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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 13:32:59 -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/t1259181511ddbieowdfcq3fh8.htm/, Retrieved Tue, 07 May 2024 07:22:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59629, Retrieved Tue, 07 May 2024 07:22:57 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

143

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 12:26:39] [b98453cac15ba1066b407e146608df68]
F   PD          [(Partial) Autocorrelation Function] [workshop 8.2] [2009-11-25 20:32:59] [2210215221105fab636491031ce54076] [Current]
-   PD            [(Partial) Autocorrelation Function] [] [2009-11-27 17:21:41] [09f192433169b2c787c4a71fde86e883] 
-   PD            [(Partial) Autocorrelation Function] [] [2009-11-30 17:58:30] [4f76e114ed5e444b1133aad392380aad] 
-   PD            [(Partial) Autocorrelation Function] [ws8-1] [2009-12-02 17:24:03] [74be16979710d4c4e7c6647856088456] 

Feedback Forum

2009-11-30 18:01:03 [804cfcbb1316ddd20a1b05c1540f0b0b] [reply] 
http://www.freestatistics.org/blog/index.php?v=date/2009/Nov/30/t1259603943qy16blom1qss3sz.htm/ 
 
Probeer eventueel 2x niet-seizonaal te differentiëren. Er is namelijk nog een duidelijke LT-trend na het éénmaal niet-seizonaal differentiëren.

Post a new message

Dataseries X:

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Histogram

Boxplots

8,9
8,9
8,6
8,3
8,3
8,3
8,4
8,5
8,4
8,6
8,5
8,5
8,4
8,5
8,5
8,5
8,5
8,5
8,5
8,5
8,5
8,6
8,4
8,1
8,0
8,0
8,0
8,0
7,9
7,8
7,8
7,9
8,1
8,0
7,6
7,3
7,0
6,8
7,0
7,1
7,2
7,1
6,9
6,7
6,7
6,6
6,9
7,3
7,5
7,3
7,1
6,9
7,1
7,5
7,7
7,8
7,8
7,7
7,8
7,8
7,9

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59629&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]2 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=59629&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59629&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.45922	3.5571	0.00037
2	-0.019665	-0.1523	0.439722
3	-0.383462	-2.9703	0.002137
4	-0.388459	-3.009	0.001914
5	-0.081077	-0.628	0.266188
6	0.276596	2.1425	0.01811
7	0.325758	2.5233	0.007146
8	0.293681	2.2748	0.013251
9	0.005319	0.0412	0.483636
10	-0.200838	-1.5557	0.062521
11	-0.216473	-1.6768	0.049393
12	-0.074468	-0.5768	0.283107
13	-0.025306	-0.196	0.422628
14	0.167956	1.301	0.099119
15	0.153288	1.1874	0.119882
16	-0.014184	-0.1099	0.456439
17	-0.153611	-1.1899	0.119394
18	-0.244681	-1.8953	0.031437
19	-0.173275	-1.3422	0.092296
20	0.053836	0.417	0.339078
21	0.103965	0.8053	0.21191
22	0.058349	0.452	0.326459
23	-0.045293	-0.3508	0.363468
24	-0.187621	-1.4533	0.075675
25	-0.09784	-0.7579	0.225749
26	0.044165	0.3421	0.366735
27	0.053675	0.4158	0.339533
28	-0.037395	-0.2897	0.386537
29	-0.108156	-0.8378	0.202742
30	-0.178917	-1.3859	0.085456
31	0.02305	0.1785	0.42945
32	0.097357	0.7541	0.226863
33	0.133946	1.0375	0.151824
34	0.097034	0.7516	0.227608
35	-0.01628	-0.1261	0.450036
36	-0.147002	-1.1387	0.129683

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.45922 & 3.5571 & 0.00037 \tabularnewline
2 & -0.019665 & -0.1523 & 0.439722 \tabularnewline
3 & -0.383462 & -2.9703 & 0.002137 \tabularnewline
4 & -0.388459 & -3.009 & 0.001914 \tabularnewline
5 & -0.081077 & -0.628 & 0.266188 \tabularnewline
6 & 0.276596 & 2.1425 & 0.01811 \tabularnewline
7 & 0.325758 & 2.5233 & 0.007146 \tabularnewline
8 & 0.293681 & 2.2748 & 0.013251 \tabularnewline
9 & 0.005319 & 0.0412 & 0.483636 \tabularnewline
10 & -0.200838 & -1.5557 & 0.062521 \tabularnewline
11 & -0.216473 & -1.6768 & 0.049393 \tabularnewline
12 & -0.074468 & -0.5768 & 0.283107 \tabularnewline
13 & -0.025306 & -0.196 & 0.422628 \tabularnewline
14 & 0.167956 & 1.301 & 0.099119 \tabularnewline
15 & 0.153288 & 1.1874 & 0.119882 \tabularnewline
16 & -0.014184 & -0.1099 & 0.456439 \tabularnewline
17 & -0.153611 & -1.1899 & 0.119394 \tabularnewline
18 & -0.244681 & -1.8953 & 0.031437 \tabularnewline
19 & -0.173275 & -1.3422 & 0.092296 \tabularnewline
20 & 0.053836 & 0.417 & 0.339078 \tabularnewline
21 & 0.103965 & 0.8053 & 0.21191 \tabularnewline
22 & 0.058349 & 0.452 & 0.326459 \tabularnewline
23 & -0.045293 & -0.3508 & 0.363468 \tabularnewline
24 & -0.187621 & -1.4533 & 0.075675 \tabularnewline
25 & -0.09784 & -0.7579 & 0.225749 \tabularnewline
26 & 0.044165 & 0.3421 & 0.366735 \tabularnewline
27 & 0.053675 & 0.4158 & 0.339533 \tabularnewline
28 & -0.037395 & -0.2897 & 0.386537 \tabularnewline
29 & -0.108156 & -0.8378 & 0.202742 \tabularnewline
30 & -0.178917 & -1.3859 & 0.085456 \tabularnewline
31 & 0.02305 & 0.1785 & 0.42945 \tabularnewline
32 & 0.097357 & 0.7541 & 0.226863 \tabularnewline
33 & 0.133946 & 1.0375 & 0.151824 \tabularnewline
34 & 0.097034 & 0.7516 & 0.227608 \tabularnewline
35 & -0.01628 & -0.1261 & 0.450036 \tabularnewline
36 & -0.147002 & -1.1387 & 0.129683 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59629&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]0.45922[/C][C]3.5571[/C][C]0.00037[/C][/ROW]
[ROW][C]2[/C][C]-0.019665[/C][C]-0.1523[/C][C]0.439722[/C][/ROW]
[ROW][C]3[/C][C]-0.383462[/C][C]-2.9703[/C][C]0.002137[/C][/ROW]
[ROW][C]4[/C][C]-0.388459[/C][C]-3.009[/C][C]0.001914[/C][/ROW]
[ROW][C]5[/C][C]-0.081077[/C][C]-0.628[/C][C]0.266188[/C][/ROW]
[ROW][C]6[/C][C]0.276596[/C][C]2.1425[/C][C]0.01811[/C][/ROW]
[ROW][C]7[/C][C]0.325758[/C][C]2.5233[/C][C]0.007146[/C][/ROW]
[ROW][C]8[/C][C]0.293681[/C][C]2.2748[/C][C]0.013251[/C][/ROW]
[ROW][C]9[/C][C]0.005319[/C][C]0.0412[/C][C]0.483636[/C][/ROW]
[ROW][C]10[/C][C]-0.200838[/C][C]-1.5557[/C][C]0.062521[/C][/ROW]
[ROW][C]11[/C][C]-0.216473[/C][C]-1.6768[/C][C]0.049393[/C][/ROW]
[ROW][C]12[/C][C]-0.074468[/C][C]-0.5768[/C][C]0.283107[/C][/ROW]
[ROW][C]13[/C][C]-0.025306[/C][C]-0.196[/C][C]0.422628[/C][/ROW]
[ROW][C]14[/C][C]0.167956[/C][C]1.301[/C][C]0.099119[/C][/ROW]
[ROW][C]15[/C][C]0.153288[/C][C]1.1874[/C][C]0.119882[/C][/ROW]
[ROW][C]16[/C][C]-0.014184[/C][C]-0.1099[/C][C]0.456439[/C][/ROW]
[ROW][C]17[/C][C]-0.153611[/C][C]-1.1899[/C][C]0.119394[/C][/ROW]
[ROW][C]18[/C][C]-0.244681[/C][C]-1.8953[/C][C]0.031437[/C][/ROW]
[ROW][C]19[/C][C]-0.173275[/C][C]-1.3422[/C][C]0.092296[/C][/ROW]
[ROW][C]20[/C][C]0.053836[/C][C]0.417[/C][C]0.339078[/C][/ROW]
[ROW][C]21[/C][C]0.103965[/C][C]0.8053[/C][C]0.21191[/C][/ROW]
[ROW][C]22[/C][C]0.058349[/C][C]0.452[/C][C]0.326459[/C][/ROW]
[ROW][C]23[/C][C]-0.045293[/C][C]-0.3508[/C][C]0.363468[/C][/ROW]
[ROW][C]24[/C][C]-0.187621[/C][C]-1.4533[/C][C]0.075675[/C][/ROW]
[ROW][C]25[/C][C]-0.09784[/C][C]-0.7579[/C][C]0.225749[/C][/ROW]
[ROW][C]26[/C][C]0.044165[/C][C]0.3421[/C][C]0.366735[/C][/ROW]
[ROW][C]27[/C][C]0.053675[/C][C]0.4158[/C][C]0.339533[/C][/ROW]
[ROW][C]28[/C][C]-0.037395[/C][C]-0.2897[/C][C]0.386537[/C][/ROW]
[ROW][C]29[/C][C]-0.108156[/C][C]-0.8378[/C][C]0.202742[/C][/ROW]
[ROW][C]30[/C][C]-0.178917[/C][C]-1.3859[/C][C]0.085456[/C][/ROW]
[ROW][C]31[/C][C]0.02305[/C][C]0.1785[/C][C]0.42945[/C][/ROW]
[ROW][C]32[/C][C]0.097357[/C][C]0.7541[/C][C]0.226863[/C][/ROW]
[ROW][C]33[/C][C]0.133946[/C][C]1.0375[/C][C]0.151824[/C][/ROW]
[ROW][C]34[/C][C]0.097034[/C][C]0.7516[/C][C]0.227608[/C][/ROW]
[ROW][C]35[/C][C]-0.01628[/C][C]-0.1261[/C][C]0.450036[/C][/ROW]
[ROW][C]36[/C][C]-0.147002[/C][C]-1.1387[/C][C]0.129683[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59629&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59629&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	0.45922	3.5571	0.00037
2	-0.019665	-0.1523	0.439722
3	-0.383462	-2.9703	0.002137
4	-0.388459	-3.009	0.001914
5	-0.081077	-0.628	0.266188
6	0.276596	2.1425	0.01811
7	0.325758	2.5233	0.007146
8	0.293681	2.2748	0.013251
9	0.005319	0.0412	0.483636
10	-0.200838	-1.5557	0.062521
11	-0.216473	-1.6768	0.049393
12	-0.074468	-0.5768	0.283107
13	-0.025306	-0.196	0.422628
14	0.167956	1.301	0.099119
15	0.153288	1.1874	0.119882
16	-0.014184	-0.1099	0.456439
17	-0.153611	-1.1899	0.119394
18	-0.244681	-1.8953	0.031437
19	-0.173275	-1.3422	0.092296
20	0.053836	0.417	0.339078
21	0.103965	0.8053	0.21191
22	0.058349	0.452	0.326459
23	-0.045293	-0.3508	0.363468
24	-0.187621	-1.4533	0.075675
25	-0.09784	-0.7579	0.225749
26	0.044165	0.3421	0.366735
27	0.053675	0.4158	0.339533
28	-0.037395	-0.2897	0.386537
29	-0.108156	-0.8378	0.202742
30	-0.178917	-1.3859	0.085456
31	0.02305	0.1785	0.42945
32	0.097357	0.7541	0.226863
33	0.133946	1.0375	0.151824
34	0.097034	0.7516	0.227608
35	-0.01628	-0.1261	0.450036
36	-0.147002	-1.1387	0.129683

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.45922	3.5571	0.00037
2	-0.292159	-2.2631	0.013632
3	-0.329234	-2.5502	0.006668
4	-0.07539	-0.584	0.280715
5	0.142825	1.1063	0.136502
6	0.186572	1.4452	0.076805
7	-0.042734	-0.331	0.370892
8	0.201225	1.5587	0.062166
9	-0.046889	-0.3632	0.358865
10	-0.028089	-0.2176	0.414249
11	0.022488	0.1742	0.431149
12	0.025146	0.1948	0.423113
13	-0.206799	-1.6019	0.05722
14	0.136699	1.0589	0.146953
15	0.026942	0.2087	0.417697
16	-0.210027	-1.6269	0.054503
17	-0.052762	-0.4087	0.342109
18	-0.052134	-0.4038	0.343888
19	-0.015538	-0.1204	0.4523
20	-6.3e-05	-5e-04	0.499805
21	-0.041677	-0.3228	0.373975
22	-0.103762	-0.8037	0.212361
23	-0.031845	-0.2467	0.403002
24	-0.03314	-0.2567	0.399143
25	0.159385	1.2346	0.110898
26	-0.012004	-0.093	0.463115
27	-0.101594	-0.7869	0.217207
28	-0.129292	-1.0015	0.160307
29	-0.008918	-0.0691	0.472578
30	-0.072475	-0.5614	0.28831
31	0.165875	1.2849	0.10189
32	-0.076365	-0.5915	0.278197
33	0.024955	0.1933	0.423688
34	0.055007	0.4261	0.335786
35	-0.000126	-0.001	0.499613
36	-0.04454	-0.345	0.365648

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.45922 & 3.5571 & 0.00037 \tabularnewline
2 & -0.292159 & -2.2631 & 0.013632 \tabularnewline
3 & -0.329234 & -2.5502 & 0.006668 \tabularnewline
4 & -0.07539 & -0.584 & 0.280715 \tabularnewline
5 & 0.142825 & 1.1063 & 0.136502 \tabularnewline
6 & 0.186572 & 1.4452 & 0.076805 \tabularnewline
7 & -0.042734 & -0.331 & 0.370892 \tabularnewline
8 & 0.201225 & 1.5587 & 0.062166 \tabularnewline
9 & -0.046889 & -0.3632 & 0.358865 \tabularnewline
10 & -0.028089 & -0.2176 & 0.414249 \tabularnewline
11 & 0.022488 & 0.1742 & 0.431149 \tabularnewline
12 & 0.025146 & 0.1948 & 0.423113 \tabularnewline
13 & -0.206799 & -1.6019 & 0.05722 \tabularnewline
14 & 0.136699 & 1.0589 & 0.146953 \tabularnewline
15 & 0.026942 & 0.2087 & 0.417697 \tabularnewline
16 & -0.210027 & -1.6269 & 0.054503 \tabularnewline
17 & -0.052762 & -0.4087 & 0.342109 \tabularnewline
18 & -0.052134 & -0.4038 & 0.343888 \tabularnewline
19 & -0.015538 & -0.1204 & 0.4523 \tabularnewline
20 & -6.3e-05 & -5e-04 & 0.499805 \tabularnewline
21 & -0.041677 & -0.3228 & 0.373975 \tabularnewline
22 & -0.103762 & -0.8037 & 0.212361 \tabularnewline
23 & -0.031845 & -0.2467 & 0.403002 \tabularnewline
24 & -0.03314 & -0.2567 & 0.399143 \tabularnewline
25 & 0.159385 & 1.2346 & 0.110898 \tabularnewline
26 & -0.012004 & -0.093 & 0.463115 \tabularnewline
27 & -0.101594 & -0.7869 & 0.217207 \tabularnewline
28 & -0.129292 & -1.0015 & 0.160307 \tabularnewline
29 & -0.008918 & -0.0691 & 0.472578 \tabularnewline
30 & -0.072475 & -0.5614 & 0.28831 \tabularnewline
31 & 0.165875 & 1.2849 & 0.10189 \tabularnewline
32 & -0.076365 & -0.5915 & 0.278197 \tabularnewline
33 & 0.024955 & 0.1933 & 0.423688 \tabularnewline
34 & 0.055007 & 0.4261 & 0.335786 \tabularnewline
35 & -0.000126 & -0.001 & 0.499613 \tabularnewline
36 & -0.04454 & -0.345 & 0.365648 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59629&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]0.45922[/C][C]3.5571[/C][C]0.00037[/C][/ROW]
[ROW][C]2[/C][C]-0.292159[/C][C]-2.2631[/C][C]0.013632[/C][/ROW]
[ROW][C]3[/C][C]-0.329234[/C][C]-2.5502[/C][C]0.006668[/C][/ROW]
[ROW][C]4[/C][C]-0.07539[/C][C]-0.584[/C][C]0.280715[/C][/ROW]
[ROW][C]5[/C][C]0.142825[/C][C]1.1063[/C][C]0.136502[/C][/ROW]
[ROW][C]6[/C][C]0.186572[/C][C]1.4452[/C][C]0.076805[/C][/ROW]
[ROW][C]7[/C][C]-0.042734[/C][C]-0.331[/C][C]0.370892[/C][/ROW]
[ROW][C]8[/C][C]0.201225[/C][C]1.5587[/C][C]0.062166[/C][/ROW]
[ROW][C]9[/C][C]-0.046889[/C][C]-0.3632[/C][C]0.358865[/C][/ROW]
[ROW][C]10[/C][C]-0.028089[/C][C]-0.2176[/C][C]0.414249[/C][/ROW]
[ROW][C]11[/C][C]0.022488[/C][C]0.1742[/C][C]0.431149[/C][/ROW]
[ROW][C]12[/C][C]0.025146[/C][C]0.1948[/C][C]0.423113[/C][/ROW]
[ROW][C]13[/C][C]-0.206799[/C][C]-1.6019[/C][C]0.05722[/C][/ROW]
[ROW][C]14[/C][C]0.136699[/C][C]1.0589[/C][C]0.146953[/C][/ROW]
[ROW][C]15[/C][C]0.026942[/C][C]0.2087[/C][C]0.417697[/C][/ROW]
[ROW][C]16[/C][C]-0.210027[/C][C]-1.6269[/C][C]0.054503[/C][/ROW]
[ROW][C]17[/C][C]-0.052762[/C][C]-0.4087[/C][C]0.342109[/C][/ROW]
[ROW][C]18[/C][C]-0.052134[/C][C]-0.4038[/C][C]0.343888[/C][/ROW]
[ROW][C]19[/C][C]-0.015538[/C][C]-0.1204[/C][C]0.4523[/C][/ROW]
[ROW][C]20[/C][C]-6.3e-05[/C][C]-5e-04[/C][C]0.499805[/C][/ROW]
[ROW][C]21[/C][C]-0.041677[/C][C]-0.3228[/C][C]0.373975[/C][/ROW]
[ROW][C]22[/C][C]-0.103762[/C][C]-0.8037[/C][C]0.212361[/C][/ROW]
[ROW][C]23[/C][C]-0.031845[/C][C]-0.2467[/C][C]0.403002[/C][/ROW]
[ROW][C]24[/C][C]-0.03314[/C][C]-0.2567[/C][C]0.399143[/C][/ROW]
[ROW][C]25[/C][C]0.159385[/C][C]1.2346[/C][C]0.110898[/C][/ROW]
[ROW][C]26[/C][C]-0.012004[/C][C]-0.093[/C][C]0.463115[/C][/ROW]
[ROW][C]27[/C][C]-0.101594[/C][C]-0.7869[/C][C]0.217207[/C][/ROW]
[ROW][C]28[/C][C]-0.129292[/C][C]-1.0015[/C][C]0.160307[/C][/ROW]
[ROW][C]29[/C][C]-0.008918[/C][C]-0.0691[/C][C]0.472578[/C][/ROW]
[ROW][C]30[/C][C]-0.072475[/C][C]-0.5614[/C][C]0.28831[/C][/ROW]
[ROW][C]31[/C][C]0.165875[/C][C]1.2849[/C][C]0.10189[/C][/ROW]
[ROW][C]32[/C][C]-0.076365[/C][C]-0.5915[/C][C]0.278197[/C][/ROW]
[ROW][C]33[/C][C]0.024955[/C][C]0.1933[/C][C]0.423688[/C][/ROW]
[ROW][C]34[/C][C]0.055007[/C][C]0.4261[/C][C]0.335786[/C][/ROW]
[ROW][C]35[/C][C]-0.000126[/C][C]-0.001[/C][C]0.499613[/C][/ROW]
[ROW][C]36[/C][C]-0.04454[/C][C]-0.345[/C][C]0.365648[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59629&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59629&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	0.45922	3.5571	0.00037
2	-0.292159	-2.2631	0.013632
3	-0.329234	-2.5502	0.006668
4	-0.07539	-0.584	0.280715
5	0.142825	1.1063	0.136502
6	0.186572	1.4452	0.076805
7	-0.042734	-0.331	0.370892
8	0.201225	1.5587	0.062166
9	-0.046889	-0.3632	0.358865
10	-0.028089	-0.2176	0.414249
11	0.022488	0.1742	0.431149
12	0.025146	0.1948	0.423113
13	-0.206799	-1.6019	0.05722
14	0.136699	1.0589	0.146953
15	0.026942	0.2087	0.417697
16	-0.210027	-1.6269	0.054503
17	-0.052762	-0.4087	0.342109
18	-0.052134	-0.4038	0.343888
19	-0.015538	-0.1204	0.4523
20	-6.3e-05	-5e-04	0.499805
21	-0.041677	-0.3228	0.373975
22	-0.103762	-0.8037	0.212361
23	-0.031845	-0.2467	0.403002
24	-0.03314	-0.2567	0.399143
25	0.159385	1.2346	0.110898
26	-0.012004	-0.093	0.463115
27	-0.101594	-0.7869	0.217207
28	-0.129292	-1.0015	0.160307
29	-0.008918	-0.0691	0.472578
30	-0.072475	-0.5614	0.28831
31	0.165875	1.2849	0.10189
32	-0.076365	-0.5915	0.278197
33	0.024955	0.1933	0.423688
34	0.055007	0.4261	0.335786
35	-0.000126	-0.001	0.499613
36	-0.04454	-0.345	0.365648

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