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 computationWed, 25 Nov 2009 17:58:58 -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/2009/Nov/26/t1259197224zj35phcs2sb7tp8.htm/, Retrieved Mon, 29 Apr 2024 20:42:58 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59683, Retrieved Mon, 29 Apr 2024 20:42:58 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsACF van Y(t) (d=0, D=0, Lambda=1)
Estimated Impact269

Tree of Dependent Computations

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] [ACF van Y(t) (d=0...] [2009-11-26 00:58:58] [52b85b290d6f50b0921ad6729b8a5af2] [Current]
- R P             [(Partial) Autocorrelation Function] [ACF van Y(t) (d=1...] [2009-11-26 14:53:42] [9717cb857c153ca3061376906953b329]
- R P             [(Partial) Autocorrelation Function] [ACF van Y(t) (d=1...] [2009-11-26 15:04:44] [9717cb857c153ca3061376906953b329]
-   P             [(Partial) Autocorrelation Function] [ACF van Y(t) (d=1...] [2009-11-26 17:32:24] [9717cb857c153ca3061376906953b329]
-   P               [(Partial) Autocorrelation Function] [ACF van Y(t) (d=1...] [2009-11-26 17:41:56] [9717cb857c153ca3061376906953b329]
-   P                 [(Partial) Autocorrelation Function] [] [2009-11-30 14:11:07] [3af9fa3d2c04a43d660a9a466bdfbaa0]
- RMP                 [ARIMA Backward Selection] [ARIMA Backward Se...] [2009-12-03 01:42:16] [9717cb857c153ca3061376906953b329]
-                       [ARIMA Backward Selection] [Paper Arima backw...] [2011-12-20 17:11:29] [abc1cbe561c2c4615f632bb3153b1275]
- RMP                     [ARIMA Forecasting] [Paper Arima forec...] [2011-12-22 18:40:24] [abc1cbe561c2c4615f632bb3153b1275]
- R PD                      [ARIMA Forecasting] [Arima Forecasting...] [2011-12-23 19:41:16] [7156a20ff7d97880b6dc50f7239ba03b]
- RMPD                [Spectral Analysis] [Werkloosheid vrou...] [2010-12-26 18:58:48] [e4afca2801c0b93eac84a600ed82fb9c]
-   PD                [(Partial) Autocorrelation Function] [Werkloosheid vrou...] [2010-12-26 19:00:55] [e4afca2801c0b93eac84a600ed82fb9c]
-   P               [(Partial) Autocorrelation Function] [Ws 8 methode 1 li...] [2009-11-29 22:23:11] [616e2df490b611f6cb7080068870ecbd]
-                   [(Partial) Autocorrelation Function] [] [2009-11-30 14:09:57] [3af9fa3d2c04a43d660a9a466bdfbaa0]
-                 [(Partial) Autocorrelation Function] [] [2009-11-30 14:07:44] [3af9fa3d2c04a43d660a9a466bdfbaa0]
- RMPD            [Classical Decomposition] [WS 8 taak 1] [2011-11-28 15:09:56] [abc1cbe561c2c4615f632bb3153b1275]
- RMPD            [Exponential Smoothing] [WS taak 2] [2011-11-28 16:19:04] [abc1cbe561c2c4615f632bb3153b1275]
- R PD            [(Partial) Autocorrelation Function] [WS9 acf] [2011-12-02 16:38:45] [abc1cbe561c2c4615f632bb3153b1275]
- R PD            [(Partial) Autocorrelation Function] [WS9 ACF] [2011-12-02 16:43:02] [abc1cbe561c2c4615f632bb3153b1275]
- RMPD              [Classical Decomposition] [WS 9] [2011-12-05 15:30:04] [fbaf17a8836493f6de0f4e0e997711e1]
- RMPD              [Standard Deviation-Mean Plot] [WS 9 - Standard D...] [2011-12-05 16:03:35] [fbaf17a8836493f6de0f4e0e997711e1]
-   PD              [(Partial) Autocorrelation Function] [WS 9 - autocorrel...] [2011-12-05 16:14:07] [fbaf17a8836493f6de0f4e0e997711e1]
-   PD              [(Partial) Autocorrelation Function] [WS 9 - autocorrel...] [2011-12-05 16:21:21] [fbaf17a8836493f6de0f4e0e997711e1]
-   PD              [(Partial) Autocorrelation Function] [WS 9 - autocorrel...] [2011-12-05 16:27:57] [fbaf17a8836493f6de0f4e0e997711e1]
- RMPD              [Variance Reduction Matrix] [WS 9 - VRM] [2011-12-05 16:34:12] [fbaf17a8836493f6de0f4e0e997711e1]
- RMPD              [Spectral Analysis] [WS 9 - spectral a...] [2011-12-05 16:55:09] [fbaf17a8836493f6de0f4e0e997711e1]
- R PD            [(Partial) Autocorrelation Function] [Ws9 ACF] [2011-12-02 17:03:39] [abc1cbe561c2c4615f632bb3153b1275]
- R PD            [(Partial) Autocorrelation Function] [WS 9 ACF] [2011-12-02 17:27:15] [abc1cbe561c2c4615f632bb3153b1275]
- RMPD            [Variance Reduction Matrix] [WS9 VRM] [2011-12-02 17:35:59] [abc1cbe561c2c4615f632bb3153b1275]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
220206
220115
218444
214912
210705
209673
237041
242081
241878
242621
238545
240337
244752
244576
241572
240541
236089
236997
264579
270349
269645
267037
258113
262813
267413
267366
264777
258863
254844
254868
277267
285351
286602
283042
276687
277915
277128
277103
275037
270150
267140
264993
287259
291186
292300
288186
281477
282656
280190
280408
276836
275216
274352
271311
289802
290726
292300
278506
269826
265861
269034
264176
255198
253353
246057
235372
258556
260993
254663
250643
243422
247105
248541
245039
237080
237085
225554
226839
247934
248333
246969
245098
246263
255765
264319
268347
273046
273963
267430
271993
292710
295881
293299
288576

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=59683&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=59683&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59683&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
10.8969628.69640
20.7658667.42530
30.6564756.36480
40.5760225.58470
50.5358615.19541e-06
60.4793624.64765e-06
70.4082553.95827.3e-05
80.3265313.16580.001042
90.277432.68980.00423
100.2635862.55560.006103
110.2819742.73380.00374
120.2846412.75970.003478
130.1809291.75420.04133
140.064170.62220.267674
15-0.032641-0.31650.376176
16-0.09407-0.9120.18204
17-0.111301-1.07910.141652
18-0.14033-1.36050.088455
19-0.17248-1.67230.048899
20-0.209454-2.03070.022553
21-0.220333-2.13620.01763
22-0.20279-1.96610.026118
23-0.167906-1.62790.053446
24-0.143557-1.39180.083629
25-0.205031-1.98780.024869
26-0.274218-2.65860.004611
27-0.328439-3.18430.000984
28-0.34991-3.39250.000507
29-0.333757-3.23590.000837
30-0.332013-3.2190.000883
31-0.329492-3.19450.000953
32-0.327724-3.17740.001006
33-0.30182-2.92630.002151
34-0.258207-2.50340.007013
35-0.20108-1.94950.027106
36-0.160227-1.55350.061837

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.896962 & 8.6964 & 0 \tabularnewline
2 & 0.765866 & 7.4253 & 0 \tabularnewline
3 & 0.656475 & 6.3648 & 0 \tabularnewline
4 & 0.576022 & 5.5847 & 0 \tabularnewline
5 & 0.535861 & 5.1954 & 1e-06 \tabularnewline
6 & 0.479362 & 4.6476 & 5e-06 \tabularnewline
7 & 0.408255 & 3.9582 & 7.3e-05 \tabularnewline
8 & 0.326531 & 3.1658 & 0.001042 \tabularnewline
9 & 0.27743 & 2.6898 & 0.00423 \tabularnewline
10 & 0.263586 & 2.5556 & 0.006103 \tabularnewline
11 & 0.281974 & 2.7338 & 0.00374 \tabularnewline
12 & 0.284641 & 2.7597 & 0.003478 \tabularnewline
13 & 0.180929 & 1.7542 & 0.04133 \tabularnewline
14 & 0.06417 & 0.6222 & 0.267674 \tabularnewline
15 & -0.032641 & -0.3165 & 0.376176 \tabularnewline
16 & -0.09407 & -0.912 & 0.18204 \tabularnewline
17 & -0.111301 & -1.0791 & 0.141652 \tabularnewline
18 & -0.14033 & -1.3605 & 0.088455 \tabularnewline
19 & -0.17248 & -1.6723 & 0.048899 \tabularnewline
20 & -0.209454 & -2.0307 & 0.022553 \tabularnewline
21 & -0.220333 & -2.1362 & 0.01763 \tabularnewline
22 & -0.20279 & -1.9661 & 0.026118 \tabularnewline
23 & -0.167906 & -1.6279 & 0.053446 \tabularnewline
24 & -0.143557 & -1.3918 & 0.083629 \tabularnewline
25 & -0.205031 & -1.9878 & 0.024869 \tabularnewline
26 & -0.274218 & -2.6586 & 0.004611 \tabularnewline
27 & -0.328439 & -3.1843 & 0.000984 \tabularnewline
28 & -0.34991 & -3.3925 & 0.000507 \tabularnewline
29 & -0.333757 & -3.2359 & 0.000837 \tabularnewline
30 & -0.332013 & -3.219 & 0.000883 \tabularnewline
31 & -0.329492 & -3.1945 & 0.000953 \tabularnewline
32 & -0.327724 & -3.1774 & 0.001006 \tabularnewline
33 & -0.30182 & -2.9263 & 0.002151 \tabularnewline
34 & -0.258207 & -2.5034 & 0.007013 \tabularnewline
35 & -0.20108 & -1.9495 & 0.027106 \tabularnewline
36 & -0.160227 & -1.5535 & 0.061837 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59683&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]0.896962[/C][C]8.6964[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.765866[/C][C]7.4253[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.656475[/C][C]6.3648[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.576022[/C][C]5.5847[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.535861[/C][C]5.1954[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.479362[/C][C]4.6476[/C][C]5e-06[/C][/ROW]
[ROW][C]7[/C][C]0.408255[/C][C]3.9582[/C][C]7.3e-05[/C][/ROW]
[ROW][C]8[/C][C]0.326531[/C][C]3.1658[/C][C]0.001042[/C][/ROW]
[ROW][C]9[/C][C]0.27743[/C][C]2.6898[/C][C]0.00423[/C][/ROW]
[ROW][C]10[/C][C]0.263586[/C][C]2.5556[/C][C]0.006103[/C][/ROW]
[ROW][C]11[/C][C]0.281974[/C][C]2.7338[/C][C]0.00374[/C][/ROW]
[ROW][C]12[/C][C]0.284641[/C][C]2.7597[/C][C]0.003478[/C][/ROW]
[ROW][C]13[/C][C]0.180929[/C][C]1.7542[/C][C]0.04133[/C][/ROW]
[ROW][C]14[/C][C]0.06417[/C][C]0.6222[/C][C]0.267674[/C][/ROW]
[ROW][C]15[/C][C]-0.032641[/C][C]-0.3165[/C][C]0.376176[/C][/ROW]
[ROW][C]16[/C][C]-0.09407[/C][C]-0.912[/C][C]0.18204[/C][/ROW]
[ROW][C]17[/C][C]-0.111301[/C][C]-1.0791[/C][C]0.141652[/C][/ROW]
[ROW][C]18[/C][C]-0.14033[/C][C]-1.3605[/C][C]0.088455[/C][/ROW]
[ROW][C]19[/C][C]-0.17248[/C][C]-1.6723[/C][C]0.048899[/C][/ROW]
[ROW][C]20[/C][C]-0.209454[/C][C]-2.0307[/C][C]0.022553[/C][/ROW]
[ROW][C]21[/C][C]-0.220333[/C][C]-2.1362[/C][C]0.01763[/C][/ROW]
[ROW][C]22[/C][C]-0.20279[/C][C]-1.9661[/C][C]0.026118[/C][/ROW]
[ROW][C]23[/C][C]-0.167906[/C][C]-1.6279[/C][C]0.053446[/C][/ROW]
[ROW][C]24[/C][C]-0.143557[/C][C]-1.3918[/C][C]0.083629[/C][/ROW]
[ROW][C]25[/C][C]-0.205031[/C][C]-1.9878[/C][C]0.024869[/C][/ROW]
[ROW][C]26[/C][C]-0.274218[/C][C]-2.6586[/C][C]0.004611[/C][/ROW]
[ROW][C]27[/C][C]-0.328439[/C][C]-3.1843[/C][C]0.000984[/C][/ROW]
[ROW][C]28[/C][C]-0.34991[/C][C]-3.3925[/C][C]0.000507[/C][/ROW]
[ROW][C]29[/C][C]-0.333757[/C][C]-3.2359[/C][C]0.000837[/C][/ROW]
[ROW][C]30[/C][C]-0.332013[/C][C]-3.219[/C][C]0.000883[/C][/ROW]
[ROW][C]31[/C][C]-0.329492[/C][C]-3.1945[/C][C]0.000953[/C][/ROW]
[ROW][C]32[/C][C]-0.327724[/C][C]-3.1774[/C][C]0.001006[/C][/ROW]
[ROW][C]33[/C][C]-0.30182[/C][C]-2.9263[/C][C]0.002151[/C][/ROW]
[ROW][C]34[/C][C]-0.258207[/C][C]-2.5034[/C][C]0.007013[/C][/ROW]
[ROW][C]35[/C][C]-0.20108[/C][C]-1.9495[/C][C]0.027106[/C][/ROW]
[ROW][C]36[/C][C]-0.160227[/C][C]-1.5535[/C][C]0.061837[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59683&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59683&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
10.8969628.69640
20.7658667.42530
30.6564756.36480
40.5760225.58470
50.5358615.19541e-06
60.4793624.64765e-06
70.4082553.95827.3e-05
80.3265313.16580.001042
90.277432.68980.00423
100.2635862.55560.006103
110.2819742.73380.00374
120.2846412.75970.003478
130.1809291.75420.04133
140.064170.62220.267674
15-0.032641-0.31650.376176
16-0.09407-0.9120.18204
17-0.111301-1.07910.141652
18-0.14033-1.36050.088455
19-0.17248-1.67230.048899
20-0.209454-2.03070.022553
21-0.220333-2.13620.01763
22-0.20279-1.96610.026118
23-0.167906-1.62790.053446
24-0.143557-1.39180.083629
25-0.205031-1.98780.024869
26-0.274218-2.65860.004611
27-0.328439-3.18430.000984
28-0.34991-3.39250.000507
29-0.333757-3.23590.000837
30-0.332013-3.2190.000883
31-0.329492-3.19450.000953
32-0.327724-3.17740.001006
33-0.30182-2.92630.002151
34-0.258207-2.50340.007013
35-0.20108-1.94950.027106
36-0.160227-1.55350.061837






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8969628.69640
2-0.197872-1.91840.029045
30.0589790.57180.284404
40.054440.52780.299436
50.1368141.32650.093951
6-0.151208-1.4660.07299
7-0.040309-0.39080.348411
8-0.078058-0.75680.225531
90.1488211.44290.07619
100.0470770.45640.324567
110.1453281.4090.081066
12-0.1077-1.04420.149537
13-0.476601-4.62086e-06
140.0156950.15220.439692
15-0.012639-0.12250.451366
160.0136070.13190.447663
170.0291670.28280.388983
18-0.031307-0.30350.381079
190.0623090.60410.273613
20-0.003191-0.03090.487694
210.0317270.30760.379532
22-0.045161-0.43790.331248
23-0.052154-0.50560.307143
24-0.006213-0.06020.476046
25-0.206422-2.00130.02412
260.0293880.28490.388162
27-0.033304-0.32290.373747
280.0198250.19220.423995
29-0.016226-0.15730.437665
30-0.02401-0.23280.408217
310.0289670.28080.389724
320.0162540.15760.437558
330.0276260.26780.394702
34-0.059272-0.57470.283446
350.0199930.19380.42336
36-0.054621-0.52960.298828

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.896962 & 8.6964 & 0 \tabularnewline
2 & -0.197872 & -1.9184 & 0.029045 \tabularnewline
3 & 0.058979 & 0.5718 & 0.284404 \tabularnewline
4 & 0.05444 & 0.5278 & 0.299436 \tabularnewline
5 & 0.136814 & 1.3265 & 0.093951 \tabularnewline
6 & -0.151208 & -1.466 & 0.07299 \tabularnewline
7 & -0.040309 & -0.3908 & 0.348411 \tabularnewline
8 & -0.078058 & -0.7568 & 0.225531 \tabularnewline
9 & 0.148821 & 1.4429 & 0.07619 \tabularnewline
10 & 0.047077 & 0.4564 & 0.324567 \tabularnewline
11 & 0.145328 & 1.409 & 0.081066 \tabularnewline
12 & -0.1077 & -1.0442 & 0.149537 \tabularnewline
13 & -0.476601 & -4.6208 & 6e-06 \tabularnewline
14 & 0.015695 & 0.1522 & 0.439692 \tabularnewline
15 & -0.012639 & -0.1225 & 0.451366 \tabularnewline
16 & 0.013607 & 0.1319 & 0.447663 \tabularnewline
17 & 0.029167 & 0.2828 & 0.388983 \tabularnewline
18 & -0.031307 & -0.3035 & 0.381079 \tabularnewline
19 & 0.062309 & 0.6041 & 0.273613 \tabularnewline
20 & -0.003191 & -0.0309 & 0.487694 \tabularnewline
21 & 0.031727 & 0.3076 & 0.379532 \tabularnewline
22 & -0.045161 & -0.4379 & 0.331248 \tabularnewline
23 & -0.052154 & -0.5056 & 0.307143 \tabularnewline
24 & -0.006213 & -0.0602 & 0.476046 \tabularnewline
25 & -0.206422 & -2.0013 & 0.02412 \tabularnewline
26 & 0.029388 & 0.2849 & 0.388162 \tabularnewline
27 & -0.033304 & -0.3229 & 0.373747 \tabularnewline
28 & 0.019825 & 0.1922 & 0.423995 \tabularnewline
29 & -0.016226 & -0.1573 & 0.437665 \tabularnewline
30 & -0.02401 & -0.2328 & 0.408217 \tabularnewline
31 & 0.028967 & 0.2808 & 0.389724 \tabularnewline
32 & 0.016254 & 0.1576 & 0.437558 \tabularnewline
33 & 0.027626 & 0.2678 & 0.394702 \tabularnewline
34 & -0.059272 & -0.5747 & 0.283446 \tabularnewline
35 & 0.019993 & 0.1938 & 0.42336 \tabularnewline
36 & -0.054621 & -0.5296 & 0.298828 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59683&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]0.896962[/C][C]8.6964[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.197872[/C][C]-1.9184[/C][C]0.029045[/C][/ROW]
[ROW][C]3[/C][C]0.058979[/C][C]0.5718[/C][C]0.284404[/C][/ROW]
[ROW][C]4[/C][C]0.05444[/C][C]0.5278[/C][C]0.299436[/C][/ROW]
[ROW][C]5[/C][C]0.136814[/C][C]1.3265[/C][C]0.093951[/C][/ROW]
[ROW][C]6[/C][C]-0.151208[/C][C]-1.466[/C][C]0.07299[/C][/ROW]
[ROW][C]7[/C][C]-0.040309[/C][C]-0.3908[/C][C]0.348411[/C][/ROW]
[ROW][C]8[/C][C]-0.078058[/C][C]-0.7568[/C][C]0.225531[/C][/ROW]
[ROW][C]9[/C][C]0.148821[/C][C]1.4429[/C][C]0.07619[/C][/ROW]
[ROW][C]10[/C][C]0.047077[/C][C]0.4564[/C][C]0.324567[/C][/ROW]
[ROW][C]11[/C][C]0.145328[/C][C]1.409[/C][C]0.081066[/C][/ROW]
[ROW][C]12[/C][C]-0.1077[/C][C]-1.0442[/C][C]0.149537[/C][/ROW]
[ROW][C]13[/C][C]-0.476601[/C][C]-4.6208[/C][C]6e-06[/C][/ROW]
[ROW][C]14[/C][C]0.015695[/C][C]0.1522[/C][C]0.439692[/C][/ROW]
[ROW][C]15[/C][C]-0.012639[/C][C]-0.1225[/C][C]0.451366[/C][/ROW]
[ROW][C]16[/C][C]0.013607[/C][C]0.1319[/C][C]0.447663[/C][/ROW]
[ROW][C]17[/C][C]0.029167[/C][C]0.2828[/C][C]0.388983[/C][/ROW]
[ROW][C]18[/C][C]-0.031307[/C][C]-0.3035[/C][C]0.381079[/C][/ROW]
[ROW][C]19[/C][C]0.062309[/C][C]0.6041[/C][C]0.273613[/C][/ROW]
[ROW][C]20[/C][C]-0.003191[/C][C]-0.0309[/C][C]0.487694[/C][/ROW]
[ROW][C]21[/C][C]0.031727[/C][C]0.3076[/C][C]0.379532[/C][/ROW]
[ROW][C]22[/C][C]-0.045161[/C][C]-0.4379[/C][C]0.331248[/C][/ROW]
[ROW][C]23[/C][C]-0.052154[/C][C]-0.5056[/C][C]0.307143[/C][/ROW]
[ROW][C]24[/C][C]-0.006213[/C][C]-0.0602[/C][C]0.476046[/C][/ROW]
[ROW][C]25[/C][C]-0.206422[/C][C]-2.0013[/C][C]0.02412[/C][/ROW]
[ROW][C]26[/C][C]0.029388[/C][C]0.2849[/C][C]0.388162[/C][/ROW]
[ROW][C]27[/C][C]-0.033304[/C][C]-0.3229[/C][C]0.373747[/C][/ROW]
[ROW][C]28[/C][C]0.019825[/C][C]0.1922[/C][C]0.423995[/C][/ROW]
[ROW][C]29[/C][C]-0.016226[/C][C]-0.1573[/C][C]0.437665[/C][/ROW]
[ROW][C]30[/C][C]-0.02401[/C][C]-0.2328[/C][C]0.408217[/C][/ROW]
[ROW][C]31[/C][C]0.028967[/C][C]0.2808[/C][C]0.389724[/C][/ROW]
[ROW][C]32[/C][C]0.016254[/C][C]0.1576[/C][C]0.437558[/C][/ROW]
[ROW][C]33[/C][C]0.027626[/C][C]0.2678[/C][C]0.394702[/C][/ROW]
[ROW][C]34[/C][C]-0.059272[/C][C]-0.5747[/C][C]0.283446[/C][/ROW]
[ROW][C]35[/C][C]0.019993[/C][C]0.1938[/C][C]0.42336[/C][/ROW]
[ROW][C]36[/C][C]-0.054621[/C][C]-0.5296[/C][C]0.298828[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59683&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59683&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
10.8969628.69640
2-0.197872-1.91840.029045
30.0589790.57180.284404
40.054440.52780.299436
50.1368141.32650.093951
6-0.151208-1.4660.07299
7-0.040309-0.39080.348411
8-0.078058-0.75680.225531
90.1488211.44290.07619
100.0470770.45640.324567
110.1453281.4090.081066
12-0.1077-1.04420.149537
13-0.476601-4.62086e-06
140.0156950.15220.439692
15-0.012639-0.12250.451366
160.0136070.13190.447663
170.0291670.28280.388983
18-0.031307-0.30350.381079
190.0623090.60410.273613
20-0.003191-0.03090.487694
210.0317270.30760.379532
22-0.045161-0.43790.331248
23-0.052154-0.50560.307143
24-0.006213-0.06020.476046
25-0.206422-2.00130.02412
260.0293880.28490.388162
27-0.033304-0.32290.373747
280.0198250.19220.423995
29-0.016226-0.15730.437665
30-0.02401-0.23280.408217
310.0289670.28080.389724
320.0162540.15760.437558
330.0276260.26780.394702
34-0.059272-0.57470.283446
350.0199930.19380.42336
36-0.054621-0.52960.298828


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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')