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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 10:13:48 -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/t1259946983ncsmh7gqxsxpxm7.htm/, Retrieved Sun, 28 Apr 2024 00:46:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63923, Retrieved Sun, 28 Apr 2024 00:46:21 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

102

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] [BBWS8-ACF1] [2009-11-28 15:24:25] [408e92805dcb18620260f240a7fb9d53]
-   P           [(Partial) Autocorrelation Function] [BBWS8-ACF2] [2009-11-28 15:29:29] [408e92805dcb18620260f240a7fb9d53]
F   P             [(Partial) Autocorrelation Function] [BBWS8-ACF3] [2009-11-28 15:34:32] [408e92805dcb18620260f240a7fb9d53]
-    D              [(Partial) Autocorrelation Function] [W8: D=1, d=1, Lam...] [2009-12-01 14:39:35] [03d5b865e91ca35b5a5d21b8d6da5aba]
-   PD                  [(Partial) Autocorrelation Function] [review WS 8 d=1, D=0] [2009-12-04 17:13:48] [51d49d3536f6a59f2486a67bf50b2759] [Current]

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Dataseries X:

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Histogram

Boxplots

6.3
6.2
6.1
6.3
6.5
6.6
6.5
6.2
6.2
5.9
6.1
6.1
6.1
6.1
6.1
6.4
6.7
6.9
7
7
6.8
6.4
5.9
5.5
5.5
5.6
5.8
5.9
6.1
6.1
6
6
5.9
5.5
5.6
5.4
5.2
5.2
5.2
5.5
5.8
5.8
5.5
5.3
5.1
5.2
5.8
5.8
5.5
5
4.9
5.3
6.1
6.5
6.8
6.6
6.4
6.4
6.6
6.7
6.6

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=63923&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=63923&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63923&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	0.49297	3.8185	0.00016
2	-0.00067	-0.0052	0.49794
3	-0.399258	-3.0926	0.001505
4	-0.427885	-3.3144	0.000781
5	-0.115564	-0.8952	0.187141
6	0.141355	1.0949	0.138962
7	0.104588	0.8101	0.210531
8	-0.08657	-0.6706	0.252536
9	-0.211954	-1.6418	0.052933
10	-0.177038	-1.3713	0.087689
11	0.08802	0.6818	0.248994
12	0.305291	2.3648	0.010647
13	0.270756	2.0973	0.020096
14	0.168347	1.304	0.098605
15	0.03036	0.2352	0.407441
16	-0.126664	-0.9811	0.165233
17	-0.221196	-1.7134	0.045903
18	-0.171445	-1.328	0.094602
19	-0.135086	-1.0464	0.149793
20	-0.011947	-0.0925	0.463288
21	0.022049	0.1708	0.43248
22	0.037534	0.2907	0.386126
23	-0.007634	-0.0591	0.476521
24	0.044873	0.3476	0.364683
25	0.007976	0.0618	0.475472
26	0.112997	0.8753	0.192458
27	0.113253	0.8773	0.191923
28	0.036839	0.2854	0.388179
29	-0.070953	-0.5496	0.292317
30	-0.160365	-1.2422	0.109501
31	-0.18676	-1.4466	0.076602
32	-0.200026	-1.5494	0.063273
33	-0.082139	-0.6362	0.263519
34	0.0389	0.3013	0.382107
35	0.15705	1.2165	0.114278
36	0.175292	1.3578	0.089805

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.49297 & 3.8185 & 0.00016 \tabularnewline
2 & -0.00067 & -0.0052 & 0.49794 \tabularnewline
3 & -0.399258 & -3.0926 & 0.001505 \tabularnewline
4 & -0.427885 & -3.3144 & 0.000781 \tabularnewline
5 & -0.115564 & -0.8952 & 0.187141 \tabularnewline
6 & 0.141355 & 1.0949 & 0.138962 \tabularnewline
7 & 0.104588 & 0.8101 & 0.210531 \tabularnewline
8 & -0.08657 & -0.6706 & 0.252536 \tabularnewline
9 & -0.211954 & -1.6418 & 0.052933 \tabularnewline
10 & -0.177038 & -1.3713 & 0.087689 \tabularnewline
11 & 0.08802 & 0.6818 & 0.248994 \tabularnewline
12 & 0.305291 & 2.3648 & 0.010647 \tabularnewline
13 & 0.270756 & 2.0973 & 0.020096 \tabularnewline
14 & 0.168347 & 1.304 & 0.098605 \tabularnewline
15 & 0.03036 & 0.2352 & 0.407441 \tabularnewline
16 & -0.126664 & -0.9811 & 0.165233 \tabularnewline
17 & -0.221196 & -1.7134 & 0.045903 \tabularnewline
18 & -0.171445 & -1.328 & 0.094602 \tabularnewline
19 & -0.135086 & -1.0464 & 0.149793 \tabularnewline
20 & -0.011947 & -0.0925 & 0.463288 \tabularnewline
21 & 0.022049 & 0.1708 & 0.43248 \tabularnewline
22 & 0.037534 & 0.2907 & 0.386126 \tabularnewline
23 & -0.007634 & -0.0591 & 0.476521 \tabularnewline
24 & 0.044873 & 0.3476 & 0.364683 \tabularnewline
25 & 0.007976 & 0.0618 & 0.475472 \tabularnewline
26 & 0.112997 & 0.8753 & 0.192458 \tabularnewline
27 & 0.113253 & 0.8773 & 0.191923 \tabularnewline
28 & 0.036839 & 0.2854 & 0.388179 \tabularnewline
29 & -0.070953 & -0.5496 & 0.292317 \tabularnewline
30 & -0.160365 & -1.2422 & 0.109501 \tabularnewline
31 & -0.18676 & -1.4466 & 0.076602 \tabularnewline
32 & -0.200026 & -1.5494 & 0.063273 \tabularnewline
33 & -0.082139 & -0.6362 & 0.263519 \tabularnewline
34 & 0.0389 & 0.3013 & 0.382107 \tabularnewline
35 & 0.15705 & 1.2165 & 0.114278 \tabularnewline
36 & 0.175292 & 1.3578 & 0.089805 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63923&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]0.49297[/C][C]3.8185[/C][C]0.00016[/C][/ROW]
[ROW][C]2[/C][C]-0.00067[/C][C]-0.0052[/C][C]0.49794[/C][/ROW]
[ROW][C]3[/C][C]-0.399258[/C][C]-3.0926[/C][C]0.001505[/C][/ROW]
[ROW][C]4[/C][C]-0.427885[/C][C]-3.3144[/C][C]0.000781[/C][/ROW]
[ROW][C]5[/C][C]-0.115564[/C][C]-0.8952[/C][C]0.187141[/C][/ROW]
[ROW][C]6[/C][C]0.141355[/C][C]1.0949[/C][C]0.138962[/C][/ROW]
[ROW][C]7[/C][C]0.104588[/C][C]0.8101[/C][C]0.210531[/C][/ROW]
[ROW][C]8[/C][C]-0.08657[/C][C]-0.6706[/C][C]0.252536[/C][/ROW]
[ROW][C]9[/C][C]-0.211954[/C][C]-1.6418[/C][C]0.052933[/C][/ROW]
[ROW][C]10[/C][C]-0.177038[/C][C]-1.3713[/C][C]0.087689[/C][/ROW]
[ROW][C]11[/C][C]0.08802[/C][C]0.6818[/C][C]0.248994[/C][/ROW]
[ROW][C]12[/C][C]0.305291[/C][C]2.3648[/C][C]0.010647[/C][/ROW]
[ROW][C]13[/C][C]0.270756[/C][C]2.0973[/C][C]0.020096[/C][/ROW]
[ROW][C]14[/C][C]0.168347[/C][C]1.304[/C][C]0.098605[/C][/ROW]
[ROW][C]15[/C][C]0.03036[/C][C]0.2352[/C][C]0.407441[/C][/ROW]
[ROW][C]16[/C][C]-0.126664[/C][C]-0.9811[/C][C]0.165233[/C][/ROW]
[ROW][C]17[/C][C]-0.221196[/C][C]-1.7134[/C][C]0.045903[/C][/ROW]
[ROW][C]18[/C][C]-0.171445[/C][C]-1.328[/C][C]0.094602[/C][/ROW]
[ROW][C]19[/C][C]-0.135086[/C][C]-1.0464[/C][C]0.149793[/C][/ROW]
[ROW][C]20[/C][C]-0.011947[/C][C]-0.0925[/C][C]0.463288[/C][/ROW]
[ROW][C]21[/C][C]0.022049[/C][C]0.1708[/C][C]0.43248[/C][/ROW]
[ROW][C]22[/C][C]0.037534[/C][C]0.2907[/C][C]0.386126[/C][/ROW]
[ROW][C]23[/C][C]-0.007634[/C][C]-0.0591[/C][C]0.476521[/C][/ROW]
[ROW][C]24[/C][C]0.044873[/C][C]0.3476[/C][C]0.364683[/C][/ROW]
[ROW][C]25[/C][C]0.007976[/C][C]0.0618[/C][C]0.475472[/C][/ROW]
[ROW][C]26[/C][C]0.112997[/C][C]0.8753[/C][C]0.192458[/C][/ROW]
[ROW][C]27[/C][C]0.113253[/C][C]0.8773[/C][C]0.191923[/C][/ROW]
[ROW][C]28[/C][C]0.036839[/C][C]0.2854[/C][C]0.388179[/C][/ROW]
[ROW][C]29[/C][C]-0.070953[/C][C]-0.5496[/C][C]0.292317[/C][/ROW]
[ROW][C]30[/C][C]-0.160365[/C][C]-1.2422[/C][C]0.109501[/C][/ROW]
[ROW][C]31[/C][C]-0.18676[/C][C]-1.4466[/C][C]0.076602[/C][/ROW]
[ROW][C]32[/C][C]-0.200026[/C][C]-1.5494[/C][C]0.063273[/C][/ROW]
[ROW][C]33[/C][C]-0.082139[/C][C]-0.6362[/C][C]0.263519[/C][/ROW]
[ROW][C]34[/C][C]0.0389[/C][C]0.3013[/C][C]0.382107[/C][/ROW]
[ROW][C]35[/C][C]0.15705[/C][C]1.2165[/C][C]0.114278[/C][/ROW]
[ROW][C]36[/C][C]0.175292[/C][C]1.3578[/C][C]0.089805[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63923&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63923&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	0.49297	3.8185	0.00016
2	-0.00067	-0.0052	0.49794
3	-0.399258	-3.0926	0.001505
4	-0.427885	-3.3144	0.000781
5	-0.115564	-0.8952	0.187141
6	0.141355	1.0949	0.138962
7	0.104588	0.8101	0.210531
8	-0.08657	-0.6706	0.252536
9	-0.211954	-1.6418	0.052933
10	-0.177038	-1.3713	0.087689
11	0.08802	0.6818	0.248994
12	0.305291	2.3648	0.010647
13	0.270756	2.0973	0.020096
14	0.168347	1.304	0.098605
15	0.03036	0.2352	0.407441
16	-0.126664	-0.9811	0.165233
17	-0.221196	-1.7134	0.045903
18	-0.171445	-1.328	0.094602
19	-0.135086	-1.0464	0.149793
20	-0.011947	-0.0925	0.463288
21	0.022049	0.1708	0.43248
22	0.037534	0.2907	0.386126
23	-0.007634	-0.0591	0.476521
24	0.044873	0.3476	0.364683
25	0.007976	0.0618	0.475472
26	0.112997	0.8753	0.192458
27	0.113253	0.8773	0.191923
28	0.036839	0.2854	0.388179
29	-0.070953	-0.5496	0.292317
30	-0.160365	-1.2422	0.109501
31	-0.18676	-1.4466	0.076602
32	-0.200026	-1.5494	0.063273
33	-0.082139	-0.6362	0.263519
34	0.0389	0.3013	0.382107
35	0.15705	1.2165	0.114278
36	0.175292	1.3578	0.089805

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.49297	3.8185	0.00016
2	-0.321922	-2.4936	0.00771
3	-0.353888	-2.7412	0.004027
4	-0.065355	-0.5062	0.307272
5	0.165477	1.2818	0.102426
6	-0.033901	-0.2626	0.396882
7	-0.268143	-2.077	0.021044
8	-0.155352	-1.2034	0.116783
9	0.022387	0.1734	0.431456
10	-0.041938	-0.3249	0.373212
11	0.074354	0.5759	0.283404
12	0.089897	0.6963	0.244452
13	-0.032468	-0.2515	0.401145
14	0.168415	1.3045	0.098517
15	0.19294	1.4945	0.070143
16	-0.107951	-0.8362	0.203185
17	-0.241262	-1.8688	0.033267
18	0.089087	0.6901	0.246408
19	0.019401	0.1503	0.440523
20	-0.051374	-0.3979	0.346043
21	-0.147678	-1.1439	0.128602
22	0.055457	0.4296	0.334524
23	-0.054168	-0.4196	0.338145
24	0.100382	0.7776	0.219943
25	-0.159898	-1.2386	0.110165
26	0.027356	0.2119	0.416452
27	-0.038669	-0.2995	0.382786
28	0.072085	0.5584	0.289335
29	-0.056503	-0.4377	0.331599
30	-0.103065	-0.7983	0.213912
31	-0.067247	-0.5209	0.30218
32	-0.151971	-1.1772	0.12189
33	0.026352	0.2041	0.419476
34	0.031348	0.2428	0.404487
35	-0.005087	-0.0394	0.484349
36	-0.083548	-0.6472	0.259998

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.49297 & 3.8185 & 0.00016 \tabularnewline
2 & -0.321922 & -2.4936 & 0.00771 \tabularnewline
3 & -0.353888 & -2.7412 & 0.004027 \tabularnewline
4 & -0.065355 & -0.5062 & 0.307272 \tabularnewline
5 & 0.165477 & 1.2818 & 0.102426 \tabularnewline
6 & -0.033901 & -0.2626 & 0.396882 \tabularnewline
7 & -0.268143 & -2.077 & 0.021044 \tabularnewline
8 & -0.155352 & -1.2034 & 0.116783 \tabularnewline
9 & 0.022387 & 0.1734 & 0.431456 \tabularnewline
10 & -0.041938 & -0.3249 & 0.373212 \tabularnewline
11 & 0.074354 & 0.5759 & 0.283404 \tabularnewline
12 & 0.089897 & 0.6963 & 0.244452 \tabularnewline
13 & -0.032468 & -0.2515 & 0.401145 \tabularnewline
14 & 0.168415 & 1.3045 & 0.098517 \tabularnewline
15 & 0.19294 & 1.4945 & 0.070143 \tabularnewline
16 & -0.107951 & -0.8362 & 0.203185 \tabularnewline
17 & -0.241262 & -1.8688 & 0.033267 \tabularnewline
18 & 0.089087 & 0.6901 & 0.246408 \tabularnewline
19 & 0.019401 & 0.1503 & 0.440523 \tabularnewline
20 & -0.051374 & -0.3979 & 0.346043 \tabularnewline
21 & -0.147678 & -1.1439 & 0.128602 \tabularnewline
22 & 0.055457 & 0.4296 & 0.334524 \tabularnewline
23 & -0.054168 & -0.4196 & 0.338145 \tabularnewline
24 & 0.100382 & 0.7776 & 0.219943 \tabularnewline
25 & -0.159898 & -1.2386 & 0.110165 \tabularnewline
26 & 0.027356 & 0.2119 & 0.416452 \tabularnewline
27 & -0.038669 & -0.2995 & 0.382786 \tabularnewline
28 & 0.072085 & 0.5584 & 0.289335 \tabularnewline
29 & -0.056503 & -0.4377 & 0.331599 \tabularnewline
30 & -0.103065 & -0.7983 & 0.213912 \tabularnewline
31 & -0.067247 & -0.5209 & 0.30218 \tabularnewline
32 & -0.151971 & -1.1772 & 0.12189 \tabularnewline
33 & 0.026352 & 0.2041 & 0.419476 \tabularnewline
34 & 0.031348 & 0.2428 & 0.404487 \tabularnewline
35 & -0.005087 & -0.0394 & 0.484349 \tabularnewline
36 & -0.083548 & -0.6472 & 0.259998 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63923&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]0.49297[/C][C]3.8185[/C][C]0.00016[/C][/ROW]
[ROW][C]2[/C][C]-0.321922[/C][C]-2.4936[/C][C]0.00771[/C][/ROW]
[ROW][C]3[/C][C]-0.353888[/C][C]-2.7412[/C][C]0.004027[/C][/ROW]
[ROW][C]4[/C][C]-0.065355[/C][C]-0.5062[/C][C]0.307272[/C][/ROW]
[ROW][C]5[/C][C]0.165477[/C][C]1.2818[/C][C]0.102426[/C][/ROW]
[ROW][C]6[/C][C]-0.033901[/C][C]-0.2626[/C][C]0.396882[/C][/ROW]
[ROW][C]7[/C][C]-0.268143[/C][C]-2.077[/C][C]0.021044[/C][/ROW]
[ROW][C]8[/C][C]-0.155352[/C][C]-1.2034[/C][C]0.116783[/C][/ROW]
[ROW][C]9[/C][C]0.022387[/C][C]0.1734[/C][C]0.431456[/C][/ROW]
[ROW][C]10[/C][C]-0.041938[/C][C]-0.3249[/C][C]0.373212[/C][/ROW]
[ROW][C]11[/C][C]0.074354[/C][C]0.5759[/C][C]0.283404[/C][/ROW]
[ROW][C]12[/C][C]0.089897[/C][C]0.6963[/C][C]0.244452[/C][/ROW]
[ROW][C]13[/C][C]-0.032468[/C][C]-0.2515[/C][C]0.401145[/C][/ROW]
[ROW][C]14[/C][C]0.168415[/C][C]1.3045[/C][C]0.098517[/C][/ROW]
[ROW][C]15[/C][C]0.19294[/C][C]1.4945[/C][C]0.070143[/C][/ROW]
[ROW][C]16[/C][C]-0.107951[/C][C]-0.8362[/C][C]0.203185[/C][/ROW]
[ROW][C]17[/C][C]-0.241262[/C][C]-1.8688[/C][C]0.033267[/C][/ROW]
[ROW][C]18[/C][C]0.089087[/C][C]0.6901[/C][C]0.246408[/C][/ROW]
[ROW][C]19[/C][C]0.019401[/C][C]0.1503[/C][C]0.440523[/C][/ROW]
[ROW][C]20[/C][C]-0.051374[/C][C]-0.3979[/C][C]0.346043[/C][/ROW]
[ROW][C]21[/C][C]-0.147678[/C][C]-1.1439[/C][C]0.128602[/C][/ROW]
[ROW][C]22[/C][C]0.055457[/C][C]0.4296[/C][C]0.334524[/C][/ROW]
[ROW][C]23[/C][C]-0.054168[/C][C]-0.4196[/C][C]0.338145[/C][/ROW]
[ROW][C]24[/C][C]0.100382[/C][C]0.7776[/C][C]0.219943[/C][/ROW]
[ROW][C]25[/C][C]-0.159898[/C][C]-1.2386[/C][C]0.110165[/C][/ROW]
[ROW][C]26[/C][C]0.027356[/C][C]0.2119[/C][C]0.416452[/C][/ROW]
[ROW][C]27[/C][C]-0.038669[/C][C]-0.2995[/C][C]0.382786[/C][/ROW]
[ROW][C]28[/C][C]0.072085[/C][C]0.5584[/C][C]0.289335[/C][/ROW]
[ROW][C]29[/C][C]-0.056503[/C][C]-0.4377[/C][C]0.331599[/C][/ROW]
[ROW][C]30[/C][C]-0.103065[/C][C]-0.7983[/C][C]0.213912[/C][/ROW]
[ROW][C]31[/C][C]-0.067247[/C][C]-0.5209[/C][C]0.30218[/C][/ROW]
[ROW][C]32[/C][C]-0.151971[/C][C]-1.1772[/C][C]0.12189[/C][/ROW]
[ROW][C]33[/C][C]0.026352[/C][C]0.2041[/C][C]0.419476[/C][/ROW]
[ROW][C]34[/C][C]0.031348[/C][C]0.2428[/C][C]0.404487[/C][/ROW]
[ROW][C]35[/C][C]-0.005087[/C][C]-0.0394[/C][C]0.484349[/C][/ROW]
[ROW][C]36[/C][C]-0.083548[/C][C]-0.6472[/C][C]0.259998[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63923&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63923&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	0.49297	3.8185	0.00016
2	-0.321922	-2.4936	0.00771
3	-0.353888	-2.7412	0.004027
4	-0.065355	-0.5062	0.307272
5	0.165477	1.2818	0.102426
6	-0.033901	-0.2626	0.396882
7	-0.268143	-2.077	0.021044
8	-0.155352	-1.2034	0.116783
9	0.022387	0.1734	0.431456
10	-0.041938	-0.3249	0.373212
11	0.074354	0.5759	0.283404
12	0.089897	0.6963	0.244452
13	-0.032468	-0.2515	0.401145
14	0.168415	1.3045	0.098517
15	0.19294	1.4945	0.070143
16	-0.107951	-0.8362	0.203185
17	-0.241262	-1.8688	0.033267
18	0.089087	0.6901	0.246408
19	0.019401	0.1503	0.440523
20	-0.051374	-0.3979	0.346043
21	-0.147678	-1.1439	0.128602
22	0.055457	0.4296	0.334524
23	-0.054168	-0.4196	0.338145
24	0.100382	0.7776	0.219943
25	-0.159898	-1.2386	0.110165
26	0.027356	0.2119	0.416452
27	-0.038669	-0.2995	0.382786
28	0.072085	0.5584	0.289335
29	-0.056503	-0.4377	0.331599
30	-0.103065	-0.7983	0.213912
31	-0.067247	-0.5209	0.30218
32	-0.151971	-1.1772	0.12189
33	0.026352	0.2041	0.419476
34	0.031348	0.2428	0.404487
35	-0.005087	-0.0394	0.484349
36	-0.083548	-0.6472	0.259998

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