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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 10:25:52 -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/t1259170043nd4b2hzkyevxc28.htm/, Retrieved Tue, 07 May 2024 15:58:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59498, Retrieved Tue, 07 May 2024 15:58:32 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

ws8 ACF Y[t] (d=1,D=1,Lambda=1)

Estimated Impact

131

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] [] [2009-11-25 17:18:51] [90f6d58d515a4caed6fb4b8be4e11eaa]
-   PD            [(Partial) Autocorrelation Function] [] [2009-11-25 17:25:52] [2b548c9d2e9bba6e1eaf65bd4d551f41] [Current]
-   P               [(Partial) Autocorrelation Function] [] [2009-11-25 17:29:11] [90f6d58d515a4caed6fb4b8be4e11eaa] 
- R  D                [(Partial) Autocorrelation Function] [WorkShop8 (SHW)] [2009-11-27 21:38:45] [37daf76adc256428993ec4063536c760] 
-   P               [(Partial) Autocorrelation Function] [] [2009-11-27 10:21:34] [90f6d58d515a4caed6fb4b8be4e11eaa] 
-   P                 [(Partial) Autocorrelation Function] [] [2009-11-27 10:43:21] [90f6d58d515a4caed6fb4b8be4e11eaa] 
- R  D                [(Partial) Autocorrelation Function] [WorkShop8 (SHW)] [2009-11-27 21:32:39] [37daf76adc256428993ec4063536c760] 
-   P               [(Partial) Autocorrelation Function] [] [2009-11-27 10:24:16] [90f6d58d515a4caed6fb4b8be4e11eaa] 
-   P               [(Partial) Autocorrelation Function] [] [2009-11-27 10:27:11] [90f6d58d515a4caed6fb4b8be4e11eaa] 
-   P               [(Partial) Autocorrelation Function] [] [2009-11-27 10:30:04] [90f6d58d515a4caed6fb4b8be4e11eaa] 

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Dataseries X:

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Histogram

Boxplots

8.00
8.10
7.70
7.50
7.60
7.80
7.80
7.80
7.50
7.50
7.10
7.50
7.50
7.60
7.70
7.70
7.90
8.10
8.20
8.20
8.20
7.90
7.30
6.90
6.60
6.70
6.90
7.00
7.10
7.20
7.10
6.90
7.00
6.80
6.40
6.70
6.60
6.40
6.30
6.20
6.50
6.80
6.80
6.40
6.10
5.80
6.10
7.20
7.30
6.90
6.10
5.80
6.20
7.10
7.70
7.90
7.70
7.40
7.50
8.00

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=59498&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=59498&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59498&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	0.879174	6.0911	0
2	0.634572	4.3964	3e-05
3	0.395288	2.7386	0.004316
4	0.254834	1.7655	0.041917
5	0.211283	1.4638	0.074882
6	0.212549	1.4726	0.073696
7	0.18997	1.3162	0.097187
8	0.132175	0.9157	0.182192
9	0.058723	0.4068	0.342965
10	-0.000261	-0.0018	0.499283
11	-0.046885	-0.3248	0.373361
12	-0.093554	-0.6482	0.259984
13	-0.127819	-0.8856	0.190135
14	-0.146113	-1.0123	0.158235
15	-0.154762	-1.0722	0.144491
16	-0.165429	-1.1461	0.128712
17	-0.166384	-1.1527	0.127362
18	-0.142328	-0.9861	0.16452
19	-0.108604	-0.7524	0.227733
20	-0.093453	-0.6475	0.260208
21	-0.128795	-0.8923	0.188337
22	-0.22405	-1.5523	0.063584
23	-0.337452	-2.3379	0.011803
24	-0.399935	-2.7708	0.003965
25	-0.383461	-2.6567	0.005341
26	-0.312748	-2.1668	0.017623
27	-0.248653	-1.7227	0.045689
28	-0.218316	-1.5125	0.068477
29	-0.207113	-1.4349	0.078897
30	-0.201025	-1.3927	0.085058
31	-0.169073	-1.1714	0.123616
32	-0.118705	-0.8224	0.207454
33	-0.062618	-0.4338	0.333178
34	-0.009536	-0.0661	0.473799
35	0.054716	0.3791	0.353148
36	0.119148	0.8255	0.206591

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.879174 & 6.0911 & 0 \tabularnewline
2 & 0.634572 & 4.3964 & 3e-05 \tabularnewline
3 & 0.395288 & 2.7386 & 0.004316 \tabularnewline
4 & 0.254834 & 1.7655 & 0.041917 \tabularnewline
5 & 0.211283 & 1.4638 & 0.074882 \tabularnewline
6 & 0.212549 & 1.4726 & 0.073696 \tabularnewline
7 & 0.18997 & 1.3162 & 0.097187 \tabularnewline
8 & 0.132175 & 0.9157 & 0.182192 \tabularnewline
9 & 0.058723 & 0.4068 & 0.342965 \tabularnewline
10 & -0.000261 & -0.0018 & 0.499283 \tabularnewline
11 & -0.046885 & -0.3248 & 0.373361 \tabularnewline
12 & -0.093554 & -0.6482 & 0.259984 \tabularnewline
13 & -0.127819 & -0.8856 & 0.190135 \tabularnewline
14 & -0.146113 & -1.0123 & 0.158235 \tabularnewline
15 & -0.154762 & -1.0722 & 0.144491 \tabularnewline
16 & -0.165429 & -1.1461 & 0.128712 \tabularnewline
17 & -0.166384 & -1.1527 & 0.127362 \tabularnewline
18 & -0.142328 & -0.9861 & 0.16452 \tabularnewline
19 & -0.108604 & -0.7524 & 0.227733 \tabularnewline
20 & -0.093453 & -0.6475 & 0.260208 \tabularnewline
21 & -0.128795 & -0.8923 & 0.188337 \tabularnewline
22 & -0.22405 & -1.5523 & 0.063584 \tabularnewline
23 & -0.337452 & -2.3379 & 0.011803 \tabularnewline
24 & -0.399935 & -2.7708 & 0.003965 \tabularnewline
25 & -0.383461 & -2.6567 & 0.005341 \tabularnewline
26 & -0.312748 & -2.1668 & 0.017623 \tabularnewline
27 & -0.248653 & -1.7227 & 0.045689 \tabularnewline
28 & -0.218316 & -1.5125 & 0.068477 \tabularnewline
29 & -0.207113 & -1.4349 & 0.078897 \tabularnewline
30 & -0.201025 & -1.3927 & 0.085058 \tabularnewline
31 & -0.169073 & -1.1714 & 0.123616 \tabularnewline
32 & -0.118705 & -0.8224 & 0.207454 \tabularnewline
33 & -0.062618 & -0.4338 & 0.333178 \tabularnewline
34 & -0.009536 & -0.0661 & 0.473799 \tabularnewline
35 & 0.054716 & 0.3791 & 0.353148 \tabularnewline
36 & 0.119148 & 0.8255 & 0.206591 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59498&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]0.879174[/C][C]6.0911[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.634572[/C][C]4.3964[/C][C]3e-05[/C][/ROW]
[ROW][C]3[/C][C]0.395288[/C][C]2.7386[/C][C]0.004316[/C][/ROW]
[ROW][C]4[/C][C]0.254834[/C][C]1.7655[/C][C]0.041917[/C][/ROW]
[ROW][C]5[/C][C]0.211283[/C][C]1.4638[/C][C]0.074882[/C][/ROW]
[ROW][C]6[/C][C]0.212549[/C][C]1.4726[/C][C]0.073696[/C][/ROW]
[ROW][C]7[/C][C]0.18997[/C][C]1.3162[/C][C]0.097187[/C][/ROW]
[ROW][C]8[/C][C]0.132175[/C][C]0.9157[/C][C]0.182192[/C][/ROW]
[ROW][C]9[/C][C]0.058723[/C][C]0.4068[/C][C]0.342965[/C][/ROW]
[ROW][C]10[/C][C]-0.000261[/C][C]-0.0018[/C][C]0.499283[/C][/ROW]
[ROW][C]11[/C][C]-0.046885[/C][C]-0.3248[/C][C]0.373361[/C][/ROW]
[ROW][C]12[/C][C]-0.093554[/C][C]-0.6482[/C][C]0.259984[/C][/ROW]
[ROW][C]13[/C][C]-0.127819[/C][C]-0.8856[/C][C]0.190135[/C][/ROW]
[ROW][C]14[/C][C]-0.146113[/C][C]-1.0123[/C][C]0.158235[/C][/ROW]
[ROW][C]15[/C][C]-0.154762[/C][C]-1.0722[/C][C]0.144491[/C][/ROW]
[ROW][C]16[/C][C]-0.165429[/C][C]-1.1461[/C][C]0.128712[/C][/ROW]
[ROW][C]17[/C][C]-0.166384[/C][C]-1.1527[/C][C]0.127362[/C][/ROW]
[ROW][C]18[/C][C]-0.142328[/C][C]-0.9861[/C][C]0.16452[/C][/ROW]
[ROW][C]19[/C][C]-0.108604[/C][C]-0.7524[/C][C]0.227733[/C][/ROW]
[ROW][C]20[/C][C]-0.093453[/C][C]-0.6475[/C][C]0.260208[/C][/ROW]
[ROW][C]21[/C][C]-0.128795[/C][C]-0.8923[/C][C]0.188337[/C][/ROW]
[ROW][C]22[/C][C]-0.22405[/C][C]-1.5523[/C][C]0.063584[/C][/ROW]
[ROW][C]23[/C][C]-0.337452[/C][C]-2.3379[/C][C]0.011803[/C][/ROW]
[ROW][C]24[/C][C]-0.399935[/C][C]-2.7708[/C][C]0.003965[/C][/ROW]
[ROW][C]25[/C][C]-0.383461[/C][C]-2.6567[/C][C]0.005341[/C][/ROW]
[ROW][C]26[/C][C]-0.312748[/C][C]-2.1668[/C][C]0.017623[/C][/ROW]
[ROW][C]27[/C][C]-0.248653[/C][C]-1.7227[/C][C]0.045689[/C][/ROW]
[ROW][C]28[/C][C]-0.218316[/C][C]-1.5125[/C][C]0.068477[/C][/ROW]
[ROW][C]29[/C][C]-0.207113[/C][C]-1.4349[/C][C]0.078897[/C][/ROW]
[ROW][C]30[/C][C]-0.201025[/C][C]-1.3927[/C][C]0.085058[/C][/ROW]
[ROW][C]31[/C][C]-0.169073[/C][C]-1.1714[/C][C]0.123616[/C][/ROW]
[ROW][C]32[/C][C]-0.118705[/C][C]-0.8224[/C][C]0.207454[/C][/ROW]
[ROW][C]33[/C][C]-0.062618[/C][C]-0.4338[/C][C]0.333178[/C][/ROW]
[ROW][C]34[/C][C]-0.009536[/C][C]-0.0661[/C][C]0.473799[/C][/ROW]
[ROW][C]35[/C][C]0.054716[/C][C]0.3791[/C][C]0.353148[/C][/ROW]
[ROW][C]36[/C][C]0.119148[/C][C]0.8255[/C][C]0.206591[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59498&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59498&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	0.879174	6.0911	0
2	0.634572	4.3964	3e-05
3	0.395288	2.7386	0.004316
4	0.254834	1.7655	0.041917
5	0.211283	1.4638	0.074882
6	0.212549	1.4726	0.073696
7	0.18997	1.3162	0.097187
8	0.132175	0.9157	0.182192
9	0.058723	0.4068	0.342965
10	-0.000261	-0.0018	0.499283
11	-0.046885	-0.3248	0.373361
12	-0.093554	-0.6482	0.259984
13	-0.127819	-0.8856	0.190135
14	-0.146113	-1.0123	0.158235
15	-0.154762	-1.0722	0.144491
16	-0.165429	-1.1461	0.128712
17	-0.166384	-1.1527	0.127362
18	-0.142328	-0.9861	0.16452
19	-0.108604	-0.7524	0.227733
20	-0.093453	-0.6475	0.260208
21	-0.128795	-0.8923	0.188337
22	-0.22405	-1.5523	0.063584
23	-0.337452	-2.3379	0.011803
24	-0.399935	-2.7708	0.003965
25	-0.383461	-2.6567	0.005341
26	-0.312748	-2.1668	0.017623
27	-0.248653	-1.7227	0.045689
28	-0.218316	-1.5125	0.068477
29	-0.207113	-1.4349	0.078897
30	-0.201025	-1.3927	0.085058
31	-0.169073	-1.1714	0.123616
32	-0.118705	-0.8224	0.207454
33	-0.062618	-0.4338	0.333178
34	-0.009536	-0.0661	0.473799
35	0.054716	0.3791	0.353148
36	0.119148	0.8255	0.206591

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.879174	6.0911	0
2	-0.609431	-4.2223	5.4e-05
3	0.232495	1.6108	0.056893
4	0.226563	1.5697	0.06153
5	-0.062512	-0.4331	0.333443
6	-0.034229	-0.2371	0.406775
7	-0.125694	-0.8708	0.194091
8	0.069306	0.4802	0.316645
9	-0.019365	-0.1342	0.446916
10	-0.03919	-0.2715	0.393579
11	-0.132216	-0.916	0.182119
12	-0.070204	-0.4864	0.314453
13	0.149476	1.0356	0.152789
14	-0.090366	-0.6261	0.267115
15	-0.098465	-0.6822	0.2492
16	-0.044069	-0.3053	0.380722
17	0.149949	1.0389	0.152033
18	0.106559	0.7383	0.231975
19	-0.211655	-1.4664	0.074532
20	-0.117454	-0.8137	0.209905
21	-0.141089	-0.9775	0.166613
22	-0.099562	-0.6898	0.246825
23	-0.010817	-0.0749	0.470286
24	-0.006439	-0.0446	0.482302
25	-0.046822	-0.3244	0.373526
26	-0.022982	-0.1592	0.437081
27	-0.049797	-0.345	0.365799
28	0.034024	0.2357	0.407324
29	0.065354	0.4528	0.326371
30	-0.12977	-0.8991	0.186552
31	0.141951	0.9835	0.165155
32	-0.062815	-0.4352	0.332686
33	0.049603	0.3437	0.366302
34	0.047251	0.3274	0.372408
35	0.076531	0.5302	0.299201
36	-0.039415	-0.2731	0.392983

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.879174 & 6.0911 & 0 \tabularnewline
2 & -0.609431 & -4.2223 & 5.4e-05 \tabularnewline
3 & 0.232495 & 1.6108 & 0.056893 \tabularnewline
4 & 0.226563 & 1.5697 & 0.06153 \tabularnewline
5 & -0.062512 & -0.4331 & 0.333443 \tabularnewline
6 & -0.034229 & -0.2371 & 0.406775 \tabularnewline
7 & -0.125694 & -0.8708 & 0.194091 \tabularnewline
8 & 0.069306 & 0.4802 & 0.316645 \tabularnewline
9 & -0.019365 & -0.1342 & 0.446916 \tabularnewline
10 & -0.03919 & -0.2715 & 0.393579 \tabularnewline
11 & -0.132216 & -0.916 & 0.182119 \tabularnewline
12 & -0.070204 & -0.4864 & 0.314453 \tabularnewline
13 & 0.149476 & 1.0356 & 0.152789 \tabularnewline
14 & -0.090366 & -0.6261 & 0.267115 \tabularnewline
15 & -0.098465 & -0.6822 & 0.2492 \tabularnewline
16 & -0.044069 & -0.3053 & 0.380722 \tabularnewline
17 & 0.149949 & 1.0389 & 0.152033 \tabularnewline
18 & 0.106559 & 0.7383 & 0.231975 \tabularnewline
19 & -0.211655 & -1.4664 & 0.074532 \tabularnewline
20 & -0.117454 & -0.8137 & 0.209905 \tabularnewline
21 & -0.141089 & -0.9775 & 0.166613 \tabularnewline
22 & -0.099562 & -0.6898 & 0.246825 \tabularnewline
23 & -0.010817 & -0.0749 & 0.470286 \tabularnewline
24 & -0.006439 & -0.0446 & 0.482302 \tabularnewline
25 & -0.046822 & -0.3244 & 0.373526 \tabularnewline
26 & -0.022982 & -0.1592 & 0.437081 \tabularnewline
27 & -0.049797 & -0.345 & 0.365799 \tabularnewline
28 & 0.034024 & 0.2357 & 0.407324 \tabularnewline
29 & 0.065354 & 0.4528 & 0.326371 \tabularnewline
30 & -0.12977 & -0.8991 & 0.186552 \tabularnewline
31 & 0.141951 & 0.9835 & 0.165155 \tabularnewline
32 & -0.062815 & -0.4352 & 0.332686 \tabularnewline
33 & 0.049603 & 0.3437 & 0.366302 \tabularnewline
34 & 0.047251 & 0.3274 & 0.372408 \tabularnewline
35 & 0.076531 & 0.5302 & 0.299201 \tabularnewline
36 & -0.039415 & -0.2731 & 0.392983 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59498&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]0.879174[/C][C]6.0911[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.609431[/C][C]-4.2223[/C][C]5.4e-05[/C][/ROW]
[ROW][C]3[/C][C]0.232495[/C][C]1.6108[/C][C]0.056893[/C][/ROW]
[ROW][C]4[/C][C]0.226563[/C][C]1.5697[/C][C]0.06153[/C][/ROW]
[ROW][C]5[/C][C]-0.062512[/C][C]-0.4331[/C][C]0.333443[/C][/ROW]
[ROW][C]6[/C][C]-0.034229[/C][C]-0.2371[/C][C]0.406775[/C][/ROW]
[ROW][C]7[/C][C]-0.125694[/C][C]-0.8708[/C][C]0.194091[/C][/ROW]
[ROW][C]8[/C][C]0.069306[/C][C]0.4802[/C][C]0.316645[/C][/ROW]
[ROW][C]9[/C][C]-0.019365[/C][C]-0.1342[/C][C]0.446916[/C][/ROW]
[ROW][C]10[/C][C]-0.03919[/C][C]-0.2715[/C][C]0.393579[/C][/ROW]
[ROW][C]11[/C][C]-0.132216[/C][C]-0.916[/C][C]0.182119[/C][/ROW]
[ROW][C]12[/C][C]-0.070204[/C][C]-0.4864[/C][C]0.314453[/C][/ROW]
[ROW][C]13[/C][C]0.149476[/C][C]1.0356[/C][C]0.152789[/C][/ROW]
[ROW][C]14[/C][C]-0.090366[/C][C]-0.6261[/C][C]0.267115[/C][/ROW]
[ROW][C]15[/C][C]-0.098465[/C][C]-0.6822[/C][C]0.2492[/C][/ROW]
[ROW][C]16[/C][C]-0.044069[/C][C]-0.3053[/C][C]0.380722[/C][/ROW]
[ROW][C]17[/C][C]0.149949[/C][C]1.0389[/C][C]0.152033[/C][/ROW]
[ROW][C]18[/C][C]0.106559[/C][C]0.7383[/C][C]0.231975[/C][/ROW]
[ROW][C]19[/C][C]-0.211655[/C][C]-1.4664[/C][C]0.074532[/C][/ROW]
[ROW][C]20[/C][C]-0.117454[/C][C]-0.8137[/C][C]0.209905[/C][/ROW]
[ROW][C]21[/C][C]-0.141089[/C][C]-0.9775[/C][C]0.166613[/C][/ROW]
[ROW][C]22[/C][C]-0.099562[/C][C]-0.6898[/C][C]0.246825[/C][/ROW]
[ROW][C]23[/C][C]-0.010817[/C][C]-0.0749[/C][C]0.470286[/C][/ROW]
[ROW][C]24[/C][C]-0.006439[/C][C]-0.0446[/C][C]0.482302[/C][/ROW]
[ROW][C]25[/C][C]-0.046822[/C][C]-0.3244[/C][C]0.373526[/C][/ROW]
[ROW][C]26[/C][C]-0.022982[/C][C]-0.1592[/C][C]0.437081[/C][/ROW]
[ROW][C]27[/C][C]-0.049797[/C][C]-0.345[/C][C]0.365799[/C][/ROW]
[ROW][C]28[/C][C]0.034024[/C][C]0.2357[/C][C]0.407324[/C][/ROW]
[ROW][C]29[/C][C]0.065354[/C][C]0.4528[/C][C]0.326371[/C][/ROW]
[ROW][C]30[/C][C]-0.12977[/C][C]-0.8991[/C][C]0.186552[/C][/ROW]
[ROW][C]31[/C][C]0.141951[/C][C]0.9835[/C][C]0.165155[/C][/ROW]
[ROW][C]32[/C][C]-0.062815[/C][C]-0.4352[/C][C]0.332686[/C][/ROW]
[ROW][C]33[/C][C]0.049603[/C][C]0.3437[/C][C]0.366302[/C][/ROW]
[ROW][C]34[/C][C]0.047251[/C][C]0.3274[/C][C]0.372408[/C][/ROW]
[ROW][C]35[/C][C]0.076531[/C][C]0.5302[/C][C]0.299201[/C][/ROW]
[ROW][C]36[/C][C]-0.039415[/C][C]-0.2731[/C][C]0.392983[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59498&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59498&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	0.879174	6.0911	0
2	-0.609431	-4.2223	5.4e-05
3	0.232495	1.6108	0.056893
4	0.226563	1.5697	0.06153
5	-0.062512	-0.4331	0.333443
6	-0.034229	-0.2371	0.406775
7	-0.125694	-0.8708	0.194091
8	0.069306	0.4802	0.316645
9	-0.019365	-0.1342	0.446916
10	-0.03919	-0.2715	0.393579
11	-0.132216	-0.916	0.182119
12	-0.070204	-0.4864	0.314453
13	0.149476	1.0356	0.152789
14	-0.090366	-0.6261	0.267115
15	-0.098465	-0.6822	0.2492
16	-0.044069	-0.3053	0.380722
17	0.149949	1.0389	0.152033
18	0.106559	0.7383	0.231975
19	-0.211655	-1.4664	0.074532
20	-0.117454	-0.8137	0.209905
21	-0.141089	-0.9775	0.166613
22	-0.099562	-0.6898	0.246825
23	-0.010817	-0.0749	0.470286
24	-0.006439	-0.0446	0.482302
25	-0.046822	-0.3244	0.373526
26	-0.022982	-0.1592	0.437081
27	-0.049797	-0.345	0.365799
28	0.034024	0.2357	0.407324
29	0.065354	0.4528	0.326371
30	-0.12977	-0.8991	0.186552
31	0.141951	0.9835	0.165155
32	-0.062815	-0.4352	0.332686
33	0.049603	0.3437	0.366302
34	0.047251	0.3274	0.372408
35	0.076531	0.5302	0.299201
36	-0.039415	-0.2731	0.392983

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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