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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 04:04:01 -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/04/t1259924714rkn4t6lz933vfx4.htm/, Retrieved Sat, 27 Apr 2024 14:50:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63278, Retrieved Sat, 27 Apr 2024 14:50:33 +0000

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User-defined keywords

Estimated Impact

107

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 12:26:39] [b98453cac15ba1066b407e146608df68]
- R  D        [(Partial) Autocorrelation Function] [workshop 8] [2009-11-26 18:42:50] [3d8acb8ffdb376c5fec19e610f8198c2]
-   P             [(Partial) Autocorrelation Function] [workshop 8] [2009-12-04 11:04:01] [e81f30a5c3daacfe71a556c99a478849] [Current]

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Dataseries X:

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Boxplots

6.9
6.8
6.7
6.6
6.5
6.5
7.0
7.5
7.6
7.6
7.6
7.8
8.0
8.0
8.0
7.9
7.9
8.0
8.5
9.2
9.4
9.5
9.5
9.6
9.7
9.7
9.6
9.5
9.4
9.3
9.6
10.2
10.2
10.1
9.9
9.8
9.8
9.7
9.5
9.3
9.1
9.0
9.5
10.0
10.2
10.1
10.0
9.9
10.0
9.9
9.7
9.5
9.2
9.0
9.3
9.8
9.8
9.6
9.4
9.3
9.2
9.2
9.0
8.8
8.7
8.7
9.1
9.7
9.8
9.6
9.4
9.4
9.5
9.4
9.3
9.2
9.0
8.9
9.2
9.8
9.9
9.6
9.2
9.1
9.1
9.0
8.9
8.7
8.5
8.3
8.5
8.7
8.4
8.1
7.8
7.7
7.5
7.2
6.8
6.7
6.4
6.3
6.8
7.3
7.1
7.0
6.8
6.6
6.3
6.1
6.1
6.3
6.3
6.0
6.2
6.4
6.8
7.5
7.5
7.6
7.6
7.4
7.3
7.1
6.9
6.8
7.5
7.6
7.8
8.0
8.1
8.2
8.3
8.2
8.0
7.9
7.6
7.6
8.3
8.4
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.0
8.2
8.1
8.1
8.0
7.9
7.9

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=63278&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=63278&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63278&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	0.446266	5.9706	0
2	-0.083656	-1.1192	0.13227
3	-0.358416	-4.7953	2e-06
4	-0.276055	-3.6934	0.000147
5	0.001471	0.0197	0.492161
6	0.180291	2.4121	0.008435
7	0.077727	1.0399	0.14989
8	-0.154345	-2.065	0.020182
9	-0.247634	-3.3131	0.000558
10	-0.123349	-1.6503	0.050318
11	0.262001	3.5053	0.000288
12	0.659719	8.8264	0
13	0.29328	3.9238	6.2e-05
14	-0.048663	-0.6511	0.257917
15	-0.230218	-3.0801	0.001198
16	-0.20709	-2.7707	0.003092
17	-0.056662	-0.7581	0.224699
18	0.039958	0.5346	0.296796
19	-0.031403	-0.4201	0.33744
20	-0.166535	-2.2281	0.01356
21	-0.208543	-2.7901	0.00292
22	-0.11028	-1.4754	0.070925
23	0.199895	2.6744	0.00409
24	0.488425	6.5347	0
25	0.191378	2.5605	0.005639
26	-0.052462	-0.7019	0.241828
27	-0.171292	-2.2917	0.011543
28	-0.189406	-2.5341	0.006066
29	-0.11118	-1.4875	0.069323
30	-0.058452	-0.782	0.217615
31	-0.061745	-0.8261	0.204925
32	-0.111744	-1.495	0.068333
33	-0.093316	-1.2485	0.106742
34	-0.054568	-0.7301	0.233151
35	0.160031	2.1411	0.016811
36	0.332185	4.4443	8e-06

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.446266 & 5.9706 & 0 \tabularnewline
2 & -0.083656 & -1.1192 & 0.13227 \tabularnewline
3 & -0.358416 & -4.7953 & 2e-06 \tabularnewline
4 & -0.276055 & -3.6934 & 0.000147 \tabularnewline
5 & 0.001471 & 0.0197 & 0.492161 \tabularnewline
6 & 0.180291 & 2.4121 & 0.008435 \tabularnewline
7 & 0.077727 & 1.0399 & 0.14989 \tabularnewline
8 & -0.154345 & -2.065 & 0.020182 \tabularnewline
9 & -0.247634 & -3.3131 & 0.000558 \tabularnewline
10 & -0.123349 & -1.6503 & 0.050318 \tabularnewline
11 & 0.262001 & 3.5053 & 0.000288 \tabularnewline
12 & 0.659719 & 8.8264 & 0 \tabularnewline
13 & 0.29328 & 3.9238 & 6.2e-05 \tabularnewline
14 & -0.048663 & -0.6511 & 0.257917 \tabularnewline
15 & -0.230218 & -3.0801 & 0.001198 \tabularnewline
16 & -0.20709 & -2.7707 & 0.003092 \tabularnewline
17 & -0.056662 & -0.7581 & 0.224699 \tabularnewline
18 & 0.039958 & 0.5346 & 0.296796 \tabularnewline
19 & -0.031403 & -0.4201 & 0.33744 \tabularnewline
20 & -0.166535 & -2.2281 & 0.01356 \tabularnewline
21 & -0.208543 & -2.7901 & 0.00292 \tabularnewline
22 & -0.11028 & -1.4754 & 0.070925 \tabularnewline
23 & 0.199895 & 2.6744 & 0.00409 \tabularnewline
24 & 0.488425 & 6.5347 & 0 \tabularnewline
25 & 0.191378 & 2.5605 & 0.005639 \tabularnewline
26 & -0.052462 & -0.7019 & 0.241828 \tabularnewline
27 & -0.171292 & -2.2917 & 0.011543 \tabularnewline
28 & -0.189406 & -2.5341 & 0.006066 \tabularnewline
29 & -0.11118 & -1.4875 & 0.069323 \tabularnewline
30 & -0.058452 & -0.782 & 0.217615 \tabularnewline
31 & -0.061745 & -0.8261 & 0.204925 \tabularnewline
32 & -0.111744 & -1.495 & 0.068333 \tabularnewline
33 & -0.093316 & -1.2485 & 0.106742 \tabularnewline
34 & -0.054568 & -0.7301 & 0.233151 \tabularnewline
35 & 0.160031 & 2.1411 & 0.016811 \tabularnewline
36 & 0.332185 & 4.4443 & 8e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63278&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]0.446266[/C][C]5.9706[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.083656[/C][C]-1.1192[/C][C]0.13227[/C][/ROW]
[ROW][C]3[/C][C]-0.358416[/C][C]-4.7953[/C][C]2e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.276055[/C][C]-3.6934[/C][C]0.000147[/C][/ROW]
[ROW][C]5[/C][C]0.001471[/C][C]0.0197[/C][C]0.492161[/C][/ROW]
[ROW][C]6[/C][C]0.180291[/C][C]2.4121[/C][C]0.008435[/C][/ROW]
[ROW][C]7[/C][C]0.077727[/C][C]1.0399[/C][C]0.14989[/C][/ROW]
[ROW][C]8[/C][C]-0.154345[/C][C]-2.065[/C][C]0.020182[/C][/ROW]
[ROW][C]9[/C][C]-0.247634[/C][C]-3.3131[/C][C]0.000558[/C][/ROW]
[ROW][C]10[/C][C]-0.123349[/C][C]-1.6503[/C][C]0.050318[/C][/ROW]
[ROW][C]11[/C][C]0.262001[/C][C]3.5053[/C][C]0.000288[/C][/ROW]
[ROW][C]12[/C][C]0.659719[/C][C]8.8264[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.29328[/C][C]3.9238[/C][C]6.2e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.048663[/C][C]-0.6511[/C][C]0.257917[/C][/ROW]
[ROW][C]15[/C][C]-0.230218[/C][C]-3.0801[/C][C]0.001198[/C][/ROW]
[ROW][C]16[/C][C]-0.20709[/C][C]-2.7707[/C][C]0.003092[/C][/ROW]
[ROW][C]17[/C][C]-0.056662[/C][C]-0.7581[/C][C]0.224699[/C][/ROW]
[ROW][C]18[/C][C]0.039958[/C][C]0.5346[/C][C]0.296796[/C][/ROW]
[ROW][C]19[/C][C]-0.031403[/C][C]-0.4201[/C][C]0.33744[/C][/ROW]
[ROW][C]20[/C][C]-0.166535[/C][C]-2.2281[/C][C]0.01356[/C][/ROW]
[ROW][C]21[/C][C]-0.208543[/C][C]-2.7901[/C][C]0.00292[/C][/ROW]
[ROW][C]22[/C][C]-0.11028[/C][C]-1.4754[/C][C]0.070925[/C][/ROW]
[ROW][C]23[/C][C]0.199895[/C][C]2.6744[/C][C]0.00409[/C][/ROW]
[ROW][C]24[/C][C]0.488425[/C][C]6.5347[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.191378[/C][C]2.5605[/C][C]0.005639[/C][/ROW]
[ROW][C]26[/C][C]-0.052462[/C][C]-0.7019[/C][C]0.241828[/C][/ROW]
[ROW][C]27[/C][C]-0.171292[/C][C]-2.2917[/C][C]0.011543[/C][/ROW]
[ROW][C]28[/C][C]-0.189406[/C][C]-2.5341[/C][C]0.006066[/C][/ROW]
[ROW][C]29[/C][C]-0.11118[/C][C]-1.4875[/C][C]0.069323[/C][/ROW]
[ROW][C]30[/C][C]-0.058452[/C][C]-0.782[/C][C]0.217615[/C][/ROW]
[ROW][C]31[/C][C]-0.061745[/C][C]-0.8261[/C][C]0.204925[/C][/ROW]
[ROW][C]32[/C][C]-0.111744[/C][C]-1.495[/C][C]0.068333[/C][/ROW]
[ROW][C]33[/C][C]-0.093316[/C][C]-1.2485[/C][C]0.106742[/C][/ROW]
[ROW][C]34[/C][C]-0.054568[/C][C]-0.7301[/C][C]0.233151[/C][/ROW]
[ROW][C]35[/C][C]0.160031[/C][C]2.1411[/C][C]0.016811[/C][/ROW]
[ROW][C]36[/C][C]0.332185[/C][C]4.4443[/C][C]8e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63278&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63278&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	0.446266	5.9706	0
2	-0.083656	-1.1192	0.13227
3	-0.358416	-4.7953	2e-06
4	-0.276055	-3.6934	0.000147
5	0.001471	0.0197	0.492161
6	0.180291	2.4121	0.008435
7	0.077727	1.0399	0.14989
8	-0.154345	-2.065	0.020182
9	-0.247634	-3.3131	0.000558
10	-0.123349	-1.6503	0.050318
11	0.262001	3.5053	0.000288
12	0.659719	8.8264	0
13	0.29328	3.9238	6.2e-05
14	-0.048663	-0.6511	0.257917
15	-0.230218	-3.0801	0.001198
16	-0.20709	-2.7707	0.003092
17	-0.056662	-0.7581	0.224699
18	0.039958	0.5346	0.296796
19	-0.031403	-0.4201	0.33744
20	-0.166535	-2.2281	0.01356
21	-0.208543	-2.7901	0.00292
22	-0.11028	-1.4754	0.070925
23	0.199895	2.6744	0.00409
24	0.488425	6.5347	0
25	0.191378	2.5605	0.005639
26	-0.052462	-0.7019	0.241828
27	-0.171292	-2.2917	0.011543
28	-0.189406	-2.5341	0.006066
29	-0.11118	-1.4875	0.069323
30	-0.058452	-0.782	0.217615
31	-0.061745	-0.8261	0.204925
32	-0.111744	-1.495	0.068333
33	-0.093316	-1.2485	0.106742
34	-0.054568	-0.7301	0.233151
35	0.160031	2.1411	0.016811
36	0.332185	4.4443	8e-06

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.446266	5.9706	0
2	-0.353137	-4.7246	2e-06
3	-0.214425	-2.8688	0.002308
4	-0.014627	-0.1957	0.422533
5	0.081217	1.0866	0.139334
6	0.019563	0.2617	0.396912
7	-0.134577	-1.8005	0.036731
8	-0.149826	-2.0045	0.02326
9	-0.052835	-0.7069	0.240277
10	0.007962	0.1065	0.457643
11	0.290709	3.8894	7.1e-05
12	0.501798	6.7136	0
13	-0.347312	-4.6467	3e-06
14	0.227878	3.0488	0.001323
15	0.181798	2.4323	0.007994
16	-0.107504	-1.4383	0.076047
17	-0.096821	-1.2954	0.09843
18	-0.085578	-1.145	0.126879
19	-0.077479	-1.0366	0.150662
20	-0.097403	-1.3032	0.097097
21	-0.126417	-1.6913	0.046256
22	0.011755	0.1573	0.437605
23	0.015901	0.2127	0.415887
24	0.013579	0.1817	0.428023
25	-0.061484	-0.8226	0.205915
26	0.052683	0.7049	0.240908
27	0.042312	0.5661	0.286019
28	-0.115204	-1.5413	0.062503
29	-0.052918	-0.708	0.239934
30	-0.038354	-0.5131	0.304242
31	0.04012	0.5368	0.296049
32	-0.031333	-0.4192	0.337784
33	0.071909	0.9621	0.168653
34	-0.008432	-0.1128	0.455155
35	0.0302	0.4041	0.343329
36	-0.017238	-0.2306	0.408932

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.446266 & 5.9706 & 0 \tabularnewline
2 & -0.353137 & -4.7246 & 2e-06 \tabularnewline
3 & -0.214425 & -2.8688 & 0.002308 \tabularnewline
4 & -0.014627 & -0.1957 & 0.422533 \tabularnewline
5 & 0.081217 & 1.0866 & 0.139334 \tabularnewline
6 & 0.019563 & 0.2617 & 0.396912 \tabularnewline
7 & -0.134577 & -1.8005 & 0.036731 \tabularnewline
8 & -0.149826 & -2.0045 & 0.02326 \tabularnewline
9 & -0.052835 & -0.7069 & 0.240277 \tabularnewline
10 & 0.007962 & 0.1065 & 0.457643 \tabularnewline
11 & 0.290709 & 3.8894 & 7.1e-05 \tabularnewline
12 & 0.501798 & 6.7136 & 0 \tabularnewline
13 & -0.347312 & -4.6467 & 3e-06 \tabularnewline
14 & 0.227878 & 3.0488 & 0.001323 \tabularnewline
15 & 0.181798 & 2.4323 & 0.007994 \tabularnewline
16 & -0.107504 & -1.4383 & 0.076047 \tabularnewline
17 & -0.096821 & -1.2954 & 0.09843 \tabularnewline
18 & -0.085578 & -1.145 & 0.126879 \tabularnewline
19 & -0.077479 & -1.0366 & 0.150662 \tabularnewline
20 & -0.097403 & -1.3032 & 0.097097 \tabularnewline
21 & -0.126417 & -1.6913 & 0.046256 \tabularnewline
22 & 0.011755 & 0.1573 & 0.437605 \tabularnewline
23 & 0.015901 & 0.2127 & 0.415887 \tabularnewline
24 & 0.013579 & 0.1817 & 0.428023 \tabularnewline
25 & -0.061484 & -0.8226 & 0.205915 \tabularnewline
26 & 0.052683 & 0.7049 & 0.240908 \tabularnewline
27 & 0.042312 & 0.5661 & 0.286019 \tabularnewline
28 & -0.115204 & -1.5413 & 0.062503 \tabularnewline
29 & -0.052918 & -0.708 & 0.239934 \tabularnewline
30 & -0.038354 & -0.5131 & 0.304242 \tabularnewline
31 & 0.04012 & 0.5368 & 0.296049 \tabularnewline
32 & -0.031333 & -0.4192 & 0.337784 \tabularnewline
33 & 0.071909 & 0.9621 & 0.168653 \tabularnewline
34 & -0.008432 & -0.1128 & 0.455155 \tabularnewline
35 & 0.0302 & 0.4041 & 0.343329 \tabularnewline
36 & -0.017238 & -0.2306 & 0.408932 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63278&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]0.446266[/C][C]5.9706[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.353137[/C][C]-4.7246[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.214425[/C][C]-2.8688[/C][C]0.002308[/C][/ROW]
[ROW][C]4[/C][C]-0.014627[/C][C]-0.1957[/C][C]0.422533[/C][/ROW]
[ROW][C]5[/C][C]0.081217[/C][C]1.0866[/C][C]0.139334[/C][/ROW]
[ROW][C]6[/C][C]0.019563[/C][C]0.2617[/C][C]0.396912[/C][/ROW]
[ROW][C]7[/C][C]-0.134577[/C][C]-1.8005[/C][C]0.036731[/C][/ROW]
[ROW][C]8[/C][C]-0.149826[/C][C]-2.0045[/C][C]0.02326[/C][/ROW]
[ROW][C]9[/C][C]-0.052835[/C][C]-0.7069[/C][C]0.240277[/C][/ROW]
[ROW][C]10[/C][C]0.007962[/C][C]0.1065[/C][C]0.457643[/C][/ROW]
[ROW][C]11[/C][C]0.290709[/C][C]3.8894[/C][C]7.1e-05[/C][/ROW]
[ROW][C]12[/C][C]0.501798[/C][C]6.7136[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.347312[/C][C]-4.6467[/C][C]3e-06[/C][/ROW]
[ROW][C]14[/C][C]0.227878[/C][C]3.0488[/C][C]0.001323[/C][/ROW]
[ROW][C]15[/C][C]0.181798[/C][C]2.4323[/C][C]0.007994[/C][/ROW]
[ROW][C]16[/C][C]-0.107504[/C][C]-1.4383[/C][C]0.076047[/C][/ROW]
[ROW][C]17[/C][C]-0.096821[/C][C]-1.2954[/C][C]0.09843[/C][/ROW]
[ROW][C]18[/C][C]-0.085578[/C][C]-1.145[/C][C]0.126879[/C][/ROW]
[ROW][C]19[/C][C]-0.077479[/C][C]-1.0366[/C][C]0.150662[/C][/ROW]
[ROW][C]20[/C][C]-0.097403[/C][C]-1.3032[/C][C]0.097097[/C][/ROW]
[ROW][C]21[/C][C]-0.126417[/C][C]-1.6913[/C][C]0.046256[/C][/ROW]
[ROW][C]22[/C][C]0.011755[/C][C]0.1573[/C][C]0.437605[/C][/ROW]
[ROW][C]23[/C][C]0.015901[/C][C]0.2127[/C][C]0.415887[/C][/ROW]
[ROW][C]24[/C][C]0.013579[/C][C]0.1817[/C][C]0.428023[/C][/ROW]
[ROW][C]25[/C][C]-0.061484[/C][C]-0.8226[/C][C]0.205915[/C][/ROW]
[ROW][C]26[/C][C]0.052683[/C][C]0.7049[/C][C]0.240908[/C][/ROW]
[ROW][C]27[/C][C]0.042312[/C][C]0.5661[/C][C]0.286019[/C][/ROW]
[ROW][C]28[/C][C]-0.115204[/C][C]-1.5413[/C][C]0.062503[/C][/ROW]
[ROW][C]29[/C][C]-0.052918[/C][C]-0.708[/C][C]0.239934[/C][/ROW]
[ROW][C]30[/C][C]-0.038354[/C][C]-0.5131[/C][C]0.304242[/C][/ROW]
[ROW][C]31[/C][C]0.04012[/C][C]0.5368[/C][C]0.296049[/C][/ROW]
[ROW][C]32[/C][C]-0.031333[/C][C]-0.4192[/C][C]0.337784[/C][/ROW]
[ROW][C]33[/C][C]0.071909[/C][C]0.9621[/C][C]0.168653[/C][/ROW]
[ROW][C]34[/C][C]-0.008432[/C][C]-0.1128[/C][C]0.455155[/C][/ROW]
[ROW][C]35[/C][C]0.0302[/C][C]0.4041[/C][C]0.343329[/C][/ROW]
[ROW][C]36[/C][C]-0.017238[/C][C]-0.2306[/C][C]0.408932[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63278&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63278&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	0.446266	5.9706	0
2	-0.353137	-4.7246	2e-06
3	-0.214425	-2.8688	0.002308
4	-0.014627	-0.1957	0.422533
5	0.081217	1.0866	0.139334
6	0.019563	0.2617	0.396912
7	-0.134577	-1.8005	0.036731
8	-0.149826	-2.0045	0.02326
9	-0.052835	-0.7069	0.240277
10	0.007962	0.1065	0.457643
11	0.290709	3.8894	7.1e-05
12	0.501798	6.7136	0
13	-0.347312	-4.6467	3e-06
14	0.227878	3.0488	0.001323
15	0.181798	2.4323	0.007994
16	-0.107504	-1.4383	0.076047
17	-0.096821	-1.2954	0.09843
18	-0.085578	-1.145	0.126879
19	-0.077479	-1.0366	0.150662
20	-0.097403	-1.3032	0.097097
21	-0.126417	-1.6913	0.046256
22	0.011755	0.1573	0.437605
23	0.015901	0.2127	0.415887
24	0.013579	0.1817	0.428023
25	-0.061484	-0.8226	0.205915
26	0.052683	0.7049	0.240908
27	0.042312	0.5661	0.286019
28	-0.115204	-1.5413	0.062503
29	-0.052918	-0.708	0.239934
30	-0.038354	-0.5131	0.304242
31	0.04012	0.5368	0.296049
32	-0.031333	-0.4192	0.337784
33	0.071909	0.9621	0.168653
34	-0.008432	-0.1128	0.455155
35	0.0302	0.4041	0.343329
36	-0.017238	-0.2306	0.408932

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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