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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 17 Dec 2009 13:48:17 -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/Dec/17/t1261083005ucs0o2niokdaq44.htm/, Retrieved Sun, 11 May 2025 16:25:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69106, Retrieved Sun, 11 May 2025 16:25:59 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

250

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] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D              [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [7773f496f69461f4a67891f0ef752622]
-    D                [(Partial) Autocorrelation Function] [Thee] [2009-12-17 09:19:07] [7773f496f69461f4a67891f0ef752622]
-   PD                    [(Partial) Autocorrelation Function] [appelen Golden au...] [2009-12-17 20:48:17] [5c2088b06970f9a7d6fea063ee8d5871] [Current]

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Dataseries X:

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Histogram

Boxplots

1.77
1.76
1.77
1.95
1.98
1.93
1.94
1.92
1.94
1.92
1.92
1.94
1.91
1.88
1.98
2.4
2.47
2.22
1.98
1.89
1.87
1.88
1.86
1.81
1.79
1.78
1.73
1.88
1.91
1.9
1.84
1.85
1.83
1.82
1.82
1.81
1.75
1.74
1.73
1.96
2.07
1.96
1.87
1.84
1.81
1.78
1.72
1.73
1.64
1.61
1.63
1.92
1.88
1.68
1.58
1.49
1.46
1.44
1.44
1.42
1.4
1.38
1.36
1.48
1.56
1.51
1.51
1.42
1.4
1.38
1.35
1.29

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=69106&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=69106&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69106&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	0.403697	3.1009	0.001479
2	-0.220991	-1.6975	0.047439
3	-0.355887	-2.7336	0.004128
4	-0.095627	-0.7345	0.232769
5	-0.012774	-0.0981	0.461087
6	-0.010632	-0.0817	0.467594
7	-0.003443	-0.0264	0.489496
8	0.084774	0.6512	0.258736
9	0.239698	1.8412	0.035314
10	0.164649	1.2647	0.105477
11	-0.195923	-1.5049	0.068841
12	-0.540401	-4.1509	5.4e-05
13	-0.30738	-2.361	0.010773
14	0.072749	0.5588	0.289207
15	0.150412	1.1553	0.126305
16	0.048921	0.3758	0.354218
17	-0.035863	-0.2755	0.39196
18	0.01926	0.1479	0.441449
19	0.034203	0.2627	0.396841
20	0.000517	0.004	0.498424
21	-0.044689	-0.3433	0.366309
22	-0.068115	-0.5232	0.301397
23	-0.11793	-0.9058	0.184353
24	-0.028085	-0.2157	0.414973
25	0.125861	0.9668	0.168805
26	0.112946	0.8676	0.194577
27	0.055078	0.4231	0.336894
28	0.037915	0.2912	0.385949
29	0.069553	0.5342	0.297588
30	0.030884	0.2372	0.406652
31	-0.025854	-0.1986	0.421635
32	-0.060104	-0.4617	0.323008
33	-0.103641	-0.7961	0.214588
34	0.014997	0.1152	0.45434
35	0.261362	2.0076	0.024639
36	0.251623	1.9328	0.029035

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.403697 & 3.1009 & 0.001479 \tabularnewline
2 & -0.220991 & -1.6975 & 0.047439 \tabularnewline
3 & -0.355887 & -2.7336 & 0.004128 \tabularnewline
4 & -0.095627 & -0.7345 & 0.232769 \tabularnewline
5 & -0.012774 & -0.0981 & 0.461087 \tabularnewline
6 & -0.010632 & -0.0817 & 0.467594 \tabularnewline
7 & -0.003443 & -0.0264 & 0.489496 \tabularnewline
8 & 0.084774 & 0.6512 & 0.258736 \tabularnewline
9 & 0.239698 & 1.8412 & 0.035314 \tabularnewline
10 & 0.164649 & 1.2647 & 0.105477 \tabularnewline
11 & -0.195923 & -1.5049 & 0.068841 \tabularnewline
12 & -0.540401 & -4.1509 & 5.4e-05 \tabularnewline
13 & -0.30738 & -2.361 & 0.010773 \tabularnewline
14 & 0.072749 & 0.5588 & 0.289207 \tabularnewline
15 & 0.150412 & 1.1553 & 0.126305 \tabularnewline
16 & 0.048921 & 0.3758 & 0.354218 \tabularnewline
17 & -0.035863 & -0.2755 & 0.39196 \tabularnewline
18 & 0.01926 & 0.1479 & 0.441449 \tabularnewline
19 & 0.034203 & 0.2627 & 0.396841 \tabularnewline
20 & 0.000517 & 0.004 & 0.498424 \tabularnewline
21 & -0.044689 & -0.3433 & 0.366309 \tabularnewline
22 & -0.068115 & -0.5232 & 0.301397 \tabularnewline
23 & -0.11793 & -0.9058 & 0.184353 \tabularnewline
24 & -0.028085 & -0.2157 & 0.414973 \tabularnewline
25 & 0.125861 & 0.9668 & 0.168805 \tabularnewline
26 & 0.112946 & 0.8676 & 0.194577 \tabularnewline
27 & 0.055078 & 0.4231 & 0.336894 \tabularnewline
28 & 0.037915 & 0.2912 & 0.385949 \tabularnewline
29 & 0.069553 & 0.5342 & 0.297588 \tabularnewline
30 & 0.030884 & 0.2372 & 0.406652 \tabularnewline
31 & -0.025854 & -0.1986 & 0.421635 \tabularnewline
32 & -0.060104 & -0.4617 & 0.323008 \tabularnewline
33 & -0.103641 & -0.7961 & 0.214588 \tabularnewline
34 & 0.014997 & 0.1152 & 0.45434 \tabularnewline
35 & 0.261362 & 2.0076 & 0.024639 \tabularnewline
36 & 0.251623 & 1.9328 & 0.029035 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69106&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]0.403697[/C][C]3.1009[/C][C]0.001479[/C][/ROW]
[ROW][C]2[/C][C]-0.220991[/C][C]-1.6975[/C][C]0.047439[/C][/ROW]
[ROW][C]3[/C][C]-0.355887[/C][C]-2.7336[/C][C]0.004128[/C][/ROW]
[ROW][C]4[/C][C]-0.095627[/C][C]-0.7345[/C][C]0.232769[/C][/ROW]
[ROW][C]5[/C][C]-0.012774[/C][C]-0.0981[/C][C]0.461087[/C][/ROW]
[ROW][C]6[/C][C]-0.010632[/C][C]-0.0817[/C][C]0.467594[/C][/ROW]
[ROW][C]7[/C][C]-0.003443[/C][C]-0.0264[/C][C]0.489496[/C][/ROW]
[ROW][C]8[/C][C]0.084774[/C][C]0.6512[/C][C]0.258736[/C][/ROW]
[ROW][C]9[/C][C]0.239698[/C][C]1.8412[/C][C]0.035314[/C][/ROW]
[ROW][C]10[/C][C]0.164649[/C][C]1.2647[/C][C]0.105477[/C][/ROW]
[ROW][C]11[/C][C]-0.195923[/C][C]-1.5049[/C][C]0.068841[/C][/ROW]
[ROW][C]12[/C][C]-0.540401[/C][C]-4.1509[/C][C]5.4e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.30738[/C][C]-2.361[/C][C]0.010773[/C][/ROW]
[ROW][C]14[/C][C]0.072749[/C][C]0.5588[/C][C]0.289207[/C][/ROW]
[ROW][C]15[/C][C]0.150412[/C][C]1.1553[/C][C]0.126305[/C][/ROW]
[ROW][C]16[/C][C]0.048921[/C][C]0.3758[/C][C]0.354218[/C][/ROW]
[ROW][C]17[/C][C]-0.035863[/C][C]-0.2755[/C][C]0.39196[/C][/ROW]
[ROW][C]18[/C][C]0.01926[/C][C]0.1479[/C][C]0.441449[/C][/ROW]
[ROW][C]19[/C][C]0.034203[/C][C]0.2627[/C][C]0.396841[/C][/ROW]
[ROW][C]20[/C][C]0.000517[/C][C]0.004[/C][C]0.498424[/C][/ROW]
[ROW][C]21[/C][C]-0.044689[/C][C]-0.3433[/C][C]0.366309[/C][/ROW]
[ROW][C]22[/C][C]-0.068115[/C][C]-0.5232[/C][C]0.301397[/C][/ROW]
[ROW][C]23[/C][C]-0.11793[/C][C]-0.9058[/C][C]0.184353[/C][/ROW]
[ROW][C]24[/C][C]-0.028085[/C][C]-0.2157[/C][C]0.414973[/C][/ROW]
[ROW][C]25[/C][C]0.125861[/C][C]0.9668[/C][C]0.168805[/C][/ROW]
[ROW][C]26[/C][C]0.112946[/C][C]0.8676[/C][C]0.194577[/C][/ROW]
[ROW][C]27[/C][C]0.055078[/C][C]0.4231[/C][C]0.336894[/C][/ROW]
[ROW][C]28[/C][C]0.037915[/C][C]0.2912[/C][C]0.385949[/C][/ROW]
[ROW][C]29[/C][C]0.069553[/C][C]0.5342[/C][C]0.297588[/C][/ROW]
[ROW][C]30[/C][C]0.030884[/C][C]0.2372[/C][C]0.406652[/C][/ROW]
[ROW][C]31[/C][C]-0.025854[/C][C]-0.1986[/C][C]0.421635[/C][/ROW]
[ROW][C]32[/C][C]-0.060104[/C][C]-0.4617[/C][C]0.323008[/C][/ROW]
[ROW][C]33[/C][C]-0.103641[/C][C]-0.7961[/C][C]0.214588[/C][/ROW]
[ROW][C]34[/C][C]0.014997[/C][C]0.1152[/C][C]0.45434[/C][/ROW]
[ROW][C]35[/C][C]0.261362[/C][C]2.0076[/C][C]0.024639[/C][/ROW]
[ROW][C]36[/C][C]0.251623[/C][C]1.9328[/C][C]0.029035[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69106&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69106&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	0.403697	3.1009	0.001479
2	-0.220991	-1.6975	0.047439
3	-0.355887	-2.7336	0.004128
4	-0.095627	-0.7345	0.232769
5	-0.012774	-0.0981	0.461087
6	-0.010632	-0.0817	0.467594
7	-0.003443	-0.0264	0.489496
8	0.084774	0.6512	0.258736
9	0.239698	1.8412	0.035314
10	0.164649	1.2647	0.105477
11	-0.195923	-1.5049	0.068841
12	-0.540401	-4.1509	5.4e-05
13	-0.30738	-2.361	0.010773
14	0.072749	0.5588	0.289207
15	0.150412	1.1553	0.126305
16	0.048921	0.3758	0.354218
17	-0.035863	-0.2755	0.39196
18	0.01926	0.1479	0.441449
19	0.034203	0.2627	0.396841
20	0.000517	0.004	0.498424
21	-0.044689	-0.3433	0.366309
22	-0.068115	-0.5232	0.301397
23	-0.11793	-0.9058	0.184353
24	-0.028085	-0.2157	0.414973
25	0.125861	0.9668	0.168805
26	0.112946	0.8676	0.194577
27	0.055078	0.4231	0.336894
28	0.037915	0.2912	0.385949
29	0.069553	0.5342	0.297588
30	0.030884	0.2372	0.406652
31	-0.025854	-0.1986	0.421635
32	-0.060104	-0.4617	0.323008
33	-0.103641	-0.7961	0.214588
34	0.014997	0.1152	0.45434
35	0.261362	2.0076	0.024639
36	0.251623	1.9328	0.029035

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.403697	3.1009	0.001479
2	-0.458721	-3.5235	0.000415
3	-0.061379	-0.4715	0.319524
4	0.053646	0.4121	0.340892
5	-0.217861	-1.6734	0.04977
6	0.031948	0.2454	0.403501
7	-0.026773	-0.2056	0.418888
8	0.04958	0.3808	0.352349
9	0.254602	1.9556	0.027624
10	-0.057442	-0.4412	0.330333
11	-0.223671	-1.718	0.045516
12	-0.33018	-2.5362	0.006937
13	0.025314	0.1944	0.423251
14	-0.118898	-0.9133	0.182409
15	-0.186952	-1.436	0.078141
16	0.046484	0.357	0.361165
17	-0.211816	-1.627	0.054535
18	0.036702	0.2819	0.389498
19	-0.027974	-0.2149	0.415305
20	-0.010845	-0.0833	0.466946
21	0.224855	1.7271	0.044687
22	-0.117858	-0.9053	0.184499
23	-0.327069	-2.5123	0.007375
24	-0.150629	-1.157	0.125967
25	-0.007128	-0.0548	0.478261
26	-0.139173	-1.069	0.14471
27	-0.024318	-0.1868	0.426233
28	0.033886	0.2603	0.397777
29	-0.064851	-0.4981	0.310123
30	0.079982	0.6144	0.270671
31	0.027988	0.215	0.415261
32	-0.008222	-0.0632	0.474929
33	0.013134	0.1009	0.459991
34	0.040243	0.3091	0.379162
35	0.015636	0.1201	0.452404
36	-0.108784	-0.8356	0.203381

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.403697 & 3.1009 & 0.001479 \tabularnewline
2 & -0.458721 & -3.5235 & 0.000415 \tabularnewline
3 & -0.061379 & -0.4715 & 0.319524 \tabularnewline
4 & 0.053646 & 0.4121 & 0.340892 \tabularnewline
5 & -0.217861 & -1.6734 & 0.04977 \tabularnewline
6 & 0.031948 & 0.2454 & 0.403501 \tabularnewline
7 & -0.026773 & -0.2056 & 0.418888 \tabularnewline
8 & 0.04958 & 0.3808 & 0.352349 \tabularnewline
9 & 0.254602 & 1.9556 & 0.027624 \tabularnewline
10 & -0.057442 & -0.4412 & 0.330333 \tabularnewline
11 & -0.223671 & -1.718 & 0.045516 \tabularnewline
12 & -0.33018 & -2.5362 & 0.006937 \tabularnewline
13 & 0.025314 & 0.1944 & 0.423251 \tabularnewline
14 & -0.118898 & -0.9133 & 0.182409 \tabularnewline
15 & -0.186952 & -1.436 & 0.078141 \tabularnewline
16 & 0.046484 & 0.357 & 0.361165 \tabularnewline
17 & -0.211816 & -1.627 & 0.054535 \tabularnewline
18 & 0.036702 & 0.2819 & 0.389498 \tabularnewline
19 & -0.027974 & -0.2149 & 0.415305 \tabularnewline
20 & -0.010845 & -0.0833 & 0.466946 \tabularnewline
21 & 0.224855 & 1.7271 & 0.044687 \tabularnewline
22 & -0.117858 & -0.9053 & 0.184499 \tabularnewline
23 & -0.327069 & -2.5123 & 0.007375 \tabularnewline
24 & -0.150629 & -1.157 & 0.125967 \tabularnewline
25 & -0.007128 & -0.0548 & 0.478261 \tabularnewline
26 & -0.139173 & -1.069 & 0.14471 \tabularnewline
27 & -0.024318 & -0.1868 & 0.426233 \tabularnewline
28 & 0.033886 & 0.2603 & 0.397777 \tabularnewline
29 & -0.064851 & -0.4981 & 0.310123 \tabularnewline
30 & 0.079982 & 0.6144 & 0.270671 \tabularnewline
31 & 0.027988 & 0.215 & 0.415261 \tabularnewline
32 & -0.008222 & -0.0632 & 0.474929 \tabularnewline
33 & 0.013134 & 0.1009 & 0.459991 \tabularnewline
34 & 0.040243 & 0.3091 & 0.379162 \tabularnewline
35 & 0.015636 & 0.1201 & 0.452404 \tabularnewline
36 & -0.108784 & -0.8356 & 0.203381 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69106&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]0.403697[/C][C]3.1009[/C][C]0.001479[/C][/ROW]
[ROW][C]2[/C][C]-0.458721[/C][C]-3.5235[/C][C]0.000415[/C][/ROW]
[ROW][C]3[/C][C]-0.061379[/C][C]-0.4715[/C][C]0.319524[/C][/ROW]
[ROW][C]4[/C][C]0.053646[/C][C]0.4121[/C][C]0.340892[/C][/ROW]
[ROW][C]5[/C][C]-0.217861[/C][C]-1.6734[/C][C]0.04977[/C][/ROW]
[ROW][C]6[/C][C]0.031948[/C][C]0.2454[/C][C]0.403501[/C][/ROW]
[ROW][C]7[/C][C]-0.026773[/C][C]-0.2056[/C][C]0.418888[/C][/ROW]
[ROW][C]8[/C][C]0.04958[/C][C]0.3808[/C][C]0.352349[/C][/ROW]
[ROW][C]9[/C][C]0.254602[/C][C]1.9556[/C][C]0.027624[/C][/ROW]
[ROW][C]10[/C][C]-0.057442[/C][C]-0.4412[/C][C]0.330333[/C][/ROW]
[ROW][C]11[/C][C]-0.223671[/C][C]-1.718[/C][C]0.045516[/C][/ROW]
[ROW][C]12[/C][C]-0.33018[/C][C]-2.5362[/C][C]0.006937[/C][/ROW]
[ROW][C]13[/C][C]0.025314[/C][C]0.1944[/C][C]0.423251[/C][/ROW]
[ROW][C]14[/C][C]-0.118898[/C][C]-0.9133[/C][C]0.182409[/C][/ROW]
[ROW][C]15[/C][C]-0.186952[/C][C]-1.436[/C][C]0.078141[/C][/ROW]
[ROW][C]16[/C][C]0.046484[/C][C]0.357[/C][C]0.361165[/C][/ROW]
[ROW][C]17[/C][C]-0.211816[/C][C]-1.627[/C][C]0.054535[/C][/ROW]
[ROW][C]18[/C][C]0.036702[/C][C]0.2819[/C][C]0.389498[/C][/ROW]
[ROW][C]19[/C][C]-0.027974[/C][C]-0.2149[/C][C]0.415305[/C][/ROW]
[ROW][C]20[/C][C]-0.010845[/C][C]-0.0833[/C][C]0.466946[/C][/ROW]
[ROW][C]21[/C][C]0.224855[/C][C]1.7271[/C][C]0.044687[/C][/ROW]
[ROW][C]22[/C][C]-0.117858[/C][C]-0.9053[/C][C]0.184499[/C][/ROW]
[ROW][C]23[/C][C]-0.327069[/C][C]-2.5123[/C][C]0.007375[/C][/ROW]
[ROW][C]24[/C][C]-0.150629[/C][C]-1.157[/C][C]0.125967[/C][/ROW]
[ROW][C]25[/C][C]-0.007128[/C][C]-0.0548[/C][C]0.478261[/C][/ROW]
[ROW][C]26[/C][C]-0.139173[/C][C]-1.069[/C][C]0.14471[/C][/ROW]
[ROW][C]27[/C][C]-0.024318[/C][C]-0.1868[/C][C]0.426233[/C][/ROW]
[ROW][C]28[/C][C]0.033886[/C][C]0.2603[/C][C]0.397777[/C][/ROW]
[ROW][C]29[/C][C]-0.064851[/C][C]-0.4981[/C][C]0.310123[/C][/ROW]
[ROW][C]30[/C][C]0.079982[/C][C]0.6144[/C][C]0.270671[/C][/ROW]
[ROW][C]31[/C][C]0.027988[/C][C]0.215[/C][C]0.415261[/C][/ROW]
[ROW][C]32[/C][C]-0.008222[/C][C]-0.0632[/C][C]0.474929[/C][/ROW]
[ROW][C]33[/C][C]0.013134[/C][C]0.1009[/C][C]0.459991[/C][/ROW]
[ROW][C]34[/C][C]0.040243[/C][C]0.3091[/C][C]0.379162[/C][/ROW]
[ROW][C]35[/C][C]0.015636[/C][C]0.1201[/C][C]0.452404[/C][/ROW]
[ROW][C]36[/C][C]-0.108784[/C][C]-0.8356[/C][C]0.203381[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69106&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69106&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	0.403697	3.1009	0.001479
2	-0.458721	-3.5235	0.000415
3	-0.061379	-0.4715	0.319524
4	0.053646	0.4121	0.340892
5	-0.217861	-1.6734	0.04977
6	0.031948	0.2454	0.403501
7	-0.026773	-0.2056	0.418888
8	0.04958	0.3808	0.352349
9	0.254602	1.9556	0.027624
10	-0.057442	-0.4412	0.330333
11	-0.223671	-1.718	0.045516
12	-0.33018	-2.5362	0.006937
13	0.025314	0.1944	0.423251
14	-0.118898	-0.9133	0.182409
15	-0.186952	-1.436	0.078141
16	0.046484	0.357	0.361165
17	-0.211816	-1.627	0.054535
18	0.036702	0.2819	0.389498
19	-0.027974	-0.2149	0.415305
20	-0.010845	-0.0833	0.466946
21	0.224855	1.7271	0.044687
22	-0.117858	-0.9053	0.184499
23	-0.327069	-2.5123	0.007375
24	-0.150629	-1.157	0.125967
25	-0.007128	-0.0548	0.478261
26	-0.139173	-1.069	0.14471
27	-0.024318	-0.1868	0.426233
28	0.033886	0.2603	0.397777
29	-0.064851	-0.4981	0.310123
30	0.079982	0.6144	0.270671
31	0.027988	0.215	0.415261
32	-0.008222	-0.0632	0.474929
33	0.013134	0.1009	0.459991
34	0.040243	0.3091	0.379162
35	0.015636	0.1201	0.452404
36	-0.108784	-0.8356	0.203381

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ;

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