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

Tue, 24 Nov 2009 13:22:15 -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/Nov/24/t1259094323ziikq7vlt5djrp7.htm/, Retrieved Sun, 03 Dec 2023 07:34:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59264, Retrieved Sun, 03 Dec 2023 07:34:31 +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

195

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]
-   PD          [(Partial) Autocorrelation Function] [ws8_2] [2009-11-24 20:22:15] [f0f26816ac6124f58333f11f6c174000] [Current]
-   P             [(Partial) Autocorrelation Function] [WS8_seizonaliteit1] [2009-11-25 17:44:58] [8b1aef4e7013bd33fbc2a5833375c5f5] 
-                   [(Partial) Autocorrelation Function] [] [2009-11-27 09:53:19] [08fc5c07292c885b941f0cb515ce13f3] 
-                   [(Partial) Autocorrelation Function] [review WS 8 autoc...] [2009-11-30 20:25:55] [12f02da0296cb21dc23d82ae014a8b71] 
-                   [(Partial) Autocorrelation Function] [] [2009-12-04 14:22:11] [08fc5c07292c885b941f0cb515ce13f3] 
-    D              [(Partial) Autocorrelation Function] [paper timeserie A...] [2010-12-06 19:55:19] [814f53995537cd15c528d8efbf1cf544] 
-    D              [(Partial) Autocorrelation Function] [paper timeserie A...] [2010-12-06 20:13:10] [814f53995537cd15c528d8efbf1cf544] 
- R  D                [(Partial) Autocorrelation Function] [] [2011-12-10 12:56:10] [74be16979710d4c4e7c6647856088456] 
-   PD                  [(Partial) Autocorrelation Function] [] [2011-12-10 14:47:02] [46896e8a404bb9354f2d070359621409] 
-    D              [(Partial) Autocorrelation Function] [paper timeserie A...] [2010-12-07 09:43:11] [814f53995537cd15c528d8efbf1cf544] 
-    D            [(Partial) Autocorrelation Function] [SHw WS8] [2009-11-25 19:05:23] [af2352cd9a951bedd08ebe247d0de1a2] 
-   PD            [(Partial) Autocorrelation Function] [SHw WS8] [2009-11-25 19:14:01] [af2352cd9a951bedd08ebe247d0de1a2] 
-   PD              [(Partial) Autocorrelation Function] [WS10] [2009-12-09 17:37:39] [af2352cd9a951bedd08ebe247d0de1a2] 
-                 [(Partial) Autocorrelation Function] [] [2009-11-27 09:51:49] [08fc5c07292c885b941f0cb515ce13f3] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=59264&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=59264&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59264&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	0.217974	3.255	0.000655
2	0.15427	2.3037	0.011079
3	-0.183082	-2.734	0.00338
4	-0.123895	-1.8502	0.032807
5	-0.020947	-0.3128	0.377363
6	0.007369	0.11	0.45624
7	-0.025383	-0.3791	0.352504
8	-0.165948	-2.4781	0.006975
9	-0.18068	-2.6981	0.003753
10	0.000867	0.0129	0.494843
11	0.069451	1.0371	0.150401
12	0.233345	3.4846	0.000297
13	0.081483	1.2168	0.112482
14	0.016901	0.2524	0.400487
15	-0.091955	-1.3732	0.085538
16	-0.050379	-0.7523	0.226324
17	0.079763	1.1911	0.117437
18	0.001595	0.0238	0.490509
19	0.002984	0.0446	0.482252
20	-0.140768	-2.1021	0.018333
21	-0.173335	-2.5884	0.005137
22	0.027272	0.4073	0.342104
23	0.101455	1.515	0.065589
24	0.327233	4.8866	1e-06
25	0.117061	1.7481	0.040912
26	0.066023	0.9859	0.162615
27	-0.08161	-1.2187	0.112125
28	-0.159758	-2.3857	0.008941
29	-0.02412	-0.3602	0.359522
30	-0.065371	-0.9762	0.165011
31	-0.047762	-0.7132	0.238223
32	-0.146587	-2.189	0.014817
33	-0.1538	-2.2967	0.011281
34	0.041597	0.6212	0.267557
35	0.063457	0.9476	0.172176
36	0.279449	4.1731	2.2e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.217974 & 3.255 & 0.000655 \tabularnewline
2 & 0.15427 & 2.3037 & 0.011079 \tabularnewline
3 & -0.183082 & -2.734 & 0.00338 \tabularnewline
4 & -0.123895 & -1.8502 & 0.032807 \tabularnewline
5 & -0.020947 & -0.3128 & 0.377363 \tabularnewline
6 & 0.007369 & 0.11 & 0.45624 \tabularnewline
7 & -0.025383 & -0.3791 & 0.352504 \tabularnewline
8 & -0.165948 & -2.4781 & 0.006975 \tabularnewline
9 & -0.18068 & -2.6981 & 0.003753 \tabularnewline
10 & 0.000867 & 0.0129 & 0.494843 \tabularnewline
11 & 0.069451 & 1.0371 & 0.150401 \tabularnewline
12 & 0.233345 & 3.4846 & 0.000297 \tabularnewline
13 & 0.081483 & 1.2168 & 0.112482 \tabularnewline
14 & 0.016901 & 0.2524 & 0.400487 \tabularnewline
15 & -0.091955 & -1.3732 & 0.085538 \tabularnewline
16 & -0.050379 & -0.7523 & 0.226324 \tabularnewline
17 & 0.079763 & 1.1911 & 0.117437 \tabularnewline
18 & 0.001595 & 0.0238 & 0.490509 \tabularnewline
19 & 0.002984 & 0.0446 & 0.482252 \tabularnewline
20 & -0.140768 & -2.1021 & 0.018333 \tabularnewline
21 & -0.173335 & -2.5884 & 0.005137 \tabularnewline
22 & 0.027272 & 0.4073 & 0.342104 \tabularnewline
23 & 0.101455 & 1.515 & 0.065589 \tabularnewline
24 & 0.327233 & 4.8866 & 1e-06 \tabularnewline
25 & 0.117061 & 1.7481 & 0.040912 \tabularnewline
26 & 0.066023 & 0.9859 & 0.162615 \tabularnewline
27 & -0.08161 & -1.2187 & 0.112125 \tabularnewline
28 & -0.159758 & -2.3857 & 0.008941 \tabularnewline
29 & -0.02412 & -0.3602 & 0.359522 \tabularnewline
30 & -0.065371 & -0.9762 & 0.165011 \tabularnewline
31 & -0.047762 & -0.7132 & 0.238223 \tabularnewline
32 & -0.146587 & -2.189 & 0.014817 \tabularnewline
33 & -0.1538 & -2.2967 & 0.011281 \tabularnewline
34 & 0.041597 & 0.6212 & 0.267557 \tabularnewline
35 & 0.063457 & 0.9476 & 0.172176 \tabularnewline
36 & 0.279449 & 4.1731 & 2.2e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59264&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]0.217974[/C][C]3.255[/C][C]0.000655[/C][/ROW]
[ROW][C]2[/C][C]0.15427[/C][C]2.3037[/C][C]0.011079[/C][/ROW]
[ROW][C]3[/C][C]-0.183082[/C][C]-2.734[/C][C]0.00338[/C][/ROW]
[ROW][C]4[/C][C]-0.123895[/C][C]-1.8502[/C][C]0.032807[/C][/ROW]
[ROW][C]5[/C][C]-0.020947[/C][C]-0.3128[/C][C]0.377363[/C][/ROW]
[ROW][C]6[/C][C]0.007369[/C][C]0.11[/C][C]0.45624[/C][/ROW]
[ROW][C]7[/C][C]-0.025383[/C][C]-0.3791[/C][C]0.352504[/C][/ROW]
[ROW][C]8[/C][C]-0.165948[/C][C]-2.4781[/C][C]0.006975[/C][/ROW]
[ROW][C]9[/C][C]-0.18068[/C][C]-2.6981[/C][C]0.003753[/C][/ROW]
[ROW][C]10[/C][C]0.000867[/C][C]0.0129[/C][C]0.494843[/C][/ROW]
[ROW][C]11[/C][C]0.069451[/C][C]1.0371[/C][C]0.150401[/C][/ROW]
[ROW][C]12[/C][C]0.233345[/C][C]3.4846[/C][C]0.000297[/C][/ROW]
[ROW][C]13[/C][C]0.081483[/C][C]1.2168[/C][C]0.112482[/C][/ROW]
[ROW][C]14[/C][C]0.016901[/C][C]0.2524[/C][C]0.400487[/C][/ROW]
[ROW][C]15[/C][C]-0.091955[/C][C]-1.3732[/C][C]0.085538[/C][/ROW]
[ROW][C]16[/C][C]-0.050379[/C][C]-0.7523[/C][C]0.226324[/C][/ROW]
[ROW][C]17[/C][C]0.079763[/C][C]1.1911[/C][C]0.117437[/C][/ROW]
[ROW][C]18[/C][C]0.001595[/C][C]0.0238[/C][C]0.490509[/C][/ROW]
[ROW][C]19[/C][C]0.002984[/C][C]0.0446[/C][C]0.482252[/C][/ROW]
[ROW][C]20[/C][C]-0.140768[/C][C]-2.1021[/C][C]0.018333[/C][/ROW]
[ROW][C]21[/C][C]-0.173335[/C][C]-2.5884[/C][C]0.005137[/C][/ROW]
[ROW][C]22[/C][C]0.027272[/C][C]0.4073[/C][C]0.342104[/C][/ROW]
[ROW][C]23[/C][C]0.101455[/C][C]1.515[/C][C]0.065589[/C][/ROW]
[ROW][C]24[/C][C]0.327233[/C][C]4.8866[/C][C]1e-06[/C][/ROW]
[ROW][C]25[/C][C]0.117061[/C][C]1.7481[/C][C]0.040912[/C][/ROW]
[ROW][C]26[/C][C]0.066023[/C][C]0.9859[/C][C]0.162615[/C][/ROW]
[ROW][C]27[/C][C]-0.08161[/C][C]-1.2187[/C][C]0.112125[/C][/ROW]
[ROW][C]28[/C][C]-0.159758[/C][C]-2.3857[/C][C]0.008941[/C][/ROW]
[ROW][C]29[/C][C]-0.02412[/C][C]-0.3602[/C][C]0.359522[/C][/ROW]
[ROW][C]30[/C][C]-0.065371[/C][C]-0.9762[/C][C]0.165011[/C][/ROW]
[ROW][C]31[/C][C]-0.047762[/C][C]-0.7132[/C][C]0.238223[/C][/ROW]
[ROW][C]32[/C][C]-0.146587[/C][C]-2.189[/C][C]0.014817[/C][/ROW]
[ROW][C]33[/C][C]-0.1538[/C][C]-2.2967[/C][C]0.011281[/C][/ROW]
[ROW][C]34[/C][C]0.041597[/C][C]0.6212[/C][C]0.267557[/C][/ROW]
[ROW][C]35[/C][C]0.063457[/C][C]0.9476[/C][C]0.172176[/C][/ROW]
[ROW][C]36[/C][C]0.279449[/C][C]4.1731[/C][C]2.2e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59264&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59264&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	0.217974	3.255	0.000655
2	0.15427	2.3037	0.011079
3	-0.183082	-2.734	0.00338
4	-0.123895	-1.8502	0.032807
5	-0.020947	-0.3128	0.377363
6	0.007369	0.11	0.45624
7	-0.025383	-0.3791	0.352504
8	-0.165948	-2.4781	0.006975
9	-0.18068	-2.6981	0.003753
10	0.000867	0.0129	0.494843
11	0.069451	1.0371	0.150401
12	0.233345	3.4846	0.000297
13	0.081483	1.2168	0.112482
14	0.016901	0.2524	0.400487
15	-0.091955	-1.3732	0.085538
16	-0.050379	-0.7523	0.226324
17	0.079763	1.1911	0.117437
18	0.001595	0.0238	0.490509
19	0.002984	0.0446	0.482252
20	-0.140768	-2.1021	0.018333
21	-0.173335	-2.5884	0.005137
22	0.027272	0.4073	0.342104
23	0.101455	1.515	0.065589
24	0.327233	4.8866	1e-06
25	0.117061	1.7481	0.040912
26	0.066023	0.9859	0.162615
27	-0.08161	-1.2187	0.112125
28	-0.159758	-2.3857	0.008941
29	-0.02412	-0.3602	0.359522
30	-0.065371	-0.9762	0.165011
31	-0.047762	-0.7132	0.238223
32	-0.146587	-2.189	0.014817
33	-0.1538	-2.2967	0.011281
34	0.041597	0.6212	0.267557
35	0.063457	0.9476	0.172176
36	0.279449	4.1731	2.2e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.217974	3.255	0.000655
2	0.112082	1.6737	0.047791
3	-0.252382	-3.7689	0.000105
4	-0.060295	-0.9004	0.184442
5	0.097908	1.4621	0.072564
6	-0.022872	-0.3415	0.366506
7	-0.092275	-1.378	0.084799
8	-0.159591	-2.3832	0.009001
9	-0.100792	-1.5052	0.06685
10	0.119293	1.7814	0.038103
11	0.032475	0.485	0.31409
12	0.113727	1.6983	0.045422
13	-0.010188	-0.1521	0.43961
14	-0.027149	-0.4054	0.34278
15	-0.032105	-0.4794	0.316052
16	-0.008863	-0.1324	0.44741
17	0.086926	1.2981	0.097801
18	-0.063495	-0.9482	0.172032
19	-0.017824	-0.2662	0.395177
20	-0.049429	-0.7381	0.230604
21	-0.094801	-1.4157	0.079132
22	0.116426	1.7386	0.041742
23	0.07045	1.052	0.146959
24	0.197605	2.9509	0.001754
25	0.009184	0.1372	0.445518
26	0.006181	0.0923	0.463273
27	-0.01057	-0.1579	0.437359
28	-0.152927	-2.2837	0.011666
29	-0.016252	-0.2427	0.404234
30	-0.03292	-0.4916	0.311744
31	-0.035839	-0.5352	0.296527
32	-0.030615	-0.4572	0.323994
33	-0.039199	-0.5854	0.279448
34	0.100985	1.508	0.066481
35	-0.001947	-0.0291	0.488416
36	0.102317	1.5279	0.063974

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.217974 & 3.255 & 0.000655 \tabularnewline
2 & 0.112082 & 1.6737 & 0.047791 \tabularnewline
3 & -0.252382 & -3.7689 & 0.000105 \tabularnewline
4 & -0.060295 & -0.9004 & 0.184442 \tabularnewline
5 & 0.097908 & 1.4621 & 0.072564 \tabularnewline
6 & -0.022872 & -0.3415 & 0.366506 \tabularnewline
7 & -0.092275 & -1.378 & 0.084799 \tabularnewline
8 & -0.159591 & -2.3832 & 0.009001 \tabularnewline
9 & -0.100792 & -1.5052 & 0.06685 \tabularnewline
10 & 0.119293 & 1.7814 & 0.038103 \tabularnewline
11 & 0.032475 & 0.485 & 0.31409 \tabularnewline
12 & 0.113727 & 1.6983 & 0.045422 \tabularnewline
13 & -0.010188 & -0.1521 & 0.43961 \tabularnewline
14 & -0.027149 & -0.4054 & 0.34278 \tabularnewline
15 & -0.032105 & -0.4794 & 0.316052 \tabularnewline
16 & -0.008863 & -0.1324 & 0.44741 \tabularnewline
17 & 0.086926 & 1.2981 & 0.097801 \tabularnewline
18 & -0.063495 & -0.9482 & 0.172032 \tabularnewline
19 & -0.017824 & -0.2662 & 0.395177 \tabularnewline
20 & -0.049429 & -0.7381 & 0.230604 \tabularnewline
21 & -0.094801 & -1.4157 & 0.079132 \tabularnewline
22 & 0.116426 & 1.7386 & 0.041742 \tabularnewline
23 & 0.07045 & 1.052 & 0.146959 \tabularnewline
24 & 0.197605 & 2.9509 & 0.001754 \tabularnewline
25 & 0.009184 & 0.1372 & 0.445518 \tabularnewline
26 & 0.006181 & 0.0923 & 0.463273 \tabularnewline
27 & -0.01057 & -0.1579 & 0.437359 \tabularnewline
28 & -0.152927 & -2.2837 & 0.011666 \tabularnewline
29 & -0.016252 & -0.2427 & 0.404234 \tabularnewline
30 & -0.03292 & -0.4916 & 0.311744 \tabularnewline
31 & -0.035839 & -0.5352 & 0.296527 \tabularnewline
32 & -0.030615 & -0.4572 & 0.323994 \tabularnewline
33 & -0.039199 & -0.5854 & 0.279448 \tabularnewline
34 & 0.100985 & 1.508 & 0.066481 \tabularnewline
35 & -0.001947 & -0.0291 & 0.488416 \tabularnewline
36 & 0.102317 & 1.5279 & 0.063974 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59264&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]0.217974[/C][C]3.255[/C][C]0.000655[/C][/ROW]
[ROW][C]2[/C][C]0.112082[/C][C]1.6737[/C][C]0.047791[/C][/ROW]
[ROW][C]3[/C][C]-0.252382[/C][C]-3.7689[/C][C]0.000105[/C][/ROW]
[ROW][C]4[/C][C]-0.060295[/C][C]-0.9004[/C][C]0.184442[/C][/ROW]
[ROW][C]5[/C][C]0.097908[/C][C]1.4621[/C][C]0.072564[/C][/ROW]
[ROW][C]6[/C][C]-0.022872[/C][C]-0.3415[/C][C]0.366506[/C][/ROW]
[ROW][C]7[/C][C]-0.092275[/C][C]-1.378[/C][C]0.084799[/C][/ROW]
[ROW][C]8[/C][C]-0.159591[/C][C]-2.3832[/C][C]0.009001[/C][/ROW]
[ROW][C]9[/C][C]-0.100792[/C][C]-1.5052[/C][C]0.06685[/C][/ROW]
[ROW][C]10[/C][C]0.119293[/C][C]1.7814[/C][C]0.038103[/C][/ROW]
[ROW][C]11[/C][C]0.032475[/C][C]0.485[/C][C]0.31409[/C][/ROW]
[ROW][C]12[/C][C]0.113727[/C][C]1.6983[/C][C]0.045422[/C][/ROW]
[ROW][C]13[/C][C]-0.010188[/C][C]-0.1521[/C][C]0.43961[/C][/ROW]
[ROW][C]14[/C][C]-0.027149[/C][C]-0.4054[/C][C]0.34278[/C][/ROW]
[ROW][C]15[/C][C]-0.032105[/C][C]-0.4794[/C][C]0.316052[/C][/ROW]
[ROW][C]16[/C][C]-0.008863[/C][C]-0.1324[/C][C]0.44741[/C][/ROW]
[ROW][C]17[/C][C]0.086926[/C][C]1.2981[/C][C]0.097801[/C][/ROW]
[ROW][C]18[/C][C]-0.063495[/C][C]-0.9482[/C][C]0.172032[/C][/ROW]
[ROW][C]19[/C][C]-0.017824[/C][C]-0.2662[/C][C]0.395177[/C][/ROW]
[ROW][C]20[/C][C]-0.049429[/C][C]-0.7381[/C][C]0.230604[/C][/ROW]
[ROW][C]21[/C][C]-0.094801[/C][C]-1.4157[/C][C]0.079132[/C][/ROW]
[ROW][C]22[/C][C]0.116426[/C][C]1.7386[/C][C]0.041742[/C][/ROW]
[ROW][C]23[/C][C]0.07045[/C][C]1.052[/C][C]0.146959[/C][/ROW]
[ROW][C]24[/C][C]0.197605[/C][C]2.9509[/C][C]0.001754[/C][/ROW]
[ROW][C]25[/C][C]0.009184[/C][C]0.1372[/C][C]0.445518[/C][/ROW]
[ROW][C]26[/C][C]0.006181[/C][C]0.0923[/C][C]0.463273[/C][/ROW]
[ROW][C]27[/C][C]-0.01057[/C][C]-0.1579[/C][C]0.437359[/C][/ROW]
[ROW][C]28[/C][C]-0.152927[/C][C]-2.2837[/C][C]0.011666[/C][/ROW]
[ROW][C]29[/C][C]-0.016252[/C][C]-0.2427[/C][C]0.404234[/C][/ROW]
[ROW][C]30[/C][C]-0.03292[/C][C]-0.4916[/C][C]0.311744[/C][/ROW]
[ROW][C]31[/C][C]-0.035839[/C][C]-0.5352[/C][C]0.296527[/C][/ROW]
[ROW][C]32[/C][C]-0.030615[/C][C]-0.4572[/C][C]0.323994[/C][/ROW]
[ROW][C]33[/C][C]-0.039199[/C][C]-0.5854[/C][C]0.279448[/C][/ROW]
[ROW][C]34[/C][C]0.100985[/C][C]1.508[/C][C]0.066481[/C][/ROW]
[ROW][C]35[/C][C]-0.001947[/C][C]-0.0291[/C][C]0.488416[/C][/ROW]
[ROW][C]36[/C][C]0.102317[/C][C]1.5279[/C][C]0.063974[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59264&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59264&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	0.217974	3.255	0.000655
2	0.112082	1.6737	0.047791
3	-0.252382	-3.7689	0.000105
4	-0.060295	-0.9004	0.184442
5	0.097908	1.4621	0.072564
6	-0.022872	-0.3415	0.366506
7	-0.092275	-1.378	0.084799
8	-0.159591	-2.3832	0.009001
9	-0.100792	-1.5052	0.06685
10	0.119293	1.7814	0.038103
11	0.032475	0.485	0.31409
12	0.113727	1.6983	0.045422
13	-0.010188	-0.1521	0.43961
14	-0.027149	-0.4054	0.34278
15	-0.032105	-0.4794	0.316052
16	-0.008863	-0.1324	0.44741
17	0.086926	1.2981	0.097801
18	-0.063495	-0.9482	0.172032
19	-0.017824	-0.2662	0.395177
20	-0.049429	-0.7381	0.230604
21	-0.094801	-1.4157	0.079132
22	0.116426	1.7386	0.041742
23	0.07045	1.052	0.146959
24	0.197605	2.9509	0.001754
25	0.009184	0.1372	0.445518
26	0.006181	0.0923	0.463273
27	-0.01057	-0.1579	0.437359
28	-0.152927	-2.2837	0.011666
29	-0.016252	-0.2427	0.404234
30	-0.03292	-0.4916	0.311744
31	-0.035839	-0.5352	0.296527
32	-0.030615	-0.4572	0.323994
33	-0.039199	-0.5854	0.279448
34	0.100985	1.508	0.066481
35	-0.001947	-0.0291	0.488416
36	0.102317	1.5279	0.063974

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