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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 24 Nov 2009 08:58:42 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/24/t12590784025xwu8mbm68nydao.htm/, Retrieved Sun, 03 Dec 2023 07:51:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59137, Retrieved Sun, 03 Dec 2023 07:51:30 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

239

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] [Workshop 8 - Meth...] [2009-11-24 15:58:42] [d904c6aa144b8c40108ebe5ec22fe1a0] [Current]
-    D            [(Partial) Autocorrelation Function] [Methode 1 ACF ] [2009-11-26 14:01:16] [23722951c28e05bb35cc9a97084fe0d9] 
-   PD            [(Partial) Autocorrelation Function] [Methode 1 ACF D=1] [2009-11-26 14:08:23] [23722951c28e05bb35cc9a97084fe0d9] 
-   PD            [(Partial) Autocorrelation Function] [methode 1 ACF d=1...] [2009-11-26 14:12:20] [23722951c28e05bb35cc9a97084fe0d9] 
-   PD            [(Partial) Autocorrelation Function] [] [2009-11-28 00:42:43] [74be16979710d4c4e7c6647856088456] 
-   PD            [(Partial) Autocorrelation Function] [] [2009-11-28 00:42:43] [74be16979710d4c4e7c6647856088456] 
-   P               [(Partial) Autocorrelation Function] [] [2009-11-28 01:13:50] [74be16979710d4c4e7c6647856088456] 
-   PD              [(Partial) Autocorrelation Function] [Workshop 8: Review] [2009-12-02 17:02:36] [3cb427d596a5d2eb77fa64560dc91319] 
-   P               [(Partial) Autocorrelation Function] [Workshop 8: Review] [2009-12-02 17:40:29] [3cb427d596a5d2eb77fa64560dc91319] 
-   PD              [(Partial) Autocorrelation Function] [Workshop 8: Review] [2009-12-02 17:50:22] [3cb427d596a5d2eb77fa64560dc91319] 
-                 [(Partial) Autocorrelation Function] [workshop8/method1...] [2009-11-30 12:58:39] [24c4941ee50deadff4640c9c09cc70cb] 
-                 [(Partial) Autocorrelation Function] [] [2009-11-30 16:42:34] [74be16979710d4c4e7c6647856088456] 
-                   [(Partial) Autocorrelation Function] [] [2009-12-03 17:25:00] [74be16979710d4c4e7c6647856088456] 
-   P             [(Partial) Autocorrelation Function] [WS 8 review] [2009-12-04 08:55:34] [830e13ac5e5ac1e5b21c6af0c149b21d] 
-                 [(Partial) Autocorrelation Function] [Workshop 8: Metho...] [2009-12-07 12:43:58] [24c4941ee50deadff4640c9c09cc70cb] 
-   P             [(Partial) Autocorrelation Function] [FINALE PAPER - he...] [2009-12-31 00:28:41] [1646a2766cb8c4a6f9d3b2fffef409b3] 

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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=59137&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=59137&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59137&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	0.867341	7.3596	0
2	0.704692	5.9795	0
3	0.609126	5.1686	1e-06
4	0.56124	4.7623	5e-06
5	0.540757	4.5885	9e-06
6	0.494802	4.1985	3.8e-05
7	0.402055	3.4116	0.000531
8	0.283151	2.4026	0.009429
9	0.221334	1.8781	0.03221
10	0.221784	1.8819	0.031946
11	0.266107	2.258	0.013489
12	0.273964	2.3247	0.011457
13	0.12808	1.0868	0.140376
14	-0.020408	-0.1732	0.431503
15	-0.101877	-0.8645	0.195104
16	-0.13508	-1.1462	0.127755
17	-0.141203	-1.1981	0.117394
18	-0.163269	-1.3854	0.085106
19	-0.226888	-1.9252	0.029077
20	-0.310471	-2.6344	0.005156
21	-0.336733	-2.8573	0.002791
22	-0.308304	-2.616	0.005416
23	-0.254729	-2.1614	0.016993
24	-0.229649	-1.9486	0.027618
25	-0.320105	-2.7162	0.004132
26	-0.396017	-3.3603	0.000624
27	-0.402539	-3.4157	0.000525
28	-0.375808	-3.1888	0.001058
29	-0.328187	-2.7848	0.00342
30	-0.293699	-2.4921	0.007501
31	-0.299151	-2.5384	0.00665
32	-0.320168	-2.7167	0.004126
33	-0.286814	-2.4337	0.008714
34	-0.219001	-1.8583	0.033608
35	-0.13666	-1.1596	0.125022
36	-0.095312	-0.8088	0.210661

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.867341 & 7.3596 & 0 \tabularnewline
2 & 0.704692 & 5.9795 & 0 \tabularnewline
3 & 0.609126 & 5.1686 & 1e-06 \tabularnewline
4 & 0.56124 & 4.7623 & 5e-06 \tabularnewline
5 & 0.540757 & 4.5885 & 9e-06 \tabularnewline
6 & 0.494802 & 4.1985 & 3.8e-05 \tabularnewline
7 & 0.402055 & 3.4116 & 0.000531 \tabularnewline
8 & 0.283151 & 2.4026 & 0.009429 \tabularnewline
9 & 0.221334 & 1.8781 & 0.03221 \tabularnewline
10 & 0.221784 & 1.8819 & 0.031946 \tabularnewline
11 & 0.266107 & 2.258 & 0.013489 \tabularnewline
12 & 0.273964 & 2.3247 & 0.011457 \tabularnewline
13 & 0.12808 & 1.0868 & 0.140376 \tabularnewline
14 & -0.020408 & -0.1732 & 0.431503 \tabularnewline
15 & -0.101877 & -0.8645 & 0.195104 \tabularnewline
16 & -0.13508 & -1.1462 & 0.127755 \tabularnewline
17 & -0.141203 & -1.1981 & 0.117394 \tabularnewline
18 & -0.163269 & -1.3854 & 0.085106 \tabularnewline
19 & -0.226888 & -1.9252 & 0.029077 \tabularnewline
20 & -0.310471 & -2.6344 & 0.005156 \tabularnewline
21 & -0.336733 & -2.8573 & 0.002791 \tabularnewline
22 & -0.308304 & -2.616 & 0.005416 \tabularnewline
23 & -0.254729 & -2.1614 & 0.016993 \tabularnewline
24 & -0.229649 & -1.9486 & 0.027618 \tabularnewline
25 & -0.320105 & -2.7162 & 0.004132 \tabularnewline
26 & -0.396017 & -3.3603 & 0.000624 \tabularnewline
27 & -0.402539 & -3.4157 & 0.000525 \tabularnewline
28 & -0.375808 & -3.1888 & 0.001058 \tabularnewline
29 & -0.328187 & -2.7848 & 0.00342 \tabularnewline
30 & -0.293699 & -2.4921 & 0.007501 \tabularnewline
31 & -0.299151 & -2.5384 & 0.00665 \tabularnewline
32 & -0.320168 & -2.7167 & 0.004126 \tabularnewline
33 & -0.286814 & -2.4337 & 0.008714 \tabularnewline
34 & -0.219001 & -1.8583 & 0.033608 \tabularnewline
35 & -0.13666 & -1.1596 & 0.125022 \tabularnewline
36 & -0.095312 & -0.8088 & 0.210661 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59137&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]0.867341[/C][C]7.3596[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.704692[/C][C]5.9795[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.609126[/C][C]5.1686[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.56124[/C][C]4.7623[/C][C]5e-06[/C][/ROW]
[ROW][C]5[/C][C]0.540757[/C][C]4.5885[/C][C]9e-06[/C][/ROW]
[ROW][C]6[/C][C]0.494802[/C][C]4.1985[/C][C]3.8e-05[/C][/ROW]
[ROW][C]7[/C][C]0.402055[/C][C]3.4116[/C][C]0.000531[/C][/ROW]
[ROW][C]8[/C][C]0.283151[/C][C]2.4026[/C][C]0.009429[/C][/ROW]
[ROW][C]9[/C][C]0.221334[/C][C]1.8781[/C][C]0.03221[/C][/ROW]
[ROW][C]10[/C][C]0.221784[/C][C]1.8819[/C][C]0.031946[/C][/ROW]
[ROW][C]11[/C][C]0.266107[/C][C]2.258[/C][C]0.013489[/C][/ROW]
[ROW][C]12[/C][C]0.273964[/C][C]2.3247[/C][C]0.011457[/C][/ROW]
[ROW][C]13[/C][C]0.12808[/C][C]1.0868[/C][C]0.140376[/C][/ROW]
[ROW][C]14[/C][C]-0.020408[/C][C]-0.1732[/C][C]0.431503[/C][/ROW]
[ROW][C]15[/C][C]-0.101877[/C][C]-0.8645[/C][C]0.195104[/C][/ROW]
[ROW][C]16[/C][C]-0.13508[/C][C]-1.1462[/C][C]0.127755[/C][/ROW]
[ROW][C]17[/C][C]-0.141203[/C][C]-1.1981[/C][C]0.117394[/C][/ROW]
[ROW][C]18[/C][C]-0.163269[/C][C]-1.3854[/C][C]0.085106[/C][/ROW]
[ROW][C]19[/C][C]-0.226888[/C][C]-1.9252[/C][C]0.029077[/C][/ROW]
[ROW][C]20[/C][C]-0.310471[/C][C]-2.6344[/C][C]0.005156[/C][/ROW]
[ROW][C]21[/C][C]-0.336733[/C][C]-2.8573[/C][C]0.002791[/C][/ROW]
[ROW][C]22[/C][C]-0.308304[/C][C]-2.616[/C][C]0.005416[/C][/ROW]
[ROW][C]23[/C][C]-0.254729[/C][C]-2.1614[/C][C]0.016993[/C][/ROW]
[ROW][C]24[/C][C]-0.229649[/C][C]-1.9486[/C][C]0.027618[/C][/ROW]
[ROW][C]25[/C][C]-0.320105[/C][C]-2.7162[/C][C]0.004132[/C][/ROW]
[ROW][C]26[/C][C]-0.396017[/C][C]-3.3603[/C][C]0.000624[/C][/ROW]
[ROW][C]27[/C][C]-0.402539[/C][C]-3.4157[/C][C]0.000525[/C][/ROW]
[ROW][C]28[/C][C]-0.375808[/C][C]-3.1888[/C][C]0.001058[/C][/ROW]
[ROW][C]29[/C][C]-0.328187[/C][C]-2.7848[/C][C]0.00342[/C][/ROW]
[ROW][C]30[/C][C]-0.293699[/C][C]-2.4921[/C][C]0.007501[/C][/ROW]
[ROW][C]31[/C][C]-0.299151[/C][C]-2.5384[/C][C]0.00665[/C][/ROW]
[ROW][C]32[/C][C]-0.320168[/C][C]-2.7167[/C][C]0.004126[/C][/ROW]
[ROW][C]33[/C][C]-0.286814[/C][C]-2.4337[/C][C]0.008714[/C][/ROW]
[ROW][C]34[/C][C]-0.219001[/C][C]-1.8583[/C][C]0.033608[/C][/ROW]
[ROW][C]35[/C][C]-0.13666[/C][C]-1.1596[/C][C]0.125022[/C][/ROW]
[ROW][C]36[/C][C]-0.095312[/C][C]-0.8088[/C][C]0.210661[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59137&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59137&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	0.867341	7.3596	0
2	0.704692	5.9795	0
3	0.609126	5.1686	1e-06
4	0.56124	4.7623	5e-06
5	0.540757	4.5885	9e-06
6	0.494802	4.1985	3.8e-05
7	0.402055	3.4116	0.000531
8	0.283151	2.4026	0.009429
9	0.221334	1.8781	0.03221
10	0.221784	1.8819	0.031946
11	0.266107	2.258	0.013489
12	0.273964	2.3247	0.011457
13	0.12808	1.0868	0.140376
14	-0.020408	-0.1732	0.431503
15	-0.101877	-0.8645	0.195104
16	-0.13508	-1.1462	0.127755
17	-0.141203	-1.1981	0.117394
18	-0.163269	-1.3854	0.085106
19	-0.226888	-1.9252	0.029077
20	-0.310471	-2.6344	0.005156
21	-0.336733	-2.8573	0.002791
22	-0.308304	-2.616	0.005416
23	-0.254729	-2.1614	0.016993
24	-0.229649	-1.9486	0.027618
25	-0.320105	-2.7162	0.004132
26	-0.396017	-3.3603	0.000624
27	-0.402539	-3.4157	0.000525
28	-0.375808	-3.1888	0.001058
29	-0.328187	-2.7848	0.00342
30	-0.293699	-2.4921	0.007501
31	-0.299151	-2.5384	0.00665
32	-0.320168	-2.7167	0.004126
33	-0.286814	-2.4337	0.008714
34	-0.219001	-1.8583	0.033608
35	-0.13666	-1.1596	0.125022
36	-0.095312	-0.8088	0.210661

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.867341	7.3596	0
2	-0.192106	-1.6301	0.053727
3	0.19751	1.6759	0.049045
4	0.071061	0.603	0.274211
5	0.105884	0.8985	0.185968
6	-0.08858	-0.7516	0.227362
7	-0.134514	-1.1414	0.128745
8	-0.146787	-1.2455	0.108488
9	0.127074	1.0783	0.14226
10	0.081408	0.6908	0.245965
11	0.195346	1.6576	0.050878
12	-0.079754	-0.6767	0.25037
13	-0.527881	-4.4792	1.4e-05
14	0.010489	0.089	0.464664
15	-0.068907	-0.5847	0.280291
16	-0.005081	-0.0431	0.482865
17	0.052167	0.4426	0.329674
18	0.029985	0.2544	0.399943
19	-0.007695	-0.0653	0.47406
20	-0.040538	-0.344	0.365933
21	-0.061301	-0.5202	0.302276
22	-0.052447	-0.445	0.328819
23	-0.017157	-0.1456	0.442329
24	0.031969	0.2713	0.393483
25	-0.161621	-1.3714	0.087254
26	0.085523	0.7257	0.235191
27	0.017769	0.1508	0.440287
28	-0.050485	-0.4284	0.334828
29	0.039506	0.3352	0.369216
30	-0.00068	-0.0058	0.497705
31	-0.012524	-0.1063	0.457832
32	0.024981	0.212	0.416365
33	-0.00834	-0.0708	0.471889
34	-0.048245	-0.4094	0.34174
35	0.074893	0.6355	0.263562
36	-0.09786	-0.8304	0.204538

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.867341 & 7.3596 & 0 \tabularnewline
2 & -0.192106 & -1.6301 & 0.053727 \tabularnewline
3 & 0.19751 & 1.6759 & 0.049045 \tabularnewline
4 & 0.071061 & 0.603 & 0.274211 \tabularnewline
5 & 0.105884 & 0.8985 & 0.185968 \tabularnewline
6 & -0.08858 & -0.7516 & 0.227362 \tabularnewline
7 & -0.134514 & -1.1414 & 0.128745 \tabularnewline
8 & -0.146787 & -1.2455 & 0.108488 \tabularnewline
9 & 0.127074 & 1.0783 & 0.14226 \tabularnewline
10 & 0.081408 & 0.6908 & 0.245965 \tabularnewline
11 & 0.195346 & 1.6576 & 0.050878 \tabularnewline
12 & -0.079754 & -0.6767 & 0.25037 \tabularnewline
13 & -0.527881 & -4.4792 & 1.4e-05 \tabularnewline
14 & 0.010489 & 0.089 & 0.464664 \tabularnewline
15 & -0.068907 & -0.5847 & 0.280291 \tabularnewline
16 & -0.005081 & -0.0431 & 0.482865 \tabularnewline
17 & 0.052167 & 0.4426 & 0.329674 \tabularnewline
18 & 0.029985 & 0.2544 & 0.399943 \tabularnewline
19 & -0.007695 & -0.0653 & 0.47406 \tabularnewline
20 & -0.040538 & -0.344 & 0.365933 \tabularnewline
21 & -0.061301 & -0.5202 & 0.302276 \tabularnewline
22 & -0.052447 & -0.445 & 0.328819 \tabularnewline
23 & -0.017157 & -0.1456 & 0.442329 \tabularnewline
24 & 0.031969 & 0.2713 & 0.393483 \tabularnewline
25 & -0.161621 & -1.3714 & 0.087254 \tabularnewline
26 & 0.085523 & 0.7257 & 0.235191 \tabularnewline
27 & 0.017769 & 0.1508 & 0.440287 \tabularnewline
28 & -0.050485 & -0.4284 & 0.334828 \tabularnewline
29 & 0.039506 & 0.3352 & 0.369216 \tabularnewline
30 & -0.00068 & -0.0058 & 0.497705 \tabularnewline
31 & -0.012524 & -0.1063 & 0.457832 \tabularnewline
32 & 0.024981 & 0.212 & 0.416365 \tabularnewline
33 & -0.00834 & -0.0708 & 0.471889 \tabularnewline
34 & -0.048245 & -0.4094 & 0.34174 \tabularnewline
35 & 0.074893 & 0.6355 & 0.263562 \tabularnewline
36 & -0.09786 & -0.8304 & 0.204538 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59137&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]0.867341[/C][C]7.3596[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.192106[/C][C]-1.6301[/C][C]0.053727[/C][/ROW]
[ROW][C]3[/C][C]0.19751[/C][C]1.6759[/C][C]0.049045[/C][/ROW]
[ROW][C]4[/C][C]0.071061[/C][C]0.603[/C][C]0.274211[/C][/ROW]
[ROW][C]5[/C][C]0.105884[/C][C]0.8985[/C][C]0.185968[/C][/ROW]
[ROW][C]6[/C][C]-0.08858[/C][C]-0.7516[/C][C]0.227362[/C][/ROW]
[ROW][C]7[/C][C]-0.134514[/C][C]-1.1414[/C][C]0.128745[/C][/ROW]
[ROW][C]8[/C][C]-0.146787[/C][C]-1.2455[/C][C]0.108488[/C][/ROW]
[ROW][C]9[/C][C]0.127074[/C][C]1.0783[/C][C]0.14226[/C][/ROW]
[ROW][C]10[/C][C]0.081408[/C][C]0.6908[/C][C]0.245965[/C][/ROW]
[ROW][C]11[/C][C]0.195346[/C][C]1.6576[/C][C]0.050878[/C][/ROW]
[ROW][C]12[/C][C]-0.079754[/C][C]-0.6767[/C][C]0.25037[/C][/ROW]
[ROW][C]13[/C][C]-0.527881[/C][C]-4.4792[/C][C]1.4e-05[/C][/ROW]
[ROW][C]14[/C][C]0.010489[/C][C]0.089[/C][C]0.464664[/C][/ROW]
[ROW][C]15[/C][C]-0.068907[/C][C]-0.5847[/C][C]0.280291[/C][/ROW]
[ROW][C]16[/C][C]-0.005081[/C][C]-0.0431[/C][C]0.482865[/C][/ROW]
[ROW][C]17[/C][C]0.052167[/C][C]0.4426[/C][C]0.329674[/C][/ROW]
[ROW][C]18[/C][C]0.029985[/C][C]0.2544[/C][C]0.399943[/C][/ROW]
[ROW][C]19[/C][C]-0.007695[/C][C]-0.0653[/C][C]0.47406[/C][/ROW]
[ROW][C]20[/C][C]-0.040538[/C][C]-0.344[/C][C]0.365933[/C][/ROW]
[ROW][C]21[/C][C]-0.061301[/C][C]-0.5202[/C][C]0.302276[/C][/ROW]
[ROW][C]22[/C][C]-0.052447[/C][C]-0.445[/C][C]0.328819[/C][/ROW]
[ROW][C]23[/C][C]-0.017157[/C][C]-0.1456[/C][C]0.442329[/C][/ROW]
[ROW][C]24[/C][C]0.031969[/C][C]0.2713[/C][C]0.393483[/C][/ROW]
[ROW][C]25[/C][C]-0.161621[/C][C]-1.3714[/C][C]0.087254[/C][/ROW]
[ROW][C]26[/C][C]0.085523[/C][C]0.7257[/C][C]0.235191[/C][/ROW]
[ROW][C]27[/C][C]0.017769[/C][C]0.1508[/C][C]0.440287[/C][/ROW]
[ROW][C]28[/C][C]-0.050485[/C][C]-0.4284[/C][C]0.334828[/C][/ROW]
[ROW][C]29[/C][C]0.039506[/C][C]0.3352[/C][C]0.369216[/C][/ROW]
[ROW][C]30[/C][C]-0.00068[/C][C]-0.0058[/C][C]0.497705[/C][/ROW]
[ROW][C]31[/C][C]-0.012524[/C][C]-0.1063[/C][C]0.457832[/C][/ROW]
[ROW][C]32[/C][C]0.024981[/C][C]0.212[/C][C]0.416365[/C][/ROW]
[ROW][C]33[/C][C]-0.00834[/C][C]-0.0708[/C][C]0.471889[/C][/ROW]
[ROW][C]34[/C][C]-0.048245[/C][C]-0.4094[/C][C]0.34174[/C][/ROW]
[ROW][C]35[/C][C]0.074893[/C][C]0.6355[/C][C]0.263562[/C][/ROW]
[ROW][C]36[/C][C]-0.09786[/C][C]-0.8304[/C][C]0.204538[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59137&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59137&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	0.867341	7.3596	0
2	-0.192106	-1.6301	0.053727
3	0.19751	1.6759	0.049045
4	0.071061	0.603	0.274211
5	0.105884	0.8985	0.185968
6	-0.08858	-0.7516	0.227362
7	-0.134514	-1.1414	0.128745
8	-0.146787	-1.2455	0.108488
9	0.127074	1.0783	0.14226
10	0.081408	0.6908	0.245965
11	0.195346	1.6576	0.050878
12	-0.079754	-0.6767	0.25037
13	-0.527881	-4.4792	1.4e-05
14	0.010489	0.089	0.464664
15	-0.068907	-0.5847	0.280291
16	-0.005081	-0.0431	0.482865
17	0.052167	0.4426	0.329674
18	0.029985	0.2544	0.399943
19	-0.007695	-0.0653	0.47406
20	-0.040538	-0.344	0.365933
21	-0.061301	-0.5202	0.302276
22	-0.052447	-0.445	0.328819
23	-0.017157	-0.1456	0.442329
24	0.031969	0.2713	0.393483
25	-0.161621	-1.3714	0.087254
26	0.085523	0.7257	0.235191
27	0.017769	0.1508	0.440287
28	-0.050485	-0.4284	0.334828
29	0.039506	0.3352	0.369216
30	-0.00068	-0.0058	0.497705
31	-0.012524	-0.1063	0.457832
32	0.024981	0.212	0.416365
33	-0.00834	-0.0708	0.471889
34	-0.048245	-0.4094	0.34174
35	0.074893	0.6355	0.263562
36	-0.09786	-0.8304	0.204538

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