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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 07:04:41 -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/t125993559728krh60dssseo2x.htm/, Retrieved Sun, 28 Apr 2024 15:15:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63551, Retrieved Sun, 28 Apr 2024 15:15:21 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

108

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] [77add0e84aee9ecf21597ac038e34fec]
-   P               [(Partial) Autocorrelation Function] [ws 8 d2] [2009-12-04 14:04:41] [a08ad02a98257e67641e69e2a5c9b8c1] [Current]
-                     [(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=63551&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=63551&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63551&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	0.014364	0.1167	0.453728
2	-0.164783	-1.3387	0.09263
3	-0.458185	-3.7223	0.000205
4	-0.292589	-2.377	0.010181
5	0.109616	0.8905	0.188209
6	0.38807	3.1527	0.001217
7	0.185204	1.5046	0.068599
8	-0.094796	-0.7701	0.221985
9	-0.212091	-1.723	0.044782
10	-0.16186	-1.315	0.096538
11	-0.086704	-0.7044	0.241835
12	0.412498	3.3512	0.000667
13	-0.088588	-0.7197	0.237126
14	0.020892	0.1697	0.432872
15	0.002233	0.0181	0.492791
16	-0.105083	-0.8537	0.198181
17	-0.006015	-0.0489	0.480586
18	0.030718	0.2496	0.401854
19	0.01365	0.1109	0.45602
20	-0.021352	-0.1735	0.431408
21	0.112426	0.9134	0.182191
22	-0.0296	-0.2405	0.405354
23	-0.11122	-0.9036	0.184758
24	0.050953	0.4139	0.34013
25	-0.199592	-1.6215	0.05484
26	0.108317	0.88	0.191034
27	0.120801	0.9814	0.164992
28	0.045207	0.3673	0.357299
29	0.01787	0.1452	0.442506
30	-0.041526	-0.3374	0.36846
31	-0.037189	-0.3021	0.381754
32	-0.107142	-0.8704	0.19361
33	0.041291	0.3354	0.369175
34	-0.011789	-0.0958	0.461994
35	0.015832	0.1286	0.449024
36	0.172895	1.4046	0.082414

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.014364 & 0.1167 & 0.453728 \tabularnewline
2 & -0.164783 & -1.3387 & 0.09263 \tabularnewline
3 & -0.458185 & -3.7223 & 0.000205 \tabularnewline
4 & -0.292589 & -2.377 & 0.010181 \tabularnewline
5 & 0.109616 & 0.8905 & 0.188209 \tabularnewline
6 & 0.38807 & 3.1527 & 0.001217 \tabularnewline
7 & 0.185204 & 1.5046 & 0.068599 \tabularnewline
8 & -0.094796 & -0.7701 & 0.221985 \tabularnewline
9 & -0.212091 & -1.723 & 0.044782 \tabularnewline
10 & -0.16186 & -1.315 & 0.096538 \tabularnewline
11 & -0.086704 & -0.7044 & 0.241835 \tabularnewline
12 & 0.412498 & 3.3512 & 0.000667 \tabularnewline
13 & -0.088588 & -0.7197 & 0.237126 \tabularnewline
14 & 0.020892 & 0.1697 & 0.432872 \tabularnewline
15 & 0.002233 & 0.0181 & 0.492791 \tabularnewline
16 & -0.105083 & -0.8537 & 0.198181 \tabularnewline
17 & -0.006015 & -0.0489 & 0.480586 \tabularnewline
18 & 0.030718 & 0.2496 & 0.401854 \tabularnewline
19 & 0.01365 & 0.1109 & 0.45602 \tabularnewline
20 & -0.021352 & -0.1735 & 0.431408 \tabularnewline
21 & 0.112426 & 0.9134 & 0.182191 \tabularnewline
22 & -0.0296 & -0.2405 & 0.405354 \tabularnewline
23 & -0.11122 & -0.9036 & 0.184758 \tabularnewline
24 & 0.050953 & 0.4139 & 0.34013 \tabularnewline
25 & -0.199592 & -1.6215 & 0.05484 \tabularnewline
26 & 0.108317 & 0.88 & 0.191034 \tabularnewline
27 & 0.120801 & 0.9814 & 0.164992 \tabularnewline
28 & 0.045207 & 0.3673 & 0.357299 \tabularnewline
29 & 0.01787 & 0.1452 & 0.442506 \tabularnewline
30 & -0.041526 & -0.3374 & 0.36846 \tabularnewline
31 & -0.037189 & -0.3021 & 0.381754 \tabularnewline
32 & -0.107142 & -0.8704 & 0.19361 \tabularnewline
33 & 0.041291 & 0.3354 & 0.369175 \tabularnewline
34 & -0.011789 & -0.0958 & 0.461994 \tabularnewline
35 & 0.015832 & 0.1286 & 0.449024 \tabularnewline
36 & 0.172895 & 1.4046 & 0.082414 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63551&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]0.014364[/C][C]0.1167[/C][C]0.453728[/C][/ROW]
[ROW][C]2[/C][C]-0.164783[/C][C]-1.3387[/C][C]0.09263[/C][/ROW]
[ROW][C]3[/C][C]-0.458185[/C][C]-3.7223[/C][C]0.000205[/C][/ROW]
[ROW][C]4[/C][C]-0.292589[/C][C]-2.377[/C][C]0.010181[/C][/ROW]
[ROW][C]5[/C][C]0.109616[/C][C]0.8905[/C][C]0.188209[/C][/ROW]
[ROW][C]6[/C][C]0.38807[/C][C]3.1527[/C][C]0.001217[/C][/ROW]
[ROW][C]7[/C][C]0.185204[/C][C]1.5046[/C][C]0.068599[/C][/ROW]
[ROW][C]8[/C][C]-0.094796[/C][C]-0.7701[/C][C]0.221985[/C][/ROW]
[ROW][C]9[/C][C]-0.212091[/C][C]-1.723[/C][C]0.044782[/C][/ROW]
[ROW][C]10[/C][C]-0.16186[/C][C]-1.315[/C][C]0.096538[/C][/ROW]
[ROW][C]11[/C][C]-0.086704[/C][C]-0.7044[/C][C]0.241835[/C][/ROW]
[ROW][C]12[/C][C]0.412498[/C][C]3.3512[/C][C]0.000667[/C][/ROW]
[ROW][C]13[/C][C]-0.088588[/C][C]-0.7197[/C][C]0.237126[/C][/ROW]
[ROW][C]14[/C][C]0.020892[/C][C]0.1697[/C][C]0.432872[/C][/ROW]
[ROW][C]15[/C][C]0.002233[/C][C]0.0181[/C][C]0.492791[/C][/ROW]
[ROW][C]16[/C][C]-0.105083[/C][C]-0.8537[/C][C]0.198181[/C][/ROW]
[ROW][C]17[/C][C]-0.006015[/C][C]-0.0489[/C][C]0.480586[/C][/ROW]
[ROW][C]18[/C][C]0.030718[/C][C]0.2496[/C][C]0.401854[/C][/ROW]
[ROW][C]19[/C][C]0.01365[/C][C]0.1109[/C][C]0.45602[/C][/ROW]
[ROW][C]20[/C][C]-0.021352[/C][C]-0.1735[/C][C]0.431408[/C][/ROW]
[ROW][C]21[/C][C]0.112426[/C][C]0.9134[/C][C]0.182191[/C][/ROW]
[ROW][C]22[/C][C]-0.0296[/C][C]-0.2405[/C][C]0.405354[/C][/ROW]
[ROW][C]23[/C][C]-0.11122[/C][C]-0.9036[/C][C]0.184758[/C][/ROW]
[ROW][C]24[/C][C]0.050953[/C][C]0.4139[/C][C]0.34013[/C][/ROW]
[ROW][C]25[/C][C]-0.199592[/C][C]-1.6215[/C][C]0.05484[/C][/ROW]
[ROW][C]26[/C][C]0.108317[/C][C]0.88[/C][C]0.191034[/C][/ROW]
[ROW][C]27[/C][C]0.120801[/C][C]0.9814[/C][C]0.164992[/C][/ROW]
[ROW][C]28[/C][C]0.045207[/C][C]0.3673[/C][C]0.357299[/C][/ROW]
[ROW][C]29[/C][C]0.01787[/C][C]0.1452[/C][C]0.442506[/C][/ROW]
[ROW][C]30[/C][C]-0.041526[/C][C]-0.3374[/C][C]0.36846[/C][/ROW]
[ROW][C]31[/C][C]-0.037189[/C][C]-0.3021[/C][C]0.381754[/C][/ROW]
[ROW][C]32[/C][C]-0.107142[/C][C]-0.8704[/C][C]0.19361[/C][/ROW]
[ROW][C]33[/C][C]0.041291[/C][C]0.3354[/C][C]0.369175[/C][/ROW]
[ROW][C]34[/C][C]-0.011789[/C][C]-0.0958[/C][C]0.461994[/C][/ROW]
[ROW][C]35[/C][C]0.015832[/C][C]0.1286[/C][C]0.449024[/C][/ROW]
[ROW][C]36[/C][C]0.172895[/C][C]1.4046[/C][C]0.082414[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63551&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63551&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	0.014364	0.1167	0.453728
2	-0.164783	-1.3387	0.09263
3	-0.458185	-3.7223	0.000205
4	-0.292589	-2.377	0.010181
5	0.109616	0.8905	0.188209
6	0.38807	3.1527	0.001217
7	0.185204	1.5046	0.068599
8	-0.094796	-0.7701	0.221985
9	-0.212091	-1.723	0.044782
10	-0.16186	-1.315	0.096538
11	-0.086704	-0.7044	0.241835
12	0.412498	3.3512	0.000667
13	-0.088588	-0.7197	0.237126
14	0.020892	0.1697	0.432872
15	0.002233	0.0181	0.492791
16	-0.105083	-0.8537	0.198181
17	-0.006015	-0.0489	0.480586
18	0.030718	0.2496	0.401854
19	0.01365	0.1109	0.45602
20	-0.021352	-0.1735	0.431408
21	0.112426	0.9134	0.182191
22	-0.0296	-0.2405	0.405354
23	-0.11122	-0.9036	0.184758
24	0.050953	0.4139	0.34013
25	-0.199592	-1.6215	0.05484
26	0.108317	0.88	0.191034
27	0.120801	0.9814	0.164992
28	0.045207	0.3673	0.357299
29	0.01787	0.1452	0.442506
30	-0.041526	-0.3374	0.36846
31	-0.037189	-0.3021	0.381754
32	-0.107142	-0.8704	0.19361
33	0.041291	0.3354	0.369175
34	-0.011789	-0.0958	0.461994
35	0.015832	0.1286	0.449024
36	0.172895	1.4046	0.082414

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.014364	0.1167	0.453728
2	-0.165023	-1.3407	0.092314
3	-0.465837	-3.7845	0.000167
4	-0.445639	-3.6204	0.000286
5	-0.24192	-1.9654	0.026791
6	-0.006412	-0.0521	0.479305
7	-0.115614	-0.9392	0.175514
8	-0.206241	-1.6755	0.049283
9	-0.092291	-0.7498	0.228028
10	-0.048887	-0.3972	0.346266
11	-0.316019	-2.5673	0.006261
12	0.181737	1.4764	0.072291
13	-0.338161	-2.7472	0.00387
14	-0.239363	-1.9446	0.028044
15	0.153353	1.2458	0.108613
16	-0.058778	-0.4775	0.317287
17	-0.124066	-1.0079	0.158587
18	-0.045554	-0.3701	0.356253
19	0.082581	0.6709	0.252316
20	-0.046669	-0.3791	0.3529
21	0.114997	0.9342	0.176792
22	0.110299	0.8961	0.186735
23	0.008114	0.0659	0.47382
24	0.00934	0.0759	0.469872
25	-0.04988	-0.4052	0.343311
26	0.005632	0.0458	0.481823
27	-0.223704	-1.8174	0.036849
28	-0.088684	-0.7205	0.236889
29	-0.007798	-0.0634	0.474839
30	-0.066951	-0.5439	0.294167
31	0.104618	0.8499	0.19922
32	0.013371	0.1086	0.456914
33	-0.123448	-1.0029	0.159786
34	-0.052626	-0.4275	0.33519
35	-0.047869	-0.3889	0.349306
36	-0.026061	-0.2117	0.41649

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.014364 & 0.1167 & 0.453728 \tabularnewline
2 & -0.165023 & -1.3407 & 0.092314 \tabularnewline
3 & -0.465837 & -3.7845 & 0.000167 \tabularnewline
4 & -0.445639 & -3.6204 & 0.000286 \tabularnewline
5 & -0.24192 & -1.9654 & 0.026791 \tabularnewline
6 & -0.006412 & -0.0521 & 0.479305 \tabularnewline
7 & -0.115614 & -0.9392 & 0.175514 \tabularnewline
8 & -0.206241 & -1.6755 & 0.049283 \tabularnewline
9 & -0.092291 & -0.7498 & 0.228028 \tabularnewline
10 & -0.048887 & -0.3972 & 0.346266 \tabularnewline
11 & -0.316019 & -2.5673 & 0.006261 \tabularnewline
12 & 0.181737 & 1.4764 & 0.072291 \tabularnewline
13 & -0.338161 & -2.7472 & 0.00387 \tabularnewline
14 & -0.239363 & -1.9446 & 0.028044 \tabularnewline
15 & 0.153353 & 1.2458 & 0.108613 \tabularnewline
16 & -0.058778 & -0.4775 & 0.317287 \tabularnewline
17 & -0.124066 & -1.0079 & 0.158587 \tabularnewline
18 & -0.045554 & -0.3701 & 0.356253 \tabularnewline
19 & 0.082581 & 0.6709 & 0.252316 \tabularnewline
20 & -0.046669 & -0.3791 & 0.3529 \tabularnewline
21 & 0.114997 & 0.9342 & 0.176792 \tabularnewline
22 & 0.110299 & 0.8961 & 0.186735 \tabularnewline
23 & 0.008114 & 0.0659 & 0.47382 \tabularnewline
24 & 0.00934 & 0.0759 & 0.469872 \tabularnewline
25 & -0.04988 & -0.4052 & 0.343311 \tabularnewline
26 & 0.005632 & 0.0458 & 0.481823 \tabularnewline
27 & -0.223704 & -1.8174 & 0.036849 \tabularnewline
28 & -0.088684 & -0.7205 & 0.236889 \tabularnewline
29 & -0.007798 & -0.0634 & 0.474839 \tabularnewline
30 & -0.066951 & -0.5439 & 0.294167 \tabularnewline
31 & 0.104618 & 0.8499 & 0.19922 \tabularnewline
32 & 0.013371 & 0.1086 & 0.456914 \tabularnewline
33 & -0.123448 & -1.0029 & 0.159786 \tabularnewline
34 & -0.052626 & -0.4275 & 0.33519 \tabularnewline
35 & -0.047869 & -0.3889 & 0.349306 \tabularnewline
36 & -0.026061 & -0.2117 & 0.41649 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63551&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]0.014364[/C][C]0.1167[/C][C]0.453728[/C][/ROW]
[ROW][C]2[/C][C]-0.165023[/C][C]-1.3407[/C][C]0.092314[/C][/ROW]
[ROW][C]3[/C][C]-0.465837[/C][C]-3.7845[/C][C]0.000167[/C][/ROW]
[ROW][C]4[/C][C]-0.445639[/C][C]-3.6204[/C][C]0.000286[/C][/ROW]
[ROW][C]5[/C][C]-0.24192[/C][C]-1.9654[/C][C]0.026791[/C][/ROW]
[ROW][C]6[/C][C]-0.006412[/C][C]-0.0521[/C][C]0.479305[/C][/ROW]
[ROW][C]7[/C][C]-0.115614[/C][C]-0.9392[/C][C]0.175514[/C][/ROW]
[ROW][C]8[/C][C]-0.206241[/C][C]-1.6755[/C][C]0.049283[/C][/ROW]
[ROW][C]9[/C][C]-0.092291[/C][C]-0.7498[/C][C]0.228028[/C][/ROW]
[ROW][C]10[/C][C]-0.048887[/C][C]-0.3972[/C][C]0.346266[/C][/ROW]
[ROW][C]11[/C][C]-0.316019[/C][C]-2.5673[/C][C]0.006261[/C][/ROW]
[ROW][C]12[/C][C]0.181737[/C][C]1.4764[/C][C]0.072291[/C][/ROW]
[ROW][C]13[/C][C]-0.338161[/C][C]-2.7472[/C][C]0.00387[/C][/ROW]
[ROW][C]14[/C][C]-0.239363[/C][C]-1.9446[/C][C]0.028044[/C][/ROW]
[ROW][C]15[/C][C]0.153353[/C][C]1.2458[/C][C]0.108613[/C][/ROW]
[ROW][C]16[/C][C]-0.058778[/C][C]-0.4775[/C][C]0.317287[/C][/ROW]
[ROW][C]17[/C][C]-0.124066[/C][C]-1.0079[/C][C]0.158587[/C][/ROW]
[ROW][C]18[/C][C]-0.045554[/C][C]-0.3701[/C][C]0.356253[/C][/ROW]
[ROW][C]19[/C][C]0.082581[/C][C]0.6709[/C][C]0.252316[/C][/ROW]
[ROW][C]20[/C][C]-0.046669[/C][C]-0.3791[/C][C]0.3529[/C][/ROW]
[ROW][C]21[/C][C]0.114997[/C][C]0.9342[/C][C]0.176792[/C][/ROW]
[ROW][C]22[/C][C]0.110299[/C][C]0.8961[/C][C]0.186735[/C][/ROW]
[ROW][C]23[/C][C]0.008114[/C][C]0.0659[/C][C]0.47382[/C][/ROW]
[ROW][C]24[/C][C]0.00934[/C][C]0.0759[/C][C]0.469872[/C][/ROW]
[ROW][C]25[/C][C]-0.04988[/C][C]-0.4052[/C][C]0.343311[/C][/ROW]
[ROW][C]26[/C][C]0.005632[/C][C]0.0458[/C][C]0.481823[/C][/ROW]
[ROW][C]27[/C][C]-0.223704[/C][C]-1.8174[/C][C]0.036849[/C][/ROW]
[ROW][C]28[/C][C]-0.088684[/C][C]-0.7205[/C][C]0.236889[/C][/ROW]
[ROW][C]29[/C][C]-0.007798[/C][C]-0.0634[/C][C]0.474839[/C][/ROW]
[ROW][C]30[/C][C]-0.066951[/C][C]-0.5439[/C][C]0.294167[/C][/ROW]
[ROW][C]31[/C][C]0.104618[/C][C]0.8499[/C][C]0.19922[/C][/ROW]
[ROW][C]32[/C][C]0.013371[/C][C]0.1086[/C][C]0.456914[/C][/ROW]
[ROW][C]33[/C][C]-0.123448[/C][C]-1.0029[/C][C]0.159786[/C][/ROW]
[ROW][C]34[/C][C]-0.052626[/C][C]-0.4275[/C][C]0.33519[/C][/ROW]
[ROW][C]35[/C][C]-0.047869[/C][C]-0.3889[/C][C]0.349306[/C][/ROW]
[ROW][C]36[/C][C]-0.026061[/C][C]-0.2117[/C][C]0.41649[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63551&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63551&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	0.014364	0.1167	0.453728
2	-0.165023	-1.3407	0.092314
3	-0.465837	-3.7845	0.000167
4	-0.445639	-3.6204	0.000286
5	-0.24192	-1.9654	0.026791
6	-0.006412	-0.0521	0.479305
7	-0.115614	-0.9392	0.175514
8	-0.206241	-1.6755	0.049283
9	-0.092291	-0.7498	0.228028
10	-0.048887	-0.3972	0.346266
11	-0.316019	-2.5673	0.006261
12	0.181737	1.4764	0.072291
13	-0.338161	-2.7472	0.00387
14	-0.239363	-1.9446	0.028044
15	0.153353	1.2458	0.108613
16	-0.058778	-0.4775	0.317287
17	-0.124066	-1.0079	0.158587
18	-0.045554	-0.3701	0.356253
19	0.082581	0.6709	0.252316
20	-0.046669	-0.3791	0.3529
21	0.114997	0.9342	0.176792
22	0.110299	0.8961	0.186735
23	0.008114	0.0659	0.47382
24	0.00934	0.0759	0.469872
25	-0.04988	-0.4052	0.343311
26	0.005632	0.0458	0.481823
27	-0.223704	-1.8174	0.036849
28	-0.088684	-0.7205	0.236889
29	-0.007798	-0.0634	0.474839
30	-0.066951	-0.5439	0.294167
31	0.104618	0.8499	0.19922
32	0.013371	0.1086	0.456914
33	-0.123448	-1.0029	0.159786
34	-0.052626	-0.4275	0.33519
35	-0.047869	-0.3889	0.349306
36	-0.026061	-0.2117	0.41649

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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