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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 10:20:04 -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/t12599472826qibnyndb2gat27.htm/, Retrieved Sun, 28 Apr 2024 05:27:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63930, Retrieved Sun, 28 Apr 2024 05:27:34 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

109

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=2] [2009-12-04 17:20:04] [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=63930&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=63930&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63930&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	-0.117655	-0.8066	0.21198
2	-0.009961	-0.0683	0.472923
3	-0.288913	-1.9807	0.026748
4	-0.40918	-2.8052	0.003646
5	0.069161	0.4741	0.318798
6	0.150733	1.0334	0.153358
7	0.188934	1.2953	0.100777
8	0.061049	0.4185	0.338734
9	0.037919	0.26	0.398014
10	-0.230366	-1.5793	0.060486
11	0.112797	0.7733	0.221608
12	-0.245443	-1.6827	0.049536
13	0.161119	1.1046	0.137483
14	0.040526	0.2778	0.39118
15	0.043137	0.2957	0.384369
16	0.012715	0.0872	0.465452
17	-0.145808	-0.9996	0.16131
18	-0.048508	-0.3326	0.370475
19	-0.038333	-0.2628	0.396928
20	0.276152	1.8932	0.032248
21	0.007866	0.0539	0.47861
22	0.148538	1.0183	0.156869
23	-0.230273	-1.5787	0.06056
24	-0.199473	-1.3675	0.088984
25	-0.053958	-0.3699	0.356553
26	0.10206	0.6997	0.243786
27	0.12535	0.8594	0.197254
28	0.109894	0.7534	0.227486
29	0.035665	0.2445	0.403951
30	-0.13815	-0.9471	0.174214
31	-0.007655	-0.0525	0.479186
32	-0.173633	-1.1904	0.11994
33	0.110323	0.7563	0.226611
34	-0.056308	-0.386	0.350608
35	0.125177	0.8582	0.197577
36	0.081532	0.559	0.289423

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.117655 & -0.8066 & 0.21198 \tabularnewline
2 & -0.009961 & -0.0683 & 0.472923 \tabularnewline
3 & -0.288913 & -1.9807 & 0.026748 \tabularnewline
4 & -0.40918 & -2.8052 & 0.003646 \tabularnewline
5 & 0.069161 & 0.4741 & 0.318798 \tabularnewline
6 & 0.150733 & 1.0334 & 0.153358 \tabularnewline
7 & 0.188934 & 1.2953 & 0.100777 \tabularnewline
8 & 0.061049 & 0.4185 & 0.338734 \tabularnewline
9 & 0.037919 & 0.26 & 0.398014 \tabularnewline
10 & -0.230366 & -1.5793 & 0.060486 \tabularnewline
11 & 0.112797 & 0.7733 & 0.221608 \tabularnewline
12 & -0.245443 & -1.6827 & 0.049536 \tabularnewline
13 & 0.161119 & 1.1046 & 0.137483 \tabularnewline
14 & 0.040526 & 0.2778 & 0.39118 \tabularnewline
15 & 0.043137 & 0.2957 & 0.384369 \tabularnewline
16 & 0.012715 & 0.0872 & 0.465452 \tabularnewline
17 & -0.145808 & -0.9996 & 0.16131 \tabularnewline
18 & -0.048508 & -0.3326 & 0.370475 \tabularnewline
19 & -0.038333 & -0.2628 & 0.396928 \tabularnewline
20 & 0.276152 & 1.8932 & 0.032248 \tabularnewline
21 & 0.007866 & 0.0539 & 0.47861 \tabularnewline
22 & 0.148538 & 1.0183 & 0.156869 \tabularnewline
23 & -0.230273 & -1.5787 & 0.06056 \tabularnewline
24 & -0.199473 & -1.3675 & 0.088984 \tabularnewline
25 & -0.053958 & -0.3699 & 0.356553 \tabularnewline
26 & 0.10206 & 0.6997 & 0.243786 \tabularnewline
27 & 0.12535 & 0.8594 & 0.197254 \tabularnewline
28 & 0.109894 & 0.7534 & 0.227486 \tabularnewline
29 & 0.035665 & 0.2445 & 0.403951 \tabularnewline
30 & -0.13815 & -0.9471 & 0.174214 \tabularnewline
31 & -0.007655 & -0.0525 & 0.479186 \tabularnewline
32 & -0.173633 & -1.1904 & 0.11994 \tabularnewline
33 & 0.110323 & 0.7563 & 0.226611 \tabularnewline
34 & -0.056308 & -0.386 & 0.350608 \tabularnewline
35 & 0.125177 & 0.8582 & 0.197577 \tabularnewline
36 & 0.081532 & 0.559 & 0.289423 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63930&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]-0.117655[/C][C]-0.8066[/C][C]0.21198[/C][/ROW]
[ROW][C]2[/C][C]-0.009961[/C][C]-0.0683[/C][C]0.472923[/C][/ROW]
[ROW][C]3[/C][C]-0.288913[/C][C]-1.9807[/C][C]0.026748[/C][/ROW]
[ROW][C]4[/C][C]-0.40918[/C][C]-2.8052[/C][C]0.003646[/C][/ROW]
[ROW][C]5[/C][C]0.069161[/C][C]0.4741[/C][C]0.318798[/C][/ROW]
[ROW][C]6[/C][C]0.150733[/C][C]1.0334[/C][C]0.153358[/C][/ROW]
[ROW][C]7[/C][C]0.188934[/C][C]1.2953[/C][C]0.100777[/C][/ROW]
[ROW][C]8[/C][C]0.061049[/C][C]0.4185[/C][C]0.338734[/C][/ROW]
[ROW][C]9[/C][C]0.037919[/C][C]0.26[/C][C]0.398014[/C][/ROW]
[ROW][C]10[/C][C]-0.230366[/C][C]-1.5793[/C][C]0.060486[/C][/ROW]
[ROW][C]11[/C][C]0.112797[/C][C]0.7733[/C][C]0.221608[/C][/ROW]
[ROW][C]12[/C][C]-0.245443[/C][C]-1.6827[/C][C]0.049536[/C][/ROW]
[ROW][C]13[/C][C]0.161119[/C][C]1.1046[/C][C]0.137483[/C][/ROW]
[ROW][C]14[/C][C]0.040526[/C][C]0.2778[/C][C]0.39118[/C][/ROW]
[ROW][C]15[/C][C]0.043137[/C][C]0.2957[/C][C]0.384369[/C][/ROW]
[ROW][C]16[/C][C]0.012715[/C][C]0.0872[/C][C]0.465452[/C][/ROW]
[ROW][C]17[/C][C]-0.145808[/C][C]-0.9996[/C][C]0.16131[/C][/ROW]
[ROW][C]18[/C][C]-0.048508[/C][C]-0.3326[/C][C]0.370475[/C][/ROW]
[ROW][C]19[/C][C]-0.038333[/C][C]-0.2628[/C][C]0.396928[/C][/ROW]
[ROW][C]20[/C][C]0.276152[/C][C]1.8932[/C][C]0.032248[/C][/ROW]
[ROW][C]21[/C][C]0.007866[/C][C]0.0539[/C][C]0.47861[/C][/ROW]
[ROW][C]22[/C][C]0.148538[/C][C]1.0183[/C][C]0.156869[/C][/ROW]
[ROW][C]23[/C][C]-0.230273[/C][C]-1.5787[/C][C]0.06056[/C][/ROW]
[ROW][C]24[/C][C]-0.199473[/C][C]-1.3675[/C][C]0.088984[/C][/ROW]
[ROW][C]25[/C][C]-0.053958[/C][C]-0.3699[/C][C]0.356553[/C][/ROW]
[ROW][C]26[/C][C]0.10206[/C][C]0.6997[/C][C]0.243786[/C][/ROW]
[ROW][C]27[/C][C]0.12535[/C][C]0.8594[/C][C]0.197254[/C][/ROW]
[ROW][C]28[/C][C]0.109894[/C][C]0.7534[/C][C]0.227486[/C][/ROW]
[ROW][C]29[/C][C]0.035665[/C][C]0.2445[/C][C]0.403951[/C][/ROW]
[ROW][C]30[/C][C]-0.13815[/C][C]-0.9471[/C][C]0.174214[/C][/ROW]
[ROW][C]31[/C][C]-0.007655[/C][C]-0.0525[/C][C]0.479186[/C][/ROW]
[ROW][C]32[/C][C]-0.173633[/C][C]-1.1904[/C][C]0.11994[/C][/ROW]
[ROW][C]33[/C][C]0.110323[/C][C]0.7563[/C][C]0.226611[/C][/ROW]
[ROW][C]34[/C][C]-0.056308[/C][C]-0.386[/C][C]0.350608[/C][/ROW]
[ROW][C]35[/C][C]0.125177[/C][C]0.8582[/C][C]0.197577[/C][/ROW]
[ROW][C]36[/C][C]0.081532[/C][C]0.559[/C][C]0.289423[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63930&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63930&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	-0.117655	-0.8066	0.21198
2	-0.009961	-0.0683	0.472923
3	-0.288913	-1.9807	0.026748
4	-0.40918	-2.8052	0.003646
5	0.069161	0.4741	0.318798
6	0.150733	1.0334	0.153358
7	0.188934	1.2953	0.100777
8	0.061049	0.4185	0.338734
9	0.037919	0.26	0.398014
10	-0.230366	-1.5793	0.060486
11	0.112797	0.7733	0.221608
12	-0.245443	-1.6827	0.049536
13	0.161119	1.1046	0.137483
14	0.040526	0.2778	0.39118
15	0.043137	0.2957	0.384369
16	0.012715	0.0872	0.465452
17	-0.145808	-0.9996	0.16131
18	-0.048508	-0.3326	0.370475
19	-0.038333	-0.2628	0.396928
20	0.276152	1.8932	0.032248
21	0.007866	0.0539	0.47861
22	0.148538	1.0183	0.156869
23	-0.230273	-1.5787	0.06056
24	-0.199473	-1.3675	0.088984
25	-0.053958	-0.3699	0.356553
26	0.10206	0.6997	0.243786
27	0.12535	0.8594	0.197254
28	0.109894	0.7534	0.227486
29	0.035665	0.2445	0.403951
30	-0.13815	-0.9471	0.174214
31	-0.007655	-0.0525	0.479186
32	-0.173633	-1.1904	0.11994
33	0.110323	0.7563	0.226611
34	-0.056308	-0.386	0.350608
35	0.125177	0.8582	0.197577
36	0.081532	0.559	0.289423

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.117655	-0.8066	0.21198
2	-0.024138	-0.1655	0.434638
3	-0.297238	-2.0378	0.023612
4	-0.536038	-3.6749	0.000305
5	-0.22112	-1.5159	0.068118
6	-0.058299	-0.3997	0.345601
7	-0.142019	-0.9736	0.167612
8	-0.265357	-1.8192	0.037628
9	0.017498	0.12	0.452514
10	-0.144407	-0.99	0.163621
11	0.12484	0.8559	0.198208
12	-0.271177	-1.8591	0.03464
13	0.041688	0.2858	0.388145
14	0.006413	0.044	0.482559
15	0.089754	0.6153	0.270654
16	-0.180136	-1.235	0.111493
17	-0.123191	-0.8446	0.201318
18	-0.165701	-1.136	0.13086
19	-0.132127	-0.9058	0.184826
20	0.047045	0.3225	0.374242
21	0.012773	0.0876	0.465296
22	0.102163	0.7004	0.243568
23	0.097967	0.6716	0.252555
24	-0.066271	-0.4543	0.325841
25	0.019322	0.1325	0.447591
26	0.137663	0.9438	0.175056
27	-0.061979	-0.4249	0.336422
28	-0.115918	-0.7947	0.215393
29	0.00332	0.0228	0.490969
30	0.067513	0.4628	0.322805
31	-0.067365	-0.4618	0.323167
32	-0.094918	-0.6507	0.259197
33	0.040434	0.2772	0.391421
34	-0.040108	-0.275	0.392272
35	-0.041519	-0.2846	0.388585
36	-0.015695	-0.1076	0.457385

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.117655 & -0.8066 & 0.21198 \tabularnewline
2 & -0.024138 & -0.1655 & 0.434638 \tabularnewline
3 & -0.297238 & -2.0378 & 0.023612 \tabularnewline
4 & -0.536038 & -3.6749 & 0.000305 \tabularnewline
5 & -0.22112 & -1.5159 & 0.068118 \tabularnewline
6 & -0.058299 & -0.3997 & 0.345601 \tabularnewline
7 & -0.142019 & -0.9736 & 0.167612 \tabularnewline
8 & -0.265357 & -1.8192 & 0.037628 \tabularnewline
9 & 0.017498 & 0.12 & 0.452514 \tabularnewline
10 & -0.144407 & -0.99 & 0.163621 \tabularnewline
11 & 0.12484 & 0.8559 & 0.198208 \tabularnewline
12 & -0.271177 & -1.8591 & 0.03464 \tabularnewline
13 & 0.041688 & 0.2858 & 0.388145 \tabularnewline
14 & 0.006413 & 0.044 & 0.482559 \tabularnewline
15 & 0.089754 & 0.6153 & 0.270654 \tabularnewline
16 & -0.180136 & -1.235 & 0.111493 \tabularnewline
17 & -0.123191 & -0.8446 & 0.201318 \tabularnewline
18 & -0.165701 & -1.136 & 0.13086 \tabularnewline
19 & -0.132127 & -0.9058 & 0.184826 \tabularnewline
20 & 0.047045 & 0.3225 & 0.374242 \tabularnewline
21 & 0.012773 & 0.0876 & 0.465296 \tabularnewline
22 & 0.102163 & 0.7004 & 0.243568 \tabularnewline
23 & 0.097967 & 0.6716 & 0.252555 \tabularnewline
24 & -0.066271 & -0.4543 & 0.325841 \tabularnewline
25 & 0.019322 & 0.1325 & 0.447591 \tabularnewline
26 & 0.137663 & 0.9438 & 0.175056 \tabularnewline
27 & -0.061979 & -0.4249 & 0.336422 \tabularnewline
28 & -0.115918 & -0.7947 & 0.215393 \tabularnewline
29 & 0.00332 & 0.0228 & 0.490969 \tabularnewline
30 & 0.067513 & 0.4628 & 0.322805 \tabularnewline
31 & -0.067365 & -0.4618 & 0.323167 \tabularnewline
32 & -0.094918 & -0.6507 & 0.259197 \tabularnewline
33 & 0.040434 & 0.2772 & 0.391421 \tabularnewline
34 & -0.040108 & -0.275 & 0.392272 \tabularnewline
35 & -0.041519 & -0.2846 & 0.388585 \tabularnewline
36 & -0.015695 & -0.1076 & 0.457385 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63930&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]-0.117655[/C][C]-0.8066[/C][C]0.21198[/C][/ROW]
[ROW][C]2[/C][C]-0.024138[/C][C]-0.1655[/C][C]0.434638[/C][/ROW]
[ROW][C]3[/C][C]-0.297238[/C][C]-2.0378[/C][C]0.023612[/C][/ROW]
[ROW][C]4[/C][C]-0.536038[/C][C]-3.6749[/C][C]0.000305[/C][/ROW]
[ROW][C]5[/C][C]-0.22112[/C][C]-1.5159[/C][C]0.068118[/C][/ROW]
[ROW][C]6[/C][C]-0.058299[/C][C]-0.3997[/C][C]0.345601[/C][/ROW]
[ROW][C]7[/C][C]-0.142019[/C][C]-0.9736[/C][C]0.167612[/C][/ROW]
[ROW][C]8[/C][C]-0.265357[/C][C]-1.8192[/C][C]0.037628[/C][/ROW]
[ROW][C]9[/C][C]0.017498[/C][C]0.12[/C][C]0.452514[/C][/ROW]
[ROW][C]10[/C][C]-0.144407[/C][C]-0.99[/C][C]0.163621[/C][/ROW]
[ROW][C]11[/C][C]0.12484[/C][C]0.8559[/C][C]0.198208[/C][/ROW]
[ROW][C]12[/C][C]-0.271177[/C][C]-1.8591[/C][C]0.03464[/C][/ROW]
[ROW][C]13[/C][C]0.041688[/C][C]0.2858[/C][C]0.388145[/C][/ROW]
[ROW][C]14[/C][C]0.006413[/C][C]0.044[/C][C]0.482559[/C][/ROW]
[ROW][C]15[/C][C]0.089754[/C][C]0.6153[/C][C]0.270654[/C][/ROW]
[ROW][C]16[/C][C]-0.180136[/C][C]-1.235[/C][C]0.111493[/C][/ROW]
[ROW][C]17[/C][C]-0.123191[/C][C]-0.8446[/C][C]0.201318[/C][/ROW]
[ROW][C]18[/C][C]-0.165701[/C][C]-1.136[/C][C]0.13086[/C][/ROW]
[ROW][C]19[/C][C]-0.132127[/C][C]-0.9058[/C][C]0.184826[/C][/ROW]
[ROW][C]20[/C][C]0.047045[/C][C]0.3225[/C][C]0.374242[/C][/ROW]
[ROW][C]21[/C][C]0.012773[/C][C]0.0876[/C][C]0.465296[/C][/ROW]
[ROW][C]22[/C][C]0.102163[/C][C]0.7004[/C][C]0.243568[/C][/ROW]
[ROW][C]23[/C][C]0.097967[/C][C]0.6716[/C][C]0.252555[/C][/ROW]
[ROW][C]24[/C][C]-0.066271[/C][C]-0.4543[/C][C]0.325841[/C][/ROW]
[ROW][C]25[/C][C]0.019322[/C][C]0.1325[/C][C]0.447591[/C][/ROW]
[ROW][C]26[/C][C]0.137663[/C][C]0.9438[/C][C]0.175056[/C][/ROW]
[ROW][C]27[/C][C]-0.061979[/C][C]-0.4249[/C][C]0.336422[/C][/ROW]
[ROW][C]28[/C][C]-0.115918[/C][C]-0.7947[/C][C]0.215393[/C][/ROW]
[ROW][C]29[/C][C]0.00332[/C][C]0.0228[/C][C]0.490969[/C][/ROW]
[ROW][C]30[/C][C]0.067513[/C][C]0.4628[/C][C]0.322805[/C][/ROW]
[ROW][C]31[/C][C]-0.067365[/C][C]-0.4618[/C][C]0.323167[/C][/ROW]
[ROW][C]32[/C][C]-0.094918[/C][C]-0.6507[/C][C]0.259197[/C][/ROW]
[ROW][C]33[/C][C]0.040434[/C][C]0.2772[/C][C]0.391421[/C][/ROW]
[ROW][C]34[/C][C]-0.040108[/C][C]-0.275[/C][C]0.392272[/C][/ROW]
[ROW][C]35[/C][C]-0.041519[/C][C]-0.2846[/C][C]0.388585[/C][/ROW]
[ROW][C]36[/C][C]-0.015695[/C][C]-0.1076[/C][C]0.457385[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63930&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63930&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	-0.117655	-0.8066	0.21198
2	-0.024138	-0.1655	0.434638
3	-0.297238	-2.0378	0.023612
4	-0.536038	-3.6749	0.000305
5	-0.22112	-1.5159	0.068118
6	-0.058299	-0.3997	0.345601
7	-0.142019	-0.9736	0.167612
8	-0.265357	-1.8192	0.037628
9	0.017498	0.12	0.452514
10	-0.144407	-0.99	0.163621
11	0.12484	0.8559	0.198208
12	-0.271177	-1.8591	0.03464
13	0.041688	0.2858	0.388145
14	0.006413	0.044	0.482559
15	0.089754	0.6153	0.270654
16	-0.180136	-1.235	0.111493
17	-0.123191	-0.8446	0.201318
18	-0.165701	-1.136	0.13086
19	-0.132127	-0.9058	0.184826
20	0.047045	0.3225	0.374242
21	0.012773	0.0876	0.465296
22	0.102163	0.7004	0.243568
23	0.097967	0.6716	0.252555
24	-0.066271	-0.4543	0.325841
25	0.019322	0.1325	0.447591
26	0.137663	0.9438	0.175056
27	-0.061979	-0.4249	0.336422
28	-0.115918	-0.7947	0.215393
29	0.00332	0.0228	0.490969
30	0.067513	0.4628	0.322805
31	-0.067365	-0.4618	0.323167
32	-0.094918	-0.6507	0.259197
33	0.040434	0.2772	0.391421
34	-0.040108	-0.275	0.392272
35	-0.041519	-0.2846	0.388585
36	-0.015695	-0.1076	0.457385

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; 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