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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 18 Dec 2009 04:14:21 -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/18/t1261134903sdncf7pz3cke9lj.htm/, Retrieved Sat, 10 May 2025 06:06:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69236, Retrieved Sat, 10 May 2025 06:06:43 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

252

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] [] [2009-11-24 09:55:25] [fef2f8976fa1eef1b54e2cee317fe737]
-    D            [(Partial) Autocorrelation Function] [] [2009-12-18 11:14:21] [2ffc7e281e02b99889abd2ccc65ed6c3] [Current]
- R                 [(Partial) Autocorrelation Function] [Paper: ACF] [2010-12-22 20:09:28] [29e492448d11757ae0fad5ef6e7f8e86] 
-    D                [(Partial) Autocorrelation Function] [] [2010-12-29 12:46:43] [1253bc7c4737195066123d9caa6dfc18] 
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 12:49:48] [1253bc7c4737195066123d9caa6dfc18] 
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 12:50:49] [1253bc7c4737195066123d9caa6dfc18] 
-    D                [(Partial) Autocorrelation Function] [] [2010-12-29 12:52:24] [1253bc7c4737195066123d9caa6dfc18] 
-    D                [(Partial) Autocorrelation Function] [] [2010-12-29 12:52:24] [1253bc7c4737195066123d9caa6dfc18] 
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 12:55:17] [1253bc7c4737195066123d9caa6dfc18] 
-    D                [(Partial) Autocorrelation Function] [] [2010-12-29 12:59:14] [1253bc7c4737195066123d9caa6dfc18] 
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 13:00:26] [1253bc7c4737195066123d9caa6dfc18] 
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 13:01:38] [1253bc7c4737195066123d9caa6dfc18] 
-    D                [(Partial) Autocorrelation Function] [] [2010-12-29 13:03:13] [1253bc7c4737195066123d9caa6dfc18] 
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 13:04:46] [1253bc7c4737195066123d9caa6dfc18] 
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 13:06:26] [1253bc7c4737195066123d9caa6dfc18] 

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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=69236&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=69236&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69236&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	0.883901	6.8467	0
2	0.725321	5.6183	0
3	0.618768	4.793	6e-06
4	0.579675	4.4901	1.6e-05
5	0.578538	4.4813	1.7e-05
6	0.559992	4.3377	2.8e-05
7	0.502656	3.8936	0.000125
8	0.43153	3.3426	0.000717
9	0.404232	3.1312	0.001345
10	0.406606	3.1496	0.001275
11	0.450853	3.4923	0.000453
12	0.445896	3.4539	0.00051
13	0.300799	2.33	0.011595
14	0.135831	1.0521	0.148476
15	0.020281	0.1571	0.437849
16	-0.033614	-0.2604	0.397735
17	-0.051395	-0.3981	0.345985
18	-0.077041	-0.5968	0.276457
19	-0.130142	-1.0081	0.158733
20	-0.194485	-1.5065	0.068596
21	-0.215158	-1.6666	0.050403
22	-0.210757	-1.6325	0.053904
23	-0.175981	-1.3631	0.088966
24	-0.180891	-1.4012	0.083157
25	-0.274266	-2.1245	0.018881
26	-0.371466	-2.8774	0.002773
27	-0.417412	-3.2333	0.000995
28	-0.422466	-3.2724	0.000886
29	-0.403309	-3.124	0.001373
30	-0.385484	-2.9859	0.002044
31	-0.385394	-2.9852	0.002048
32	-0.386584	-2.9945	0.001995
33	-0.345731	-2.678	0.00477
34	-0.300622	-2.3286	0.011633
35	-0.250162	-1.9377	0.028682
36	-0.220699	-1.7095	0.046261

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.883901 & 6.8467 & 0 \tabularnewline
2 & 0.725321 & 5.6183 & 0 \tabularnewline
3 & 0.618768 & 4.793 & 6e-06 \tabularnewline
4 & 0.579675 & 4.4901 & 1.6e-05 \tabularnewline
5 & 0.578538 & 4.4813 & 1.7e-05 \tabularnewline
6 & 0.559992 & 4.3377 & 2.8e-05 \tabularnewline
7 & 0.502656 & 3.8936 & 0.000125 \tabularnewline
8 & 0.43153 & 3.3426 & 0.000717 \tabularnewline
9 & 0.404232 & 3.1312 & 0.001345 \tabularnewline
10 & 0.406606 & 3.1496 & 0.001275 \tabularnewline
11 & 0.450853 & 3.4923 & 0.000453 \tabularnewline
12 & 0.445896 & 3.4539 & 0.00051 \tabularnewline
13 & 0.300799 & 2.33 & 0.011595 \tabularnewline
14 & 0.135831 & 1.0521 & 0.148476 \tabularnewline
15 & 0.020281 & 0.1571 & 0.437849 \tabularnewline
16 & -0.033614 & -0.2604 & 0.397735 \tabularnewline
17 & -0.051395 & -0.3981 & 0.345985 \tabularnewline
18 & -0.077041 & -0.5968 & 0.276457 \tabularnewline
19 & -0.130142 & -1.0081 & 0.158733 \tabularnewline
20 & -0.194485 & -1.5065 & 0.068596 \tabularnewline
21 & -0.215158 & -1.6666 & 0.050403 \tabularnewline
22 & -0.210757 & -1.6325 & 0.053904 \tabularnewline
23 & -0.175981 & -1.3631 & 0.088966 \tabularnewline
24 & -0.180891 & -1.4012 & 0.083157 \tabularnewline
25 & -0.274266 & -2.1245 & 0.018881 \tabularnewline
26 & -0.371466 & -2.8774 & 0.002773 \tabularnewline
27 & -0.417412 & -3.2333 & 0.000995 \tabularnewline
28 & -0.422466 & -3.2724 & 0.000886 \tabularnewline
29 & -0.403309 & -3.124 & 0.001373 \tabularnewline
30 & -0.385484 & -2.9859 & 0.002044 \tabularnewline
31 & -0.385394 & -2.9852 & 0.002048 \tabularnewline
32 & -0.386584 & -2.9945 & 0.001995 \tabularnewline
33 & -0.345731 & -2.678 & 0.00477 \tabularnewline
34 & -0.300622 & -2.3286 & 0.011633 \tabularnewline
35 & -0.250162 & -1.9377 & 0.028682 \tabularnewline
36 & -0.220699 & -1.7095 & 0.046261 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69236&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]0.883901[/C][C]6.8467[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.725321[/C][C]5.6183[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.618768[/C][C]4.793[/C][C]6e-06[/C][/ROW]
[ROW][C]4[/C][C]0.579675[/C][C]4.4901[/C][C]1.6e-05[/C][/ROW]
[ROW][C]5[/C][C]0.578538[/C][C]4.4813[/C][C]1.7e-05[/C][/ROW]
[ROW][C]6[/C][C]0.559992[/C][C]4.3377[/C][C]2.8e-05[/C][/ROW]
[ROW][C]7[/C][C]0.502656[/C][C]3.8936[/C][C]0.000125[/C][/ROW]
[ROW][C]8[/C][C]0.43153[/C][C]3.3426[/C][C]0.000717[/C][/ROW]
[ROW][C]9[/C][C]0.404232[/C][C]3.1312[/C][C]0.001345[/C][/ROW]
[ROW][C]10[/C][C]0.406606[/C][C]3.1496[/C][C]0.001275[/C][/ROW]
[ROW][C]11[/C][C]0.450853[/C][C]3.4923[/C][C]0.000453[/C][/ROW]
[ROW][C]12[/C][C]0.445896[/C][C]3.4539[/C][C]0.00051[/C][/ROW]
[ROW][C]13[/C][C]0.300799[/C][C]2.33[/C][C]0.011595[/C][/ROW]
[ROW][C]14[/C][C]0.135831[/C][C]1.0521[/C][C]0.148476[/C][/ROW]
[ROW][C]15[/C][C]0.020281[/C][C]0.1571[/C][C]0.437849[/C][/ROW]
[ROW][C]16[/C][C]-0.033614[/C][C]-0.2604[/C][C]0.397735[/C][/ROW]
[ROW][C]17[/C][C]-0.051395[/C][C]-0.3981[/C][C]0.345985[/C][/ROW]
[ROW][C]18[/C][C]-0.077041[/C][C]-0.5968[/C][C]0.276457[/C][/ROW]
[ROW][C]19[/C][C]-0.130142[/C][C]-1.0081[/C][C]0.158733[/C][/ROW]
[ROW][C]20[/C][C]-0.194485[/C][C]-1.5065[/C][C]0.068596[/C][/ROW]
[ROW][C]21[/C][C]-0.215158[/C][C]-1.6666[/C][C]0.050403[/C][/ROW]
[ROW][C]22[/C][C]-0.210757[/C][C]-1.6325[/C][C]0.053904[/C][/ROW]
[ROW][C]23[/C][C]-0.175981[/C][C]-1.3631[/C][C]0.088966[/C][/ROW]
[ROW][C]24[/C][C]-0.180891[/C][C]-1.4012[/C][C]0.083157[/C][/ROW]
[ROW][C]25[/C][C]-0.274266[/C][C]-2.1245[/C][C]0.018881[/C][/ROW]
[ROW][C]26[/C][C]-0.371466[/C][C]-2.8774[/C][C]0.002773[/C][/ROW]
[ROW][C]27[/C][C]-0.417412[/C][C]-3.2333[/C][C]0.000995[/C][/ROW]
[ROW][C]28[/C][C]-0.422466[/C][C]-3.2724[/C][C]0.000886[/C][/ROW]
[ROW][C]29[/C][C]-0.403309[/C][C]-3.124[/C][C]0.001373[/C][/ROW]
[ROW][C]30[/C][C]-0.385484[/C][C]-2.9859[/C][C]0.002044[/C][/ROW]
[ROW][C]31[/C][C]-0.385394[/C][C]-2.9852[/C][C]0.002048[/C][/ROW]
[ROW][C]32[/C][C]-0.386584[/C][C]-2.9945[/C][C]0.001995[/C][/ROW]
[ROW][C]33[/C][C]-0.345731[/C][C]-2.678[/C][C]0.00477[/C][/ROW]
[ROW][C]34[/C][C]-0.300622[/C][C]-2.3286[/C][C]0.011633[/C][/ROW]
[ROW][C]35[/C][C]-0.250162[/C][C]-1.9377[/C][C]0.028682[/C][/ROW]
[ROW][C]36[/C][C]-0.220699[/C][C]-1.7095[/C][C]0.046261[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69236&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69236&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	0.883901	6.8467	0
2	0.725321	5.6183	0
3	0.618768	4.793	6e-06
4	0.579675	4.4901	1.6e-05
5	0.578538	4.4813	1.7e-05
6	0.559992	4.3377	2.8e-05
7	0.502656	3.8936	0.000125
8	0.43153	3.3426	0.000717
9	0.404232	3.1312	0.001345
10	0.406606	3.1496	0.001275
11	0.450853	3.4923	0.000453
12	0.445896	3.4539	0.00051
13	0.300799	2.33	0.011595
14	0.135831	1.0521	0.148476
15	0.020281	0.1571	0.437849
16	-0.033614	-0.2604	0.397735
17	-0.051395	-0.3981	0.345985
18	-0.077041	-0.5968	0.276457
19	-0.130142	-1.0081	0.158733
20	-0.194485	-1.5065	0.068596
21	-0.215158	-1.6666	0.050403
22	-0.210757	-1.6325	0.053904
23	-0.175981	-1.3631	0.088966
24	-0.180891	-1.4012	0.083157
25	-0.274266	-2.1245	0.018881
26	-0.371466	-2.8774	0.002773
27	-0.417412	-3.2333	0.000995
28	-0.422466	-3.2724	0.000886
29	-0.403309	-3.124	0.001373
30	-0.385484	-2.9859	0.002044
31	-0.385394	-2.9852	0.002048
32	-0.386584	-2.9945	0.001995
33	-0.345731	-2.678	0.00477
34	-0.300622	-2.3286	0.011633
35	-0.250162	-1.9377	0.028682
36	-0.220699	-1.7095	0.046261

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.883901	6.8467	0
2	-0.25585	-1.9818	0.026044
3	0.194584	1.5072	0.068498
4	0.164019	1.2705	0.104408
5	0.107952	0.8362	0.203183
6	-0.044879	-0.3476	0.364668
7	-0.067603	-0.5236	0.301226
8	-0.012474	-0.0966	0.461674
9	0.153103	1.1859	0.120163
10	-0.004024	-0.0312	0.487619
11	0.233189	1.8063	0.037946
12	-0.228974	-1.7736	0.0406
13	-0.53727	-4.1617	5.1e-05
14	0.019734	0.1529	0.439511
15	-0.114769	-0.889	0.188778
16	-0.122636	-0.9499	0.172979
17	0.021289	0.1649	0.434786
18	-0.035743	-0.2769	0.391417
19	0.049574	0.384	0.35117
20	-0.101421	-0.7856	0.217596
21	0.091406	0.708	0.240835
22	0.020405	0.1581	0.437472
23	-0.026231	-0.2032	0.41984
24	0.051295	0.3973	0.346267
25	-0.034227	-0.2651	0.395911
26	0.018635	0.1443	0.442855
27	0.067924	0.5261	0.300367
28	-0.154161	-1.1941	0.118564
29	0.063804	0.4942	0.311477
30	-0.036699	-0.2843	0.388591
31	0.024177	0.1873	0.42604
32	0.044563	0.3452	0.365582
33	0.062838	0.4867	0.314107
34	-0.068674	-0.5319	0.298363
35	-0.03654	-0.283	0.389061
36	0.100828	0.781	0.218934

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.883901 & 6.8467 & 0 \tabularnewline
2 & -0.25585 & -1.9818 & 0.026044 \tabularnewline
3 & 0.194584 & 1.5072 & 0.068498 \tabularnewline
4 & 0.164019 & 1.2705 & 0.104408 \tabularnewline
5 & 0.107952 & 0.8362 & 0.203183 \tabularnewline
6 & -0.044879 & -0.3476 & 0.364668 \tabularnewline
7 & -0.067603 & -0.5236 & 0.301226 \tabularnewline
8 & -0.012474 & -0.0966 & 0.461674 \tabularnewline
9 & 0.153103 & 1.1859 & 0.120163 \tabularnewline
10 & -0.004024 & -0.0312 & 0.487619 \tabularnewline
11 & 0.233189 & 1.8063 & 0.037946 \tabularnewline
12 & -0.228974 & -1.7736 & 0.0406 \tabularnewline
13 & -0.53727 & -4.1617 & 5.1e-05 \tabularnewline
14 & 0.019734 & 0.1529 & 0.439511 \tabularnewline
15 & -0.114769 & -0.889 & 0.188778 \tabularnewline
16 & -0.122636 & -0.9499 & 0.172979 \tabularnewline
17 & 0.021289 & 0.1649 & 0.434786 \tabularnewline
18 & -0.035743 & -0.2769 & 0.391417 \tabularnewline
19 & 0.049574 & 0.384 & 0.35117 \tabularnewline
20 & -0.101421 & -0.7856 & 0.217596 \tabularnewline
21 & 0.091406 & 0.708 & 0.240835 \tabularnewline
22 & 0.020405 & 0.1581 & 0.437472 \tabularnewline
23 & -0.026231 & -0.2032 & 0.41984 \tabularnewline
24 & 0.051295 & 0.3973 & 0.346267 \tabularnewline
25 & -0.034227 & -0.2651 & 0.395911 \tabularnewline
26 & 0.018635 & 0.1443 & 0.442855 \tabularnewline
27 & 0.067924 & 0.5261 & 0.300367 \tabularnewline
28 & -0.154161 & -1.1941 & 0.118564 \tabularnewline
29 & 0.063804 & 0.4942 & 0.311477 \tabularnewline
30 & -0.036699 & -0.2843 & 0.388591 \tabularnewline
31 & 0.024177 & 0.1873 & 0.42604 \tabularnewline
32 & 0.044563 & 0.3452 & 0.365582 \tabularnewline
33 & 0.062838 & 0.4867 & 0.314107 \tabularnewline
34 & -0.068674 & -0.5319 & 0.298363 \tabularnewline
35 & -0.03654 & -0.283 & 0.389061 \tabularnewline
36 & 0.100828 & 0.781 & 0.218934 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69236&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]0.883901[/C][C]6.8467[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.25585[/C][C]-1.9818[/C][C]0.026044[/C][/ROW]
[ROW][C]3[/C][C]0.194584[/C][C]1.5072[/C][C]0.068498[/C][/ROW]
[ROW][C]4[/C][C]0.164019[/C][C]1.2705[/C][C]0.104408[/C][/ROW]
[ROW][C]5[/C][C]0.107952[/C][C]0.8362[/C][C]0.203183[/C][/ROW]
[ROW][C]6[/C][C]-0.044879[/C][C]-0.3476[/C][C]0.364668[/C][/ROW]
[ROW][C]7[/C][C]-0.067603[/C][C]-0.5236[/C][C]0.301226[/C][/ROW]
[ROW][C]8[/C][C]-0.012474[/C][C]-0.0966[/C][C]0.461674[/C][/ROW]
[ROW][C]9[/C][C]0.153103[/C][C]1.1859[/C][C]0.120163[/C][/ROW]
[ROW][C]10[/C][C]-0.004024[/C][C]-0.0312[/C][C]0.487619[/C][/ROW]
[ROW][C]11[/C][C]0.233189[/C][C]1.8063[/C][C]0.037946[/C][/ROW]
[ROW][C]12[/C][C]-0.228974[/C][C]-1.7736[/C][C]0.0406[/C][/ROW]
[ROW][C]13[/C][C]-0.53727[/C][C]-4.1617[/C][C]5.1e-05[/C][/ROW]
[ROW][C]14[/C][C]0.019734[/C][C]0.1529[/C][C]0.439511[/C][/ROW]
[ROW][C]15[/C][C]-0.114769[/C][C]-0.889[/C][C]0.188778[/C][/ROW]
[ROW][C]16[/C][C]-0.122636[/C][C]-0.9499[/C][C]0.172979[/C][/ROW]
[ROW][C]17[/C][C]0.021289[/C][C]0.1649[/C][C]0.434786[/C][/ROW]
[ROW][C]18[/C][C]-0.035743[/C][C]-0.2769[/C][C]0.391417[/C][/ROW]
[ROW][C]19[/C][C]0.049574[/C][C]0.384[/C][C]0.35117[/C][/ROW]
[ROW][C]20[/C][C]-0.101421[/C][C]-0.7856[/C][C]0.217596[/C][/ROW]
[ROW][C]21[/C][C]0.091406[/C][C]0.708[/C][C]0.240835[/C][/ROW]
[ROW][C]22[/C][C]0.020405[/C][C]0.1581[/C][C]0.437472[/C][/ROW]
[ROW][C]23[/C][C]-0.026231[/C][C]-0.2032[/C][C]0.41984[/C][/ROW]
[ROW][C]24[/C][C]0.051295[/C][C]0.3973[/C][C]0.346267[/C][/ROW]
[ROW][C]25[/C][C]-0.034227[/C][C]-0.2651[/C][C]0.395911[/C][/ROW]
[ROW][C]26[/C][C]0.018635[/C][C]0.1443[/C][C]0.442855[/C][/ROW]
[ROW][C]27[/C][C]0.067924[/C][C]0.5261[/C][C]0.300367[/C][/ROW]
[ROW][C]28[/C][C]-0.154161[/C][C]-1.1941[/C][C]0.118564[/C][/ROW]
[ROW][C]29[/C][C]0.063804[/C][C]0.4942[/C][C]0.311477[/C][/ROW]
[ROW][C]30[/C][C]-0.036699[/C][C]-0.2843[/C][C]0.388591[/C][/ROW]
[ROW][C]31[/C][C]0.024177[/C][C]0.1873[/C][C]0.42604[/C][/ROW]
[ROW][C]32[/C][C]0.044563[/C][C]0.3452[/C][C]0.365582[/C][/ROW]
[ROW][C]33[/C][C]0.062838[/C][C]0.4867[/C][C]0.314107[/C][/ROW]
[ROW][C]34[/C][C]-0.068674[/C][C]-0.5319[/C][C]0.298363[/C][/ROW]
[ROW][C]35[/C][C]-0.03654[/C][C]-0.283[/C][C]0.389061[/C][/ROW]
[ROW][C]36[/C][C]0.100828[/C][C]0.781[/C][C]0.218934[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69236&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69236&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	0.883901	6.8467	0
2	-0.25585	-1.9818	0.026044
3	0.194584	1.5072	0.068498
4	0.164019	1.2705	0.104408
5	0.107952	0.8362	0.203183
6	-0.044879	-0.3476	0.364668
7	-0.067603	-0.5236	0.301226
8	-0.012474	-0.0966	0.461674
9	0.153103	1.1859	0.120163
10	-0.004024	-0.0312	0.487619
11	0.233189	1.8063	0.037946
12	-0.228974	-1.7736	0.0406
13	-0.53727	-4.1617	5.1e-05
14	0.019734	0.1529	0.439511
15	-0.114769	-0.889	0.188778
16	-0.122636	-0.9499	0.172979
17	0.021289	0.1649	0.434786
18	-0.035743	-0.2769	0.391417
19	0.049574	0.384	0.35117
20	-0.101421	-0.7856	0.217596
21	0.091406	0.708	0.240835
22	0.020405	0.1581	0.437472
23	-0.026231	-0.2032	0.41984
24	0.051295	0.3973	0.346267
25	-0.034227	-0.2651	0.395911
26	0.018635	0.1443	0.442855
27	0.067924	0.5261	0.300367
28	-0.154161	-1.1941	0.118564
29	0.063804	0.4942	0.311477
30	-0.036699	-0.2843	0.388591
31	0.024177	0.1873	0.42604
32	0.044563	0.3452	0.365582
33	0.062838	0.4867	0.314107
34	-0.068674	-0.5319	0.298363
35	-0.03654	-0.283	0.389061
36	0.100828	0.781	0.218934

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