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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 17 Dec 2009 02:19:07 -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/17/t1261041839pyndxy1faailhnx.htm/, Retrieved Tue, 30 Apr 2024 07:23:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68655, Retrieved Tue, 30 Apr 2024 07:23:43 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

154

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] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D              [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [7773f496f69461f4a67891f0ef752622]
-    D                  [(Partial) Autocorrelation Function] [Thee] [2009-12-17 09:19:07] [5c2088b06970f9a7d6fea063ee8d5871] [Current]
-   PD                    [(Partial) Autocorrelation Function] [Appelen Golden Au...] [2009-12-17 20:34:29] [7773f496f69461f4a67891f0ef752622] 
-   PD                      [(Partial) Autocorrelation Function] [WS8 3] [2010-11-25 16:55:40] [717f3d787904f94c39256c5c1fc72d4c] 
-    D                        [(Partial) Autocorrelation Function] [WS8 5] [2010-11-25 18:02:52] [717f3d787904f94c39256c5c1fc72d4c] 
-   PD                    [(Partial) Autocorrelation Function] [Correlatiefunctie...] [2009-12-17 20:39:59] [7773f496f69461f4a67891f0ef752622] 
-   PD                    [(Partial) Autocorrelation Function] [appelen Golden au...] [2009-12-17 20:48:17] [7773f496f69461f4a67891f0ef752622] 

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Dataseries X:

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Histogram

Boxplots

1.56
1.57
1.56
1.56
1.56
1.56
1.55
1.56
1.55
1.54
1.54
1.53
1.53
1.53
1.53
1.52
1.52
1.52
1.52
1.52
1.51
1.51
1.51
1.52
1.51
1.5
1.5
1.5
1.5
1.5
1.5
1.49
1.47
1.45
1.45
1.44

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=68655&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=68655&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68655&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	0.86478	5.1887	4e-06
2	0.729116	4.3747	5e-05
3	0.593674	3.562	0.000529
4	0.492476	2.9549	0.002743
5	0.425524	2.5531	0.007529
6	0.377029	2.2622	0.01491
7	0.328756	1.9725	0.028133
8	0.258913	1.5535	0.064528
9	0.199967	1.1998	0.119027
10	0.141242	0.8475	0.201171
11	0.085186	0.5111	0.306194
12	0.053147	0.3189	0.37583
13	0.039563	0.2374	0.406854
14	-0.00315	-0.0189	0.492512
15	-0.045864	-0.2752	0.392374
16	-0.08035	-0.4821	0.316327
17	-0.104384	-0.6263	0.267533
18	-0.131087	-0.7865	0.218354
19	-0.165796	-0.9948	0.163243
20	-0.200504	-1.203	0.11841
21	-0.229653	-1.3779	0.088367
22	-0.240345	-1.4421	0.078963
23	-0.26438	-1.5863	0.060711
24	-0.307316	-1.8439	0.036721
25	-0.347361	-2.0842	0.022151
26	-0.358054	-2.1483	0.019245
27	-0.371414	-2.2285	0.016092
28	-0.371655	-2.2299	0.016039
29	-0.348102	-2.0886	0.021938
30	-0.351012	-2.1061	0.021118
31	-0.335464	-2.0128	0.025831
32	-0.309021	-1.8541	0.035964
33	-0.255448	-1.5327	0.067047
34	-0.182751	-1.0965	0.140069
35	-0.086261	-0.5176	0.303963
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.86478 & 5.1887 & 4e-06 \tabularnewline
2 & 0.729116 & 4.3747 & 5e-05 \tabularnewline
3 & 0.593674 & 3.562 & 0.000529 \tabularnewline
4 & 0.492476 & 2.9549 & 0.002743 \tabularnewline
5 & 0.425524 & 2.5531 & 0.007529 \tabularnewline
6 & 0.377029 & 2.2622 & 0.01491 \tabularnewline
7 & 0.328756 & 1.9725 & 0.028133 \tabularnewline
8 & 0.258913 & 1.5535 & 0.064528 \tabularnewline
9 & 0.199967 & 1.1998 & 0.119027 \tabularnewline
10 & 0.141242 & 0.8475 & 0.201171 \tabularnewline
11 & 0.085186 & 0.5111 & 0.306194 \tabularnewline
12 & 0.053147 & 0.3189 & 0.37583 \tabularnewline
13 & 0.039563 & 0.2374 & 0.406854 \tabularnewline
14 & -0.00315 & -0.0189 & 0.492512 \tabularnewline
15 & -0.045864 & -0.2752 & 0.392374 \tabularnewline
16 & -0.08035 & -0.4821 & 0.316327 \tabularnewline
17 & -0.104384 & -0.6263 & 0.267533 \tabularnewline
18 & -0.131087 & -0.7865 & 0.218354 \tabularnewline
19 & -0.165796 & -0.9948 & 0.163243 \tabularnewline
20 & -0.200504 & -1.203 & 0.11841 \tabularnewline
21 & -0.229653 & -1.3779 & 0.088367 \tabularnewline
22 & -0.240345 & -1.4421 & 0.078963 \tabularnewline
23 & -0.26438 & -1.5863 & 0.060711 \tabularnewline
24 & -0.307316 & -1.8439 & 0.036721 \tabularnewline
25 & -0.347361 & -2.0842 & 0.022151 \tabularnewline
26 & -0.358054 & -2.1483 & 0.019245 \tabularnewline
27 & -0.371414 & -2.2285 & 0.016092 \tabularnewline
28 & -0.371655 & -2.2299 & 0.016039 \tabularnewline
29 & -0.348102 & -2.0886 & 0.021938 \tabularnewline
30 & -0.351012 & -2.1061 & 0.021118 \tabularnewline
31 & -0.335464 & -2.0128 & 0.025831 \tabularnewline
32 & -0.309021 & -1.8541 & 0.035964 \tabularnewline
33 & -0.255448 & -1.5327 & 0.067047 \tabularnewline
34 & -0.182751 & -1.0965 & 0.140069 \tabularnewline
35 & -0.086261 & -0.5176 & 0.303963 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68655&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]0.86478[/C][C]5.1887[/C][C]4e-06[/C][/ROW]
[ROW][C]2[/C][C]0.729116[/C][C]4.3747[/C][C]5e-05[/C][/ROW]
[ROW][C]3[/C][C]0.593674[/C][C]3.562[/C][C]0.000529[/C][/ROW]
[ROW][C]4[/C][C]0.492476[/C][C]2.9549[/C][C]0.002743[/C][/ROW]
[ROW][C]5[/C][C]0.425524[/C][C]2.5531[/C][C]0.007529[/C][/ROW]
[ROW][C]6[/C][C]0.377029[/C][C]2.2622[/C][C]0.01491[/C][/ROW]
[ROW][C]7[/C][C]0.328756[/C][C]1.9725[/C][C]0.028133[/C][/ROW]
[ROW][C]8[/C][C]0.258913[/C][C]1.5535[/C][C]0.064528[/C][/ROW]
[ROW][C]9[/C][C]0.199967[/C][C]1.1998[/C][C]0.119027[/C][/ROW]
[ROW][C]10[/C][C]0.141242[/C][C]0.8475[/C][C]0.201171[/C][/ROW]
[ROW][C]11[/C][C]0.085186[/C][C]0.5111[/C][C]0.306194[/C][/ROW]
[ROW][C]12[/C][C]0.053147[/C][C]0.3189[/C][C]0.37583[/C][/ROW]
[ROW][C]13[/C][C]0.039563[/C][C]0.2374[/C][C]0.406854[/C][/ROW]
[ROW][C]14[/C][C]-0.00315[/C][C]-0.0189[/C][C]0.492512[/C][/ROW]
[ROW][C]15[/C][C]-0.045864[/C][C]-0.2752[/C][C]0.392374[/C][/ROW]
[ROW][C]16[/C][C]-0.08035[/C][C]-0.4821[/C][C]0.316327[/C][/ROW]
[ROW][C]17[/C][C]-0.104384[/C][C]-0.6263[/C][C]0.267533[/C][/ROW]
[ROW][C]18[/C][C]-0.131087[/C][C]-0.7865[/C][C]0.218354[/C][/ROW]
[ROW][C]19[/C][C]-0.165796[/C][C]-0.9948[/C][C]0.163243[/C][/ROW]
[ROW][C]20[/C][C]-0.200504[/C][C]-1.203[/C][C]0.11841[/C][/ROW]
[ROW][C]21[/C][C]-0.229653[/C][C]-1.3779[/C][C]0.088367[/C][/ROW]
[ROW][C]22[/C][C]-0.240345[/C][C]-1.4421[/C][C]0.078963[/C][/ROW]
[ROW][C]23[/C][C]-0.26438[/C][C]-1.5863[/C][C]0.060711[/C][/ROW]
[ROW][C]24[/C][C]-0.307316[/C][C]-1.8439[/C][C]0.036721[/C][/ROW]
[ROW][C]25[/C][C]-0.347361[/C][C]-2.0842[/C][C]0.022151[/C][/ROW]
[ROW][C]26[/C][C]-0.358054[/C][C]-2.1483[/C][C]0.019245[/C][/ROW]
[ROW][C]27[/C][C]-0.371414[/C][C]-2.2285[/C][C]0.016092[/C][/ROW]
[ROW][C]28[/C][C]-0.371655[/C][C]-2.2299[/C][C]0.016039[/C][/ROW]
[ROW][C]29[/C][C]-0.348102[/C][C]-2.0886[/C][C]0.021938[/C][/ROW]
[ROW][C]30[/C][C]-0.351012[/C][C]-2.1061[/C][C]0.021118[/C][/ROW]
[ROW][C]31[/C][C]-0.335464[/C][C]-2.0128[/C][C]0.025831[/C][/ROW]
[ROW][C]32[/C][C]-0.309021[/C][C]-1.8541[/C][C]0.035964[/C][/ROW]
[ROW][C]33[/C][C]-0.255448[/C][C]-1.5327[/C][C]0.067047[/C][/ROW]
[ROW][C]34[/C][C]-0.182751[/C][C]-1.0965[/C][C]0.140069[/C][/ROW]
[ROW][C]35[/C][C]-0.086261[/C][C]-0.5176[/C][C]0.303963[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68655&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68655&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	0.86478	5.1887	4e-06
2	0.729116	4.3747	5e-05
3	0.593674	3.562	0.000529
4	0.492476	2.9549	0.002743
5	0.425524	2.5531	0.007529
6	0.377029	2.2622	0.01491
7	0.328756	1.9725	0.028133
8	0.258913	1.5535	0.064528
9	0.199967	1.1998	0.119027
10	0.141242	0.8475	0.201171
11	0.085186	0.5111	0.306194
12	0.053147	0.3189	0.37583
13	0.039563	0.2374	0.406854
14	-0.00315	-0.0189	0.492512
15	-0.045864	-0.2752	0.392374
16	-0.08035	-0.4821	0.316327
17	-0.104384	-0.6263	0.267533
18	-0.131087	-0.7865	0.218354
19	-0.165796	-0.9948	0.163243
20	-0.200504	-1.203	0.11841
21	-0.229653	-1.3779	0.088367
22	-0.240345	-1.4421	0.078963
23	-0.26438	-1.5863	0.060711
24	-0.307316	-1.8439	0.036721
25	-0.347361	-2.0842	0.022151
26	-0.358054	-2.1483	0.019245
27	-0.371414	-2.2285	0.016092
28	-0.371655	-2.2299	0.016039
29	-0.348102	-2.0886	0.021938
30	-0.351012	-2.1061	0.021118
31	-0.335464	-2.0128	0.025831
32	-0.309021	-1.8541	0.035964
33	-0.255448	-1.5327	0.067047
34	-0.182751	-1.0965	0.140069
35	-0.086261	-0.5176	0.303963
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.86478	5.1887	4e-06
2	-0.074276	-0.4457	0.329257
3	-0.07757	-0.4654	0.322218
4	0.0524	0.3144	0.377517
5	0.0668	0.4008	0.345469
6	0.018966	0.1138	0.455016
7	-0.030915	-0.1855	0.426942
8	-0.103487	-0.6209	0.269281
9	0.017218	0.1033	0.459146
10	-0.031313	-0.1879	0.426015
11	-0.0535	-0.321	0.375033
12	0.038913	0.2335	0.408356
13	0.037436	0.2246	0.411773
14	-0.146713	-0.8803	0.192274
15	-0.027346	-0.1641	0.435294
16	0.016327	0.098	0.461254
17	0.001407	0.0084	0.496656
18	-0.068189	-0.4091	0.342433
19	-0.09488	-0.5693	0.28635
20	-0.034433	-0.2066	0.418744
21	0.004901	0.0294	0.488352
22	0.001531	0.0092	0.49636
23	-0.113357	-0.6801	0.250383
24	-0.123468	-0.7408	0.231808
25	-0.042274	-0.2536	0.400606
26	0.051831	0.311	0.378802
27	-0.076081	-0.4565	0.325392
28	-0.029344	-0.1761	0.430615
29	0.05568	0.3341	0.370129
30	-0.136312	-0.8179	0.209405
31	0.040473	0.2428	0.404755
32	0.056944	0.3417	0.367296
33	0.096178	0.5771	0.283743
34	0.085345	0.5121	0.305865
35	0.09067	0.544	0.294891
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.86478 & 5.1887 & 4e-06 \tabularnewline
2 & -0.074276 & -0.4457 & 0.329257 \tabularnewline
3 & -0.07757 & -0.4654 & 0.322218 \tabularnewline
4 & 0.0524 & 0.3144 & 0.377517 \tabularnewline
5 & 0.0668 & 0.4008 & 0.345469 \tabularnewline
6 & 0.018966 & 0.1138 & 0.455016 \tabularnewline
7 & -0.030915 & -0.1855 & 0.426942 \tabularnewline
8 & -0.103487 & -0.6209 & 0.269281 \tabularnewline
9 & 0.017218 & 0.1033 & 0.459146 \tabularnewline
10 & -0.031313 & -0.1879 & 0.426015 \tabularnewline
11 & -0.0535 & -0.321 & 0.375033 \tabularnewline
12 & 0.038913 & 0.2335 & 0.408356 \tabularnewline
13 & 0.037436 & 0.2246 & 0.411773 \tabularnewline
14 & -0.146713 & -0.8803 & 0.192274 \tabularnewline
15 & -0.027346 & -0.1641 & 0.435294 \tabularnewline
16 & 0.016327 & 0.098 & 0.461254 \tabularnewline
17 & 0.001407 & 0.0084 & 0.496656 \tabularnewline
18 & -0.068189 & -0.4091 & 0.342433 \tabularnewline
19 & -0.09488 & -0.5693 & 0.28635 \tabularnewline
20 & -0.034433 & -0.2066 & 0.418744 \tabularnewline
21 & 0.004901 & 0.0294 & 0.488352 \tabularnewline
22 & 0.001531 & 0.0092 & 0.49636 \tabularnewline
23 & -0.113357 & -0.6801 & 0.250383 \tabularnewline
24 & -0.123468 & -0.7408 & 0.231808 \tabularnewline
25 & -0.042274 & -0.2536 & 0.400606 \tabularnewline
26 & 0.051831 & 0.311 & 0.378802 \tabularnewline
27 & -0.076081 & -0.4565 & 0.325392 \tabularnewline
28 & -0.029344 & -0.1761 & 0.430615 \tabularnewline
29 & 0.05568 & 0.3341 & 0.370129 \tabularnewline
30 & -0.136312 & -0.8179 & 0.209405 \tabularnewline
31 & 0.040473 & 0.2428 & 0.404755 \tabularnewline
32 & 0.056944 & 0.3417 & 0.367296 \tabularnewline
33 & 0.096178 & 0.5771 & 0.283743 \tabularnewline
34 & 0.085345 & 0.5121 & 0.305865 \tabularnewline
35 & 0.09067 & 0.544 & 0.294891 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68655&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]0.86478[/C][C]5.1887[/C][C]4e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.074276[/C][C]-0.4457[/C][C]0.329257[/C][/ROW]
[ROW][C]3[/C][C]-0.07757[/C][C]-0.4654[/C][C]0.322218[/C][/ROW]
[ROW][C]4[/C][C]0.0524[/C][C]0.3144[/C][C]0.377517[/C][/ROW]
[ROW][C]5[/C][C]0.0668[/C][C]0.4008[/C][C]0.345469[/C][/ROW]
[ROW][C]6[/C][C]0.018966[/C][C]0.1138[/C][C]0.455016[/C][/ROW]
[ROW][C]7[/C][C]-0.030915[/C][C]-0.1855[/C][C]0.426942[/C][/ROW]
[ROW][C]8[/C][C]-0.103487[/C][C]-0.6209[/C][C]0.269281[/C][/ROW]
[ROW][C]9[/C][C]0.017218[/C][C]0.1033[/C][C]0.459146[/C][/ROW]
[ROW][C]10[/C][C]-0.031313[/C][C]-0.1879[/C][C]0.426015[/C][/ROW]
[ROW][C]11[/C][C]-0.0535[/C][C]-0.321[/C][C]0.375033[/C][/ROW]
[ROW][C]12[/C][C]0.038913[/C][C]0.2335[/C][C]0.408356[/C][/ROW]
[ROW][C]13[/C][C]0.037436[/C][C]0.2246[/C][C]0.411773[/C][/ROW]
[ROW][C]14[/C][C]-0.146713[/C][C]-0.8803[/C][C]0.192274[/C][/ROW]
[ROW][C]15[/C][C]-0.027346[/C][C]-0.1641[/C][C]0.435294[/C][/ROW]
[ROW][C]16[/C][C]0.016327[/C][C]0.098[/C][C]0.461254[/C][/ROW]
[ROW][C]17[/C][C]0.001407[/C][C]0.0084[/C][C]0.496656[/C][/ROW]
[ROW][C]18[/C][C]-0.068189[/C][C]-0.4091[/C][C]0.342433[/C][/ROW]
[ROW][C]19[/C][C]-0.09488[/C][C]-0.5693[/C][C]0.28635[/C][/ROW]
[ROW][C]20[/C][C]-0.034433[/C][C]-0.2066[/C][C]0.418744[/C][/ROW]
[ROW][C]21[/C][C]0.004901[/C][C]0.0294[/C][C]0.488352[/C][/ROW]
[ROW][C]22[/C][C]0.001531[/C][C]0.0092[/C][C]0.49636[/C][/ROW]
[ROW][C]23[/C][C]-0.113357[/C][C]-0.6801[/C][C]0.250383[/C][/ROW]
[ROW][C]24[/C][C]-0.123468[/C][C]-0.7408[/C][C]0.231808[/C][/ROW]
[ROW][C]25[/C][C]-0.042274[/C][C]-0.2536[/C][C]0.400606[/C][/ROW]
[ROW][C]26[/C][C]0.051831[/C][C]0.311[/C][C]0.378802[/C][/ROW]
[ROW][C]27[/C][C]-0.076081[/C][C]-0.4565[/C][C]0.325392[/C][/ROW]
[ROW][C]28[/C][C]-0.029344[/C][C]-0.1761[/C][C]0.430615[/C][/ROW]
[ROW][C]29[/C][C]0.05568[/C][C]0.3341[/C][C]0.370129[/C][/ROW]
[ROW][C]30[/C][C]-0.136312[/C][C]-0.8179[/C][C]0.209405[/C][/ROW]
[ROW][C]31[/C][C]0.040473[/C][C]0.2428[/C][C]0.404755[/C][/ROW]
[ROW][C]32[/C][C]0.056944[/C][C]0.3417[/C][C]0.367296[/C][/ROW]
[ROW][C]33[/C][C]0.096178[/C][C]0.5771[/C][C]0.283743[/C][/ROW]
[ROW][C]34[/C][C]0.085345[/C][C]0.5121[/C][C]0.305865[/C][/ROW]
[ROW][C]35[/C][C]0.09067[/C][C]0.544[/C][C]0.294891[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68655&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68655&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	0.86478	5.1887	4e-06
2	-0.074276	-0.4457	0.329257
3	-0.07757	-0.4654	0.322218
4	0.0524	0.3144	0.377517
5	0.0668	0.4008	0.345469
6	0.018966	0.1138	0.455016
7	-0.030915	-0.1855	0.426942
8	-0.103487	-0.6209	0.269281
9	0.017218	0.1033	0.459146
10	-0.031313	-0.1879	0.426015
11	-0.0535	-0.321	0.375033
12	0.038913	0.2335	0.408356
13	0.037436	0.2246	0.411773
14	-0.146713	-0.8803	0.192274
15	-0.027346	-0.1641	0.435294
16	0.016327	0.098	0.461254
17	0.001407	0.0084	0.496656
18	-0.068189	-0.4091	0.342433
19	-0.09488	-0.5693	0.28635
20	-0.034433	-0.2066	0.418744
21	0.004901	0.0294	0.488352
22	0.001531	0.0092	0.49636
23	-0.113357	-0.6801	0.250383
24	-0.123468	-0.7408	0.231808
25	-0.042274	-0.2536	0.400606
26	0.051831	0.311	0.378802
27	-0.076081	-0.4565	0.325392
28	-0.029344	-0.1761	0.430615
29	0.05568	0.3341	0.370129
30	-0.136312	-0.8179	0.209405
31	0.040473	0.2428	0.404755
32	0.056944	0.3417	0.367296
33	0.096178	0.5771	0.283743
34	0.085345	0.5121	0.305865
35	0.09067	0.544	0.294891
36	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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