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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 02 Dec 2010 14:07:07 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/02/t1291298731o9esdi6lzqze1fd.htm/, Retrieved Mon, 03 Nov 2025 01:10:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=104298, Retrieved Mon, 03 Nov 2025 01:10:14 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

361

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] [Appelen Jonagold ...] [2009-12-17 16:51:16] [7773f496f69461f4a67891f0ef752622]
-    D                    [(Partial) Autocorrelation Function] [Correlatie z diff...] [2010-12-02 14:07:07] [2fa539864aa87c5da4977c85c6885fac] [Current]

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Dataseries X:

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Histogram

Boxplots

1.25
1.23
1.2
1.15
1.13
1.17
1.22
1.21
1.15
1.24
1.16
1.3
1.3
1.26
1.29
1.29
1.35
1.35
1.45
1.43
1.43
1.41
1.46
1.78
1.79
1.66
1.56
1.53
1.47
1.47
1.45
1.41
1.45
1.46
1.38
1.45
1.48
1.48
1.51
1.45
1.42
1.43
1.43
1.44
1.41
1.35
1.43
1.72
1.63
1.57
1.47
1.39
1.34
1.28
1.26
1.26

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104298&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]2 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=104298&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104298&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.847766	6.3441	0
2	0.670974	5.0211	3e-06
3	0.53212	3.982	1e-04
4	0.431807	3.2313	0.001033
5	0.364455	2.7273	0.004255
6	0.288123	2.1561	0.017692
7	0.225597	1.6882	0.048467
8	0.180744	1.3526	0.090816
9	0.175898	1.3163	0.096718
10	0.122116	0.9138	0.182362
11	0.080881	0.6053	0.273727
12	0.058757	0.4397	0.330924
13	-0.015886	-0.1189	0.452897
14	-0.069925	-0.5233	0.301424
15	-0.141806	-1.0612	0.146581
16	-0.205026	-1.5343	0.065296
17	-0.215705	-1.6142	0.056054
18	-0.221832	-1.66	0.051249
19	-0.238878	-1.7876	0.039626
20	-0.2415	-1.8072	0.038051
21	-0.230819	-1.7273	0.044814
22	-0.191896	-1.436	0.07828
23	-0.101181	-0.7572	0.226061
24	-0.015392	-0.1152	0.454356
25	-0.043817	-0.3279	0.372105
26	-0.084471	-0.6321	0.26494
27	-0.133802	-1.0013	0.160499
28	-0.172571	-1.2914	0.100934
29	-0.184256	-1.3788	0.086713
30	-0.203919	-1.526	0.06632
31	-0.197371	-1.477	0.072641
32	-0.187126	-1.4003	0.083466
33	-0.169909	-1.2715	0.104406
34	-0.174225	-1.3038	0.098822
35	-0.1645	-1.231	0.111733
36	-0.146774	-1.0984	0.138374

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.847766 & 6.3441 & 0 \tabularnewline
2 & 0.670974 & 5.0211 & 3e-06 \tabularnewline
3 & 0.53212 & 3.982 & 1e-04 \tabularnewline
4 & 0.431807 & 3.2313 & 0.001033 \tabularnewline
5 & 0.364455 & 2.7273 & 0.004255 \tabularnewline
6 & 0.288123 & 2.1561 & 0.017692 \tabularnewline
7 & 0.225597 & 1.6882 & 0.048467 \tabularnewline
8 & 0.180744 & 1.3526 & 0.090816 \tabularnewline
9 & 0.175898 & 1.3163 & 0.096718 \tabularnewline
10 & 0.122116 & 0.9138 & 0.182362 \tabularnewline
11 & 0.080881 & 0.6053 & 0.273727 \tabularnewline
12 & 0.058757 & 0.4397 & 0.330924 \tabularnewline
13 & -0.015886 & -0.1189 & 0.452897 \tabularnewline
14 & -0.069925 & -0.5233 & 0.301424 \tabularnewline
15 & -0.141806 & -1.0612 & 0.146581 \tabularnewline
16 & -0.205026 & -1.5343 & 0.065296 \tabularnewline
17 & -0.215705 & -1.6142 & 0.056054 \tabularnewline
18 & -0.221832 & -1.66 & 0.051249 \tabularnewline
19 & -0.238878 & -1.7876 & 0.039626 \tabularnewline
20 & -0.2415 & -1.8072 & 0.038051 \tabularnewline
21 & -0.230819 & -1.7273 & 0.044814 \tabularnewline
22 & -0.191896 & -1.436 & 0.07828 \tabularnewline
23 & -0.101181 & -0.7572 & 0.226061 \tabularnewline
24 & -0.015392 & -0.1152 & 0.454356 \tabularnewline
25 & -0.043817 & -0.3279 & 0.372105 \tabularnewline
26 & -0.084471 & -0.6321 & 0.26494 \tabularnewline
27 & -0.133802 & -1.0013 & 0.160499 \tabularnewline
28 & -0.172571 & -1.2914 & 0.100934 \tabularnewline
29 & -0.184256 & -1.3788 & 0.086713 \tabularnewline
30 & -0.203919 & -1.526 & 0.06632 \tabularnewline
31 & -0.197371 & -1.477 & 0.072641 \tabularnewline
32 & -0.187126 & -1.4003 & 0.083466 \tabularnewline
33 & -0.169909 & -1.2715 & 0.104406 \tabularnewline
34 & -0.174225 & -1.3038 & 0.098822 \tabularnewline
35 & -0.1645 & -1.231 & 0.111733 \tabularnewline
36 & -0.146774 & -1.0984 & 0.138374 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104298&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]0.847766[/C][C]6.3441[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.670974[/C][C]5.0211[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.53212[/C][C]3.982[/C][C]1e-04[/C][/ROW]
[ROW][C]4[/C][C]0.431807[/C][C]3.2313[/C][C]0.001033[/C][/ROW]
[ROW][C]5[/C][C]0.364455[/C][C]2.7273[/C][C]0.004255[/C][/ROW]
[ROW][C]6[/C][C]0.288123[/C][C]2.1561[/C][C]0.017692[/C][/ROW]
[ROW][C]7[/C][C]0.225597[/C][C]1.6882[/C][C]0.048467[/C][/ROW]
[ROW][C]8[/C][C]0.180744[/C][C]1.3526[/C][C]0.090816[/C][/ROW]
[ROW][C]9[/C][C]0.175898[/C][C]1.3163[/C][C]0.096718[/C][/ROW]
[ROW][C]10[/C][C]0.122116[/C][C]0.9138[/C][C]0.182362[/C][/ROW]
[ROW][C]11[/C][C]0.080881[/C][C]0.6053[/C][C]0.273727[/C][/ROW]
[ROW][C]12[/C][C]0.058757[/C][C]0.4397[/C][C]0.330924[/C][/ROW]
[ROW][C]13[/C][C]-0.015886[/C][C]-0.1189[/C][C]0.452897[/C][/ROW]
[ROW][C]14[/C][C]-0.069925[/C][C]-0.5233[/C][C]0.301424[/C][/ROW]
[ROW][C]15[/C][C]-0.141806[/C][C]-1.0612[/C][C]0.146581[/C][/ROW]
[ROW][C]16[/C][C]-0.205026[/C][C]-1.5343[/C][C]0.065296[/C][/ROW]
[ROW][C]17[/C][C]-0.215705[/C][C]-1.6142[/C][C]0.056054[/C][/ROW]
[ROW][C]18[/C][C]-0.221832[/C][C]-1.66[/C][C]0.051249[/C][/ROW]
[ROW][C]19[/C][C]-0.238878[/C][C]-1.7876[/C][C]0.039626[/C][/ROW]
[ROW][C]20[/C][C]-0.2415[/C][C]-1.8072[/C][C]0.038051[/C][/ROW]
[ROW][C]21[/C][C]-0.230819[/C][C]-1.7273[/C][C]0.044814[/C][/ROW]
[ROW][C]22[/C][C]-0.191896[/C][C]-1.436[/C][C]0.07828[/C][/ROW]
[ROW][C]23[/C][C]-0.101181[/C][C]-0.7572[/C][C]0.226061[/C][/ROW]
[ROW][C]24[/C][C]-0.015392[/C][C]-0.1152[/C][C]0.454356[/C][/ROW]
[ROW][C]25[/C][C]-0.043817[/C][C]-0.3279[/C][C]0.372105[/C][/ROW]
[ROW][C]26[/C][C]-0.084471[/C][C]-0.6321[/C][C]0.26494[/C][/ROW]
[ROW][C]27[/C][C]-0.133802[/C][C]-1.0013[/C][C]0.160499[/C][/ROW]
[ROW][C]28[/C][C]-0.172571[/C][C]-1.2914[/C][C]0.100934[/C][/ROW]
[ROW][C]29[/C][C]-0.184256[/C][C]-1.3788[/C][C]0.086713[/C][/ROW]
[ROW][C]30[/C][C]-0.203919[/C][C]-1.526[/C][C]0.06632[/C][/ROW]
[ROW][C]31[/C][C]-0.197371[/C][C]-1.477[/C][C]0.072641[/C][/ROW]
[ROW][C]32[/C][C]-0.187126[/C][C]-1.4003[/C][C]0.083466[/C][/ROW]
[ROW][C]33[/C][C]-0.169909[/C][C]-1.2715[/C][C]0.104406[/C][/ROW]
[ROW][C]34[/C][C]-0.174225[/C][C]-1.3038[/C][C]0.098822[/C][/ROW]
[ROW][C]35[/C][C]-0.1645[/C][C]-1.231[/C][C]0.111733[/C][/ROW]
[ROW][C]36[/C][C]-0.146774[/C][C]-1.0984[/C][C]0.138374[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104298&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104298&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	0.847766	6.3441	0
2	0.670974	5.0211	3e-06
3	0.53212	3.982	1e-04
4	0.431807	3.2313	0.001033
5	0.364455	2.7273	0.004255
6	0.288123	2.1561	0.017692
7	0.225597	1.6882	0.048467
8	0.180744	1.3526	0.090816
9	0.175898	1.3163	0.096718
10	0.122116	0.9138	0.182362
11	0.080881	0.6053	0.273727
12	0.058757	0.4397	0.330924
13	-0.015886	-0.1189	0.452897
14	-0.069925	-0.5233	0.301424
15	-0.141806	-1.0612	0.146581
16	-0.205026	-1.5343	0.065296
17	-0.215705	-1.6142	0.056054
18	-0.221832	-1.66	0.051249
19	-0.238878	-1.7876	0.039626
20	-0.2415	-1.8072	0.038051
21	-0.230819	-1.7273	0.044814
22	-0.191896	-1.436	0.07828
23	-0.101181	-0.7572	0.226061
24	-0.015392	-0.1152	0.454356
25	-0.043817	-0.3279	0.372105
26	-0.084471	-0.6321	0.26494
27	-0.133802	-1.0013	0.160499
28	-0.172571	-1.2914	0.100934
29	-0.184256	-1.3788	0.086713
30	-0.203919	-1.526	0.06632
31	-0.197371	-1.477	0.072641
32	-0.187126	-1.4003	0.083466
33	-0.169909	-1.2715	0.104406
34	-0.174225	-1.3038	0.098822
35	-0.1645	-1.231	0.111733
36	-0.146774	-1.0984	0.138374

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.847766	6.3441	0
2	-0.169689	-1.2698	0.104697
3	0.038887	0.291	0.386062
4	0.027118	0.2029	0.419963
5	0.039482	0.2955	0.38437
6	-0.084574	-0.6329	0.26469
7	0.026215	0.1962	0.422592
8	0.010262	0.0768	0.46953
9	0.107381	0.8036	0.212523
10	-0.214837	-1.6077	0.056763
11	0.09248	0.6921	0.245881
12	0.001367	0.0102	0.495937
13	-0.23183	-1.7349	0.044134
14	0.04555	0.3409	0.367239
15	-0.13381	-1.0013	0.160484
16	-0.048603	-0.3637	0.358722
17	0.104109	0.7791	0.219606
18	-0.10972	-0.8211	0.207545
19	-0.0192	-0.1437	0.443134
20	0.044702	0.3345	0.369617
21	-0.079366	-0.5939	0.277479
22	0.20777	1.5548	0.062813
23	0.118318	0.8854	0.18986
24	0.027549	0.2062	0.418709
25	-0.280292	-2.0975	0.020237
26	-0.019737	-0.1477	0.441555
27	-0.056566	-0.4233	0.336847
28	-0.050574	-0.3785	0.353259
29	-0.070873	-0.5304	0.298978
30	0.023832	0.1783	0.429548
31	0.011654	0.0872	0.465408
32	-0.119495	-0.8942	0.187516
33	-0.005787	-0.0433	0.482804
34	-0.02146	-0.1606	0.436497
35	-0.035265	-0.2639	0.396412
36	-0.014489	-0.1084	0.457023

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.847766 & 6.3441 & 0 \tabularnewline
2 & -0.169689 & -1.2698 & 0.104697 \tabularnewline
3 & 0.038887 & 0.291 & 0.386062 \tabularnewline
4 & 0.027118 & 0.2029 & 0.419963 \tabularnewline
5 & 0.039482 & 0.2955 & 0.38437 \tabularnewline
6 & -0.084574 & -0.6329 & 0.26469 \tabularnewline
7 & 0.026215 & 0.1962 & 0.422592 \tabularnewline
8 & 0.010262 & 0.0768 & 0.46953 \tabularnewline
9 & 0.107381 & 0.8036 & 0.212523 \tabularnewline
10 & -0.214837 & -1.6077 & 0.056763 \tabularnewline
11 & 0.09248 & 0.6921 & 0.245881 \tabularnewline
12 & 0.001367 & 0.0102 & 0.495937 \tabularnewline
13 & -0.23183 & -1.7349 & 0.044134 \tabularnewline
14 & 0.04555 & 0.3409 & 0.367239 \tabularnewline
15 & -0.13381 & -1.0013 & 0.160484 \tabularnewline
16 & -0.048603 & -0.3637 & 0.358722 \tabularnewline
17 & 0.104109 & 0.7791 & 0.219606 \tabularnewline
18 & -0.10972 & -0.8211 & 0.207545 \tabularnewline
19 & -0.0192 & -0.1437 & 0.443134 \tabularnewline
20 & 0.044702 & 0.3345 & 0.369617 \tabularnewline
21 & -0.079366 & -0.5939 & 0.277479 \tabularnewline
22 & 0.20777 & 1.5548 & 0.062813 \tabularnewline
23 & 0.118318 & 0.8854 & 0.18986 \tabularnewline
24 & 0.027549 & 0.2062 & 0.418709 \tabularnewline
25 & -0.280292 & -2.0975 & 0.020237 \tabularnewline
26 & -0.019737 & -0.1477 & 0.441555 \tabularnewline
27 & -0.056566 & -0.4233 & 0.336847 \tabularnewline
28 & -0.050574 & -0.3785 & 0.353259 \tabularnewline
29 & -0.070873 & -0.5304 & 0.298978 \tabularnewline
30 & 0.023832 & 0.1783 & 0.429548 \tabularnewline
31 & 0.011654 & 0.0872 & 0.465408 \tabularnewline
32 & -0.119495 & -0.8942 & 0.187516 \tabularnewline
33 & -0.005787 & -0.0433 & 0.482804 \tabularnewline
34 & -0.02146 & -0.1606 & 0.436497 \tabularnewline
35 & -0.035265 & -0.2639 & 0.396412 \tabularnewline
36 & -0.014489 & -0.1084 & 0.457023 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104298&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]0.847766[/C][C]6.3441[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.169689[/C][C]-1.2698[/C][C]0.104697[/C][/ROW]
[ROW][C]3[/C][C]0.038887[/C][C]0.291[/C][C]0.386062[/C][/ROW]
[ROW][C]4[/C][C]0.027118[/C][C]0.2029[/C][C]0.419963[/C][/ROW]
[ROW][C]5[/C][C]0.039482[/C][C]0.2955[/C][C]0.38437[/C][/ROW]
[ROW][C]6[/C][C]-0.084574[/C][C]-0.6329[/C][C]0.26469[/C][/ROW]
[ROW][C]7[/C][C]0.026215[/C][C]0.1962[/C][C]0.422592[/C][/ROW]
[ROW][C]8[/C][C]0.010262[/C][C]0.0768[/C][C]0.46953[/C][/ROW]
[ROW][C]9[/C][C]0.107381[/C][C]0.8036[/C][C]0.212523[/C][/ROW]
[ROW][C]10[/C][C]-0.214837[/C][C]-1.6077[/C][C]0.056763[/C][/ROW]
[ROW][C]11[/C][C]0.09248[/C][C]0.6921[/C][C]0.245881[/C][/ROW]
[ROW][C]12[/C][C]0.001367[/C][C]0.0102[/C][C]0.495937[/C][/ROW]
[ROW][C]13[/C][C]-0.23183[/C][C]-1.7349[/C][C]0.044134[/C][/ROW]
[ROW][C]14[/C][C]0.04555[/C][C]0.3409[/C][C]0.367239[/C][/ROW]
[ROW][C]15[/C][C]-0.13381[/C][C]-1.0013[/C][C]0.160484[/C][/ROW]
[ROW][C]16[/C][C]-0.048603[/C][C]-0.3637[/C][C]0.358722[/C][/ROW]
[ROW][C]17[/C][C]0.104109[/C][C]0.7791[/C][C]0.219606[/C][/ROW]
[ROW][C]18[/C][C]-0.10972[/C][C]-0.8211[/C][C]0.207545[/C][/ROW]
[ROW][C]19[/C][C]-0.0192[/C][C]-0.1437[/C][C]0.443134[/C][/ROW]
[ROW][C]20[/C][C]0.044702[/C][C]0.3345[/C][C]0.369617[/C][/ROW]
[ROW][C]21[/C][C]-0.079366[/C][C]-0.5939[/C][C]0.277479[/C][/ROW]
[ROW][C]22[/C][C]0.20777[/C][C]1.5548[/C][C]0.062813[/C][/ROW]
[ROW][C]23[/C][C]0.118318[/C][C]0.8854[/C][C]0.18986[/C][/ROW]
[ROW][C]24[/C][C]0.027549[/C][C]0.2062[/C][C]0.418709[/C][/ROW]
[ROW][C]25[/C][C]-0.280292[/C][C]-2.0975[/C][C]0.020237[/C][/ROW]
[ROW][C]26[/C][C]-0.019737[/C][C]-0.1477[/C][C]0.441555[/C][/ROW]
[ROW][C]27[/C][C]-0.056566[/C][C]-0.4233[/C][C]0.336847[/C][/ROW]
[ROW][C]28[/C][C]-0.050574[/C][C]-0.3785[/C][C]0.353259[/C][/ROW]
[ROW][C]29[/C][C]-0.070873[/C][C]-0.5304[/C][C]0.298978[/C][/ROW]
[ROW][C]30[/C][C]0.023832[/C][C]0.1783[/C][C]0.429548[/C][/ROW]
[ROW][C]31[/C][C]0.011654[/C][C]0.0872[/C][C]0.465408[/C][/ROW]
[ROW][C]32[/C][C]-0.119495[/C][C]-0.8942[/C][C]0.187516[/C][/ROW]
[ROW][C]33[/C][C]-0.005787[/C][C]-0.0433[/C][C]0.482804[/C][/ROW]
[ROW][C]34[/C][C]-0.02146[/C][C]-0.1606[/C][C]0.436497[/C][/ROW]
[ROW][C]35[/C][C]-0.035265[/C][C]-0.2639[/C][C]0.396412[/C][/ROW]
[ROW][C]36[/C][C]-0.014489[/C][C]-0.1084[/C][C]0.457023[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104298&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104298&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	0.847766	6.3441	0
2	-0.169689	-1.2698	0.104697
3	0.038887	0.291	0.386062
4	0.027118	0.2029	0.419963
5	0.039482	0.2955	0.38437
6	-0.084574	-0.6329	0.26469
7	0.026215	0.1962	0.422592
8	0.010262	0.0768	0.46953
9	0.107381	0.8036	0.212523
10	-0.214837	-1.6077	0.056763
11	0.09248	0.6921	0.245881
12	0.001367	0.0102	0.495937
13	-0.23183	-1.7349	0.044134
14	0.04555	0.3409	0.367239
15	-0.13381	-1.0013	0.160484
16	-0.048603	-0.3637	0.358722
17	0.104109	0.7791	0.219606
18	-0.10972	-0.8211	0.207545
19	-0.0192	-0.1437	0.443134
20	0.044702	0.3345	0.369617
21	-0.079366	-0.5939	0.277479
22	0.20777	1.5548	0.062813
23	0.118318	0.8854	0.18986
24	0.027549	0.2062	0.418709
25	-0.280292	-2.0975	0.020237
26	-0.019737	-0.1477	0.441555
27	-0.056566	-0.4233	0.336847
28	-0.050574	-0.3785	0.353259
29	-0.070873	-0.5304	0.298978
30	0.023832	0.1783	0.429548
31	0.011654	0.0872	0.465408
32	-0.119495	-0.8942	0.187516
33	-0.005787	-0.0433	0.482804
34	-0.02146	-0.1606	0.436497
35	-0.035265	-0.2639	0.396412
36	-0.014489	-0.1084	0.457023

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