Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

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

Fri, 27 Nov 2009 07:52:40 -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/2009/Nov/27/t1259333662wu6ydh38rgoxgn8.htm/, Retrieved Sat, 27 Apr 2024 20:51:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60856, Retrieved Sat, 27 Apr 2024 20:51:28 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

SDHW, DSHW

Estimated Impact

144

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] [DSHW-WS8-ACF1.1] [2009-11-27 14:52:40] [36295456a56d4c7dcc9b9537ce63463b] [Current]
-   PD            [(Partial) Autocorrelation Function] [DSHW-WS9-ACF1] [2009-12-04 14:49:16] [f15cfb7053d35072d573abca87df96a0] 
-                   [(Partial) Autocorrelation Function] [PAPER] [2009-12-10 19:37:57] [a66d3a79ef9e5308cd94a469bc5ca464] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

7,8
7,8
7,8
7,5
7,5
7,1
7,5
7,5
7,6
7,7
7,7
7,9
8,1
8,2
8,2
8,2
7,9
7,3
6,9
6,6
6,7
6,9
7
7,1
7,2
7,1
6,9
7
6,8
6,4
6,7
6,6
6,4
6,3
6,2
6,5
6,8
6,8
6,4
6,1
5,8
6,1
7,2
7,3
6,9
6,1
5,8
6,2
7,1
7,7
7,9
7,7
7,4
7,5
8
8,1

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=60856&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=60856&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60856&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	0.843151	6.3096	0
2	0.584448	4.3736	2.7e-05
3	0.387478	2.8996	0.002664
4	0.336315	2.5168	0.007367
5	0.380258	2.8456	0.003091
6	0.409862	3.0671	0.001663
7	0.329764	2.4677	0.00834
8	0.195486	1.4629	0.074545
9	0.11301	0.8457	0.200662
10	0.112808	0.8442	0.201082
11	0.173806	1.3006	0.099354
12	0.195687	1.4644	0.07434
13	0.11711	0.8764	0.192287
14	0.004628	0.0346	0.486249
15	-0.080041	-0.599	0.275803
16	-0.150246	-1.1243	0.132833
17	-0.198537	-1.4857	0.071482
18	-0.223267	-1.6708	0.050173
19	-0.250064	-1.8713	0.033265
20	-0.266119	-1.9915	0.025659
21	-0.270464	-2.024	0.023877
22	-0.281978	-2.1101	0.019664
23	-0.296106	-2.2159	0.015392
24	-0.301684	-2.2576	0.013944
25	-0.306427	-2.2931	0.01281
26	-0.274372	-2.0532	0.022367
27	-0.231854	-1.735	0.044118
28	-0.240319	-1.7984	0.038754
29	-0.27814	-2.0814	0.02099
30	-0.312114	-2.3356	0.011558
31	-0.344146	-2.5754	0.006341
32	-0.33938	-2.5397	0.006949
33	-0.284178	-2.1266	0.018937
34	-0.214371	-1.6042	0.057147
35	-0.144431	-1.0808	0.142204
36	-0.095438	-0.7142	0.239037

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.843151 & 6.3096 & 0 \tabularnewline
2 & 0.584448 & 4.3736 & 2.7e-05 \tabularnewline
3 & 0.387478 & 2.8996 & 0.002664 \tabularnewline
4 & 0.336315 & 2.5168 & 0.007367 \tabularnewline
5 & 0.380258 & 2.8456 & 0.003091 \tabularnewline
6 & 0.409862 & 3.0671 & 0.001663 \tabularnewline
7 & 0.329764 & 2.4677 & 0.00834 \tabularnewline
8 & 0.195486 & 1.4629 & 0.074545 \tabularnewline
9 & 0.11301 & 0.8457 & 0.200662 \tabularnewline
10 & 0.112808 & 0.8442 & 0.201082 \tabularnewline
11 & 0.173806 & 1.3006 & 0.099354 \tabularnewline
12 & 0.195687 & 1.4644 & 0.07434 \tabularnewline
13 & 0.11711 & 0.8764 & 0.192287 \tabularnewline
14 & 0.004628 & 0.0346 & 0.486249 \tabularnewline
15 & -0.080041 & -0.599 & 0.275803 \tabularnewline
16 & -0.150246 & -1.1243 & 0.132833 \tabularnewline
17 & -0.198537 & -1.4857 & 0.071482 \tabularnewline
18 & -0.223267 & -1.6708 & 0.050173 \tabularnewline
19 & -0.250064 & -1.8713 & 0.033265 \tabularnewline
20 & -0.266119 & -1.9915 & 0.025659 \tabularnewline
21 & -0.270464 & -2.024 & 0.023877 \tabularnewline
22 & -0.281978 & -2.1101 & 0.019664 \tabularnewline
23 & -0.296106 & -2.2159 & 0.015392 \tabularnewline
24 & -0.301684 & -2.2576 & 0.013944 \tabularnewline
25 & -0.306427 & -2.2931 & 0.01281 \tabularnewline
26 & -0.274372 & -2.0532 & 0.022367 \tabularnewline
27 & -0.231854 & -1.735 & 0.044118 \tabularnewline
28 & -0.240319 & -1.7984 & 0.038754 \tabularnewline
29 & -0.27814 & -2.0814 & 0.02099 \tabularnewline
30 & -0.312114 & -2.3356 & 0.011558 \tabularnewline
31 & -0.344146 & -2.5754 & 0.006341 \tabularnewline
32 & -0.33938 & -2.5397 & 0.006949 \tabularnewline
33 & -0.284178 & -2.1266 & 0.018937 \tabularnewline
34 & -0.214371 & -1.6042 & 0.057147 \tabularnewline
35 & -0.144431 & -1.0808 & 0.142204 \tabularnewline
36 & -0.095438 & -0.7142 & 0.239037 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60856&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]0.843151[/C][C]6.3096[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.584448[/C][C]4.3736[/C][C]2.7e-05[/C][/ROW]
[ROW][C]3[/C][C]0.387478[/C][C]2.8996[/C][C]0.002664[/C][/ROW]
[ROW][C]4[/C][C]0.336315[/C][C]2.5168[/C][C]0.007367[/C][/ROW]
[ROW][C]5[/C][C]0.380258[/C][C]2.8456[/C][C]0.003091[/C][/ROW]
[ROW][C]6[/C][C]0.409862[/C][C]3.0671[/C][C]0.001663[/C][/ROW]
[ROW][C]7[/C][C]0.329764[/C][C]2.4677[/C][C]0.00834[/C][/ROW]
[ROW][C]8[/C][C]0.195486[/C][C]1.4629[/C][C]0.074545[/C][/ROW]
[ROW][C]9[/C][C]0.11301[/C][C]0.8457[/C][C]0.200662[/C][/ROW]
[ROW][C]10[/C][C]0.112808[/C][C]0.8442[/C][C]0.201082[/C][/ROW]
[ROW][C]11[/C][C]0.173806[/C][C]1.3006[/C][C]0.099354[/C][/ROW]
[ROW][C]12[/C][C]0.195687[/C][C]1.4644[/C][C]0.07434[/C][/ROW]
[ROW][C]13[/C][C]0.11711[/C][C]0.8764[/C][C]0.192287[/C][/ROW]
[ROW][C]14[/C][C]0.004628[/C][C]0.0346[/C][C]0.486249[/C][/ROW]
[ROW][C]15[/C][C]-0.080041[/C][C]-0.599[/C][C]0.275803[/C][/ROW]
[ROW][C]16[/C][C]-0.150246[/C][C]-1.1243[/C][C]0.132833[/C][/ROW]
[ROW][C]17[/C][C]-0.198537[/C][C]-1.4857[/C][C]0.071482[/C][/ROW]
[ROW][C]18[/C][C]-0.223267[/C][C]-1.6708[/C][C]0.050173[/C][/ROW]
[ROW][C]19[/C][C]-0.250064[/C][C]-1.8713[/C][C]0.033265[/C][/ROW]
[ROW][C]20[/C][C]-0.266119[/C][C]-1.9915[/C][C]0.025659[/C][/ROW]
[ROW][C]21[/C][C]-0.270464[/C][C]-2.024[/C][C]0.023877[/C][/ROW]
[ROW][C]22[/C][C]-0.281978[/C][C]-2.1101[/C][C]0.019664[/C][/ROW]
[ROW][C]23[/C][C]-0.296106[/C][C]-2.2159[/C][C]0.015392[/C][/ROW]
[ROW][C]24[/C][C]-0.301684[/C][C]-2.2576[/C][C]0.013944[/C][/ROW]
[ROW][C]25[/C][C]-0.306427[/C][C]-2.2931[/C][C]0.01281[/C][/ROW]
[ROW][C]26[/C][C]-0.274372[/C][C]-2.0532[/C][C]0.022367[/C][/ROW]
[ROW][C]27[/C][C]-0.231854[/C][C]-1.735[/C][C]0.044118[/C][/ROW]
[ROW][C]28[/C][C]-0.240319[/C][C]-1.7984[/C][C]0.038754[/C][/ROW]
[ROW][C]29[/C][C]-0.27814[/C][C]-2.0814[/C][C]0.02099[/C][/ROW]
[ROW][C]30[/C][C]-0.312114[/C][C]-2.3356[/C][C]0.011558[/C][/ROW]
[ROW][C]31[/C][C]-0.344146[/C][C]-2.5754[/C][C]0.006341[/C][/ROW]
[ROW][C]32[/C][C]-0.33938[/C][C]-2.5397[/C][C]0.006949[/C][/ROW]
[ROW][C]33[/C][C]-0.284178[/C][C]-2.1266[/C][C]0.018937[/C][/ROW]
[ROW][C]34[/C][C]-0.214371[/C][C]-1.6042[/C][C]0.057147[/C][/ROW]
[ROW][C]35[/C][C]-0.144431[/C][C]-1.0808[/C][C]0.142204[/C][/ROW]
[ROW][C]36[/C][C]-0.095438[/C][C]-0.7142[/C][C]0.239037[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60856&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60856&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	0.843151	6.3096	0
2	0.584448	4.3736	2.7e-05
3	0.387478	2.8996	0.002664
4	0.336315	2.5168	0.007367
5	0.380258	2.8456	0.003091
6	0.409862	3.0671	0.001663
7	0.329764	2.4677	0.00834
8	0.195486	1.4629	0.074545
9	0.11301	0.8457	0.200662
10	0.112808	0.8442	0.201082
11	0.173806	1.3006	0.099354
12	0.195687	1.4644	0.07434
13	0.11711	0.8764	0.192287
14	0.004628	0.0346	0.486249
15	-0.080041	-0.599	0.275803
16	-0.150246	-1.1243	0.132833
17	-0.198537	-1.4857	0.071482
18	-0.223267	-1.6708	0.050173
19	-0.250064	-1.8713	0.033265
20	-0.266119	-1.9915	0.025659
21	-0.270464	-2.024	0.023877
22	-0.281978	-2.1101	0.019664
23	-0.296106	-2.2159	0.015392
24	-0.301684	-2.2576	0.013944
25	-0.306427	-2.2931	0.01281
26	-0.274372	-2.0532	0.022367
27	-0.231854	-1.735	0.044118
28	-0.240319	-1.7984	0.038754
29	-0.27814	-2.0814	0.02099
30	-0.312114	-2.3356	0.011558
31	-0.344146	-2.5754	0.006341
32	-0.33938	-2.5397	0.006949
33	-0.284178	-2.1266	0.018937
34	-0.214371	-1.6042	0.057147
35	-0.144431	-1.0808	0.142204
36	-0.095438	-0.7142	0.239037

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.843151	6.3096	0
2	-0.437417	-3.2733	0.000912
3	0.205143	1.5352	0.065189
4	0.2676	2.0025	0.025039
5	0.065858	0.4928	0.312027
6	-0.062819	-0.4701	0.320057
7	-0.212659	-1.5914	0.058576
8	0.067969	0.5086	0.306503
9	0.128747	0.9635	0.169731
10	-0.041007	-0.3069	0.380042
11	0.068926	0.5158	0.304013
12	-0.131024	-0.9805	0.16553
13	-0.126557	-0.9471	0.173838
14	0.097359	0.7286	0.234652
15	-0.125432	-0.9386	0.175971
16	-0.299913	-2.2443	0.01439
17	-0.023916	-0.179	0.429302
18	0.098811	0.7394	0.231365
19	-0.040708	-0.3046	0.380888
20	-0.054831	-0.4103	0.34157
21	-0.071088	-0.532	0.298425
22	-0.016844	-0.1261	0.450071
23	0.012085	0.0904	0.46413
24	-0.01977	-0.1479	0.441457
25	-0.081748	-0.6117	0.271591
26	0.106305	0.7955	0.214836
27	0.01079	0.0807	0.467967
28	-0.125411	-0.9385	0.176011
29	-0.002968	-0.0222	0.491181
30	-0.081453	-0.6095	0.272315
31	-0.153066	-1.1454	0.128449
32	0.042454	0.3177	0.375948
33	0.069824	0.5225	0.301686
34	0.040049	0.2997	0.382758
35	0.067124	0.5023	0.30871
36	-0.023155	-0.1733	0.431531

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.843151 & 6.3096 & 0 \tabularnewline
2 & -0.437417 & -3.2733 & 0.000912 \tabularnewline
3 & 0.205143 & 1.5352 & 0.065189 \tabularnewline
4 & 0.2676 & 2.0025 & 0.025039 \tabularnewline
5 & 0.065858 & 0.4928 & 0.312027 \tabularnewline
6 & -0.062819 & -0.4701 & 0.320057 \tabularnewline
7 & -0.212659 & -1.5914 & 0.058576 \tabularnewline
8 & 0.067969 & 0.5086 & 0.306503 \tabularnewline
9 & 0.128747 & 0.9635 & 0.169731 \tabularnewline
10 & -0.041007 & -0.3069 & 0.380042 \tabularnewline
11 & 0.068926 & 0.5158 & 0.304013 \tabularnewline
12 & -0.131024 & -0.9805 & 0.16553 \tabularnewline
13 & -0.126557 & -0.9471 & 0.173838 \tabularnewline
14 & 0.097359 & 0.7286 & 0.234652 \tabularnewline
15 & -0.125432 & -0.9386 & 0.175971 \tabularnewline
16 & -0.299913 & -2.2443 & 0.01439 \tabularnewline
17 & -0.023916 & -0.179 & 0.429302 \tabularnewline
18 & 0.098811 & 0.7394 & 0.231365 \tabularnewline
19 & -0.040708 & -0.3046 & 0.380888 \tabularnewline
20 & -0.054831 & -0.4103 & 0.34157 \tabularnewline
21 & -0.071088 & -0.532 & 0.298425 \tabularnewline
22 & -0.016844 & -0.1261 & 0.450071 \tabularnewline
23 & 0.012085 & 0.0904 & 0.46413 \tabularnewline
24 & -0.01977 & -0.1479 & 0.441457 \tabularnewline
25 & -0.081748 & -0.6117 & 0.271591 \tabularnewline
26 & 0.106305 & 0.7955 & 0.214836 \tabularnewline
27 & 0.01079 & 0.0807 & 0.467967 \tabularnewline
28 & -0.125411 & -0.9385 & 0.176011 \tabularnewline
29 & -0.002968 & -0.0222 & 0.491181 \tabularnewline
30 & -0.081453 & -0.6095 & 0.272315 \tabularnewline
31 & -0.153066 & -1.1454 & 0.128449 \tabularnewline
32 & 0.042454 & 0.3177 & 0.375948 \tabularnewline
33 & 0.069824 & 0.5225 & 0.301686 \tabularnewline
34 & 0.040049 & 0.2997 & 0.382758 \tabularnewline
35 & 0.067124 & 0.5023 & 0.30871 \tabularnewline
36 & -0.023155 & -0.1733 & 0.431531 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60856&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]0.843151[/C][C]6.3096[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.437417[/C][C]-3.2733[/C][C]0.000912[/C][/ROW]
[ROW][C]3[/C][C]0.205143[/C][C]1.5352[/C][C]0.065189[/C][/ROW]
[ROW][C]4[/C][C]0.2676[/C][C]2.0025[/C][C]0.025039[/C][/ROW]
[ROW][C]5[/C][C]0.065858[/C][C]0.4928[/C][C]0.312027[/C][/ROW]
[ROW][C]6[/C][C]-0.062819[/C][C]-0.4701[/C][C]0.320057[/C][/ROW]
[ROW][C]7[/C][C]-0.212659[/C][C]-1.5914[/C][C]0.058576[/C][/ROW]
[ROW][C]8[/C][C]0.067969[/C][C]0.5086[/C][C]0.306503[/C][/ROW]
[ROW][C]9[/C][C]0.128747[/C][C]0.9635[/C][C]0.169731[/C][/ROW]
[ROW][C]10[/C][C]-0.041007[/C][C]-0.3069[/C][C]0.380042[/C][/ROW]
[ROW][C]11[/C][C]0.068926[/C][C]0.5158[/C][C]0.304013[/C][/ROW]
[ROW][C]12[/C][C]-0.131024[/C][C]-0.9805[/C][C]0.16553[/C][/ROW]
[ROW][C]13[/C][C]-0.126557[/C][C]-0.9471[/C][C]0.173838[/C][/ROW]
[ROW][C]14[/C][C]0.097359[/C][C]0.7286[/C][C]0.234652[/C][/ROW]
[ROW][C]15[/C][C]-0.125432[/C][C]-0.9386[/C][C]0.175971[/C][/ROW]
[ROW][C]16[/C][C]-0.299913[/C][C]-2.2443[/C][C]0.01439[/C][/ROW]
[ROW][C]17[/C][C]-0.023916[/C][C]-0.179[/C][C]0.429302[/C][/ROW]
[ROW][C]18[/C][C]0.098811[/C][C]0.7394[/C][C]0.231365[/C][/ROW]
[ROW][C]19[/C][C]-0.040708[/C][C]-0.3046[/C][C]0.380888[/C][/ROW]
[ROW][C]20[/C][C]-0.054831[/C][C]-0.4103[/C][C]0.34157[/C][/ROW]
[ROW][C]21[/C][C]-0.071088[/C][C]-0.532[/C][C]0.298425[/C][/ROW]
[ROW][C]22[/C][C]-0.016844[/C][C]-0.1261[/C][C]0.450071[/C][/ROW]
[ROW][C]23[/C][C]0.012085[/C][C]0.0904[/C][C]0.46413[/C][/ROW]
[ROW][C]24[/C][C]-0.01977[/C][C]-0.1479[/C][C]0.441457[/C][/ROW]
[ROW][C]25[/C][C]-0.081748[/C][C]-0.6117[/C][C]0.271591[/C][/ROW]
[ROW][C]26[/C][C]0.106305[/C][C]0.7955[/C][C]0.214836[/C][/ROW]
[ROW][C]27[/C][C]0.01079[/C][C]0.0807[/C][C]0.467967[/C][/ROW]
[ROW][C]28[/C][C]-0.125411[/C][C]-0.9385[/C][C]0.176011[/C][/ROW]
[ROW][C]29[/C][C]-0.002968[/C][C]-0.0222[/C][C]0.491181[/C][/ROW]
[ROW][C]30[/C][C]-0.081453[/C][C]-0.6095[/C][C]0.272315[/C][/ROW]
[ROW][C]31[/C][C]-0.153066[/C][C]-1.1454[/C][C]0.128449[/C][/ROW]
[ROW][C]32[/C][C]0.042454[/C][C]0.3177[/C][C]0.375948[/C][/ROW]
[ROW][C]33[/C][C]0.069824[/C][C]0.5225[/C][C]0.301686[/C][/ROW]
[ROW][C]34[/C][C]0.040049[/C][C]0.2997[/C][C]0.382758[/C][/ROW]
[ROW][C]35[/C][C]0.067124[/C][C]0.5023[/C][C]0.30871[/C][/ROW]
[ROW][C]36[/C][C]-0.023155[/C][C]-0.1733[/C][C]0.431531[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60856&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60856&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	0.843151	6.3096	0
2	-0.437417	-3.2733	0.000912
3	0.205143	1.5352	0.065189
4	0.2676	2.0025	0.025039
5	0.065858	0.4928	0.312027
6	-0.062819	-0.4701	0.320057
7	-0.212659	-1.5914	0.058576
8	0.067969	0.5086	0.306503
9	0.128747	0.9635	0.169731
10	-0.041007	-0.3069	0.380042
11	0.068926	0.5158	0.304013
12	-0.131024	-0.9805	0.16553
13	-0.126557	-0.9471	0.173838
14	0.097359	0.7286	0.234652
15	-0.125432	-0.9386	0.175971
16	-0.299913	-2.2443	0.01439
17	-0.023916	-0.179	0.429302
18	0.098811	0.7394	0.231365
19	-0.040708	-0.3046	0.380888
20	-0.054831	-0.4103	0.34157
21	-0.071088	-0.532	0.298425
22	-0.016844	-0.1261	0.450071
23	0.012085	0.0904	0.46413
24	-0.01977	-0.1479	0.441457
25	-0.081748	-0.6117	0.271591
26	0.106305	0.7955	0.214836
27	0.01079	0.0807	0.467967
28	-0.125411	-0.9385	0.176011
29	-0.002968	-0.0222	0.491181
30	-0.081453	-0.6095	0.272315
31	-0.153066	-1.1454	0.128449
32	0.042454	0.3177	0.375948
33	0.069824	0.5225	0.301686
34	0.040049	0.2997	0.382758
35	0.067124	0.5023	0.30871
36	-0.023155	-0.1733	0.431531

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code