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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 17 Dec 2009 13:34:29 -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/t1261082153yoit54otqtvjpkj.htm/, Retrieved Tue, 30 Apr 2024 06:57:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69101, Retrieved Tue, 30 Apr 2024 06:57:06 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

148

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] [7773f496f69461f4a67891f0ef752622]
-   PD                    [(Partial) Autocorrelation Function] [Appelen Golden Au...] [2009-12-17 20:34:29] [5c2088b06970f9a7d6fea063ee8d5871] [Current]
-   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] 

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Dataseries X:

Download CSV

Histogram

Boxplots

1.77
1.76
1.77
1.95
1.98
1.93
1.94
1.92
1.94
1.92
1.92
1.94
1.91
1.88
1.98
2.4
2.47
2.22
1.98
1.89
1.87
1.88
1.86
1.81
1.79
1.78
1.73
1.88
1.91
1.9
1.84
1.85
1.83
1.82
1.82
1.81
1.75
1.74
1.73
1.96
2.07
1.96
1.87
1.84
1.81
1.78
1.72
1.73
1.64
1.61
1.63
1.92
1.88
1.68
1.58
1.49
1.46
1.44
1.44
1.42
1.4
1.38
1.36
1.48
1.56
1.51
1.51
1.42
1.4
1.38
1.35
1.29

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=69101&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=69101&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69101&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	0.885602	7.5146	0
2	0.725352	6.1548	0
3	0.61527	5.2207	1e-06
4	0.563436	4.7809	4e-06
5	0.531319	4.5084	1.2e-05
6	0.506566	4.2984	2.7e-05
7	0.475893	4.0381	6.7e-05
8	0.447626	3.7982	0.000151
9	0.418283	3.5492	0.000342
10	0.403799	3.4264	0.000507
11	0.422022	3.581	0.000309
12	0.421487	3.5764	0.000314
13	0.329905	2.7993	0.003284
14	0.214487	1.82	0.036459
15	0.127978	1.0859	0.140567
16	0.075	0.6364	0.263269
17	0.039094	0.3317	0.370531
18	0.013534	0.1148	0.454447
19	-0.00696	-0.0591	0.476536
20	-0.007896	-0.067	0.473385
21	0.008252	0.07	0.472185
22	0.020098	0.1705	0.432533
23	0.056684	0.481	0.315996
24	0.081132	0.6884	0.246698
25	0.04443	0.377	0.353641
26	-0.022606	-0.1918	0.424212
27	-0.067219	-0.5704	0.285101
28	-0.089975	-0.7635	0.22384
29	-0.099389	-0.8433	0.200916
30	-0.109511	-0.9292	0.177936
31	-0.111802	-0.9487	0.172981
32	-0.101263	-0.8592	0.196529
33	-0.09357	-0.794	0.214912
34	-0.083723	-0.7104	0.23987
35	-0.052766	-0.4477	0.327844
36	-0.047578	-0.4037	0.343811

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.885602 & 7.5146 & 0 \tabularnewline
2 & 0.725352 & 6.1548 & 0 \tabularnewline
3 & 0.61527 & 5.2207 & 1e-06 \tabularnewline
4 & 0.563436 & 4.7809 & 4e-06 \tabularnewline
5 & 0.531319 & 4.5084 & 1.2e-05 \tabularnewline
6 & 0.506566 & 4.2984 & 2.7e-05 \tabularnewline
7 & 0.475893 & 4.0381 & 6.7e-05 \tabularnewline
8 & 0.447626 & 3.7982 & 0.000151 \tabularnewline
9 & 0.418283 & 3.5492 & 0.000342 \tabularnewline
10 & 0.403799 & 3.4264 & 0.000507 \tabularnewline
11 & 0.422022 & 3.581 & 0.000309 \tabularnewline
12 & 0.421487 & 3.5764 & 0.000314 \tabularnewline
13 & 0.329905 & 2.7993 & 0.003284 \tabularnewline
14 & 0.214487 & 1.82 & 0.036459 \tabularnewline
15 & 0.127978 & 1.0859 & 0.140567 \tabularnewline
16 & 0.075 & 0.6364 & 0.263269 \tabularnewline
17 & 0.039094 & 0.3317 & 0.370531 \tabularnewline
18 & 0.013534 & 0.1148 & 0.454447 \tabularnewline
19 & -0.00696 & -0.0591 & 0.476536 \tabularnewline
20 & -0.007896 & -0.067 & 0.473385 \tabularnewline
21 & 0.008252 & 0.07 & 0.472185 \tabularnewline
22 & 0.020098 & 0.1705 & 0.432533 \tabularnewline
23 & 0.056684 & 0.481 & 0.315996 \tabularnewline
24 & 0.081132 & 0.6884 & 0.246698 \tabularnewline
25 & 0.04443 & 0.377 & 0.353641 \tabularnewline
26 & -0.022606 & -0.1918 & 0.424212 \tabularnewline
27 & -0.067219 & -0.5704 & 0.285101 \tabularnewline
28 & -0.089975 & -0.7635 & 0.22384 \tabularnewline
29 & -0.099389 & -0.8433 & 0.200916 \tabularnewline
30 & -0.109511 & -0.9292 & 0.177936 \tabularnewline
31 & -0.111802 & -0.9487 & 0.172981 \tabularnewline
32 & -0.101263 & -0.8592 & 0.196529 \tabularnewline
33 & -0.09357 & -0.794 & 0.214912 \tabularnewline
34 & -0.083723 & -0.7104 & 0.23987 \tabularnewline
35 & -0.052766 & -0.4477 & 0.327844 \tabularnewline
36 & -0.047578 & -0.4037 & 0.343811 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69101&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]0.885602[/C][C]7.5146[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.725352[/C][C]6.1548[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.61527[/C][C]5.2207[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.563436[/C][C]4.7809[/C][C]4e-06[/C][/ROW]
[ROW][C]5[/C][C]0.531319[/C][C]4.5084[/C][C]1.2e-05[/C][/ROW]
[ROW][C]6[/C][C]0.506566[/C][C]4.2984[/C][C]2.7e-05[/C][/ROW]
[ROW][C]7[/C][C]0.475893[/C][C]4.0381[/C][C]6.7e-05[/C][/ROW]
[ROW][C]8[/C][C]0.447626[/C][C]3.7982[/C][C]0.000151[/C][/ROW]
[ROW][C]9[/C][C]0.418283[/C][C]3.5492[/C][C]0.000342[/C][/ROW]
[ROW][C]10[/C][C]0.403799[/C][C]3.4264[/C][C]0.000507[/C][/ROW]
[ROW][C]11[/C][C]0.422022[/C][C]3.581[/C][C]0.000309[/C][/ROW]
[ROW][C]12[/C][C]0.421487[/C][C]3.5764[/C][C]0.000314[/C][/ROW]
[ROW][C]13[/C][C]0.329905[/C][C]2.7993[/C][C]0.003284[/C][/ROW]
[ROW][C]14[/C][C]0.214487[/C][C]1.82[/C][C]0.036459[/C][/ROW]
[ROW][C]15[/C][C]0.127978[/C][C]1.0859[/C][C]0.140567[/C][/ROW]
[ROW][C]16[/C][C]0.075[/C][C]0.6364[/C][C]0.263269[/C][/ROW]
[ROW][C]17[/C][C]0.039094[/C][C]0.3317[/C][C]0.370531[/C][/ROW]
[ROW][C]18[/C][C]0.013534[/C][C]0.1148[/C][C]0.454447[/C][/ROW]
[ROW][C]19[/C][C]-0.00696[/C][C]-0.0591[/C][C]0.476536[/C][/ROW]
[ROW][C]20[/C][C]-0.007896[/C][C]-0.067[/C][C]0.473385[/C][/ROW]
[ROW][C]21[/C][C]0.008252[/C][C]0.07[/C][C]0.472185[/C][/ROW]
[ROW][C]22[/C][C]0.020098[/C][C]0.1705[/C][C]0.432533[/C][/ROW]
[ROW][C]23[/C][C]0.056684[/C][C]0.481[/C][C]0.315996[/C][/ROW]
[ROW][C]24[/C][C]0.081132[/C][C]0.6884[/C][C]0.246698[/C][/ROW]
[ROW][C]25[/C][C]0.04443[/C][C]0.377[/C][C]0.353641[/C][/ROW]
[ROW][C]26[/C][C]-0.022606[/C][C]-0.1918[/C][C]0.424212[/C][/ROW]
[ROW][C]27[/C][C]-0.067219[/C][C]-0.5704[/C][C]0.285101[/C][/ROW]
[ROW][C]28[/C][C]-0.089975[/C][C]-0.7635[/C][C]0.22384[/C][/ROW]
[ROW][C]29[/C][C]-0.099389[/C][C]-0.8433[/C][C]0.200916[/C][/ROW]
[ROW][C]30[/C][C]-0.109511[/C][C]-0.9292[/C][C]0.177936[/C][/ROW]
[ROW][C]31[/C][C]-0.111802[/C][C]-0.9487[/C][C]0.172981[/C][/ROW]
[ROW][C]32[/C][C]-0.101263[/C][C]-0.8592[/C][C]0.196529[/C][/ROW]
[ROW][C]33[/C][C]-0.09357[/C][C]-0.794[/C][C]0.214912[/C][/ROW]
[ROW][C]34[/C][C]-0.083723[/C][C]-0.7104[/C][C]0.23987[/C][/ROW]
[ROW][C]35[/C][C]-0.052766[/C][C]-0.4477[/C][C]0.327844[/C][/ROW]
[ROW][C]36[/C][C]-0.047578[/C][C]-0.4037[/C][C]0.343811[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69101&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69101&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	0.885602	7.5146	0
2	0.725352	6.1548	0
3	0.61527	5.2207	1e-06
4	0.563436	4.7809	4e-06
5	0.531319	4.5084	1.2e-05
6	0.506566	4.2984	2.7e-05
7	0.475893	4.0381	6.7e-05
8	0.447626	3.7982	0.000151
9	0.418283	3.5492	0.000342
10	0.403799	3.4264	0.000507
11	0.422022	3.581	0.000309
12	0.421487	3.5764	0.000314
13	0.329905	2.7993	0.003284
14	0.214487	1.82	0.036459
15	0.127978	1.0859	0.140567
16	0.075	0.6364	0.263269
17	0.039094	0.3317	0.370531
18	0.013534	0.1148	0.454447
19	-0.00696	-0.0591	0.476536
20	-0.007896	-0.067	0.473385
21	0.008252	0.07	0.472185
22	0.020098	0.1705	0.432533
23	0.056684	0.481	0.315996
24	0.081132	0.6884	0.246698
25	0.04443	0.377	0.353641
26	-0.022606	-0.1918	0.424212
27	-0.067219	-0.5704	0.285101
28	-0.089975	-0.7635	0.22384
29	-0.099389	-0.8433	0.200916
30	-0.109511	-0.9292	0.177936
31	-0.111802	-0.9487	0.172981
32	-0.101263	-0.8592	0.196529
33	-0.09357	-0.794	0.214912
34	-0.083723	-0.7104	0.23987
35	-0.052766	-0.4477	0.327844
36	-0.047578	-0.4037	0.343811

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.885602	7.5146	0
2	-0.273238	-2.3185	0.011633
3	0.197171	1.6731	0.049328
4	0.111363	0.945	0.173922
5	0.014563	0.1236	0.451001
6	0.07545	0.6402	0.262033
7	-0.010407	-0.0883	0.464938
8	0.049179	0.4173	0.338852
9	-0.011237	-0.0953	0.462152
10	0.084061	0.7133	0.238989
11	0.149074	1.2649	0.104986
12	-0.123289	-1.0461	0.149497
13	-0.340558	-2.8897	0.002546
14	0.019944	0.1692	0.433044
15	-0.069721	-0.5916	0.277985
16	-0.079816	-0.6773	0.250206
17	-0.025788	-0.2188	0.413705
18	-0.008076	-0.0685	0.472778
19	0.003198	0.0271	0.489213
20	0.090789	0.7704	0.2218
21	0.114633	0.9727	0.166981
22	-0.026347	-0.2236	0.411866
23	0.169665	1.4397	0.077149
24	-0.000122	-0.001	0.499589
25	-0.086698	-0.7357	0.232164
26	-0.025968	-0.2203	0.413114
27	0.015695	0.1332	0.447214
28	-0.078382	-0.6651	0.254057
29	-0.043356	-0.3679	0.357018
30	-0.056145	-0.4764	0.317613
31	0.006503	0.0552	0.478075
32	-0.063461	-0.5385	0.295951
33	-0.074376	-0.6311	0.264987
34	0.086965	0.7379	0.231479
35	-0.004484	-0.038	0.484879
36	-0.132254	-1.1222	0.132751

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.885602 & 7.5146 & 0 \tabularnewline
2 & -0.273238 & -2.3185 & 0.011633 \tabularnewline
3 & 0.197171 & 1.6731 & 0.049328 \tabularnewline
4 & 0.111363 & 0.945 & 0.173922 \tabularnewline
5 & 0.014563 & 0.1236 & 0.451001 \tabularnewline
6 & 0.07545 & 0.6402 & 0.262033 \tabularnewline
7 & -0.010407 & -0.0883 & 0.464938 \tabularnewline
8 & 0.049179 & 0.4173 & 0.338852 \tabularnewline
9 & -0.011237 & -0.0953 & 0.462152 \tabularnewline
10 & 0.084061 & 0.7133 & 0.238989 \tabularnewline
11 & 0.149074 & 1.2649 & 0.104986 \tabularnewline
12 & -0.123289 & -1.0461 & 0.149497 \tabularnewline
13 & -0.340558 & -2.8897 & 0.002546 \tabularnewline
14 & 0.019944 & 0.1692 & 0.433044 \tabularnewline
15 & -0.069721 & -0.5916 & 0.277985 \tabularnewline
16 & -0.079816 & -0.6773 & 0.250206 \tabularnewline
17 & -0.025788 & -0.2188 & 0.413705 \tabularnewline
18 & -0.008076 & -0.0685 & 0.472778 \tabularnewline
19 & 0.003198 & 0.0271 & 0.489213 \tabularnewline
20 & 0.090789 & 0.7704 & 0.2218 \tabularnewline
21 & 0.114633 & 0.9727 & 0.166981 \tabularnewline
22 & -0.026347 & -0.2236 & 0.411866 \tabularnewline
23 & 0.169665 & 1.4397 & 0.077149 \tabularnewline
24 & -0.000122 & -0.001 & 0.499589 \tabularnewline
25 & -0.086698 & -0.7357 & 0.232164 \tabularnewline
26 & -0.025968 & -0.2203 & 0.413114 \tabularnewline
27 & 0.015695 & 0.1332 & 0.447214 \tabularnewline
28 & -0.078382 & -0.6651 & 0.254057 \tabularnewline
29 & -0.043356 & -0.3679 & 0.357018 \tabularnewline
30 & -0.056145 & -0.4764 & 0.317613 \tabularnewline
31 & 0.006503 & 0.0552 & 0.478075 \tabularnewline
32 & -0.063461 & -0.5385 & 0.295951 \tabularnewline
33 & -0.074376 & -0.6311 & 0.264987 \tabularnewline
34 & 0.086965 & 0.7379 & 0.231479 \tabularnewline
35 & -0.004484 & -0.038 & 0.484879 \tabularnewline
36 & -0.132254 & -1.1222 & 0.132751 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69101&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]0.885602[/C][C]7.5146[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.273238[/C][C]-2.3185[/C][C]0.011633[/C][/ROW]
[ROW][C]3[/C][C]0.197171[/C][C]1.6731[/C][C]0.049328[/C][/ROW]
[ROW][C]4[/C][C]0.111363[/C][C]0.945[/C][C]0.173922[/C][/ROW]
[ROW][C]5[/C][C]0.014563[/C][C]0.1236[/C][C]0.451001[/C][/ROW]
[ROW][C]6[/C][C]0.07545[/C][C]0.6402[/C][C]0.262033[/C][/ROW]
[ROW][C]7[/C][C]-0.010407[/C][C]-0.0883[/C][C]0.464938[/C][/ROW]
[ROW][C]8[/C][C]0.049179[/C][C]0.4173[/C][C]0.338852[/C][/ROW]
[ROW][C]9[/C][C]-0.011237[/C][C]-0.0953[/C][C]0.462152[/C][/ROW]
[ROW][C]10[/C][C]0.084061[/C][C]0.7133[/C][C]0.238989[/C][/ROW]
[ROW][C]11[/C][C]0.149074[/C][C]1.2649[/C][C]0.104986[/C][/ROW]
[ROW][C]12[/C][C]-0.123289[/C][C]-1.0461[/C][C]0.149497[/C][/ROW]
[ROW][C]13[/C][C]-0.340558[/C][C]-2.8897[/C][C]0.002546[/C][/ROW]
[ROW][C]14[/C][C]0.019944[/C][C]0.1692[/C][C]0.433044[/C][/ROW]
[ROW][C]15[/C][C]-0.069721[/C][C]-0.5916[/C][C]0.277985[/C][/ROW]
[ROW][C]16[/C][C]-0.079816[/C][C]-0.6773[/C][C]0.250206[/C][/ROW]
[ROW][C]17[/C][C]-0.025788[/C][C]-0.2188[/C][C]0.413705[/C][/ROW]
[ROW][C]18[/C][C]-0.008076[/C][C]-0.0685[/C][C]0.472778[/C][/ROW]
[ROW][C]19[/C][C]0.003198[/C][C]0.0271[/C][C]0.489213[/C][/ROW]
[ROW][C]20[/C][C]0.090789[/C][C]0.7704[/C][C]0.2218[/C][/ROW]
[ROW][C]21[/C][C]0.114633[/C][C]0.9727[/C][C]0.166981[/C][/ROW]
[ROW][C]22[/C][C]-0.026347[/C][C]-0.2236[/C][C]0.411866[/C][/ROW]
[ROW][C]23[/C][C]0.169665[/C][C]1.4397[/C][C]0.077149[/C][/ROW]
[ROW][C]24[/C][C]-0.000122[/C][C]-0.001[/C][C]0.499589[/C][/ROW]
[ROW][C]25[/C][C]-0.086698[/C][C]-0.7357[/C][C]0.232164[/C][/ROW]
[ROW][C]26[/C][C]-0.025968[/C][C]-0.2203[/C][C]0.413114[/C][/ROW]
[ROW][C]27[/C][C]0.015695[/C][C]0.1332[/C][C]0.447214[/C][/ROW]
[ROW][C]28[/C][C]-0.078382[/C][C]-0.6651[/C][C]0.254057[/C][/ROW]
[ROW][C]29[/C][C]-0.043356[/C][C]-0.3679[/C][C]0.357018[/C][/ROW]
[ROW][C]30[/C][C]-0.056145[/C][C]-0.4764[/C][C]0.317613[/C][/ROW]
[ROW][C]31[/C][C]0.006503[/C][C]0.0552[/C][C]0.478075[/C][/ROW]
[ROW][C]32[/C][C]-0.063461[/C][C]-0.5385[/C][C]0.295951[/C][/ROW]
[ROW][C]33[/C][C]-0.074376[/C][C]-0.6311[/C][C]0.264987[/C][/ROW]
[ROW][C]34[/C][C]0.086965[/C][C]0.7379[/C][C]0.231479[/C][/ROW]
[ROW][C]35[/C][C]-0.004484[/C][C]-0.038[/C][C]0.484879[/C][/ROW]
[ROW][C]36[/C][C]-0.132254[/C][C]-1.1222[/C][C]0.132751[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69101&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69101&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	0.885602	7.5146	0
2	-0.273238	-2.3185	0.011633
3	0.197171	1.6731	0.049328
4	0.111363	0.945	0.173922
5	0.014563	0.1236	0.451001
6	0.07545	0.6402	0.262033
7	-0.010407	-0.0883	0.464938
8	0.049179	0.4173	0.338852
9	-0.011237	-0.0953	0.462152
10	0.084061	0.7133	0.238989
11	0.149074	1.2649	0.104986
12	-0.123289	-1.0461	0.149497
13	-0.340558	-2.8897	0.002546
14	0.019944	0.1692	0.433044
15	-0.069721	-0.5916	0.277985
16	-0.079816	-0.6773	0.250206
17	-0.025788	-0.2188	0.413705
18	-0.008076	-0.0685	0.472778
19	0.003198	0.0271	0.489213
20	0.090789	0.7704	0.2218
21	0.114633	0.9727	0.166981
22	-0.026347	-0.2236	0.411866
23	0.169665	1.4397	0.077149
24	-0.000122	-0.001	0.499589
25	-0.086698	-0.7357	0.232164
26	-0.025968	-0.2203	0.413114
27	0.015695	0.1332	0.447214
28	-0.078382	-0.6651	0.254057
29	-0.043356	-0.3679	0.357018
30	-0.056145	-0.4764	0.317613
31	0.006503	0.0552	0.478075
32	-0.063461	-0.5385	0.295951
33	-0.074376	-0.6311	0.264987
34	0.086965	0.7379	0.231479
35	-0.004484	-0.038	0.484879
36	-0.132254	-1.1222	0.132751

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ;

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