.243582
280.0506530.49890.309498
290.0330110.32510.372895
300.0197790.19480.422979
310.0090920.08950.464415
320.0001010.0010.499604
33-0.001985-0.01950.492223
340.0003730.00370.498537
354.6e-055e-040.499821
36-0.005832-0.05740.477156

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.969857 & 9.552 & 0 \tabularnewline
2 & 0.928562 & 9.1453 & 0 \tabularnewline
3 & 0.883569 & 8.7021 & 0 \tabularnewline
4 & 0.844279 & 8.3152 & 0 \tabularnewline
5 & 0.80516 & 7.9299 & 0 \tabularnewline
6 & 0.763921 & 7.5238 & 0 \tabularnewline
7 & 0.725272 & 7.1431 & 0 \tabularnewline
8 & 0.689501 & 6.7908 & 0 \tabularnewline
9 & 0.649805 & 6.3998 & 0 \tabularnewline
10 & 0.60806 & 5.9887 & 0 \tabularnewline
11 & 0.566057 & 5.575 & 0 \tabularnewline
12 & 0.528665 & 5.2067 & 1e-06 \tabularnewline
13 & 0.493742 & 4.8628 & 2e-06 \tabularnewline
14 & 0.461143 & 4.5417 & 8e-06 \tabularnewline
15 & 0.426805 & 4.2035 & 2.9e-05 \tabularnewline
16 & 0.394352 & 3.8839 & 9.4e-05 \tabularnewline
17 & 0.360982 & 3.5553 & 0.000293 \tabularnewline
18 & 0.325438 & 3.2052 & 0.000914 \tabularnewline
19 & 0.289594 & 2.8522 & 0.002653 \tabularnewline
20 & 0.253166 & 2.4934 & 0.007173 \tabularnewline
21 & 0.220175 & 2.1685 & 0.016284 \tabularnewline
22 & 0.190409 & 1.8753 & 0.031879 \tabularnewline
23 & 0.164944 & 1.6245 & 0.053756 \tabularnewline
24 & 0.140086 & 1.3797 & 0.085427 \tabularnewline
25 & 0.115435 & 1.1369 & 0.12919 \tabularnewline
26 & 0.092263 & 0.9087 & 0.182885 \tabularnewline
27 & 0.07082 & 0.6975 & 0.243582 \tabularnewline
28 & 0.050653 & 0.4989 & 0.309498 \tabularnewline
29 & 0.033011 & 0.3251 & 0.372895 \tabularnewline
30 & 0.019779 & 0.1948 & 0.422979 \tabularnewline
31 & 0.009092 & 0.0895 & 0.464415 \tabularnewline
32 & 0.000101 & 0.001 & 0.499604 \tabularnewline
33 & -0.001985 & -0.0195 & 0.492223 \tabularnewline
34 & 0.000373 & 0.0037 & 0.498537 \tabularnewline
35 & 4.6e-05 & 5e-04 & 0.499821 \tabularnewline
36 & -0.005832 & -0.0574 & 0.477156 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27562&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]0.969857[/C][C]9.552[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.928562[/C][C]9.1453[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.883569[/C][C]8.7021[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.844279[/C][C]8.3152[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.80516[/C][C]7.9299[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.763921[/C][C]7.5238[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.725272[/C][C]7.1431[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.689501[/C][C]6.7908[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.649805[/C][C]6.3998[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.60806[/C][C]5.9887[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.566057[/C][C]5.575[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.528665[/C][C]5.2067[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.493742[/C][C]4.8628[/C][C]2e-06[/C][/ROW]
[ROW][C]14[/C][C]0.461143[/C][C]4.5417[/C][C]8e-06[/C][/ROW]
[ROW][C]15[/C][C]0.426805[/C][C]4.2035[/C][C]2.9e-05[/C][/ROW]
[ROW][C]16[/C][C]0.394352[/C][C]3.8839[/C][C]9.4e-05[/C][/ROW]
[ROW][C]17[/C][C]0.360982[/C][C]3.5553[/C][C]0.000293[/C][/ROW]
[ROW][C]18[/C][C]0.325438[/C][C]3.2052[/C][C]0.000914[/C][/ROW]
[ROW][C]19[/C][C]0.289594[/C][C]2.8522[/C][C]0.002653[/C][/ROW]
[ROW][C]20[/C][C]0.253166[/C][C]2.4934[/C][C]0.007173[/C][/ROW]
[ROW][C]21[/C][C]0.220175[/C][C]2.1685[/C][C]0.016284[/C][/ROW]
[ROW][C]22[/C][C]0.190409[/C][C]1.8753[/C][C]0.031879[/C][/ROW]
[ROW][C]23[/C][C]0.164944[/C][C]1.6245[/C][C]0.053756[/C][/ROW]
[ROW][C]24[/C][C]0.140086[/C][C]1.3797[/C][C]0.085427[/C][/ROW]
[ROW][C]25[/C][C]0.115435[/C][C]1.1369[/C][C]0.12919[/C][/ROW]
[ROW][C]26[/C][C]0.092263[/C][C]0.9087[/C][C]0.182885[/C][/ROW]
[ROW][C]27[/C][C]0.07082[/C][C]0.6975[/C][C]0.243582[/C][/ROW]
[ROW][C]28[/C][C]0.050653[/C][C]0.4989[/C][C]0.309498[/C][/ROW]
[ROW][C]29[/C][C]0.033011[/C][C]0.3251[/C][C]0.372895[/C][/ROW]
[ROW][C]30[/C][C]0.019779[/C][C]0.1948[/C][C]0.422979[/C][/ROW]
[ROW][C]31[/C][C]0.009092[/C][C]0.0895[/C][C]0.464415[/C][/ROW]
[ROW][C]32[/C][C]0.000101[/C][C]0.001[/C][C]0.499604[/C][/ROW]
[ROW][C]33[/C][C]-0.001985[/C][C]-0.0195[/C][C]0.492223[/C][/ROW]
[ROW][C]34[/C][C]0.000373[/C][C]0.0037[/C][C]0.498537[/C][/ROW]
[ROW][C]35[/C][C]4.6e-05[/C][C]5e-04[/C][C]0.499821[/C][/ROW]
[ROW][C]36[/C][C]-0.005832[/C][C]-0.0574[/C][C]0.477156[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27562&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27562&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9698579.5520
20.9285629.14530
30.8835698.70210
40.8442798.31520
50.805167.92990
60.7639217.52380
70.7252727.14310
80.6895016.79080
90.6498056.39980
100.608065.98870
110.5660575.5750
120.5286655.20671e-06
130.4937424.86282e-06
140.4611434.54178e-06
150.4268054.20352.9e-05
160.3943523.88399.4e-05
170.3609823.55530.000293
180.3254383.20520.000914
190.2895942.85220.002653
200.2531662.49340.007173
210.2201752.16850.016284
220.1904091.87530.031879
230.1649441.62450.053756
240.1400861.37970.085427
250.1154351.13690.12919
260.0922630.90870.182885
270.070820.69750.243582
280.0506530.49890.309498
290.0330110.32510.372895
300.0197790.19480.422979
310.0090920.08950.464415
320.0001010.0010.499604
33-0.001985-0.01950.492223
340.0003730.00370.498537
354.6e-055e-040.499821
36-0.005832-0.05740.477156






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9698579.5520
2-0.203105-2.00040.024129
3-0.051494-0.50720.306598
40.093020.91610.180932
5-0.055033-0.5420.294528
6-0.066141-0.65140.25816
70.0517620.50980.305677
80.0096710.09520.462157
9-0.125072-1.23180.110498
10-0.020752-0.20440.419241
110.0006630.00650.4974
120.0281450.27720.391111
13-0.012641-0.12450.450588
140.0158250.15590.438233
15-0.061014-0.60090.274648
160.0100610.09910.460635
17-0.041358-0.40730.34233
18-0.06332-0.62360.267168
19-0.002527-0.02490.490097
20-0.040439-0.39830.345651
210.0169560.1670.43386
220.0118530.11670.453653
230.0400970.39490.34689
24-0.042068-0.41430.339777
25-0.014403-0.14180.443747
260.0151780.14950.440742
27-0.003804-0.03750.485095
28-0.013349-0.13150.447836
290.0252640.24880.402012
300.0402520.39640.346328
31-0.019777-0.19480.422984
320.0115860.11410.454692
330.1207471.18920.118627
340.0334190.32910.371382
35-0.105817-1.04220.149959
36-0.057122-0.56260.287508

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.969857 & 9.552 & 0 \tabularnewline
2 & -0.203105 & -2.0004 & 0.024129 \tabularnewline
3 & -0.051494 & -0.5072 & 0.306598 \tabularnewline
4 & 0.09302 & 0.9161 & 0.180932 \tabularnewline
5 & -0.055033 & -0.542 & 0.294528 \tabularnewline
6 & -0.066141 & -0.6514 & 0.25816 \tabularnewline
7 & 0.051762 & 0.5098 & 0.305677 \tabularnewline
8 & 0.009671 & 0.0952 & 0.462157 \tabularnewline
9 & -0.125072 & -1.2318 & 0.110498 \tabularnewline
10 & -0.020752 & -0.2044 & 0.419241 \tabularnewline
11 & 0.000663 & 0.0065 & 0.4974 \tabularnewline
12 & 0.028145 & 0.2772 & 0.391111 \tabularnewline
13 & -0.012641 & -0.1245 & 0.450588 \tabularnewline
14 & 0.015825 & 0.1559 & 0.438233 \tabularnewline
15 & -0.061014 & -0.6009 & 0.274648 \tabularnewline
16 & 0.010061 & 0.0991 & 0.460635 \tabularnewline
17 & -0.041358 & -0.4073 & 0.34233 \tabularnewline
18 & -0.06332 & -0.6236 & 0.267168 \tabularnewline
19 & -0.002527 & -0.0249 & 0.490097 \tabularnewline
20 & -0.040439 & -0.3983 & 0.345651 \tabularnewline
21 & 0.016956 & 0.167 & 0.43386 \tabularnewline
22 & 0.011853 & 0.1167 & 0.453653 \tabularnewline
23 & 0.040097 & 0.3949 & 0.34689 \tabularnewline
24 & -0.042068 & -0.4143 & 0.339777 \tabularnewline
25 & -0.014403 & -0.1418 & 0.443747 \tabularnewline
26 & 0.015178 & 0.1495 & 0.440742 \tabularnewline
27 & -0.003804 & -0.0375 & 0.485095 \tabularnewline
28 & -0.013349 & -0.1315 & 0.447836 \tabularnewline
29 & 0.025264 & 0.2488 & 0.402012 \tabularnewline
30 & 0.040252 & 0.3964 & 0.346328 \tabularnewline
31 & -0.019777 & -0.1948 & 0.422984 \tabularnewline
32 & 0.011586 & 0.1141 & 0.454692 \tabularnewline
33 & 0.120747 & 1.1892 & 0.118627 \tabularnewline
34 & 0.033419 & 0.3291 & 0.371382 \tabularnewline
35 & -0.105817 & -1.0422 & 0.149959 \tabularnewline
36 & -0.057122 & -0.5626 & 0.287508 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27562&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]0.969857[/C][C]9.552[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.203105[/C][C]-2.0004[/C][C]0.024129[/C][/ROW]
[ROW][C]3[/C][C]-0.051494[/C][C]-0.5072[/C][C]0.306598[/C][/ROW]
[ROW][C]4[/C][C]0.09302[/C][C]0.9161[/C][C]0.180932[/C][/ROW]
[ROW][C]5[/C][C]-0.055033[/C][C]-0.542[/C][C]0.294528[/C][/ROW]
[ROW][C]6[/C][C]-0.066141[/C][C]-0.6514[/C][C]0.25816[/C][/ROW]
[ROW][C]7[/C][C]0.051762[/C][C]0.5098[/C][C]0.305677[/C][/ROW]
[ROW][C]8[/C][C]0.009671[/C][C]0.0952[/C][C]0.462157[/C][/ROW]
[ROW][C]9[/C][C]-0.125072[/C][C]-1.2318[/C][C]0.110498[/C][/ROW]
[ROW][C]10[/C][C]-0.020752[/C][C]-0.2044[/C][C]0.419241[/C][/ROW]
[ROW][C]11[/C][C]0.000663[/C][C]0.0065[/C][C]0.4974[/C][/ROW]
[ROW][C]12[/C][C]0.028145[/C][C]0.2772[/C][C]0.391111[/C][/ROW]
[ROW][C]13[/C][C]-0.012641[/C][C]-0.1245[/C][C]0.450588[/C][/ROW]
[ROW][C]14[/C][C]0.015825[/C][C]0.1559[/C][C]0.438233[/C][/ROW]
[ROW][C]15[/C][C]-0.061014[/C][C]-0.6009[/C][C]0.274648[/C][/ROW]
[ROW][C]16[/C][C]0.010061[/C][C]0.0991[/C][C]0.460635[/C][/ROW]
[ROW][C]17[/C][C]-0.041358[/C][C]-0.4073[/C][C]0.34233[/C][/ROW]
[ROW][C]18[/C][C]-0.06332[/C][C]-0.6236[/C][C]0.267168[/C][/ROW]
[ROW][C]19[/C][C]-0.002527[/C][C]-0.0249[/C][C]0.490097[/C][/ROW]
[ROW][C]20[/C][C]-0.040439[/C][C]-0.3983[/C][C]0.345651[/C][/ROW]
[ROW][C]21[/C][C]0.016956[/C][C]0.167[/C][C]0.43386[/C][/ROW]
[ROW][C]22[/C][C]0.011853[/C][C]0.1167[/C][C]0.453653[/C][/ROW]
[ROW][C]23[/C][C]0.040097[/C][C]0.3949[/C][C]0.34689[/C][/ROW]
[ROW][C]24[/C][C]-0.042068[/C][C]-0.4143[/C][C]0.339777[/C][/ROW]
[ROW][C]25[/C][C]-0.014403[/C][C]-0.1418[/C][C]0.443747[/C][/ROW]
[ROW][C]26[/C][C]0.015178[/C][C]0.1495[/C][C]0.440742[/C][/ROW]
[ROW][C]27[/C][C]-0.003804[/C][C]-0.0375[/C][C]0.485095[/C][/ROW]
[ROW][C]28[/C][C]-0.013349[/C][C]-0.1315[/C][C]0.447836[/C][/ROW]
[ROW][C]29[/C][C]0.025264[/C][C]0.2488[/C][C]0.402012[/C][/ROW]
[ROW][C]30[/C][C]0.040252[/C][C]0.3964[/C][C]0.346328[/C][/ROW]
[ROW][C]31[/C][C]-0.019777[/C][C]-0.1948[/C][C]0.422984[/C][/ROW]
[ROW][C]32[/C][C]0.011586[/C][C]0.1141[/C][C]0.454692[/C][/ROW]
[ROW][C]33[/C][C]0.120747[/C][C]1.1892[/C][C]0.118627[/C][/ROW]
[ROW][C]34[/C][C]0.033419[/C][C]0.3291[/C][C]0.371382[/C][/ROW]
[ROW][C]35[/C][C]-0.105817[/C][C]-1.0422[/C][C]0.149959[/C][/ROW]
[ROW][C]36[/C][C]-0.057122[/C][C]-0.5626[/C][C]0.287508[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27562&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27562&T=2

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9698579.5520
2-0.203105-2.00040.024129
3-0.051494-0.50720.306598
40.093020.91610.180932
5-0.055033-0.5420.294528
6-0.066141-0.65140.25816
70.0517620.50980.305677
80.0096710.09520.462157
9-0.125072-1.23180.110498
10-0.020752-0.20440.419241
110.0006630.00650.4974
120.0281450.27720.391111
13-0.012641-0.12450.450588
140.0158250.15590.438233
15-0.061014-0.60090.274648
160.0100610.09910.460635
17-0.041358-0.40730.34233
18-0.06332-0.62360.267168
19-0.002527-0.02490.490097
20-0.040439-0.39830.345651
210.0169560.1670.43386
220.0118530.11670.453653
230.0400970.39490.34689
24-0.042068-0.41430.339777
25-0.014403-0.14180.443747
260.0151780.14950.440742
27-0.003804-0.03750.485095
28-0.013349-0.13150.447836
290.0252640.24880.402012
300.0402520.39640.346328
31-0.019777-0.19480.422984
320.0115860.11410.454692
330.1207471.18920.118627
340.0334190.32910.371382
35-0.105817-1.04220.149959
36-0.057122-0.56260.287508


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; 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')