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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 07:01:51 -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/Dec/04/t1259935369vm8cnhlucp5hal4.htm/, Retrieved Sun, 28 Apr 2024 14:37:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63538, Retrieved Sun, 28 Apr 2024 14:37:43 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

119

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]
-   PD        [(Partial) Autocorrelation Function] [WS8.5] [2009-11-25 18:27:37] [626f1d98f4a7f05bcb9f17666b672c60]
-   P             [(Partial) Autocorrelation Function] [WS8.acf] [2009-12-04 14:01:51] [a08ad02a98257e67641e69e2a5c9b8c1] [Current]
-   P               [(Partial) Autocorrelation Function] [ws 8 d2] [2009-12-04 14:04:41] [77add0e84aee9ecf21597ac038e34fec] 
-                     [(Partial) Autocorrelation Function] [ws88] [2009-12-04 15:00:08] [626f1d98f4a7f05bcb9f17666b672c60] 

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Dataseries X:

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Histogram

Boxplots

8.2
8
7.5
6.8
6.5
6.6
7.6
8
8.1
7.7
7.5
7.6
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=63538&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=63538&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63538&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	0.443016	3.6262	0.000278
2	-0.142189	-1.1639	0.124303
3	-0.545146	-4.4622	1.6e-05
4	-0.426355	-3.4899	0.00043
5	0.024904	0.2038	0.419545
6	0.37135	3.0396	0.001688
7	0.26894	2.2014	0.015579
8	-0.04969	-0.4067	0.342752
9	-0.269435	-2.2054	0.01543
10	-0.241145	-1.9739	0.026262
11	-0.020103	-0.1645	0.434898
12	0.294861	2.4135	0.009269
13	0.14208	1.163	0.124483
14	0.074905	0.6131	0.270935
15	-0.013228	-0.1083	0.457049
16	-0.089558	-0.7331	0.233038
17	-0.058883	-0.482	0.315697
18	-0.001303	-0.0107	0.495762
19	0.008098	0.0663	0.473674
20	0.000977	0.008	0.496822
21	0.017358	0.1421	0.443721
22	-0.088384	-0.7235	0.235958
23	-0.156559	-1.2815	0.10222
24	-0.100154	-0.8198	0.207621
25	-0.103679	-0.8487	0.199549
26	0.106612	0.8727	0.192983
27	0.205391	1.6812	0.04869
28	0.160825	1.3164	0.096262
29	0.055152	0.4514	0.326565
30	-0.062254	-0.5096	0.306015
31	-0.13269	-1.0861	0.14066
32	-0.155053	-1.2692	0.104388
33	-0.056396	-0.4616	0.322923
34	-0.005902	-0.0483	0.480807
35	0.056326	0.461	0.323129
36	0.10212	0.8359	0.203095

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.443016 & 3.6262 & 0.000278 \tabularnewline
2 & -0.142189 & -1.1639 & 0.124303 \tabularnewline
3 & -0.545146 & -4.4622 & 1.6e-05 \tabularnewline
4 & -0.426355 & -3.4899 & 0.00043 \tabularnewline
5 & 0.024904 & 0.2038 & 0.419545 \tabularnewline
6 & 0.37135 & 3.0396 & 0.001688 \tabularnewline
7 & 0.26894 & 2.2014 & 0.015579 \tabularnewline
8 & -0.04969 & -0.4067 & 0.342752 \tabularnewline
9 & -0.269435 & -2.2054 & 0.01543 \tabularnewline
10 & -0.241145 & -1.9739 & 0.026262 \tabularnewline
11 & -0.020103 & -0.1645 & 0.434898 \tabularnewline
12 & 0.294861 & 2.4135 & 0.009269 \tabularnewline
13 & 0.14208 & 1.163 & 0.124483 \tabularnewline
14 & 0.074905 & 0.6131 & 0.270935 \tabularnewline
15 & -0.013228 & -0.1083 & 0.457049 \tabularnewline
16 & -0.089558 & -0.7331 & 0.233038 \tabularnewline
17 & -0.058883 & -0.482 & 0.315697 \tabularnewline
18 & -0.001303 & -0.0107 & 0.495762 \tabularnewline
19 & 0.008098 & 0.0663 & 0.473674 \tabularnewline
20 & 0.000977 & 0.008 & 0.496822 \tabularnewline
21 & 0.017358 & 0.1421 & 0.443721 \tabularnewline
22 & -0.088384 & -0.7235 & 0.235958 \tabularnewline
23 & -0.156559 & -1.2815 & 0.10222 \tabularnewline
24 & -0.100154 & -0.8198 & 0.207621 \tabularnewline
25 & -0.103679 & -0.8487 & 0.199549 \tabularnewline
26 & 0.106612 & 0.8727 & 0.192983 \tabularnewline
27 & 0.205391 & 1.6812 & 0.04869 \tabularnewline
28 & 0.160825 & 1.3164 & 0.096262 \tabularnewline
29 & 0.055152 & 0.4514 & 0.326565 \tabularnewline
30 & -0.062254 & -0.5096 & 0.306015 \tabularnewline
31 & -0.13269 & -1.0861 & 0.14066 \tabularnewline
32 & -0.155053 & -1.2692 & 0.104388 \tabularnewline
33 & -0.056396 & -0.4616 & 0.322923 \tabularnewline
34 & -0.005902 & -0.0483 & 0.480807 \tabularnewline
35 & 0.056326 & 0.461 & 0.323129 \tabularnewline
36 & 0.10212 & 0.8359 & 0.203095 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63538&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]0.443016[/C][C]3.6262[/C][C]0.000278[/C][/ROW]
[ROW][C]2[/C][C]-0.142189[/C][C]-1.1639[/C][C]0.124303[/C][/ROW]
[ROW][C]3[/C][C]-0.545146[/C][C]-4.4622[/C][C]1.6e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.426355[/C][C]-3.4899[/C][C]0.00043[/C][/ROW]
[ROW][C]5[/C][C]0.024904[/C][C]0.2038[/C][C]0.419545[/C][/ROW]
[ROW][C]6[/C][C]0.37135[/C][C]3.0396[/C][C]0.001688[/C][/ROW]
[ROW][C]7[/C][C]0.26894[/C][C]2.2014[/C][C]0.015579[/C][/ROW]
[ROW][C]8[/C][C]-0.04969[/C][C]-0.4067[/C][C]0.342752[/C][/ROW]
[ROW][C]9[/C][C]-0.269435[/C][C]-2.2054[/C][C]0.01543[/C][/ROW]
[ROW][C]10[/C][C]-0.241145[/C][C]-1.9739[/C][C]0.026262[/C][/ROW]
[ROW][C]11[/C][C]-0.020103[/C][C]-0.1645[/C][C]0.434898[/C][/ROW]
[ROW][C]12[/C][C]0.294861[/C][C]2.4135[/C][C]0.009269[/C][/ROW]
[ROW][C]13[/C][C]0.14208[/C][C]1.163[/C][C]0.124483[/C][/ROW]
[ROW][C]14[/C][C]0.074905[/C][C]0.6131[/C][C]0.270935[/C][/ROW]
[ROW][C]15[/C][C]-0.013228[/C][C]-0.1083[/C][C]0.457049[/C][/ROW]
[ROW][C]16[/C][C]-0.089558[/C][C]-0.7331[/C][C]0.233038[/C][/ROW]
[ROW][C]17[/C][C]-0.058883[/C][C]-0.482[/C][C]0.315697[/C][/ROW]
[ROW][C]18[/C][C]-0.001303[/C][C]-0.0107[/C][C]0.495762[/C][/ROW]
[ROW][C]19[/C][C]0.008098[/C][C]0.0663[/C][C]0.473674[/C][/ROW]
[ROW][C]20[/C][C]0.000977[/C][C]0.008[/C][C]0.496822[/C][/ROW]
[ROW][C]21[/C][C]0.017358[/C][C]0.1421[/C][C]0.443721[/C][/ROW]
[ROW][C]22[/C][C]-0.088384[/C][C]-0.7235[/C][C]0.235958[/C][/ROW]
[ROW][C]23[/C][C]-0.156559[/C][C]-1.2815[/C][C]0.10222[/C][/ROW]
[ROW][C]24[/C][C]-0.100154[/C][C]-0.8198[/C][C]0.207621[/C][/ROW]
[ROW][C]25[/C][C]-0.103679[/C][C]-0.8487[/C][C]0.199549[/C][/ROW]
[ROW][C]26[/C][C]0.106612[/C][C]0.8727[/C][C]0.192983[/C][/ROW]
[ROW][C]27[/C][C]0.205391[/C][C]1.6812[/C][C]0.04869[/C][/ROW]
[ROW][C]28[/C][C]0.160825[/C][C]1.3164[/C][C]0.096262[/C][/ROW]
[ROW][C]29[/C][C]0.055152[/C][C]0.4514[/C][C]0.326565[/C][/ROW]
[ROW][C]30[/C][C]-0.062254[/C][C]-0.5096[/C][C]0.306015[/C][/ROW]
[ROW][C]31[/C][C]-0.13269[/C][C]-1.0861[/C][C]0.14066[/C][/ROW]
[ROW][C]32[/C][C]-0.155053[/C][C]-1.2692[/C][C]0.104388[/C][/ROW]
[ROW][C]33[/C][C]-0.056396[/C][C]-0.4616[/C][C]0.322923[/C][/ROW]
[ROW][C]34[/C][C]-0.005902[/C][C]-0.0483[/C][C]0.480807[/C][/ROW]
[ROW][C]35[/C][C]0.056326[/C][C]0.461[/C][C]0.323129[/C][/ROW]
[ROW][C]36[/C][C]0.10212[/C][C]0.8359[/C][C]0.203095[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63538&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63538&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	0.443016	3.6262	0.000278
2	-0.142189	-1.1639	0.124303
3	-0.545146	-4.4622	1.6e-05
4	-0.426355	-3.4899	0.00043
5	0.024904	0.2038	0.419545
6	0.37135	3.0396	0.001688
7	0.26894	2.2014	0.015579
8	-0.04969	-0.4067	0.342752
9	-0.269435	-2.2054	0.01543
10	-0.241145	-1.9739	0.026262
11	-0.020103	-0.1645	0.434898
12	0.294861	2.4135	0.009269
13	0.14208	1.163	0.124483
14	0.074905	0.6131	0.270935
15	-0.013228	-0.1083	0.457049
16	-0.089558	-0.7331	0.233038
17	-0.058883	-0.482	0.315697
18	-0.001303	-0.0107	0.495762
19	0.008098	0.0663	0.473674
20	0.000977	0.008	0.496822
21	0.017358	0.1421	0.443721
22	-0.088384	-0.7235	0.235958
23	-0.156559	-1.2815	0.10222
24	-0.100154	-0.8198	0.207621
25	-0.103679	-0.8487	0.199549
26	0.106612	0.8727	0.192983
27	0.205391	1.6812	0.04869
28	0.160825	1.3164	0.096262
29	0.055152	0.4514	0.326565
30	-0.062254	-0.5096	0.306015
31	-0.13269	-1.0861	0.14066
32	-0.155053	-1.2692	0.104388
33	-0.056396	-0.4616	0.322923
34	-0.005902	-0.0483	0.480807
35	0.056326	0.461	0.323129
36	0.10212	0.8359	0.203095

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.443016	3.6262	0.000278
2	-0.421097	-3.4468	0.000492
3	-0.406941	-3.331	0.000705
4	-0.035763	-0.2927	0.385315
5	0.147473	1.2071	0.115815
6	0.061235	0.5012	0.308925
7	-0.185174	-1.5157	0.067148
8	-0.078904	-0.6459	0.260289
9	0.049678	0.4066	0.342786
10	-0.033007	-0.2702	0.393927
11	-0.075703	-0.6197	0.268793
12	0.217172	1.7776	0.040002
13	-0.274093	-2.2436	0.014086
14	0.267136	2.1866	0.016134
15	0.208367	1.7056	0.046362
16	-0.187201	-1.5323	0.065078
17	-0.01021	-0.0836	0.466823
18	0.108501	0.8881	0.188826
19	0.039643	0.3245	0.373288
20	-0.118694	-0.9716	0.167384
21	0.008578	0.0702	0.472116
22	-0.143429	-1.174	0.122272
23	-0.14789	-1.2105	0.115163
24	-0.05951	-0.4871	0.313885
25	-0.073592	-0.6024	0.274478
26	-0.020062	-0.1642	0.43503
27	-0.052017	-0.4258	0.335816
28	0.166432	1.3623	0.088831
29	0.069169	0.5662	0.286584
30	-0.043482	-0.3559	0.361511
31	0.033762	0.2764	0.391564
32	-0.136221	-1.115	0.134414
33	-0.092378	-0.7561	0.226106
34	0.068607	0.5616	0.288141
35	-0.004375	-0.0358	0.485771
36	-0.024475	-0.2003	0.420911

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.443016 & 3.6262 & 0.000278 \tabularnewline
2 & -0.421097 & -3.4468 & 0.000492 \tabularnewline
3 & -0.406941 & -3.331 & 0.000705 \tabularnewline
4 & -0.035763 & -0.2927 & 0.385315 \tabularnewline
5 & 0.147473 & 1.2071 & 0.115815 \tabularnewline
6 & 0.061235 & 0.5012 & 0.308925 \tabularnewline
7 & -0.185174 & -1.5157 & 0.067148 \tabularnewline
8 & -0.078904 & -0.6459 & 0.260289 \tabularnewline
9 & 0.049678 & 0.4066 & 0.342786 \tabularnewline
10 & -0.033007 & -0.2702 & 0.393927 \tabularnewline
11 & -0.075703 & -0.6197 & 0.268793 \tabularnewline
12 & 0.217172 & 1.7776 & 0.040002 \tabularnewline
13 & -0.274093 & -2.2436 & 0.014086 \tabularnewline
14 & 0.267136 & 2.1866 & 0.016134 \tabularnewline
15 & 0.208367 & 1.7056 & 0.046362 \tabularnewline
16 & -0.187201 & -1.5323 & 0.065078 \tabularnewline
17 & -0.01021 & -0.0836 & 0.466823 \tabularnewline
18 & 0.108501 & 0.8881 & 0.188826 \tabularnewline
19 & 0.039643 & 0.3245 & 0.373288 \tabularnewline
20 & -0.118694 & -0.9716 & 0.167384 \tabularnewline
21 & 0.008578 & 0.0702 & 0.472116 \tabularnewline
22 & -0.143429 & -1.174 & 0.122272 \tabularnewline
23 & -0.14789 & -1.2105 & 0.115163 \tabularnewline
24 & -0.05951 & -0.4871 & 0.313885 \tabularnewline
25 & -0.073592 & -0.6024 & 0.274478 \tabularnewline
26 & -0.020062 & -0.1642 & 0.43503 \tabularnewline
27 & -0.052017 & -0.4258 & 0.335816 \tabularnewline
28 & 0.166432 & 1.3623 & 0.088831 \tabularnewline
29 & 0.069169 & 0.5662 & 0.286584 \tabularnewline
30 & -0.043482 & -0.3559 & 0.361511 \tabularnewline
31 & 0.033762 & 0.2764 & 0.391564 \tabularnewline
32 & -0.136221 & -1.115 & 0.134414 \tabularnewline
33 & -0.092378 & -0.7561 & 0.226106 \tabularnewline
34 & 0.068607 & 0.5616 & 0.288141 \tabularnewline
35 & -0.004375 & -0.0358 & 0.485771 \tabularnewline
36 & -0.024475 & -0.2003 & 0.420911 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63538&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]0.443016[/C][C]3.6262[/C][C]0.000278[/C][/ROW]
[ROW][C]2[/C][C]-0.421097[/C][C]-3.4468[/C][C]0.000492[/C][/ROW]
[ROW][C]3[/C][C]-0.406941[/C][C]-3.331[/C][C]0.000705[/C][/ROW]
[ROW][C]4[/C][C]-0.035763[/C][C]-0.2927[/C][C]0.385315[/C][/ROW]
[ROW][C]5[/C][C]0.147473[/C][C]1.2071[/C][C]0.115815[/C][/ROW]
[ROW][C]6[/C][C]0.061235[/C][C]0.5012[/C][C]0.308925[/C][/ROW]
[ROW][C]7[/C][C]-0.185174[/C][C]-1.5157[/C][C]0.067148[/C][/ROW]
[ROW][C]8[/C][C]-0.078904[/C][C]-0.6459[/C][C]0.260289[/C][/ROW]
[ROW][C]9[/C][C]0.049678[/C][C]0.4066[/C][C]0.342786[/C][/ROW]
[ROW][C]10[/C][C]-0.033007[/C][C]-0.2702[/C][C]0.393927[/C][/ROW]
[ROW][C]11[/C][C]-0.075703[/C][C]-0.6197[/C][C]0.268793[/C][/ROW]
[ROW][C]12[/C][C]0.217172[/C][C]1.7776[/C][C]0.040002[/C][/ROW]
[ROW][C]13[/C][C]-0.274093[/C][C]-2.2436[/C][C]0.014086[/C][/ROW]
[ROW][C]14[/C][C]0.267136[/C][C]2.1866[/C][C]0.016134[/C][/ROW]
[ROW][C]15[/C][C]0.208367[/C][C]1.7056[/C][C]0.046362[/C][/ROW]
[ROW][C]16[/C][C]-0.187201[/C][C]-1.5323[/C][C]0.065078[/C][/ROW]
[ROW][C]17[/C][C]-0.01021[/C][C]-0.0836[/C][C]0.466823[/C][/ROW]
[ROW][C]18[/C][C]0.108501[/C][C]0.8881[/C][C]0.188826[/C][/ROW]
[ROW][C]19[/C][C]0.039643[/C][C]0.3245[/C][C]0.373288[/C][/ROW]
[ROW][C]20[/C][C]-0.118694[/C][C]-0.9716[/C][C]0.167384[/C][/ROW]
[ROW][C]21[/C][C]0.008578[/C][C]0.0702[/C][C]0.472116[/C][/ROW]
[ROW][C]22[/C][C]-0.143429[/C][C]-1.174[/C][C]0.122272[/C][/ROW]
[ROW][C]23[/C][C]-0.14789[/C][C]-1.2105[/C][C]0.115163[/C][/ROW]
[ROW][C]24[/C][C]-0.05951[/C][C]-0.4871[/C][C]0.313885[/C][/ROW]
[ROW][C]25[/C][C]-0.073592[/C][C]-0.6024[/C][C]0.274478[/C][/ROW]
[ROW][C]26[/C][C]-0.020062[/C][C]-0.1642[/C][C]0.43503[/C][/ROW]
[ROW][C]27[/C][C]-0.052017[/C][C]-0.4258[/C][C]0.335816[/C][/ROW]
[ROW][C]28[/C][C]0.166432[/C][C]1.3623[/C][C]0.088831[/C][/ROW]
[ROW][C]29[/C][C]0.069169[/C][C]0.5662[/C][C]0.286584[/C][/ROW]
[ROW][C]30[/C][C]-0.043482[/C][C]-0.3559[/C][C]0.361511[/C][/ROW]
[ROW][C]31[/C][C]0.033762[/C][C]0.2764[/C][C]0.391564[/C][/ROW]
[ROW][C]32[/C][C]-0.136221[/C][C]-1.115[/C][C]0.134414[/C][/ROW]
[ROW][C]33[/C][C]-0.092378[/C][C]-0.7561[/C][C]0.226106[/C][/ROW]
[ROW][C]34[/C][C]0.068607[/C][C]0.5616[/C][C]0.288141[/C][/ROW]
[ROW][C]35[/C][C]-0.004375[/C][C]-0.0358[/C][C]0.485771[/C][/ROW]
[ROW][C]36[/C][C]-0.024475[/C][C]-0.2003[/C][C]0.420911[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63538&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63538&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	0.443016	3.6262	0.000278
2	-0.421097	-3.4468	0.000492
3	-0.406941	-3.331	0.000705
4	-0.035763	-0.2927	0.385315
5	0.147473	1.2071	0.115815
6	0.061235	0.5012	0.308925
7	-0.185174	-1.5157	0.067148
8	-0.078904	-0.6459	0.260289
9	0.049678	0.4066	0.342786
10	-0.033007	-0.2702	0.393927
11	-0.075703	-0.6197	0.268793
12	0.217172	1.7776	0.040002
13	-0.274093	-2.2436	0.014086
14	0.267136	2.1866	0.016134
15	0.208367	1.7056	0.046362
16	-0.187201	-1.5323	0.065078
17	-0.01021	-0.0836	0.466823
18	0.108501	0.8881	0.188826
19	0.039643	0.3245	0.373288
20	-0.118694	-0.9716	0.167384
21	0.008578	0.0702	0.472116
22	-0.143429	-1.174	0.122272
23	-0.14789	-1.2105	0.115163
24	-0.05951	-0.4871	0.313885
25	-0.073592	-0.6024	0.274478
26	-0.020062	-0.1642	0.43503
27	-0.052017	-0.4258	0.335816
28	0.166432	1.3623	0.088831
29	0.069169	0.5662	0.286584
30	-0.043482	-0.3559	0.361511
31	0.033762	0.2764	0.391564
32	-0.136221	-1.115	0.134414
33	-0.092378	-0.7561	0.226106
34	0.068607	0.5616	0.288141
35	-0.004375	-0.0358	0.485771
36	-0.024475	-0.2003	0.420911

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