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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 10:41:56 -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/Nov/26/t1259257370f8qeixjq5r2advr.htm/, Retrieved Mon, 29 Apr 2024 19:14:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60198, Retrieved Mon, 29 Apr 2024 19:14:57 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

ACF van Y(t) (d=1, D=1, Lambda=1)

Estimated Impact

196

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] [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] [52b85b290d6f50b0921ad6729b8a5af2] [Current]
-   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] 

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Dataseries X:

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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=60198&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=60198&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60198&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	0.110843	0.9976	0.160725
2	0.271609	2.4445	0.008338
3	0.306975	2.7628	0.003545
4	0.155964	1.4037	0.082119
5	0.096357	0.8672	0.194194
6	0.205717	1.8515	0.033874
7	0.041958	0.3776	0.353349
8	0.16737	1.5063	0.067936
9	0.084335	0.759	0.225024
10	-0.113643	-1.0228	0.154726
11	0.289515	2.6056	0.005455
12	-0.160105	-1.4409	0.076727
13	0.026209	0.2359	0.407062
14	0.140066	1.2606	0.105537
15	0.072472	0.6522	0.258045
16	-0.056777	-0.511	0.305373
17	0.094091	0.8468	0.199795
18	-0.101676	-0.9151	0.181432
19	0.011077	0.0997	0.460419
20	-0.080374	-0.7234	0.23577
21	-0.105474	-0.9493	0.172654
22	-0.009887	-0.089	0.464657
23	-0.172223	-1.55	0.062519
24	-0.149911	-1.3492	0.090516
25	-0.099443	-0.895	0.186722
26	-0.060779	-0.547	0.292937
27	-0.140924	-1.2683	0.10416
28	-0.053315	-0.4798	0.316319
29	-0.048071	-0.4326	0.333213
30	-0.086464	-0.7782	0.219367
31	-0.054413	-0.4897	0.31283
32	0.022705	0.2043	0.419298
33	-0.034862	-0.3138	0.377254
34	-0.05901	-0.5311	0.298404
35	0.107267	0.9654	0.168609
36	-0.032102	-0.2889	0.386693

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.110843 & 0.9976 & 0.160725 \tabularnewline
2 & 0.271609 & 2.4445 & 0.008338 \tabularnewline
3 & 0.306975 & 2.7628 & 0.003545 \tabularnewline
4 & 0.155964 & 1.4037 & 0.082119 \tabularnewline
5 & 0.096357 & 0.8672 & 0.194194 \tabularnewline
6 & 0.205717 & 1.8515 & 0.033874 \tabularnewline
7 & 0.041958 & 0.3776 & 0.353349 \tabularnewline
8 & 0.16737 & 1.5063 & 0.067936 \tabularnewline
9 & 0.084335 & 0.759 & 0.225024 \tabularnewline
10 & -0.113643 & -1.0228 & 0.154726 \tabularnewline
11 & 0.289515 & 2.6056 & 0.005455 \tabularnewline
12 & -0.160105 & -1.4409 & 0.076727 \tabularnewline
13 & 0.026209 & 0.2359 & 0.407062 \tabularnewline
14 & 0.140066 & 1.2606 & 0.105537 \tabularnewline
15 & 0.072472 & 0.6522 & 0.258045 \tabularnewline
16 & -0.056777 & -0.511 & 0.305373 \tabularnewline
17 & 0.094091 & 0.8468 & 0.199795 \tabularnewline
18 & -0.101676 & -0.9151 & 0.181432 \tabularnewline
19 & 0.011077 & 0.0997 & 0.460419 \tabularnewline
20 & -0.080374 & -0.7234 & 0.23577 \tabularnewline
21 & -0.105474 & -0.9493 & 0.172654 \tabularnewline
22 & -0.009887 & -0.089 & 0.464657 \tabularnewline
23 & -0.172223 & -1.55 & 0.062519 \tabularnewline
24 & -0.149911 & -1.3492 & 0.090516 \tabularnewline
25 & -0.099443 & -0.895 & 0.186722 \tabularnewline
26 & -0.060779 & -0.547 & 0.292937 \tabularnewline
27 & -0.140924 & -1.2683 & 0.10416 \tabularnewline
28 & -0.053315 & -0.4798 & 0.316319 \tabularnewline
29 & -0.048071 & -0.4326 & 0.333213 \tabularnewline
30 & -0.086464 & -0.7782 & 0.219367 \tabularnewline
31 & -0.054413 & -0.4897 & 0.31283 \tabularnewline
32 & 0.022705 & 0.2043 & 0.419298 \tabularnewline
33 & -0.034862 & -0.3138 & 0.377254 \tabularnewline
34 & -0.05901 & -0.5311 & 0.298404 \tabularnewline
35 & 0.107267 & 0.9654 & 0.168609 \tabularnewline
36 & -0.032102 & -0.2889 & 0.386693 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60198&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]0.110843[/C][C]0.9976[/C][C]0.160725[/C][/ROW]
[ROW][C]2[/C][C]0.271609[/C][C]2.4445[/C][C]0.008338[/C][/ROW]
[ROW][C]3[/C][C]0.306975[/C][C]2.7628[/C][C]0.003545[/C][/ROW]
[ROW][C]4[/C][C]0.155964[/C][C]1.4037[/C][C]0.082119[/C][/ROW]
[ROW][C]5[/C][C]0.096357[/C][C]0.8672[/C][C]0.194194[/C][/ROW]
[ROW][C]6[/C][C]0.205717[/C][C]1.8515[/C][C]0.033874[/C][/ROW]
[ROW][C]7[/C][C]0.041958[/C][C]0.3776[/C][C]0.353349[/C][/ROW]
[ROW][C]8[/C][C]0.16737[/C][C]1.5063[/C][C]0.067936[/C][/ROW]
[ROW][C]9[/C][C]0.084335[/C][C]0.759[/C][C]0.225024[/C][/ROW]
[ROW][C]10[/C][C]-0.113643[/C][C]-1.0228[/C][C]0.154726[/C][/ROW]
[ROW][C]11[/C][C]0.289515[/C][C]2.6056[/C][C]0.005455[/C][/ROW]
[ROW][C]12[/C][C]-0.160105[/C][C]-1.4409[/C][C]0.076727[/C][/ROW]
[ROW][C]13[/C][C]0.026209[/C][C]0.2359[/C][C]0.407062[/C][/ROW]
[ROW][C]14[/C][C]0.140066[/C][C]1.2606[/C][C]0.105537[/C][/ROW]
[ROW][C]15[/C][C]0.072472[/C][C]0.6522[/C][C]0.258045[/C][/ROW]
[ROW][C]16[/C][C]-0.056777[/C][C]-0.511[/C][C]0.305373[/C][/ROW]
[ROW][C]17[/C][C]0.094091[/C][C]0.8468[/C][C]0.199795[/C][/ROW]
[ROW][C]18[/C][C]-0.101676[/C][C]-0.9151[/C][C]0.181432[/C][/ROW]
[ROW][C]19[/C][C]0.011077[/C][C]0.0997[/C][C]0.460419[/C][/ROW]
[ROW][C]20[/C][C]-0.080374[/C][C]-0.7234[/C][C]0.23577[/C][/ROW]
[ROW][C]21[/C][C]-0.105474[/C][C]-0.9493[/C][C]0.172654[/C][/ROW]
[ROW][C]22[/C][C]-0.009887[/C][C]-0.089[/C][C]0.464657[/C][/ROW]
[ROW][C]23[/C][C]-0.172223[/C][C]-1.55[/C][C]0.062519[/C][/ROW]
[ROW][C]24[/C][C]-0.149911[/C][C]-1.3492[/C][C]0.090516[/C][/ROW]
[ROW][C]25[/C][C]-0.099443[/C][C]-0.895[/C][C]0.186722[/C][/ROW]
[ROW][C]26[/C][C]-0.060779[/C][C]-0.547[/C][C]0.292937[/C][/ROW]
[ROW][C]27[/C][C]-0.140924[/C][C]-1.2683[/C][C]0.10416[/C][/ROW]
[ROW][C]28[/C][C]-0.053315[/C][C]-0.4798[/C][C]0.316319[/C][/ROW]
[ROW][C]29[/C][C]-0.048071[/C][C]-0.4326[/C][C]0.333213[/C][/ROW]
[ROW][C]30[/C][C]-0.086464[/C][C]-0.7782[/C][C]0.219367[/C][/ROW]
[ROW][C]31[/C][C]-0.054413[/C][C]-0.4897[/C][C]0.31283[/C][/ROW]
[ROW][C]32[/C][C]0.022705[/C][C]0.2043[/C][C]0.419298[/C][/ROW]
[ROW][C]33[/C][C]-0.034862[/C][C]-0.3138[/C][C]0.377254[/C][/ROW]
[ROW][C]34[/C][C]-0.05901[/C][C]-0.5311[/C][C]0.298404[/C][/ROW]
[ROW][C]35[/C][C]0.107267[/C][C]0.9654[/C][C]0.168609[/C][/ROW]
[ROW][C]36[/C][C]-0.032102[/C][C]-0.2889[/C][C]0.386693[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60198&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60198&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	0.110843	0.9976	0.160725
2	0.271609	2.4445	0.008338
3	0.306975	2.7628	0.003545
4	0.155964	1.4037	0.082119
5	0.096357	0.8672	0.194194
6	0.205717	1.8515	0.033874
7	0.041958	0.3776	0.353349
8	0.16737	1.5063	0.067936
9	0.084335	0.759	0.225024
10	-0.113643	-1.0228	0.154726
11	0.289515	2.6056	0.005455
12	-0.160105	-1.4409	0.076727
13	0.026209	0.2359	0.407062
14	0.140066	1.2606	0.105537
15	0.072472	0.6522	0.258045
16	-0.056777	-0.511	0.305373
17	0.094091	0.8468	0.199795
18	-0.101676	-0.9151	0.181432
19	0.011077	0.0997	0.460419
20	-0.080374	-0.7234	0.23577
21	-0.105474	-0.9493	0.172654
22	-0.009887	-0.089	0.464657
23	-0.172223	-1.55	0.062519
24	-0.149911	-1.3492	0.090516
25	-0.099443	-0.895	0.186722
26	-0.060779	-0.547	0.292937
27	-0.140924	-1.2683	0.10416
28	-0.053315	-0.4798	0.316319
29	-0.048071	-0.4326	0.333213
30	-0.086464	-0.7782	0.219367
31	-0.054413	-0.4897	0.31283
32	0.022705	0.2043	0.419298
33	-0.034862	-0.3138	0.377254
34	-0.05901	-0.5311	0.298404
35	0.107267	0.9654	0.168609
36	-0.032102	-0.2889	0.386693

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.110843	0.9976	0.160725
2	0.262549	2.3629	0.010264
3	0.278016	2.5021	0.007179
4	0.067555	0.608	0.272447
5	-0.063414	-0.5707	0.284884
6	0.080815	0.7273	0.234558
7	-0.034528	-0.3107	0.378395
8	0.099545	0.8959	0.186478
9	0.007126	0.0641	0.474511
10	-0.231615	-2.0845	0.020131
11	0.267008	2.4031	0.009272
12	-0.215917	-1.9432	0.02773
13	0.02981	0.2683	0.394579
14	0.123567	1.1121	0.134693
15	0.093597	0.8424	0.201029
16	-0.063525	-0.5717	0.284545
17	-0.104305	-0.9387	0.175327
18	-0.063355	-0.5702	0.285061
19	-0.01862	-0.1676	0.433664
20	-0.085791	-0.7721	0.221145
21	0.026262	0.2364	0.406874
22	-0.129626	-1.1666	0.123391
23	-0.038062	-0.3426	0.36641
24	-0.077605	-0.6984	0.243449
25	-0.061252	-0.5513	0.291485
26	0.12753	1.1478	0.127222
27	0.047671	0.429	0.334517
28	-0.074917	-0.6743	0.251036
29	0.062999	0.567	0.286143
30	-0.125582	-1.1302	0.130855
31	0.10094	0.9085	0.183164
32	0.090107	0.811	0.209881
33	-0.00847	-0.0762	0.469711
34	-0.052657	-0.4739	0.318417
35	0.144241	1.2982	0.098957
36	-0.021892	-0.197	0.422151

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.110843 & 0.9976 & 0.160725 \tabularnewline
2 & 0.262549 & 2.3629 & 0.010264 \tabularnewline
3 & 0.278016 & 2.5021 & 0.007179 \tabularnewline
4 & 0.067555 & 0.608 & 0.272447 \tabularnewline
5 & -0.063414 & -0.5707 & 0.284884 \tabularnewline
6 & 0.080815 & 0.7273 & 0.234558 \tabularnewline
7 & -0.034528 & -0.3107 & 0.378395 \tabularnewline
8 & 0.099545 & 0.8959 & 0.186478 \tabularnewline
9 & 0.007126 & 0.0641 & 0.474511 \tabularnewline
10 & -0.231615 & -2.0845 & 0.020131 \tabularnewline
11 & 0.267008 & 2.4031 & 0.009272 \tabularnewline
12 & -0.215917 & -1.9432 & 0.02773 \tabularnewline
13 & 0.02981 & 0.2683 & 0.394579 \tabularnewline
14 & 0.123567 & 1.1121 & 0.134693 \tabularnewline
15 & 0.093597 & 0.8424 & 0.201029 \tabularnewline
16 & -0.063525 & -0.5717 & 0.284545 \tabularnewline
17 & -0.104305 & -0.9387 & 0.175327 \tabularnewline
18 & -0.063355 & -0.5702 & 0.285061 \tabularnewline
19 & -0.01862 & -0.1676 & 0.433664 \tabularnewline
20 & -0.085791 & -0.7721 & 0.221145 \tabularnewline
21 & 0.026262 & 0.2364 & 0.406874 \tabularnewline
22 & -0.129626 & -1.1666 & 0.123391 \tabularnewline
23 & -0.038062 & -0.3426 & 0.36641 \tabularnewline
24 & -0.077605 & -0.6984 & 0.243449 \tabularnewline
25 & -0.061252 & -0.5513 & 0.291485 \tabularnewline
26 & 0.12753 & 1.1478 & 0.127222 \tabularnewline
27 & 0.047671 & 0.429 & 0.334517 \tabularnewline
28 & -0.074917 & -0.6743 & 0.251036 \tabularnewline
29 & 0.062999 & 0.567 & 0.286143 \tabularnewline
30 & -0.125582 & -1.1302 & 0.130855 \tabularnewline
31 & 0.10094 & 0.9085 & 0.183164 \tabularnewline
32 & 0.090107 & 0.811 & 0.209881 \tabularnewline
33 & -0.00847 & -0.0762 & 0.469711 \tabularnewline
34 & -0.052657 & -0.4739 & 0.318417 \tabularnewline
35 & 0.144241 & 1.2982 & 0.098957 \tabularnewline
36 & -0.021892 & -0.197 & 0.422151 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60198&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]0.110843[/C][C]0.9976[/C][C]0.160725[/C][/ROW]
[ROW][C]2[/C][C]0.262549[/C][C]2.3629[/C][C]0.010264[/C][/ROW]
[ROW][C]3[/C][C]0.278016[/C][C]2.5021[/C][C]0.007179[/C][/ROW]
[ROW][C]4[/C][C]0.067555[/C][C]0.608[/C][C]0.272447[/C][/ROW]
[ROW][C]5[/C][C]-0.063414[/C][C]-0.5707[/C][C]0.284884[/C][/ROW]
[ROW][C]6[/C][C]0.080815[/C][C]0.7273[/C][C]0.234558[/C][/ROW]
[ROW][C]7[/C][C]-0.034528[/C][C]-0.3107[/C][C]0.378395[/C][/ROW]
[ROW][C]8[/C][C]0.099545[/C][C]0.8959[/C][C]0.186478[/C][/ROW]
[ROW][C]9[/C][C]0.007126[/C][C]0.0641[/C][C]0.474511[/C][/ROW]
[ROW][C]10[/C][C]-0.231615[/C][C]-2.0845[/C][C]0.020131[/C][/ROW]
[ROW][C]11[/C][C]0.267008[/C][C]2.4031[/C][C]0.009272[/C][/ROW]
[ROW][C]12[/C][C]-0.215917[/C][C]-1.9432[/C][C]0.02773[/C][/ROW]
[ROW][C]13[/C][C]0.02981[/C][C]0.2683[/C][C]0.394579[/C][/ROW]
[ROW][C]14[/C][C]0.123567[/C][C]1.1121[/C][C]0.134693[/C][/ROW]
[ROW][C]15[/C][C]0.093597[/C][C]0.8424[/C][C]0.201029[/C][/ROW]
[ROW][C]16[/C][C]-0.063525[/C][C]-0.5717[/C][C]0.284545[/C][/ROW]
[ROW][C]17[/C][C]-0.104305[/C][C]-0.9387[/C][C]0.175327[/C][/ROW]
[ROW][C]18[/C][C]-0.063355[/C][C]-0.5702[/C][C]0.285061[/C][/ROW]
[ROW][C]19[/C][C]-0.01862[/C][C]-0.1676[/C][C]0.433664[/C][/ROW]
[ROW][C]20[/C][C]-0.085791[/C][C]-0.7721[/C][C]0.221145[/C][/ROW]
[ROW][C]21[/C][C]0.026262[/C][C]0.2364[/C][C]0.406874[/C][/ROW]
[ROW][C]22[/C][C]-0.129626[/C][C]-1.1666[/C][C]0.123391[/C][/ROW]
[ROW][C]23[/C][C]-0.038062[/C][C]-0.3426[/C][C]0.36641[/C][/ROW]
[ROW][C]24[/C][C]-0.077605[/C][C]-0.6984[/C][C]0.243449[/C][/ROW]
[ROW][C]25[/C][C]-0.061252[/C][C]-0.5513[/C][C]0.291485[/C][/ROW]
[ROW][C]26[/C][C]0.12753[/C][C]1.1478[/C][C]0.127222[/C][/ROW]
[ROW][C]27[/C][C]0.047671[/C][C]0.429[/C][C]0.334517[/C][/ROW]
[ROW][C]28[/C][C]-0.074917[/C][C]-0.6743[/C][C]0.251036[/C][/ROW]
[ROW][C]29[/C][C]0.062999[/C][C]0.567[/C][C]0.286143[/C][/ROW]
[ROW][C]30[/C][C]-0.125582[/C][C]-1.1302[/C][C]0.130855[/C][/ROW]
[ROW][C]31[/C][C]0.10094[/C][C]0.9085[/C][C]0.183164[/C][/ROW]
[ROW][C]32[/C][C]0.090107[/C][C]0.811[/C][C]0.209881[/C][/ROW]
[ROW][C]33[/C][C]-0.00847[/C][C]-0.0762[/C][C]0.469711[/C][/ROW]
[ROW][C]34[/C][C]-0.052657[/C][C]-0.4739[/C][C]0.318417[/C][/ROW]
[ROW][C]35[/C][C]0.144241[/C][C]1.2982[/C][C]0.098957[/C][/ROW]
[ROW][C]36[/C][C]-0.021892[/C][C]-0.197[/C][C]0.422151[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60198&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60198&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	0.110843	0.9976	0.160725
2	0.262549	2.3629	0.010264
3	0.278016	2.5021	0.007179
4	0.067555	0.608	0.272447
5	-0.063414	-0.5707	0.284884
6	0.080815	0.7273	0.234558
7	-0.034528	-0.3107	0.378395
8	0.099545	0.8959	0.186478
9	0.007126	0.0641	0.474511
10	-0.231615	-2.0845	0.020131
11	0.267008	2.4031	0.009272
12	-0.215917	-1.9432	0.02773
13	0.02981	0.2683	0.394579
14	0.123567	1.1121	0.134693
15	0.093597	0.8424	0.201029
16	-0.063525	-0.5717	0.284545
17	-0.104305	-0.9387	0.175327
18	-0.063355	-0.5702	0.285061
19	-0.01862	-0.1676	0.433664
20	-0.085791	-0.7721	0.221145
21	0.026262	0.2364	0.406874
22	-0.129626	-1.1666	0.123391
23	-0.038062	-0.3426	0.36641
24	-0.077605	-0.6984	0.243449
25	-0.061252	-0.5513	0.291485
26	0.12753	1.1478	0.127222
27	0.047671	0.429	0.334517
28	-0.074917	-0.6743	0.251036
29	0.062999	0.567	0.286143
30	-0.125582	-1.1302	0.130855
31	0.10094	0.9085	0.183164
32	0.090107	0.811	0.209881
33	-0.00847	-0.0762	0.469711
34	-0.052657	-0.4739	0.318417
35	0.144241	1.2982	0.098957
36	-0.021892	-0.197	0.422151

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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