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

Wed, 25 Nov 2009 09:38:11 -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/25/t1259167151b98xf9o0q0dcorl.htm/, Retrieved Tue, 07 May 2024 15:17:56 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59452, Retrieved Tue, 07 May 2024 15:17:56 +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

ws8l2

Estimated Impact

136

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]
F    D          [(Partial) Autocorrelation Function] [] [2009-11-25 16:38:11] [42ed2e0ab6f351a3dce7cf3f388e378d] [Current]
-    D            [(Partial) Autocorrelation Function] [] [2009-12-11 10:53:34] [cf890101a20378422561610e0d41fd9c] 
- R  D              [(Partial) Autocorrelation Function] [] [2010-12-21 11:55:11] [4f85667043e8913570b3eb8f368f82b2] 
- R  D              [(Partial) Autocorrelation Function] [] [2010-12-21 19:21:04] [4f85667043e8913570b3eb8f368f82b2] 
- R  D              [(Partial) Autocorrelation Function] [] [2010-12-22 09:52:21] [4f85667043e8913570b3eb8f368f82b2] 

Feedback Forum

2009-11-30 18:00:46 [Joris Mols] [reply] 
d=1:  
http://www.freestatistics.org/blog/index.php?v=date/2009/Nov/29/t12594968945sdselzbhuj9ked.htm/ 
2009-12-04 13:26:20 [Angelo Stuer] [reply] 
Let op dat je de juiste berekeningen maakt. Wanneer er een lange termijn trend aanwezig is, moet je niet-seizoenaal differentieren (d aanpassen) in plaats van seizoenaal.

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

6,3
6,1
6,1
6,3
6,3
6
6,2
6,4
6,8
7,5
7,5
7,6
7,6
7,4
7,3
7,1
6,9
6,8
7,5
7,6
7,8
8
8,1
8,2
8,3
8,2
8
7,9
7,6
7,6
8,3
8,4
8,4
8,4
8,4
8,6
8,9
8,8
8,3
7,5
7,2
7,4
8,8
9,3
9,3
8,7
8,2
8,3
8,5
8,6
8,5
8,2
8,1
7,9
8,6
8,7
8,7
8,5
8,4
8,5
8,7
8,7
8,6
8,5
8,3
8
8,2
8,1
8,1
8
7,9
7,9
8
8
7,9
8
7,7
7,2
7,5
7,3
7
7
7
7,2
7,3
7,1
6,8
6,4
6,1
6,5
7,7
7,9
7,5
6,9
6,6
6,9
7,7

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=59452&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=59452&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59452&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	0.889289	8.7585	0
2	0.707179	6.9649	0
3	0.562222	5.5372	0
4	0.511472	5.0374	1e-06
5	0.532102	5.2406	0
6	0.538358	5.3022	0
7	0.485776	4.7843	3e-06
8	0.407374	4.0122	5.9e-05
9	0.36096	3.555	0.000293
10	0.366885	3.6134	0.000241
11	0.397856	3.9184	8.3e-05
12	0.413266	4.0702	4.8e-05
13	0.344902	3.3969	0.000495
14	0.253362	2.4953	0.007136
15	0.172623	1.7001	0.046155
16	0.115492	1.1375	0.129072
17	0.081142	0.7992	0.213076
18	0.044729	0.4405	0.330266
19	0.000445	0.0044	0.498258
20	-0.039457	-0.3886	0.349208
21	-0.055335	-0.545	0.293506
22	-0.052751	-0.5195	0.302285
23	-0.041051	-0.4043	0.34344
24	-0.038208	-0.3763	0.353755
25	-0.086368	-0.8506	0.198535
26	-0.139096	-1.3699	0.086935
27	-0.183297	-1.8053	0.037068
28	-0.210923	-2.0774	0.020206
29	-0.230521	-2.2704	0.012699
30	-0.249456	-2.4569	0.007896
31	-0.262055	-2.5809	0.005675
32	-0.269562	-2.6549	0.004637
33	-0.261682	-2.5773	0.005732
34	-0.25023	-2.4645	0.00774
35	-0.242212	-2.3855	0.009499
36	-0.239691	-2.3607	0.010121

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.889289 & 8.7585 & 0 \tabularnewline
2 & 0.707179 & 6.9649 & 0 \tabularnewline
3 & 0.562222 & 5.5372 & 0 \tabularnewline
4 & 0.511472 & 5.0374 & 1e-06 \tabularnewline
5 & 0.532102 & 5.2406 & 0 \tabularnewline
6 & 0.538358 & 5.3022 & 0 \tabularnewline
7 & 0.485776 & 4.7843 & 3e-06 \tabularnewline
8 & 0.407374 & 4.0122 & 5.9e-05 \tabularnewline
9 & 0.36096 & 3.555 & 0.000293 \tabularnewline
10 & 0.366885 & 3.6134 & 0.000241 \tabularnewline
11 & 0.397856 & 3.9184 & 8.3e-05 \tabularnewline
12 & 0.413266 & 4.0702 & 4.8e-05 \tabularnewline
13 & 0.344902 & 3.3969 & 0.000495 \tabularnewline
14 & 0.253362 & 2.4953 & 0.007136 \tabularnewline
15 & 0.172623 & 1.7001 & 0.046155 \tabularnewline
16 & 0.115492 & 1.1375 & 0.129072 \tabularnewline
17 & 0.081142 & 0.7992 & 0.213076 \tabularnewline
18 & 0.044729 & 0.4405 & 0.330266 \tabularnewline
19 & 0.000445 & 0.0044 & 0.498258 \tabularnewline
20 & -0.039457 & -0.3886 & 0.349208 \tabularnewline
21 & -0.055335 & -0.545 & 0.293506 \tabularnewline
22 & -0.052751 & -0.5195 & 0.302285 \tabularnewline
23 & -0.041051 & -0.4043 & 0.34344 \tabularnewline
24 & -0.038208 & -0.3763 & 0.353755 \tabularnewline
25 & -0.086368 & -0.8506 & 0.198535 \tabularnewline
26 & -0.139096 & -1.3699 & 0.086935 \tabularnewline
27 & -0.183297 & -1.8053 & 0.037068 \tabularnewline
28 & -0.210923 & -2.0774 & 0.020206 \tabularnewline
29 & -0.230521 & -2.2704 & 0.012699 \tabularnewline
30 & -0.249456 & -2.4569 & 0.007896 \tabularnewline
31 & -0.262055 & -2.5809 & 0.005675 \tabularnewline
32 & -0.269562 & -2.6549 & 0.004637 \tabularnewline
33 & -0.261682 & -2.5773 & 0.005732 \tabularnewline
34 & -0.25023 & -2.4645 & 0.00774 \tabularnewline
35 & -0.242212 & -2.3855 & 0.009499 \tabularnewline
36 & -0.239691 & -2.3607 & 0.010121 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59452&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]0.889289[/C][C]8.7585[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.707179[/C][C]6.9649[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.562222[/C][C]5.5372[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.511472[/C][C]5.0374[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.532102[/C][C]5.2406[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.538358[/C][C]5.3022[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.485776[/C][C]4.7843[/C][C]3e-06[/C][/ROW]
[ROW][C]8[/C][C]0.407374[/C][C]4.0122[/C][C]5.9e-05[/C][/ROW]
[ROW][C]9[/C][C]0.36096[/C][C]3.555[/C][C]0.000293[/C][/ROW]
[ROW][C]10[/C][C]0.366885[/C][C]3.6134[/C][C]0.000241[/C][/ROW]
[ROW][C]11[/C][C]0.397856[/C][C]3.9184[/C][C]8.3e-05[/C][/ROW]
[ROW][C]12[/C][C]0.413266[/C][C]4.0702[/C][C]4.8e-05[/C][/ROW]
[ROW][C]13[/C][C]0.344902[/C][C]3.3969[/C][C]0.000495[/C][/ROW]
[ROW][C]14[/C][C]0.253362[/C][C]2.4953[/C][C]0.007136[/C][/ROW]
[ROW][C]15[/C][C]0.172623[/C][C]1.7001[/C][C]0.046155[/C][/ROW]
[ROW][C]16[/C][C]0.115492[/C][C]1.1375[/C][C]0.129072[/C][/ROW]
[ROW][C]17[/C][C]0.081142[/C][C]0.7992[/C][C]0.213076[/C][/ROW]
[ROW][C]18[/C][C]0.044729[/C][C]0.4405[/C][C]0.330266[/C][/ROW]
[ROW][C]19[/C][C]0.000445[/C][C]0.0044[/C][C]0.498258[/C][/ROW]
[ROW][C]20[/C][C]-0.039457[/C][C]-0.3886[/C][C]0.349208[/C][/ROW]
[ROW][C]21[/C][C]-0.055335[/C][C]-0.545[/C][C]0.293506[/C][/ROW]
[ROW][C]22[/C][C]-0.052751[/C][C]-0.5195[/C][C]0.302285[/C][/ROW]
[ROW][C]23[/C][C]-0.041051[/C][C]-0.4043[/C][C]0.34344[/C][/ROW]
[ROW][C]24[/C][C]-0.038208[/C][C]-0.3763[/C][C]0.353755[/C][/ROW]
[ROW][C]25[/C][C]-0.086368[/C][C]-0.8506[/C][C]0.198535[/C][/ROW]
[ROW][C]26[/C][C]-0.139096[/C][C]-1.3699[/C][C]0.086935[/C][/ROW]
[ROW][C]27[/C][C]-0.183297[/C][C]-1.8053[/C][C]0.037068[/C][/ROW]
[ROW][C]28[/C][C]-0.210923[/C][C]-2.0774[/C][C]0.020206[/C][/ROW]
[ROW][C]29[/C][C]-0.230521[/C][C]-2.2704[/C][C]0.012699[/C][/ROW]
[ROW][C]30[/C][C]-0.249456[/C][C]-2.4569[/C][C]0.007896[/C][/ROW]
[ROW][C]31[/C][C]-0.262055[/C][C]-2.5809[/C][C]0.005675[/C][/ROW]
[ROW][C]32[/C][C]-0.269562[/C][C]-2.6549[/C][C]0.004637[/C][/ROW]
[ROW][C]33[/C][C]-0.261682[/C][C]-2.5773[/C][C]0.005732[/C][/ROW]
[ROW][C]34[/C][C]-0.25023[/C][C]-2.4645[/C][C]0.00774[/C][/ROW]
[ROW][C]35[/C][C]-0.242212[/C][C]-2.3855[/C][C]0.009499[/C][/ROW]
[ROW][C]36[/C][C]-0.239691[/C][C]-2.3607[/C][C]0.010121[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59452&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59452&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	0.889289	8.7585	0
2	0.707179	6.9649	0
3	0.562222	5.5372	0
4	0.511472	5.0374	1e-06
5	0.532102	5.2406	0
6	0.538358	5.3022	0
7	0.485776	4.7843	3e-06
8	0.407374	4.0122	5.9e-05
9	0.36096	3.555	0.000293
10	0.366885	3.6134	0.000241
11	0.397856	3.9184	8.3e-05
12	0.413266	4.0702	4.8e-05
13	0.344902	3.3969	0.000495
14	0.253362	2.4953	0.007136
15	0.172623	1.7001	0.046155
16	0.115492	1.1375	0.129072
17	0.081142	0.7992	0.213076
18	0.044729	0.4405	0.330266
19	0.000445	0.0044	0.498258
20	-0.039457	-0.3886	0.349208
21	-0.055335	-0.545	0.293506
22	-0.052751	-0.5195	0.302285
23	-0.041051	-0.4043	0.34344
24	-0.038208	-0.3763	0.353755
25	-0.086368	-0.8506	0.198535
26	-0.139096	-1.3699	0.086935
27	-0.183297	-1.8053	0.037068
28	-0.210923	-2.0774	0.020206
29	-0.230521	-2.2704	0.012699
30	-0.249456	-2.4569	0.007896
31	-0.262055	-2.5809	0.005675
32	-0.269562	-2.6549	0.004637
33	-0.261682	-2.5773	0.005732
34	-0.25023	-2.4645	0.00774
35	-0.242212	-2.3855	0.009499
36	-0.239691	-2.3607	0.010121

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.889289	8.7585	0
2	-0.39995	-3.9391	7.7e-05
3	0.213333	2.1011	0.019113
4	0.265335	2.6132	0.005198
5	0.11763	1.1585	0.124748
6	-0.137899	-1.3581	0.088784
7	-0.073759	-0.7264	0.234658
8	0.097741	0.9626	0.169061
9	0.117735	1.1596	0.124537
10	0.025405	0.2502	0.401477
11	0.001349	0.0133	0.494713
12	0.041394	0.4077	0.342203
13	-0.309007	-3.0434	0.001505
14	0.151421	1.4913	0.069561
15	-0.136397	-1.3434	0.091145
16	-0.154848	-1.5251	0.065247
17	-0.057529	-0.5666	0.286151
18	-0.001323	-0.013	0.494817
19	0.006163	0.0607	0.475861
20	-0.046074	-0.4538	0.325502
21	0.050079	0.4932	0.311487
22	-0.011698	-0.1152	0.454258
23	0.059208	0.5831	0.280579
24	-0.064131	-0.6316	0.264561
25	-0.133681	-1.3166	0.095537
26	0.083016	0.8176	0.207792
27	-0.072805	-0.7171	0.237533
28	-0.011607	-0.1143	0.454612
29	-0.10287	-1.0131	0.156755
30	0.077792	0.7662	0.22272
31	0.036984	0.3643	0.358232
32	-0.068713	-0.6767	0.250091
33	0.017195	0.1693	0.432937
34	-0.019556	-0.1926	0.423834
35	-0.014137	-0.1392	0.444778
36	-0.061811	-0.6088	0.272052

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.889289 & 8.7585 & 0 \tabularnewline
2 & -0.39995 & -3.9391 & 7.7e-05 \tabularnewline
3 & 0.213333 & 2.1011 & 0.019113 \tabularnewline
4 & 0.265335 & 2.6132 & 0.005198 \tabularnewline
5 & 0.11763 & 1.1585 & 0.124748 \tabularnewline
6 & -0.137899 & -1.3581 & 0.088784 \tabularnewline
7 & -0.073759 & -0.7264 & 0.234658 \tabularnewline
8 & 0.097741 & 0.9626 & 0.169061 \tabularnewline
9 & 0.117735 & 1.1596 & 0.124537 \tabularnewline
10 & 0.025405 & 0.2502 & 0.401477 \tabularnewline
11 & 0.001349 & 0.0133 & 0.494713 \tabularnewline
12 & 0.041394 & 0.4077 & 0.342203 \tabularnewline
13 & -0.309007 & -3.0434 & 0.001505 \tabularnewline
14 & 0.151421 & 1.4913 & 0.069561 \tabularnewline
15 & -0.136397 & -1.3434 & 0.091145 \tabularnewline
16 & -0.154848 & -1.5251 & 0.065247 \tabularnewline
17 & -0.057529 & -0.5666 & 0.286151 \tabularnewline
18 & -0.001323 & -0.013 & 0.494817 \tabularnewline
19 & 0.006163 & 0.0607 & 0.475861 \tabularnewline
20 & -0.046074 & -0.4538 & 0.325502 \tabularnewline
21 & 0.050079 & 0.4932 & 0.311487 \tabularnewline
22 & -0.011698 & -0.1152 & 0.454258 \tabularnewline
23 & 0.059208 & 0.5831 & 0.280579 \tabularnewline
24 & -0.064131 & -0.6316 & 0.264561 \tabularnewline
25 & -0.133681 & -1.3166 & 0.095537 \tabularnewline
26 & 0.083016 & 0.8176 & 0.207792 \tabularnewline
27 & -0.072805 & -0.7171 & 0.237533 \tabularnewline
28 & -0.011607 & -0.1143 & 0.454612 \tabularnewline
29 & -0.10287 & -1.0131 & 0.156755 \tabularnewline
30 & 0.077792 & 0.7662 & 0.22272 \tabularnewline
31 & 0.036984 & 0.3643 & 0.358232 \tabularnewline
32 & -0.068713 & -0.6767 & 0.250091 \tabularnewline
33 & 0.017195 & 0.1693 & 0.432937 \tabularnewline
34 & -0.019556 & -0.1926 & 0.423834 \tabularnewline
35 & -0.014137 & -0.1392 & 0.444778 \tabularnewline
36 & -0.061811 & -0.6088 & 0.272052 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59452&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]0.889289[/C][C]8.7585[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.39995[/C][C]-3.9391[/C][C]7.7e-05[/C][/ROW]
[ROW][C]3[/C][C]0.213333[/C][C]2.1011[/C][C]0.019113[/C][/ROW]
[ROW][C]4[/C][C]0.265335[/C][C]2.6132[/C][C]0.005198[/C][/ROW]
[ROW][C]5[/C][C]0.11763[/C][C]1.1585[/C][C]0.124748[/C][/ROW]
[ROW][C]6[/C][C]-0.137899[/C][C]-1.3581[/C][C]0.088784[/C][/ROW]
[ROW][C]7[/C][C]-0.073759[/C][C]-0.7264[/C][C]0.234658[/C][/ROW]
[ROW][C]8[/C][C]0.097741[/C][C]0.9626[/C][C]0.169061[/C][/ROW]
[ROW][C]9[/C][C]0.117735[/C][C]1.1596[/C][C]0.124537[/C][/ROW]
[ROW][C]10[/C][C]0.025405[/C][C]0.2502[/C][C]0.401477[/C][/ROW]
[ROW][C]11[/C][C]0.001349[/C][C]0.0133[/C][C]0.494713[/C][/ROW]
[ROW][C]12[/C][C]0.041394[/C][C]0.4077[/C][C]0.342203[/C][/ROW]
[ROW][C]13[/C][C]-0.309007[/C][C]-3.0434[/C][C]0.001505[/C][/ROW]
[ROW][C]14[/C][C]0.151421[/C][C]1.4913[/C][C]0.069561[/C][/ROW]
[ROW][C]15[/C][C]-0.136397[/C][C]-1.3434[/C][C]0.091145[/C][/ROW]
[ROW][C]16[/C][C]-0.154848[/C][C]-1.5251[/C][C]0.065247[/C][/ROW]
[ROW][C]17[/C][C]-0.057529[/C][C]-0.5666[/C][C]0.286151[/C][/ROW]
[ROW][C]18[/C][C]-0.001323[/C][C]-0.013[/C][C]0.494817[/C][/ROW]
[ROW][C]19[/C][C]0.006163[/C][C]0.0607[/C][C]0.475861[/C][/ROW]
[ROW][C]20[/C][C]-0.046074[/C][C]-0.4538[/C][C]0.325502[/C][/ROW]
[ROW][C]21[/C][C]0.050079[/C][C]0.4932[/C][C]0.311487[/C][/ROW]
[ROW][C]22[/C][C]-0.011698[/C][C]-0.1152[/C][C]0.454258[/C][/ROW]
[ROW][C]23[/C][C]0.059208[/C][C]0.5831[/C][C]0.280579[/C][/ROW]
[ROW][C]24[/C][C]-0.064131[/C][C]-0.6316[/C][C]0.264561[/C][/ROW]
[ROW][C]25[/C][C]-0.133681[/C][C]-1.3166[/C][C]0.095537[/C][/ROW]
[ROW][C]26[/C][C]0.083016[/C][C]0.8176[/C][C]0.207792[/C][/ROW]
[ROW][C]27[/C][C]-0.072805[/C][C]-0.7171[/C][C]0.237533[/C][/ROW]
[ROW][C]28[/C][C]-0.011607[/C][C]-0.1143[/C][C]0.454612[/C][/ROW]
[ROW][C]29[/C][C]-0.10287[/C][C]-1.0131[/C][C]0.156755[/C][/ROW]
[ROW][C]30[/C][C]0.077792[/C][C]0.7662[/C][C]0.22272[/C][/ROW]
[ROW][C]31[/C][C]0.036984[/C][C]0.3643[/C][C]0.358232[/C][/ROW]
[ROW][C]32[/C][C]-0.068713[/C][C]-0.6767[/C][C]0.250091[/C][/ROW]
[ROW][C]33[/C][C]0.017195[/C][C]0.1693[/C][C]0.432937[/C][/ROW]
[ROW][C]34[/C][C]-0.019556[/C][C]-0.1926[/C][C]0.423834[/C][/ROW]
[ROW][C]35[/C][C]-0.014137[/C][C]-0.1392[/C][C]0.444778[/C][/ROW]
[ROW][C]36[/C][C]-0.061811[/C][C]-0.6088[/C][C]0.272052[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59452&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59452&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	0.889289	8.7585	0
2	-0.39995	-3.9391	7.7e-05
3	0.213333	2.1011	0.019113
4	0.265335	2.6132	0.005198
5	0.11763	1.1585	0.124748
6	-0.137899	-1.3581	0.088784
7	-0.073759	-0.7264	0.234658
8	0.097741	0.9626	0.169061
9	0.117735	1.1596	0.124537
10	0.025405	0.2502	0.401477
11	0.001349	0.0133	0.494713
12	0.041394	0.4077	0.342203
13	-0.309007	-3.0434	0.001505
14	0.151421	1.4913	0.069561
15	-0.136397	-1.3434	0.091145
16	-0.154848	-1.5251	0.065247
17	-0.057529	-0.5666	0.286151
18	-0.001323	-0.013	0.494817
19	0.006163	0.0607	0.475861
20	-0.046074	-0.4538	0.325502
21	0.050079	0.4932	0.311487
22	-0.011698	-0.1152	0.454258
23	0.059208	0.5831	0.280579
24	-0.064131	-0.6316	0.264561
25	-0.133681	-1.3166	0.095537
26	0.083016	0.8176	0.207792
27	-0.072805	-0.7171	0.237533
28	-0.011607	-0.1143	0.454612
29	-0.10287	-1.0131	0.156755
30	0.077792	0.7662	0.22272
31	0.036984	0.3643	0.358232
32	-0.068713	-0.6767	0.250091
33	0.017195	0.1693	0.432937
34	-0.019556	-0.1926	0.423834
35	-0.014137	-0.1392	0.444778
36	-0.061811	-0.6088	0.272052

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