Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 14 Dec 2009 12:36:44 -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/14/t1260819550akzxqvtkrys05tl.htm/, Retrieved Sun, 05 May 2024 15:10:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67642, Retrieved Sun, 05 May 2024 15:10:52 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

126

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-ACF1] [2009-11-25 18:42:13] [a94022e7c2399c0f4d62eea578db3411]
- R  D          [(Partial) Autocorrelation Function] [ACF Melk] [2009-12-14 19:10:09] [a94022e7c2399c0f4d62eea578db3411]
-   PD              [(Partial) Autocorrelation Function] [ACF2 Melk] [2009-12-14 19:36:44] [30970b478e356ce7f8c2e9fca280b230] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

0.71
0.7
0.71
0.71
0.71
0.71
0.71
0.71
0.71
0.71
0.71
0.71
0.71
0.71
0.7
0.7
0.68
0.68
0.69
0.69
0.7
0.7
0.7
0.7
0.7
0.71
0.71
0.71
0.71
0.71
0.71
0.71
0.71
0.71
0.76
0.77
0.78
0.85
0.89
0.9
0.91
0.91
0.91
0.9
0.89
0.88
0.87
0.86
0.87
0.87
0.87
0.85
0.84
0.84
0.84
0.84
0.84
0.82
0.87
0.92

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=67642&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=67642&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67642&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	0.364168	2.7972	0.003475
2	0.098012	0.7528	0.227269
3	0.247595	1.9018	0.031041
4	0.079654	0.6118	0.271499
5	-0.001613	-0.0124	0.495078
6	-0.076689	-0.5891	0.279035
7	-0.188911	-1.4511	0.076031
8	-0.160944	-1.2362	0.110635
9	-0.135181	-1.0383	0.151674
10	-0.055482	-0.4262	0.335768
11	-0.043885	-0.3371	0.368625
12	-0.104375	-0.8017	0.212966
13	-0.144509	-1.11	0.135753
14	-0.155891	-1.1974	0.117965
15	-0.146497	-1.1253	0.132516
16	-0.067219	-0.5163	0.303782
17	-0.101161	-0.777	0.220121
18	-0.105933	-0.8137	0.209548
19	-0.026235	-0.2015	0.420495
20	-0.01023	-0.0786	0.468817
21	0.176919	1.3589	0.089669
22	0.12923	0.9926	0.162471
23	-0.085196	-0.6544	0.257698
24	0.101953	0.7831	0.218346
25	0.105576	0.8109	0.210329
26	-0.051347	-0.3944	0.347352
27	-0.027368	-0.2102	0.417112
28	-0.009579	-0.0736	0.470798
29	-0.010363	-0.0796	0.468411
30	0.001234	0.0095	0.496234
31	-0.018123	-0.1392	0.444881
32	-0.018907	-0.1452	0.442512
33	-0.025883	-0.1988	0.421548
34	0.002924	0.0225	0.491079
35	0.049884	0.3832	0.351488
36	-0.016798	-0.129	0.448887

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.364168 & 2.7972 & 0.003475 \tabularnewline
2 & 0.098012 & 0.7528 & 0.227269 \tabularnewline
3 & 0.247595 & 1.9018 & 0.031041 \tabularnewline
4 & 0.079654 & 0.6118 & 0.271499 \tabularnewline
5 & -0.001613 & -0.0124 & 0.495078 \tabularnewline
6 & -0.076689 & -0.5891 & 0.279035 \tabularnewline
7 & -0.188911 & -1.4511 & 0.076031 \tabularnewline
8 & -0.160944 & -1.2362 & 0.110635 \tabularnewline
9 & -0.135181 & -1.0383 & 0.151674 \tabularnewline
10 & -0.055482 & -0.4262 & 0.335768 \tabularnewline
11 & -0.043885 & -0.3371 & 0.368625 \tabularnewline
12 & -0.104375 & -0.8017 & 0.212966 \tabularnewline
13 & -0.144509 & -1.11 & 0.135753 \tabularnewline
14 & -0.155891 & -1.1974 & 0.117965 \tabularnewline
15 & -0.146497 & -1.1253 & 0.132516 \tabularnewline
16 & -0.067219 & -0.5163 & 0.303782 \tabularnewline
17 & -0.101161 & -0.777 & 0.220121 \tabularnewline
18 & -0.105933 & -0.8137 & 0.209548 \tabularnewline
19 & -0.026235 & -0.2015 & 0.420495 \tabularnewline
20 & -0.01023 & -0.0786 & 0.468817 \tabularnewline
21 & 0.176919 & 1.3589 & 0.089669 \tabularnewline
22 & 0.12923 & 0.9926 & 0.162471 \tabularnewline
23 & -0.085196 & -0.6544 & 0.257698 \tabularnewline
24 & 0.101953 & 0.7831 & 0.218346 \tabularnewline
25 & 0.105576 & 0.8109 & 0.210329 \tabularnewline
26 & -0.051347 & -0.3944 & 0.347352 \tabularnewline
27 & -0.027368 & -0.2102 & 0.417112 \tabularnewline
28 & -0.009579 & -0.0736 & 0.470798 \tabularnewline
29 & -0.010363 & -0.0796 & 0.468411 \tabularnewline
30 & 0.001234 & 0.0095 & 0.496234 \tabularnewline
31 & -0.018123 & -0.1392 & 0.444881 \tabularnewline
32 & -0.018907 & -0.1452 & 0.442512 \tabularnewline
33 & -0.025883 & -0.1988 & 0.421548 \tabularnewline
34 & 0.002924 & 0.0225 & 0.491079 \tabularnewline
35 & 0.049884 & 0.3832 & 0.351488 \tabularnewline
36 & -0.016798 & -0.129 & 0.448887 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67642&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]0.364168[/C][C]2.7972[/C][C]0.003475[/C][/ROW]
[ROW][C]2[/C][C]0.098012[/C][C]0.7528[/C][C]0.227269[/C][/ROW]
[ROW][C]3[/C][C]0.247595[/C][C]1.9018[/C][C]0.031041[/C][/ROW]
[ROW][C]4[/C][C]0.079654[/C][C]0.6118[/C][C]0.271499[/C][/ROW]
[ROW][C]5[/C][C]-0.001613[/C][C]-0.0124[/C][C]0.495078[/C][/ROW]
[ROW][C]6[/C][C]-0.076689[/C][C]-0.5891[/C][C]0.279035[/C][/ROW]
[ROW][C]7[/C][C]-0.188911[/C][C]-1.4511[/C][C]0.076031[/C][/ROW]
[ROW][C]8[/C][C]-0.160944[/C][C]-1.2362[/C][C]0.110635[/C][/ROW]
[ROW][C]9[/C][C]-0.135181[/C][C]-1.0383[/C][C]0.151674[/C][/ROW]
[ROW][C]10[/C][C]-0.055482[/C][C]-0.4262[/C][C]0.335768[/C][/ROW]
[ROW][C]11[/C][C]-0.043885[/C][C]-0.3371[/C][C]0.368625[/C][/ROW]
[ROW][C]12[/C][C]-0.104375[/C][C]-0.8017[/C][C]0.212966[/C][/ROW]
[ROW][C]13[/C][C]-0.144509[/C][C]-1.11[/C][C]0.135753[/C][/ROW]
[ROW][C]14[/C][C]-0.155891[/C][C]-1.1974[/C][C]0.117965[/C][/ROW]
[ROW][C]15[/C][C]-0.146497[/C][C]-1.1253[/C][C]0.132516[/C][/ROW]
[ROW][C]16[/C][C]-0.067219[/C][C]-0.5163[/C][C]0.303782[/C][/ROW]
[ROW][C]17[/C][C]-0.101161[/C][C]-0.777[/C][C]0.220121[/C][/ROW]
[ROW][C]18[/C][C]-0.105933[/C][C]-0.8137[/C][C]0.209548[/C][/ROW]
[ROW][C]19[/C][C]-0.026235[/C][C]-0.2015[/C][C]0.420495[/C][/ROW]
[ROW][C]20[/C][C]-0.01023[/C][C]-0.0786[/C][C]0.468817[/C][/ROW]
[ROW][C]21[/C][C]0.176919[/C][C]1.3589[/C][C]0.089669[/C][/ROW]
[ROW][C]22[/C][C]0.12923[/C][C]0.9926[/C][C]0.162471[/C][/ROW]
[ROW][C]23[/C][C]-0.085196[/C][C]-0.6544[/C][C]0.257698[/C][/ROW]
[ROW][C]24[/C][C]0.101953[/C][C]0.7831[/C][C]0.218346[/C][/ROW]
[ROW][C]25[/C][C]0.105576[/C][C]0.8109[/C][C]0.210329[/C][/ROW]
[ROW][C]26[/C][C]-0.051347[/C][C]-0.3944[/C][C]0.347352[/C][/ROW]
[ROW][C]27[/C][C]-0.027368[/C][C]-0.2102[/C][C]0.417112[/C][/ROW]
[ROW][C]28[/C][C]-0.009579[/C][C]-0.0736[/C][C]0.470798[/C][/ROW]
[ROW][C]29[/C][C]-0.010363[/C][C]-0.0796[/C][C]0.468411[/C][/ROW]
[ROW][C]30[/C][C]0.001234[/C][C]0.0095[/C][C]0.496234[/C][/ROW]
[ROW][C]31[/C][C]-0.018123[/C][C]-0.1392[/C][C]0.444881[/C][/ROW]
[ROW][C]32[/C][C]-0.018907[/C][C]-0.1452[/C][C]0.442512[/C][/ROW]
[ROW][C]33[/C][C]-0.025883[/C][C]-0.1988[/C][C]0.421548[/C][/ROW]
[ROW][C]34[/C][C]0.002924[/C][C]0.0225[/C][C]0.491079[/C][/ROW]
[ROW][C]35[/C][C]0.049884[/C][C]0.3832[/C][C]0.351488[/C][/ROW]
[ROW][C]36[/C][C]-0.016798[/C][C]-0.129[/C][C]0.448887[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67642&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67642&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	0.364168	2.7972	0.003475
2	0.098012	0.7528	0.227269
3	0.247595	1.9018	0.031041
4	0.079654	0.6118	0.271499
5	-0.001613	-0.0124	0.495078
6	-0.076689	-0.5891	0.279035
7	-0.188911	-1.4511	0.076031
8	-0.160944	-1.2362	0.110635
9	-0.135181	-1.0383	0.151674
10	-0.055482	-0.4262	0.335768
11	-0.043885	-0.3371	0.368625
12	-0.104375	-0.8017	0.212966
13	-0.144509	-1.11	0.135753
14	-0.155891	-1.1974	0.117965
15	-0.146497	-1.1253	0.132516
16	-0.067219	-0.5163	0.303782
17	-0.101161	-0.777	0.220121
18	-0.105933	-0.8137	0.209548
19	-0.026235	-0.2015	0.420495
20	-0.01023	-0.0786	0.468817
21	0.176919	1.3589	0.089669
22	0.12923	0.9926	0.162471
23	-0.085196	-0.6544	0.257698
24	0.101953	0.7831	0.218346
25	0.105576	0.8109	0.210329
26	-0.051347	-0.3944	0.347352
27	-0.027368	-0.2102	0.417112
28	-0.009579	-0.0736	0.470798
29	-0.010363	-0.0796	0.468411
30	0.001234	0.0095	0.496234
31	-0.018123	-0.1392	0.444881
32	-0.018907	-0.1452	0.442512
33	-0.025883	-0.1988	0.421548
34	0.002924	0.0225	0.491079
35	0.049884	0.3832	0.351488
36	-0.016798	-0.129	0.448887

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.364168	2.7972	0.003475
2	-0.039898	-0.3065	0.380165
3	0.259824	1.9957	0.025292
4	-0.121037	-0.9297	0.178158
5	0.021708	0.1667	0.434073
6	-0.169864	-1.3047	0.098523
7	-0.121277	-0.9315	0.177684
8	-0.065354	-0.502	0.308771
9	-0.027625	-0.2122	0.416346
10	0.098438	0.7561	0.226293
11	-0.016485	-0.1266	0.449834
12	-0.059102	-0.454	0.325757
13	-0.166612	-1.2798	0.102818
14	-0.134856	-1.0358	0.15225
15	-0.103146	-0.7923	0.215685
16	0.050255	0.386	0.350437
17	-0.042303	-0.3249	0.37319
18	0.00522	0.0401	0.484076
19	-0.028649	-0.2201	0.413293
20	-0.063415	-0.4871	0.313996
21	0.179266	1.377	0.086862
22	-0.091991	-0.7066	0.241299
23	-0.146045	-1.1218	0.133247
24	0.085033	0.6531	0.258099
25	-0.046341	-0.356	0.361573
26	-0.05769	-0.4431	0.329647
27	-0.0712	-0.5469	0.293255
28	0.026258	0.2017	0.420427
29	0.006629	0.0509	0.479782
30	-0.007709	-0.0592	0.476491
31	-0.067011	-0.5147	0.304334
32	-0.072532	-0.5571	0.289773
33	-0.035268	-0.2709	0.393708
34	0.037757	0.29	0.386411
35	0.072991	0.5607	0.288579
36	-0.044457	-0.3415	0.366978

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.364168 & 2.7972 & 0.003475 \tabularnewline
2 & -0.039898 & -0.3065 & 0.380165 \tabularnewline
3 & 0.259824 & 1.9957 & 0.025292 \tabularnewline
4 & -0.121037 & -0.9297 & 0.178158 \tabularnewline
5 & 0.021708 & 0.1667 & 0.434073 \tabularnewline
6 & -0.169864 & -1.3047 & 0.098523 \tabularnewline
7 & -0.121277 & -0.9315 & 0.177684 \tabularnewline
8 & -0.065354 & -0.502 & 0.308771 \tabularnewline
9 & -0.027625 & -0.2122 & 0.416346 \tabularnewline
10 & 0.098438 & 0.7561 & 0.226293 \tabularnewline
11 & -0.016485 & -0.1266 & 0.449834 \tabularnewline
12 & -0.059102 & -0.454 & 0.325757 \tabularnewline
13 & -0.166612 & -1.2798 & 0.102818 \tabularnewline
14 & -0.134856 & -1.0358 & 0.15225 \tabularnewline
15 & -0.103146 & -0.7923 & 0.215685 \tabularnewline
16 & 0.050255 & 0.386 & 0.350437 \tabularnewline
17 & -0.042303 & -0.3249 & 0.37319 \tabularnewline
18 & 0.00522 & 0.0401 & 0.484076 \tabularnewline
19 & -0.028649 & -0.2201 & 0.413293 \tabularnewline
20 & -0.063415 & -0.4871 & 0.313996 \tabularnewline
21 & 0.179266 & 1.377 & 0.086862 \tabularnewline
22 & -0.091991 & -0.7066 & 0.241299 \tabularnewline
23 & -0.146045 & -1.1218 & 0.133247 \tabularnewline
24 & 0.085033 & 0.6531 & 0.258099 \tabularnewline
25 & -0.046341 & -0.356 & 0.361573 \tabularnewline
26 & -0.05769 & -0.4431 & 0.329647 \tabularnewline
27 & -0.0712 & -0.5469 & 0.293255 \tabularnewline
28 & 0.026258 & 0.2017 & 0.420427 \tabularnewline
29 & 0.006629 & 0.0509 & 0.479782 \tabularnewline
30 & -0.007709 & -0.0592 & 0.476491 \tabularnewline
31 & -0.067011 & -0.5147 & 0.304334 \tabularnewline
32 & -0.072532 & -0.5571 & 0.289773 \tabularnewline
33 & -0.035268 & -0.2709 & 0.393708 \tabularnewline
34 & 0.037757 & 0.29 & 0.386411 \tabularnewline
35 & 0.072991 & 0.5607 & 0.288579 \tabularnewline
36 & -0.044457 & -0.3415 & 0.366978 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67642&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]0.364168[/C][C]2.7972[/C][C]0.003475[/C][/ROW]
[ROW][C]2[/C][C]-0.039898[/C][C]-0.3065[/C][C]0.380165[/C][/ROW]
[ROW][C]3[/C][C]0.259824[/C][C]1.9957[/C][C]0.025292[/C][/ROW]
[ROW][C]4[/C][C]-0.121037[/C][C]-0.9297[/C][C]0.178158[/C][/ROW]
[ROW][C]5[/C][C]0.021708[/C][C]0.1667[/C][C]0.434073[/C][/ROW]
[ROW][C]6[/C][C]-0.169864[/C][C]-1.3047[/C][C]0.098523[/C][/ROW]
[ROW][C]7[/C][C]-0.121277[/C][C]-0.9315[/C][C]0.177684[/C][/ROW]
[ROW][C]8[/C][C]-0.065354[/C][C]-0.502[/C][C]0.308771[/C][/ROW]
[ROW][C]9[/C][C]-0.027625[/C][C]-0.2122[/C][C]0.416346[/C][/ROW]
[ROW][C]10[/C][C]0.098438[/C][C]0.7561[/C][C]0.226293[/C][/ROW]
[ROW][C]11[/C][C]-0.016485[/C][C]-0.1266[/C][C]0.449834[/C][/ROW]
[ROW][C]12[/C][C]-0.059102[/C][C]-0.454[/C][C]0.325757[/C][/ROW]
[ROW][C]13[/C][C]-0.166612[/C][C]-1.2798[/C][C]0.102818[/C][/ROW]
[ROW][C]14[/C][C]-0.134856[/C][C]-1.0358[/C][C]0.15225[/C][/ROW]
[ROW][C]15[/C][C]-0.103146[/C][C]-0.7923[/C][C]0.215685[/C][/ROW]
[ROW][C]16[/C][C]0.050255[/C][C]0.386[/C][C]0.350437[/C][/ROW]
[ROW][C]17[/C][C]-0.042303[/C][C]-0.3249[/C][C]0.37319[/C][/ROW]
[ROW][C]18[/C][C]0.00522[/C][C]0.0401[/C][C]0.484076[/C][/ROW]
[ROW][C]19[/C][C]-0.028649[/C][C]-0.2201[/C][C]0.413293[/C][/ROW]
[ROW][C]20[/C][C]-0.063415[/C][C]-0.4871[/C][C]0.313996[/C][/ROW]
[ROW][C]21[/C][C]0.179266[/C][C]1.377[/C][C]0.086862[/C][/ROW]
[ROW][C]22[/C][C]-0.091991[/C][C]-0.7066[/C][C]0.241299[/C][/ROW]
[ROW][C]23[/C][C]-0.146045[/C][C]-1.1218[/C][C]0.133247[/C][/ROW]
[ROW][C]24[/C][C]0.085033[/C][C]0.6531[/C][C]0.258099[/C][/ROW]
[ROW][C]25[/C][C]-0.046341[/C][C]-0.356[/C][C]0.361573[/C][/ROW]
[ROW][C]26[/C][C]-0.05769[/C][C]-0.4431[/C][C]0.329647[/C][/ROW]
[ROW][C]27[/C][C]-0.0712[/C][C]-0.5469[/C][C]0.293255[/C][/ROW]
[ROW][C]28[/C][C]0.026258[/C][C]0.2017[/C][C]0.420427[/C][/ROW]
[ROW][C]29[/C][C]0.006629[/C][C]0.0509[/C][C]0.479782[/C][/ROW]
[ROW][C]30[/C][C]-0.007709[/C][C]-0.0592[/C][C]0.476491[/C][/ROW]
[ROW][C]31[/C][C]-0.067011[/C][C]-0.5147[/C][C]0.304334[/C][/ROW]
[ROW][C]32[/C][C]-0.072532[/C][C]-0.5571[/C][C]0.289773[/C][/ROW]
[ROW][C]33[/C][C]-0.035268[/C][C]-0.2709[/C][C]0.393708[/C][/ROW]
[ROW][C]34[/C][C]0.037757[/C][C]0.29[/C][C]0.386411[/C][/ROW]
[ROW][C]35[/C][C]0.072991[/C][C]0.5607[/C][C]0.288579[/C][/ROW]
[ROW][C]36[/C][C]-0.044457[/C][C]-0.3415[/C][C]0.366978[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67642&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67642&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	0.364168	2.7972	0.003475
2	-0.039898	-0.3065	0.380165
3	0.259824	1.9957	0.025292
4	-0.121037	-0.9297	0.178158
5	0.021708	0.1667	0.434073
6	-0.169864	-1.3047	0.098523
7	-0.121277	-0.9315	0.177684
8	-0.065354	-0.502	0.308771
9	-0.027625	-0.2122	0.416346
10	0.098438	0.7561	0.226293
11	-0.016485	-0.1266	0.449834
12	-0.059102	-0.454	0.325757
13	-0.166612	-1.2798	0.102818
14	-0.134856	-1.0358	0.15225
15	-0.103146	-0.7923	0.215685
16	0.050255	0.386	0.350437
17	-0.042303	-0.3249	0.37319
18	0.00522	0.0401	0.484076
19	-0.028649	-0.2201	0.413293
20	-0.063415	-0.4871	0.313996
21	0.179266	1.377	0.086862
22	-0.091991	-0.7066	0.241299
23	-0.146045	-1.1218	0.133247
24	0.085033	0.6531	0.258099
25	-0.046341	-0.356	0.361573
26	-0.05769	-0.4431	0.329647
27	-0.0712	-0.5469	0.293255
28	0.026258	0.2017	0.420427
29	0.006629	0.0509	0.479782
30	-0.007709	-0.0592	0.476491
31	-0.067011	-0.5147	0.304334
32	-0.072532	-0.5571	0.289773
33	-0.035268	-0.2709	0.393708
34	0.037757	0.29	0.386411
35	0.072991	0.5607	0.288579
36	-0.044457	-0.3415	0.366978

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