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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 13 Dec 2009 12:01:13 -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/13/t1260730902flz8a9pzpn2d5nm.htm/, Retrieved Sat, 27 Apr 2024 20:27:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67395, Retrieved Sat, 27 Apr 2024 20:27:16 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

125

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] [WS8 D=0 en d=0] [2009-11-25 16:06:53] [445b292c553470d9fed8bc2796fd3a00]
-    D          [(Partial) Autocorrelation Function] [ws 8 d=0 D=0] [2009-11-25 20:46:27] [134dc66689e3d457a82860db6471d419]
-    D            [(Partial) Autocorrelation Function] [WS8] [2009-12-13 15:05:34] [85be98bd9ebcfd4d73e77f8552419c9a]
-    D              [(Partial) Autocorrelation Function] [WS9] [2009-12-13 18:59:07] [85be98bd9ebcfd4d73e77f8552419c9a]
-   PD                  [(Partial) Autocorrelation Function] [WS9] [2009-12-13 19:01:13] [5cd0e65b1f56b3935a0672588b930e12] [Current]
-   P                     [(Partial) Autocorrelation Function] [WS9] [2009-12-13 19:03:21] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   P                       [(Partial) Autocorrelation Function] [WS9] [2009-12-13 19:11:37] [85be98bd9ebcfd4d73e77f8552419c9a] 

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Dataseries X:

Download CSV

Histogram

Boxplots

2.11
2.09
2.05
2.08
2.06
2.06
2.08
2.07
2.06
2.07
2.06
2.09
2.07
2.09
2.28
2.33
2.35
2.52
2.63
2.58
2.70
2.81
2.97
3.04
3.28
3.33
3.50
3.56
3.57
3.69
3.82
3.79
3.96
4.06
4.05
4.03
3.94
4.02
3.88
4.02
4.03
4.09
3.99
4.01
4.01
4.19
4.30
4.27
3.82
3.15
2.49
1.81
1.26
1.06
0.84
0.78
0.70
0.36
0.35
0.36

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=67395&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=67395&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67395&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	0.75532	5.8017	0
2	0.621017	4.7701	6e-06
3	0.426521	3.2762	0.000882
4	0.262871	2.0192	0.024011
5	0.156962	1.2056	0.116384
6	0.173561	1.3331	0.093804
7	0.135789	1.043	0.150599
8	0.135514	1.0409	0.151084
9	0.071949	0.5527	0.291295
10	0.021556	0.1656	0.434528
11	0.004775	0.0367	0.485434
12	0.020598	0.1582	0.437414
13	0.07042	0.5409	0.295304
14	0.044783	0.344	0.366041
15	0.070018	0.5378	0.296362
16	-0.002355	-0.0181	0.492814
17	-0.032603	-0.2504	0.401562
18	-0.079291	-0.609	0.272417
19	-0.053758	-0.4129	0.340581
20	-0.107281	-0.824	0.206618
21	-0.067681	-0.5199	0.302551
22	-0.112192	-0.8618	0.196154
23	-0.09181	-0.7052	0.241729
24	-0.157723	-1.2115	0.115269
25	-0.181797	-1.3964	0.083911
26	-0.170523	-1.3098	0.097668
27	-0.202828	-1.5579	0.062297
28	-0.206241	-1.5842	0.059251
29	-0.147008	-1.1292	0.131694
30	-0.157386	-1.2089	0.115761
31	-0.159089	-1.222	0.113287
32	-0.141862	-1.0897	0.140146
33	-0.161815	-1.2429	0.109406
34	-0.167612	-1.2874	0.101483
35	-0.169651	-1.3031	0.0988
36	-0.135686	-1.0422	0.150779

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.75532 & 5.8017 & 0 \tabularnewline
2 & 0.621017 & 4.7701 & 6e-06 \tabularnewline
3 & 0.426521 & 3.2762 & 0.000882 \tabularnewline
4 & 0.262871 & 2.0192 & 0.024011 \tabularnewline
5 & 0.156962 & 1.2056 & 0.116384 \tabularnewline
6 & 0.173561 & 1.3331 & 0.093804 \tabularnewline
7 & 0.135789 & 1.043 & 0.150599 \tabularnewline
8 & 0.135514 & 1.0409 & 0.151084 \tabularnewline
9 & 0.071949 & 0.5527 & 0.291295 \tabularnewline
10 & 0.021556 & 0.1656 & 0.434528 \tabularnewline
11 & 0.004775 & 0.0367 & 0.485434 \tabularnewline
12 & 0.020598 & 0.1582 & 0.437414 \tabularnewline
13 & 0.07042 & 0.5409 & 0.295304 \tabularnewline
14 & 0.044783 & 0.344 & 0.366041 \tabularnewline
15 & 0.070018 & 0.5378 & 0.296362 \tabularnewline
16 & -0.002355 & -0.0181 & 0.492814 \tabularnewline
17 & -0.032603 & -0.2504 & 0.401562 \tabularnewline
18 & -0.079291 & -0.609 & 0.272417 \tabularnewline
19 & -0.053758 & -0.4129 & 0.340581 \tabularnewline
20 & -0.107281 & -0.824 & 0.206618 \tabularnewline
21 & -0.067681 & -0.5199 & 0.302551 \tabularnewline
22 & -0.112192 & -0.8618 & 0.196154 \tabularnewline
23 & -0.09181 & -0.7052 & 0.241729 \tabularnewline
24 & -0.157723 & -1.2115 & 0.115269 \tabularnewline
25 & -0.181797 & -1.3964 & 0.083911 \tabularnewline
26 & -0.170523 & -1.3098 & 0.097668 \tabularnewline
27 & -0.202828 & -1.5579 & 0.062297 \tabularnewline
28 & -0.206241 & -1.5842 & 0.059251 \tabularnewline
29 & -0.147008 & -1.1292 & 0.131694 \tabularnewline
30 & -0.157386 & -1.2089 & 0.115761 \tabularnewline
31 & -0.159089 & -1.222 & 0.113287 \tabularnewline
32 & -0.141862 & -1.0897 & 0.140146 \tabularnewline
33 & -0.161815 & -1.2429 & 0.109406 \tabularnewline
34 & -0.167612 & -1.2874 & 0.101483 \tabularnewline
35 & -0.169651 & -1.3031 & 0.0988 \tabularnewline
36 & -0.135686 & -1.0422 & 0.150779 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67395&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]0.75532[/C][C]5.8017[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.621017[/C][C]4.7701[/C][C]6e-06[/C][/ROW]
[ROW][C]3[/C][C]0.426521[/C][C]3.2762[/C][C]0.000882[/C][/ROW]
[ROW][C]4[/C][C]0.262871[/C][C]2.0192[/C][C]0.024011[/C][/ROW]
[ROW][C]5[/C][C]0.156962[/C][C]1.2056[/C][C]0.116384[/C][/ROW]
[ROW][C]6[/C][C]0.173561[/C][C]1.3331[/C][C]0.093804[/C][/ROW]
[ROW][C]7[/C][C]0.135789[/C][C]1.043[/C][C]0.150599[/C][/ROW]
[ROW][C]8[/C][C]0.135514[/C][C]1.0409[/C][C]0.151084[/C][/ROW]
[ROW][C]9[/C][C]0.071949[/C][C]0.5527[/C][C]0.291295[/C][/ROW]
[ROW][C]10[/C][C]0.021556[/C][C]0.1656[/C][C]0.434528[/C][/ROW]
[ROW][C]11[/C][C]0.004775[/C][C]0.0367[/C][C]0.485434[/C][/ROW]
[ROW][C]12[/C][C]0.020598[/C][C]0.1582[/C][C]0.437414[/C][/ROW]
[ROW][C]13[/C][C]0.07042[/C][C]0.5409[/C][C]0.295304[/C][/ROW]
[ROW][C]14[/C][C]0.044783[/C][C]0.344[/C][C]0.366041[/C][/ROW]
[ROW][C]15[/C][C]0.070018[/C][C]0.5378[/C][C]0.296362[/C][/ROW]
[ROW][C]16[/C][C]-0.002355[/C][C]-0.0181[/C][C]0.492814[/C][/ROW]
[ROW][C]17[/C][C]-0.032603[/C][C]-0.2504[/C][C]0.401562[/C][/ROW]
[ROW][C]18[/C][C]-0.079291[/C][C]-0.609[/C][C]0.272417[/C][/ROW]
[ROW][C]19[/C][C]-0.053758[/C][C]-0.4129[/C][C]0.340581[/C][/ROW]
[ROW][C]20[/C][C]-0.107281[/C][C]-0.824[/C][C]0.206618[/C][/ROW]
[ROW][C]21[/C][C]-0.067681[/C][C]-0.5199[/C][C]0.302551[/C][/ROW]
[ROW][C]22[/C][C]-0.112192[/C][C]-0.8618[/C][C]0.196154[/C][/ROW]
[ROW][C]23[/C][C]-0.09181[/C][C]-0.7052[/C][C]0.241729[/C][/ROW]
[ROW][C]24[/C][C]-0.157723[/C][C]-1.2115[/C][C]0.115269[/C][/ROW]
[ROW][C]25[/C][C]-0.181797[/C][C]-1.3964[/C][C]0.083911[/C][/ROW]
[ROW][C]26[/C][C]-0.170523[/C][C]-1.3098[/C][C]0.097668[/C][/ROW]
[ROW][C]27[/C][C]-0.202828[/C][C]-1.5579[/C][C]0.062297[/C][/ROW]
[ROW][C]28[/C][C]-0.206241[/C][C]-1.5842[/C][C]0.059251[/C][/ROW]
[ROW][C]29[/C][C]-0.147008[/C][C]-1.1292[/C][C]0.131694[/C][/ROW]
[ROW][C]30[/C][C]-0.157386[/C][C]-1.2089[/C][C]0.115761[/C][/ROW]
[ROW][C]31[/C][C]-0.159089[/C][C]-1.222[/C][C]0.113287[/C][/ROW]
[ROW][C]32[/C][C]-0.141862[/C][C]-1.0897[/C][C]0.140146[/C][/ROW]
[ROW][C]33[/C][C]-0.161815[/C][C]-1.2429[/C][C]0.109406[/C][/ROW]
[ROW][C]34[/C][C]-0.167612[/C][C]-1.2874[/C][C]0.101483[/C][/ROW]
[ROW][C]35[/C][C]-0.169651[/C][C]-1.3031[/C][C]0.0988[/C][/ROW]
[ROW][C]36[/C][C]-0.135686[/C][C]-1.0422[/C][C]0.150779[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67395&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67395&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	0.75532	5.8017	0
2	0.621017	4.7701	6e-06
3	0.426521	3.2762	0.000882
4	0.262871	2.0192	0.024011
5	0.156962	1.2056	0.116384
6	0.173561	1.3331	0.093804
7	0.135789	1.043	0.150599
8	0.135514	1.0409	0.151084
9	0.071949	0.5527	0.291295
10	0.021556	0.1656	0.434528
11	0.004775	0.0367	0.485434
12	0.020598	0.1582	0.437414
13	0.07042	0.5409	0.295304
14	0.044783	0.344	0.366041
15	0.070018	0.5378	0.296362
16	-0.002355	-0.0181	0.492814
17	-0.032603	-0.2504	0.401562
18	-0.079291	-0.609	0.272417
19	-0.053758	-0.4129	0.340581
20	-0.107281	-0.824	0.206618
21	-0.067681	-0.5199	0.302551
22	-0.112192	-0.8618	0.196154
23	-0.09181	-0.7052	0.241729
24	-0.157723	-1.2115	0.115269
25	-0.181797	-1.3964	0.083911
26	-0.170523	-1.3098	0.097668
27	-0.202828	-1.5579	0.062297
28	-0.206241	-1.5842	0.059251
29	-0.147008	-1.1292	0.131694
30	-0.157386	-1.2089	0.115761
31	-0.159089	-1.222	0.113287
32	-0.141862	-1.0897	0.140146
33	-0.161815	-1.2429	0.109406
34	-0.167612	-1.2874	0.101483
35	-0.169651	-1.3031	0.0988
36	-0.135686	-1.0422	0.150779

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.75532	5.8017	0
2	0.1176	0.9033	0.18502
3	-0.179928	-1.3821	0.086083
4	-0.10255	-0.7877	0.217013
5	0.036382	0.2795	0.390436
6	0.247174	1.8986	0.031257
7	-0.069438	-0.5334	0.297894
8	-0.057164	-0.4391	0.331102
9	-0.129908	-0.9978	0.161216
10	0.002145	0.0165	0.493454
11	0.139	1.0677	0.145007
12	0.069258	0.532	0.29837
13	0.063744	0.4896	0.313106
14	-0.244127	-1.8752	0.03286
15	0.066149	0.5081	0.30664
16	-0.072519	-0.557	0.289807
17	0.07424	0.5702	0.285337
18	-0.036428	-0.2798	0.390303
19	0.013704	0.1053	0.458262
20	-0.16959	-1.3026	0.098879
21	0.033795	0.2596	0.398044
22	-0.000959	-0.0074	0.497074
23	0.088619	0.6807	0.249364
24	-0.179251	-1.3769	0.08688
25	-0.15458	-1.1874	0.119923
26	0.13334	1.0242	0.15496
27	-0.102522	-0.7875	0.217074
28	0.02587	0.1987	0.421586
29	0.101531	0.7799	0.219291
30	-0.137733	-1.0579	0.147196
31	-0.097257	-0.747	0.229001
32	-0.014498	-0.1114	0.455853
33	0.133094	1.0223	0.155402
34	-0.126424	-0.9711	0.167736
35	-0.016365	-0.1257	0.450197
36	-0.009861	-0.0757	0.469941

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.75532 & 5.8017 & 0 \tabularnewline
2 & 0.1176 & 0.9033 & 0.18502 \tabularnewline
3 & -0.179928 & -1.3821 & 0.086083 \tabularnewline
4 & -0.10255 & -0.7877 & 0.217013 \tabularnewline
5 & 0.036382 & 0.2795 & 0.390436 \tabularnewline
6 & 0.247174 & 1.8986 & 0.031257 \tabularnewline
7 & -0.069438 & -0.5334 & 0.297894 \tabularnewline
8 & -0.057164 & -0.4391 & 0.331102 \tabularnewline
9 & -0.129908 & -0.9978 & 0.161216 \tabularnewline
10 & 0.002145 & 0.0165 & 0.493454 \tabularnewline
11 & 0.139 & 1.0677 & 0.145007 \tabularnewline
12 & 0.069258 & 0.532 & 0.29837 \tabularnewline
13 & 0.063744 & 0.4896 & 0.313106 \tabularnewline
14 & -0.244127 & -1.8752 & 0.03286 \tabularnewline
15 & 0.066149 & 0.5081 & 0.30664 \tabularnewline
16 & -0.072519 & -0.557 & 0.289807 \tabularnewline
17 & 0.07424 & 0.5702 & 0.285337 \tabularnewline
18 & -0.036428 & -0.2798 & 0.390303 \tabularnewline
19 & 0.013704 & 0.1053 & 0.458262 \tabularnewline
20 & -0.16959 & -1.3026 & 0.098879 \tabularnewline
21 & 0.033795 & 0.2596 & 0.398044 \tabularnewline
22 & -0.000959 & -0.0074 & 0.497074 \tabularnewline
23 & 0.088619 & 0.6807 & 0.249364 \tabularnewline
24 & -0.179251 & -1.3769 & 0.08688 \tabularnewline
25 & -0.15458 & -1.1874 & 0.119923 \tabularnewline
26 & 0.13334 & 1.0242 & 0.15496 \tabularnewline
27 & -0.102522 & -0.7875 & 0.217074 \tabularnewline
28 & 0.02587 & 0.1987 & 0.421586 \tabularnewline
29 & 0.101531 & 0.7799 & 0.219291 \tabularnewline
30 & -0.137733 & -1.0579 & 0.147196 \tabularnewline
31 & -0.097257 & -0.747 & 0.229001 \tabularnewline
32 & -0.014498 & -0.1114 & 0.455853 \tabularnewline
33 & 0.133094 & 1.0223 & 0.155402 \tabularnewline
34 & -0.126424 & -0.9711 & 0.167736 \tabularnewline
35 & -0.016365 & -0.1257 & 0.450197 \tabularnewline
36 & -0.009861 & -0.0757 & 0.469941 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67395&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]0.75532[/C][C]5.8017[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.1176[/C][C]0.9033[/C][C]0.18502[/C][/ROW]
[ROW][C]3[/C][C]-0.179928[/C][C]-1.3821[/C][C]0.086083[/C][/ROW]
[ROW][C]4[/C][C]-0.10255[/C][C]-0.7877[/C][C]0.217013[/C][/ROW]
[ROW][C]5[/C][C]0.036382[/C][C]0.2795[/C][C]0.390436[/C][/ROW]
[ROW][C]6[/C][C]0.247174[/C][C]1.8986[/C][C]0.031257[/C][/ROW]
[ROW][C]7[/C][C]-0.069438[/C][C]-0.5334[/C][C]0.297894[/C][/ROW]
[ROW][C]8[/C][C]-0.057164[/C][C]-0.4391[/C][C]0.331102[/C][/ROW]
[ROW][C]9[/C][C]-0.129908[/C][C]-0.9978[/C][C]0.161216[/C][/ROW]
[ROW][C]10[/C][C]0.002145[/C][C]0.0165[/C][C]0.493454[/C][/ROW]
[ROW][C]11[/C][C]0.139[/C][C]1.0677[/C][C]0.145007[/C][/ROW]
[ROW][C]12[/C][C]0.069258[/C][C]0.532[/C][C]0.29837[/C][/ROW]
[ROW][C]13[/C][C]0.063744[/C][C]0.4896[/C][C]0.313106[/C][/ROW]
[ROW][C]14[/C][C]-0.244127[/C][C]-1.8752[/C][C]0.03286[/C][/ROW]
[ROW][C]15[/C][C]0.066149[/C][C]0.5081[/C][C]0.30664[/C][/ROW]
[ROW][C]16[/C][C]-0.072519[/C][C]-0.557[/C][C]0.289807[/C][/ROW]
[ROW][C]17[/C][C]0.07424[/C][C]0.5702[/C][C]0.285337[/C][/ROW]
[ROW][C]18[/C][C]-0.036428[/C][C]-0.2798[/C][C]0.390303[/C][/ROW]
[ROW][C]19[/C][C]0.013704[/C][C]0.1053[/C][C]0.458262[/C][/ROW]
[ROW][C]20[/C][C]-0.16959[/C][C]-1.3026[/C][C]0.098879[/C][/ROW]
[ROW][C]21[/C][C]0.033795[/C][C]0.2596[/C][C]0.398044[/C][/ROW]
[ROW][C]22[/C][C]-0.000959[/C][C]-0.0074[/C][C]0.497074[/C][/ROW]
[ROW][C]23[/C][C]0.088619[/C][C]0.6807[/C][C]0.249364[/C][/ROW]
[ROW][C]24[/C][C]-0.179251[/C][C]-1.3769[/C][C]0.08688[/C][/ROW]
[ROW][C]25[/C][C]-0.15458[/C][C]-1.1874[/C][C]0.119923[/C][/ROW]
[ROW][C]26[/C][C]0.13334[/C][C]1.0242[/C][C]0.15496[/C][/ROW]
[ROW][C]27[/C][C]-0.102522[/C][C]-0.7875[/C][C]0.217074[/C][/ROW]
[ROW][C]28[/C][C]0.02587[/C][C]0.1987[/C][C]0.421586[/C][/ROW]
[ROW][C]29[/C][C]0.101531[/C][C]0.7799[/C][C]0.219291[/C][/ROW]
[ROW][C]30[/C][C]-0.137733[/C][C]-1.0579[/C][C]0.147196[/C][/ROW]
[ROW][C]31[/C][C]-0.097257[/C][C]-0.747[/C][C]0.229001[/C][/ROW]
[ROW][C]32[/C][C]-0.014498[/C][C]-0.1114[/C][C]0.455853[/C][/ROW]
[ROW][C]33[/C][C]0.133094[/C][C]1.0223[/C][C]0.155402[/C][/ROW]
[ROW][C]34[/C][C]-0.126424[/C][C]-0.9711[/C][C]0.167736[/C][/ROW]
[ROW][C]35[/C][C]-0.016365[/C][C]-0.1257[/C][C]0.450197[/C][/ROW]
[ROW][C]36[/C][C]-0.009861[/C][C]-0.0757[/C][C]0.469941[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67395&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67395&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	0.75532	5.8017	0
2	0.1176	0.9033	0.18502
3	-0.179928	-1.3821	0.086083
4	-0.10255	-0.7877	0.217013
5	0.036382	0.2795	0.390436
6	0.247174	1.8986	0.031257
7	-0.069438	-0.5334	0.297894
8	-0.057164	-0.4391	0.331102
9	-0.129908	-0.9978	0.161216
10	0.002145	0.0165	0.493454
11	0.139	1.0677	0.145007
12	0.069258	0.532	0.29837
13	0.063744	0.4896	0.313106
14	-0.244127	-1.8752	0.03286
15	0.066149	0.5081	0.30664
16	-0.072519	-0.557	0.289807
17	0.07424	0.5702	0.285337
18	-0.036428	-0.2798	0.390303
19	0.013704	0.1053	0.458262
20	-0.16959	-1.3026	0.098879
21	0.033795	0.2596	0.398044
22	-0.000959	-0.0074	0.497074
23	0.088619	0.6807	0.249364
24	-0.179251	-1.3769	0.08688
25	-0.15458	-1.1874	0.119923
26	0.13334	1.0242	0.15496
27	-0.102522	-0.7875	0.217074
28	0.02587	0.1987	0.421586
29	0.101531	0.7799	0.219291
30	-0.137733	-1.0579	0.147196
31	-0.097257	-0.747	0.229001
32	-0.014498	-0.1114	0.455853
33	0.133094	1.0223	0.155402
34	-0.126424	-0.9711	0.167736
35	-0.016365	-0.1257	0.450197
36	-0.009861	-0.0757	0.469941

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