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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Dec 2008 09:54:05 -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/2008/Dec/02/t1228236924v8tp7o8l6930jmm.htm/, Retrieved Thu, 23 May 2024 00:33:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28071, Retrieved Thu, 23 May 2024 00:33:41 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

165

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

F       [(Partial) Autocorrelation Function] [nsts Q8 (1)] [2008-12-02 16:54:05] [e7b1048c2c3a353441b9143db4404b91] [Current]
F   PD    [(Partial) Autocorrelation Function] [nsts Q8 (2)] [2008-12-02 16:58:46] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-   P       [(Partial) Autocorrelation Function] [nsts Q8 (3)] [2008-12-02 17:02:13] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F   P         [(Partial) Autocorrelation Function] [nsts Q8 (9)] [2008-12-02 17:59:47] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F RMPD        [Standard Deviation-Mean Plot] [nsts Q8 (9)] [2008-12-02 18:06:48] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F RMP       [Variance Reduction Matrix] [nsts Q8 (4)] [2008-12-02 17:06:25] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F   PD      [(Partial) Autocorrelation Function] [nsts Q8 (5)] [2008-12-02 17:09:15] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-   PD        [(Partial) Autocorrelation Function] [nsts Q8 (6)] [2008-12-02 17:12:08] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-   P           [(Partial) Autocorrelation Function] [nsts Q8 (7)] [2008-12-02 17:14:26] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F   P             [(Partial) Autocorrelation Function] [nsts Q8 (10)] [2008-12-02 18:11:41] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F RMPD            [Standard Deviation-Mean Plot] [nsts Q8 (11)] [2008-12-02 18:16:35] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F RMPD            [Cross Correlation Function] [nsts Q9] [2008-12-02 18:20:14] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F   P               [Cross Correlation Function] [NonStationaryTime...] [2008-12-02 20:22:16] [9c2d53170eb755e9ae5fcf19d2174a32] 
F RMPD          [Variance Reduction Matrix] [nsts Q8 (8)] [2008-12-02 17:17:02] [b1bd16d1f47bfe13feacf1c27a0abba5] 

Feedback Forum

2008-12-08 18:48:55 [Jasmine Hendrikx] [reply] 
Eigen evaluatie: 
De berekening is goed uitgevoerd en de bespreking is correct. Er is inderdaad niet meteen sprake van een langetermijntrend, maar is wel duidelijk seizoenaliteit te bespeuren. De reden hiervoor is ook duidelijk uitgelegd. 

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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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28071&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28071&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28071&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.414367	3.8203	0.000126
2	0.175065	1.614	0.055115
3	0.384837	3.548	0.000317
4	0.242256	2.2335	0.014071
5	0.244275	2.2521	0.013446
6	0.434937	4.0099	6.5e-05
7	0.207434	1.9124	0.029594
8	0.185994	1.7148	0.045014
9	0.29743	2.7422	0.00372
10	0.024236	0.2234	0.411862
11	0.275241	2.5376	0.006493
12	0.653912	6.0288	0
13	0.250565	2.3101	0.011653
14	-0.002264	-0.0209	0.491696
15	0.21537	1.9856	0.02515
16	0.050733	0.4677	0.320585
17	0.082224	0.7581	0.225252
18	0.230997	2.1297	0.018044
19	0.03449	0.318	0.37564
20	0.025753	0.2374	0.406446
21	0.092105	0.8492	0.199088
22	-0.133891	-1.2344	0.110225
23	0.073609	0.6786	0.249603
24	0.40068	3.6941	0.000195
25	0.072313	0.6667	0.253387
26	-0.091105	-0.8399	0.201648
27	0.030534	0.2815	0.389504
28	-0.11055	-1.0192	0.155494
29	-0.054281	-0.5005	0.309026
30	0.044498	0.4102	0.341328
31	-0.103713	-0.9562	0.170846
32	-0.092789	-0.8555	0.197347
33	-0.057048	-0.526	0.300144
34	-0.221516	-2.0423	0.022112
35	-0.033757	-0.3112	0.378195
36	0.191026	1.7612	0.040903

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.414367 & 3.8203 & 0.000126 \tabularnewline
2 & 0.175065 & 1.614 & 0.055115 \tabularnewline
3 & 0.384837 & 3.548 & 0.000317 \tabularnewline
4 & 0.242256 & 2.2335 & 0.014071 \tabularnewline
5 & 0.244275 & 2.2521 & 0.013446 \tabularnewline
6 & 0.434937 & 4.0099 & 6.5e-05 \tabularnewline
7 & 0.207434 & 1.9124 & 0.029594 \tabularnewline
8 & 0.185994 & 1.7148 & 0.045014 \tabularnewline
9 & 0.29743 & 2.7422 & 0.00372 \tabularnewline
10 & 0.024236 & 0.2234 & 0.411862 \tabularnewline
11 & 0.275241 & 2.5376 & 0.006493 \tabularnewline
12 & 0.653912 & 6.0288 & 0 \tabularnewline
13 & 0.250565 & 2.3101 & 0.011653 \tabularnewline
14 & -0.002264 & -0.0209 & 0.491696 \tabularnewline
15 & 0.21537 & 1.9856 & 0.02515 \tabularnewline
16 & 0.050733 & 0.4677 & 0.320585 \tabularnewline
17 & 0.082224 & 0.7581 & 0.225252 \tabularnewline
18 & 0.230997 & 2.1297 & 0.018044 \tabularnewline
19 & 0.03449 & 0.318 & 0.37564 \tabularnewline
20 & 0.025753 & 0.2374 & 0.406446 \tabularnewline
21 & 0.092105 & 0.8492 & 0.199088 \tabularnewline
22 & -0.133891 & -1.2344 & 0.110225 \tabularnewline
23 & 0.073609 & 0.6786 & 0.249603 \tabularnewline
24 & 0.40068 & 3.6941 & 0.000195 \tabularnewline
25 & 0.072313 & 0.6667 & 0.253387 \tabularnewline
26 & -0.091105 & -0.8399 & 0.201648 \tabularnewline
27 & 0.030534 & 0.2815 & 0.389504 \tabularnewline
28 & -0.11055 & -1.0192 & 0.155494 \tabularnewline
29 & -0.054281 & -0.5005 & 0.309026 \tabularnewline
30 & 0.044498 & 0.4102 & 0.341328 \tabularnewline
31 & -0.103713 & -0.9562 & 0.170846 \tabularnewline
32 & -0.092789 & -0.8555 & 0.197347 \tabularnewline
33 & -0.057048 & -0.526 & 0.300144 \tabularnewline
34 & -0.221516 & -2.0423 & 0.022112 \tabularnewline
35 & -0.033757 & -0.3112 & 0.378195 \tabularnewline
36 & 0.191026 & 1.7612 & 0.040903 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28071&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]0.414367[/C][C]3.8203[/C][C]0.000126[/C][/ROW]
[ROW][C]2[/C][C]0.175065[/C][C]1.614[/C][C]0.055115[/C][/ROW]
[ROW][C]3[/C][C]0.384837[/C][C]3.548[/C][C]0.000317[/C][/ROW]
[ROW][C]4[/C][C]0.242256[/C][C]2.2335[/C][C]0.014071[/C][/ROW]
[ROW][C]5[/C][C]0.244275[/C][C]2.2521[/C][C]0.013446[/C][/ROW]
[ROW][C]6[/C][C]0.434937[/C][C]4.0099[/C][C]6.5e-05[/C][/ROW]
[ROW][C]7[/C][C]0.207434[/C][C]1.9124[/C][C]0.029594[/C][/ROW]
[ROW][C]8[/C][C]0.185994[/C][C]1.7148[/C][C]0.045014[/C][/ROW]
[ROW][C]9[/C][C]0.29743[/C][C]2.7422[/C][C]0.00372[/C][/ROW]
[ROW][C]10[/C][C]0.024236[/C][C]0.2234[/C][C]0.411862[/C][/ROW]
[ROW][C]11[/C][C]0.275241[/C][C]2.5376[/C][C]0.006493[/C][/ROW]
[ROW][C]12[/C][C]0.653912[/C][C]6.0288[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.250565[/C][C]2.3101[/C][C]0.011653[/C][/ROW]
[ROW][C]14[/C][C]-0.002264[/C][C]-0.0209[/C][C]0.491696[/C][/ROW]
[ROW][C]15[/C][C]0.21537[/C][C]1.9856[/C][C]0.02515[/C][/ROW]
[ROW][C]16[/C][C]0.050733[/C][C]0.4677[/C][C]0.320585[/C][/ROW]
[ROW][C]17[/C][C]0.082224[/C][C]0.7581[/C][C]0.225252[/C][/ROW]
[ROW][C]18[/C][C]0.230997[/C][C]2.1297[/C][C]0.018044[/C][/ROW]
[ROW][C]19[/C][C]0.03449[/C][C]0.318[/C][C]0.37564[/C][/ROW]
[ROW][C]20[/C][C]0.025753[/C][C]0.2374[/C][C]0.406446[/C][/ROW]
[ROW][C]21[/C][C]0.092105[/C][C]0.8492[/C][C]0.199088[/C][/ROW]
[ROW][C]22[/C][C]-0.133891[/C][C]-1.2344[/C][C]0.110225[/C][/ROW]
[ROW][C]23[/C][C]0.073609[/C][C]0.6786[/C][C]0.249603[/C][/ROW]
[ROW][C]24[/C][C]0.40068[/C][C]3.6941[/C][C]0.000195[/C][/ROW]
[ROW][C]25[/C][C]0.072313[/C][C]0.6667[/C][C]0.253387[/C][/ROW]
[ROW][C]26[/C][C]-0.091105[/C][C]-0.8399[/C][C]0.201648[/C][/ROW]
[ROW][C]27[/C][C]0.030534[/C][C]0.2815[/C][C]0.389504[/C][/ROW]
[ROW][C]28[/C][C]-0.11055[/C][C]-1.0192[/C][C]0.155494[/C][/ROW]
[ROW][C]29[/C][C]-0.054281[/C][C]-0.5005[/C][C]0.309026[/C][/ROW]
[ROW][C]30[/C][C]0.044498[/C][C]0.4102[/C][C]0.341328[/C][/ROW]
[ROW][C]31[/C][C]-0.103713[/C][C]-0.9562[/C][C]0.170846[/C][/ROW]
[ROW][C]32[/C][C]-0.092789[/C][C]-0.8555[/C][C]0.197347[/C][/ROW]
[ROW][C]33[/C][C]-0.057048[/C][C]-0.526[/C][C]0.300144[/C][/ROW]
[ROW][C]34[/C][C]-0.221516[/C][C]-2.0423[/C][C]0.022112[/C][/ROW]
[ROW][C]35[/C][C]-0.033757[/C][C]-0.3112[/C][C]0.378195[/C][/ROW]
[ROW][C]36[/C][C]0.191026[/C][C]1.7612[/C][C]0.040903[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28071&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28071&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	0.414367	3.8203	0.000126
2	0.175065	1.614	0.055115
3	0.384837	3.548	0.000317
4	0.242256	2.2335	0.014071
5	0.244275	2.2521	0.013446
6	0.434937	4.0099	6.5e-05
7	0.207434	1.9124	0.029594
8	0.185994	1.7148	0.045014
9	0.29743	2.7422	0.00372
10	0.024236	0.2234	0.411862
11	0.275241	2.5376	0.006493
12	0.653912	6.0288	0
13	0.250565	2.3101	0.011653
14	-0.002264	-0.0209	0.491696
15	0.21537	1.9856	0.02515
16	0.050733	0.4677	0.320585
17	0.082224	0.7581	0.225252
18	0.230997	2.1297	0.018044
19	0.03449	0.318	0.37564
20	0.025753	0.2374	0.406446
21	0.092105	0.8492	0.199088
22	-0.133891	-1.2344	0.110225
23	0.073609	0.6786	0.249603
24	0.40068	3.6941	0.000195
25	0.072313	0.6667	0.253387
26	-0.091105	-0.8399	0.201648
27	0.030534	0.2815	0.389504
28	-0.11055	-1.0192	0.155494
29	-0.054281	-0.5005	0.309026
30	0.044498	0.4102	0.341328
31	-0.103713	-0.9562	0.170846
32	-0.092789	-0.8555	0.197347
33	-0.057048	-0.526	0.300144
34	-0.221516	-2.0423	0.022112
35	-0.033757	-0.3112	0.378195
36	0.191026	1.7612	0.040903

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.414367	3.8203	0.000126
2	0.004062	0.0374	0.485108
3	0.375362	3.4607	0.000423
4	-0.063384	-0.5844	0.280259
5	0.220995	2.0375	0.022356
6	0.228218	2.1041	0.019164
7	-0.111787	-1.0306	0.15282
8	0.131647	1.2137	0.114107
9	-0.017182	-0.1584	0.437255
10	-0.228878	-2.1102	0.018892
11	0.415816	3.8336	0.000121
12	0.400482	3.6923	0.000196
13	-0.175114	-1.6145	0.055066
14	-0.345832	-3.1884	0.001002
15	-0.015268	-0.1408	0.444196
16	-0.12763	-1.1767	0.121302
17	-0.015795	-0.1456	0.442281
18	-0.07267	-0.67	0.252342
19	0.018952	0.1747	0.430853
20	-0.012748	-0.1175	0.45336
21	-0.037001	-0.3411	0.366923
22	0.009652	0.089	0.464649
23	0.027909	0.2573	0.398782
24	0.024555	0.2264	0.410723
25	0.036508	0.3366	0.36863
26	0.011374	0.1049	0.458365
27	-0.096638	-0.891	0.187733
28	-0.121675	-1.1218	0.132557
29	0.041459	0.3822	0.351622
30	-0.131234	-1.2099	0.114833
31	0.047272	0.4358	0.332035
32	-0.024929	-0.2298	0.409385
33	0.024624	0.227	0.410475
34	0.076474	0.7051	0.241353
35	0.000107	0.001	0.499609
36	-0.066613	-0.6141	0.27038

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.414367 & 3.8203 & 0.000126 \tabularnewline
2 & 0.004062 & 0.0374 & 0.485108 \tabularnewline
3 & 0.375362 & 3.4607 & 0.000423 \tabularnewline
4 & -0.063384 & -0.5844 & 0.280259 \tabularnewline
5 & 0.220995 & 2.0375 & 0.022356 \tabularnewline
6 & 0.228218 & 2.1041 & 0.019164 \tabularnewline
7 & -0.111787 & -1.0306 & 0.15282 \tabularnewline
8 & 0.131647 & 1.2137 & 0.114107 \tabularnewline
9 & -0.017182 & -0.1584 & 0.437255 \tabularnewline
10 & -0.228878 & -2.1102 & 0.018892 \tabularnewline
11 & 0.415816 & 3.8336 & 0.000121 \tabularnewline
12 & 0.400482 & 3.6923 & 0.000196 \tabularnewline
13 & -0.175114 & -1.6145 & 0.055066 \tabularnewline
14 & -0.345832 & -3.1884 & 0.001002 \tabularnewline
15 & -0.015268 & -0.1408 & 0.444196 \tabularnewline
16 & -0.12763 & -1.1767 & 0.121302 \tabularnewline
17 & -0.015795 & -0.1456 & 0.442281 \tabularnewline
18 & -0.07267 & -0.67 & 0.252342 \tabularnewline
19 & 0.018952 & 0.1747 & 0.430853 \tabularnewline
20 & -0.012748 & -0.1175 & 0.45336 \tabularnewline
21 & -0.037001 & -0.3411 & 0.366923 \tabularnewline
22 & 0.009652 & 0.089 & 0.464649 \tabularnewline
23 & 0.027909 & 0.2573 & 0.398782 \tabularnewline
24 & 0.024555 & 0.2264 & 0.410723 \tabularnewline
25 & 0.036508 & 0.3366 & 0.36863 \tabularnewline
26 & 0.011374 & 0.1049 & 0.458365 \tabularnewline
27 & -0.096638 & -0.891 & 0.187733 \tabularnewline
28 & -0.121675 & -1.1218 & 0.132557 \tabularnewline
29 & 0.041459 & 0.3822 & 0.351622 \tabularnewline
30 & -0.131234 & -1.2099 & 0.114833 \tabularnewline
31 & 0.047272 & 0.4358 & 0.332035 \tabularnewline
32 & -0.024929 & -0.2298 & 0.409385 \tabularnewline
33 & 0.024624 & 0.227 & 0.410475 \tabularnewline
34 & 0.076474 & 0.7051 & 0.241353 \tabularnewline
35 & 0.000107 & 0.001 & 0.499609 \tabularnewline
36 & -0.066613 & -0.6141 & 0.27038 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28071&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]0.414367[/C][C]3.8203[/C][C]0.000126[/C][/ROW]
[ROW][C]2[/C][C]0.004062[/C][C]0.0374[/C][C]0.485108[/C][/ROW]
[ROW][C]3[/C][C]0.375362[/C][C]3.4607[/C][C]0.000423[/C][/ROW]
[ROW][C]4[/C][C]-0.063384[/C][C]-0.5844[/C][C]0.280259[/C][/ROW]
[ROW][C]5[/C][C]0.220995[/C][C]2.0375[/C][C]0.022356[/C][/ROW]
[ROW][C]6[/C][C]0.228218[/C][C]2.1041[/C][C]0.019164[/C][/ROW]
[ROW][C]7[/C][C]-0.111787[/C][C]-1.0306[/C][C]0.15282[/C][/ROW]
[ROW][C]8[/C][C]0.131647[/C][C]1.2137[/C][C]0.114107[/C][/ROW]
[ROW][C]9[/C][C]-0.017182[/C][C]-0.1584[/C][C]0.437255[/C][/ROW]
[ROW][C]10[/C][C]-0.228878[/C][C]-2.1102[/C][C]0.018892[/C][/ROW]
[ROW][C]11[/C][C]0.415816[/C][C]3.8336[/C][C]0.000121[/C][/ROW]
[ROW][C]12[/C][C]0.400482[/C][C]3.6923[/C][C]0.000196[/C][/ROW]
[ROW][C]13[/C][C]-0.175114[/C][C]-1.6145[/C][C]0.055066[/C][/ROW]
[ROW][C]14[/C][C]-0.345832[/C][C]-3.1884[/C][C]0.001002[/C][/ROW]
[ROW][C]15[/C][C]-0.015268[/C][C]-0.1408[/C][C]0.444196[/C][/ROW]
[ROW][C]16[/C][C]-0.12763[/C][C]-1.1767[/C][C]0.121302[/C][/ROW]
[ROW][C]17[/C][C]-0.015795[/C][C]-0.1456[/C][C]0.442281[/C][/ROW]
[ROW][C]18[/C][C]-0.07267[/C][C]-0.67[/C][C]0.252342[/C][/ROW]
[ROW][C]19[/C][C]0.018952[/C][C]0.1747[/C][C]0.430853[/C][/ROW]
[ROW][C]20[/C][C]-0.012748[/C][C]-0.1175[/C][C]0.45336[/C][/ROW]
[ROW][C]21[/C][C]-0.037001[/C][C]-0.3411[/C][C]0.366923[/C][/ROW]
[ROW][C]22[/C][C]0.009652[/C][C]0.089[/C][C]0.464649[/C][/ROW]
[ROW][C]23[/C][C]0.027909[/C][C]0.2573[/C][C]0.398782[/C][/ROW]
[ROW][C]24[/C][C]0.024555[/C][C]0.2264[/C][C]0.410723[/C][/ROW]
[ROW][C]25[/C][C]0.036508[/C][C]0.3366[/C][C]0.36863[/C][/ROW]
[ROW][C]26[/C][C]0.011374[/C][C]0.1049[/C][C]0.458365[/C][/ROW]
[ROW][C]27[/C][C]-0.096638[/C][C]-0.891[/C][C]0.187733[/C][/ROW]
[ROW][C]28[/C][C]-0.121675[/C][C]-1.1218[/C][C]0.132557[/C][/ROW]
[ROW][C]29[/C][C]0.041459[/C][C]0.3822[/C][C]0.351622[/C][/ROW]
[ROW][C]30[/C][C]-0.131234[/C][C]-1.2099[/C][C]0.114833[/C][/ROW]
[ROW][C]31[/C][C]0.047272[/C][C]0.4358[/C][C]0.332035[/C][/ROW]
[ROW][C]32[/C][C]-0.024929[/C][C]-0.2298[/C][C]0.409385[/C][/ROW]
[ROW][C]33[/C][C]0.024624[/C][C]0.227[/C][C]0.410475[/C][/ROW]
[ROW][C]34[/C][C]0.076474[/C][C]0.7051[/C][C]0.241353[/C][/ROW]
[ROW][C]35[/C][C]0.000107[/C][C]0.001[/C][C]0.499609[/C][/ROW]
[ROW][C]36[/C][C]-0.066613[/C][C]-0.6141[/C][C]0.27038[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28071&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28071&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	0.414367	3.8203	0.000126
2	0.004062	0.0374	0.485108
3	0.375362	3.4607	0.000423
4	-0.063384	-0.5844	0.280259
5	0.220995	2.0375	0.022356
6	0.228218	2.1041	0.019164
7	-0.111787	-1.0306	0.15282
8	0.131647	1.2137	0.114107
9	-0.017182	-0.1584	0.437255
10	-0.228878	-2.1102	0.018892
11	0.415816	3.8336	0.000121
12	0.400482	3.6923	0.000196
13	-0.175114	-1.6145	0.055066
14	-0.345832	-3.1884	0.001002
15	-0.015268	-0.1408	0.444196
16	-0.12763	-1.1767	0.121302
17	-0.015795	-0.1456	0.442281
18	-0.07267	-0.67	0.252342
19	0.018952	0.1747	0.430853
20	-0.012748	-0.1175	0.45336
21	-0.037001	-0.3411	0.366923
22	0.009652	0.089	0.464649
23	0.027909	0.2573	0.398782
24	0.024555	0.2264	0.410723
25	0.036508	0.3366	0.36863
26	0.011374	0.1049	0.458365
27	-0.096638	-0.891	0.187733
28	-0.121675	-1.1218	0.132557
29	0.041459	0.3822	0.351622
30	-0.131234	-1.2099	0.114833
31	0.047272	0.4358	0.332035
32	-0.024929	-0.2298	0.409385
33	0.024624	0.227	0.410475
34	0.076474	0.7051	0.241353
35	0.000107	0.001	0.499609
36	-0.066613	-0.6141	0.27038

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 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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