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

Thu, 26 Nov 2009 03:45:12 -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/26/t125923236280c2qx0gewv151k.htm/, Retrieved Mon, 29 Apr 2024 00:52:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59807, Retrieved Mon, 29 Apr 2024 00:52:10 +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

152

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]
-   PD          [(Partial) Autocorrelation Function] [Methode ACF, D=1,...] [2009-11-26 10:45:12] [f97f6131ca109ba89501d75ae11b45c9] [Current]
-   P             [(Partial) Autocorrelation Function] [D = 1 , d = 2] [2009-12-13 15:39:15] [a6a5b7f2bf4260cfaf90c3e1a175c944] 
-   P               [(Partial) Autocorrelation Function] [d = 2, D = 1] [2009-12-13 15:46:07] [a6a5b7f2bf4260cfaf90c3e1a175c944] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

10
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.8
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.7
7.9
7.9
8
7.9
7.6
7.1
6.8
6.5
6.9
8.2
8.7
8.3
7.9
7.5
7.8
8.3
8.4
8.2
7.7
7.2
7.3
8.1
8.5
8.4

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=59807&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=59807&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59807&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	0.593481	4.0687	9e-05
2	-0.026467	-0.1815	0.428397
3	-0.495099	-3.3942	0.000703
4	-0.558478	-3.8287	0.00019
5	-0.262313	-1.7983	0.039274
6	0.167884	1.151	0.127787
7	0.393038	2.6945	0.004873
8	0.42017	2.8805	0.002981
9	0.197459	1.3537	0.091152
10	-0.146976	-1.0076	0.159399
11	-0.396209	-2.7163	0.004605
12	-0.454386	-3.1151	0.001565
13	-0.271218	-1.8594	0.03462
14	0.055761	0.3823	0.35199
15	0.227131	1.5571	0.063074
16	0.220379	1.5108	0.068762
17	0.085848	0.5885	0.279493
18	-0.113383	-0.7773	0.220435
19	-0.18148	-1.2442	0.109804
20	-0.14255	-0.9773	0.166718
21	-0.048984	-0.3358	0.369251
22	0.057317	0.3929	0.348068
23	0.108214	0.7419	0.230926
24	0.026017	0.1784	0.429601
25	0.024808	0.1701	0.43284
26	0.046938	0.3218	0.37452
27	0.014914	0.1022	0.459499
28	-0.049033	-0.3362	0.369125
29	-0.085065	-0.5832	0.281281
30	-0.079878	-0.5476	0.293273
31	0.020738	0.1422	0.443777
32	0.083461	0.5722	0.284964
33	0.083815	0.5746	0.284149
34	0.031352	0.2149	0.415372
35	-0.032652	-0.2238	0.411923
36	-0.034713	-0.238	0.406464

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.593481 & 4.0687 & 9e-05 \tabularnewline
2 & -0.026467 & -0.1815 & 0.428397 \tabularnewline
3 & -0.495099 & -3.3942 & 0.000703 \tabularnewline
4 & -0.558478 & -3.8287 & 0.00019 \tabularnewline
5 & -0.262313 & -1.7983 & 0.039274 \tabularnewline
6 & 0.167884 & 1.151 & 0.127787 \tabularnewline
7 & 0.393038 & 2.6945 & 0.004873 \tabularnewline
8 & 0.42017 & 2.8805 & 0.002981 \tabularnewline
9 & 0.197459 & 1.3537 & 0.091152 \tabularnewline
10 & -0.146976 & -1.0076 & 0.159399 \tabularnewline
11 & -0.396209 & -2.7163 & 0.004605 \tabularnewline
12 & -0.454386 & -3.1151 & 0.001565 \tabularnewline
13 & -0.271218 & -1.8594 & 0.03462 \tabularnewline
14 & 0.055761 & 0.3823 & 0.35199 \tabularnewline
15 & 0.227131 & 1.5571 & 0.063074 \tabularnewline
16 & 0.220379 & 1.5108 & 0.068762 \tabularnewline
17 & 0.085848 & 0.5885 & 0.279493 \tabularnewline
18 & -0.113383 & -0.7773 & 0.220435 \tabularnewline
19 & -0.18148 & -1.2442 & 0.109804 \tabularnewline
20 & -0.14255 & -0.9773 & 0.166718 \tabularnewline
21 & -0.048984 & -0.3358 & 0.369251 \tabularnewline
22 & 0.057317 & 0.3929 & 0.348068 \tabularnewline
23 & 0.108214 & 0.7419 & 0.230926 \tabularnewline
24 & 0.026017 & 0.1784 & 0.429601 \tabularnewline
25 & 0.024808 & 0.1701 & 0.43284 \tabularnewline
26 & 0.046938 & 0.3218 & 0.37452 \tabularnewline
27 & 0.014914 & 0.1022 & 0.459499 \tabularnewline
28 & -0.049033 & -0.3362 & 0.369125 \tabularnewline
29 & -0.085065 & -0.5832 & 0.281281 \tabularnewline
30 & -0.079878 & -0.5476 & 0.293273 \tabularnewline
31 & 0.020738 & 0.1422 & 0.443777 \tabularnewline
32 & 0.083461 & 0.5722 & 0.284964 \tabularnewline
33 & 0.083815 & 0.5746 & 0.284149 \tabularnewline
34 & 0.031352 & 0.2149 & 0.415372 \tabularnewline
35 & -0.032652 & -0.2238 & 0.411923 \tabularnewline
36 & -0.034713 & -0.238 & 0.406464 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59807&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]0.593481[/C][C]4.0687[/C][C]9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.026467[/C][C]-0.1815[/C][C]0.428397[/C][/ROW]
[ROW][C]3[/C][C]-0.495099[/C][C]-3.3942[/C][C]0.000703[/C][/ROW]
[ROW][C]4[/C][C]-0.558478[/C][C]-3.8287[/C][C]0.00019[/C][/ROW]
[ROW][C]5[/C][C]-0.262313[/C][C]-1.7983[/C][C]0.039274[/C][/ROW]
[ROW][C]6[/C][C]0.167884[/C][C]1.151[/C][C]0.127787[/C][/ROW]
[ROW][C]7[/C][C]0.393038[/C][C]2.6945[/C][C]0.004873[/C][/ROW]
[ROW][C]8[/C][C]0.42017[/C][C]2.8805[/C][C]0.002981[/C][/ROW]
[ROW][C]9[/C][C]0.197459[/C][C]1.3537[/C][C]0.091152[/C][/ROW]
[ROW][C]10[/C][C]-0.146976[/C][C]-1.0076[/C][C]0.159399[/C][/ROW]
[ROW][C]11[/C][C]-0.396209[/C][C]-2.7163[/C][C]0.004605[/C][/ROW]
[ROW][C]12[/C][C]-0.454386[/C][C]-3.1151[/C][C]0.001565[/C][/ROW]
[ROW][C]13[/C][C]-0.271218[/C][C]-1.8594[/C][C]0.03462[/C][/ROW]
[ROW][C]14[/C][C]0.055761[/C][C]0.3823[/C][C]0.35199[/C][/ROW]
[ROW][C]15[/C][C]0.227131[/C][C]1.5571[/C][C]0.063074[/C][/ROW]
[ROW][C]16[/C][C]0.220379[/C][C]1.5108[/C][C]0.068762[/C][/ROW]
[ROW][C]17[/C][C]0.085848[/C][C]0.5885[/C][C]0.279493[/C][/ROW]
[ROW][C]18[/C][C]-0.113383[/C][C]-0.7773[/C][C]0.220435[/C][/ROW]
[ROW][C]19[/C][C]-0.18148[/C][C]-1.2442[/C][C]0.109804[/C][/ROW]
[ROW][C]20[/C][C]-0.14255[/C][C]-0.9773[/C][C]0.166718[/C][/ROW]
[ROW][C]21[/C][C]-0.048984[/C][C]-0.3358[/C][C]0.369251[/C][/ROW]
[ROW][C]22[/C][C]0.057317[/C][C]0.3929[/C][C]0.348068[/C][/ROW]
[ROW][C]23[/C][C]0.108214[/C][C]0.7419[/C][C]0.230926[/C][/ROW]
[ROW][C]24[/C][C]0.026017[/C][C]0.1784[/C][C]0.429601[/C][/ROW]
[ROW][C]25[/C][C]0.024808[/C][C]0.1701[/C][C]0.43284[/C][/ROW]
[ROW][C]26[/C][C]0.046938[/C][C]0.3218[/C][C]0.37452[/C][/ROW]
[ROW][C]27[/C][C]0.014914[/C][C]0.1022[/C][C]0.459499[/C][/ROW]
[ROW][C]28[/C][C]-0.049033[/C][C]-0.3362[/C][C]0.369125[/C][/ROW]
[ROW][C]29[/C][C]-0.085065[/C][C]-0.5832[/C][C]0.281281[/C][/ROW]
[ROW][C]30[/C][C]-0.079878[/C][C]-0.5476[/C][C]0.293273[/C][/ROW]
[ROW][C]31[/C][C]0.020738[/C][C]0.1422[/C][C]0.443777[/C][/ROW]
[ROW][C]32[/C][C]0.083461[/C][C]0.5722[/C][C]0.284964[/C][/ROW]
[ROW][C]33[/C][C]0.083815[/C][C]0.5746[/C][C]0.284149[/C][/ROW]
[ROW][C]34[/C][C]0.031352[/C][C]0.2149[/C][C]0.415372[/C][/ROW]
[ROW][C]35[/C][C]-0.032652[/C][C]-0.2238[/C][C]0.411923[/C][/ROW]
[ROW][C]36[/C][C]-0.034713[/C][C]-0.238[/C][C]0.406464[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59807&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59807&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	0.593481	4.0687	9e-05
2	-0.026467	-0.1815	0.428397
3	-0.495099	-3.3942	0.000703
4	-0.558478	-3.8287	0.00019
5	-0.262313	-1.7983	0.039274
6	0.167884	1.151	0.127787
7	0.393038	2.6945	0.004873
8	0.42017	2.8805	0.002981
9	0.197459	1.3537	0.091152
10	-0.146976	-1.0076	0.159399
11	-0.396209	-2.7163	0.004605
12	-0.454386	-3.1151	0.001565
13	-0.271218	-1.8594	0.03462
14	0.055761	0.3823	0.35199
15	0.227131	1.5571	0.063074
16	0.220379	1.5108	0.068762
17	0.085848	0.5885	0.279493
18	-0.113383	-0.7773	0.220435
19	-0.18148	-1.2442	0.109804
20	-0.14255	-0.9773	0.166718
21	-0.048984	-0.3358	0.369251
22	0.057317	0.3929	0.348068
23	0.108214	0.7419	0.230926
24	0.026017	0.1784	0.429601
25	0.024808	0.1701	0.43284
26	0.046938	0.3218	0.37452
27	0.014914	0.1022	0.459499
28	-0.049033	-0.3362	0.369125
29	-0.085065	-0.5832	0.281281
30	-0.079878	-0.5476	0.293273
31	0.020738	0.1422	0.443777
32	0.083461	0.5722	0.284964
33	0.083815	0.5746	0.284149
34	0.031352	0.2149	0.415372
35	-0.032652	-0.2238	0.411923
36	-0.034713	-0.238	0.406464

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.593481	4.0687	9e-05
2	-0.584591	-4.0078	0.000109
3	-0.289081	-1.9818	0.026681
4	-0.033924	-0.2326	0.408552
5	0.041312	0.2832	0.389125
6	0.112202	0.7692	0.222806
7	-0.054156	-0.3713	0.356052
8	0.248252	1.7019	0.047687
9	-0.028071	-0.1924	0.424112
10	-0.132602	-0.9091	0.183974
11	-0.072504	-0.4971	0.310731
12	-0.207574	-1.4231	0.080662
13	-0.044302	-0.3037	0.381341
14	-0.060161	-0.4124	0.340946
15	-0.255522	-1.7518	0.043168
16	-0.005666	-0.0388	0.484591
17	-0.004511	-0.0309	0.48773
18	-0.066877	-0.4585	0.324359
19	0.138392	0.9488	0.173796
20	-0.044308	-0.3038	0.381326
21	0.062755	0.4302	0.3345
22	-0.042627	-0.2922	0.385696
23	-0.090565	-0.6209	0.268838
24	-0.202051	-1.3852	0.086266
25	0.105923	0.7262	0.235666
26	0.027465	0.1883	0.42573
27	-0.24985	-1.7129	0.046662
28	-0.116115	-0.796	0.215004
29	0.07054	0.4836	0.315459
30	-0.033868	-0.2322	0.408701
31	0.00809	0.0555	0.478004
32	-0.027254	-0.1868	0.426293
33	-0.008761	-0.0601	0.476181
34	-0.015005	-0.1029	0.459252
35	-0.057904	-0.397	0.346593
36	0.03106	0.2129	0.416149

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.593481 & 4.0687 & 9e-05 \tabularnewline
2 & -0.584591 & -4.0078 & 0.000109 \tabularnewline
3 & -0.289081 & -1.9818 & 0.026681 \tabularnewline
4 & -0.033924 & -0.2326 & 0.408552 \tabularnewline
5 & 0.041312 & 0.2832 & 0.389125 \tabularnewline
6 & 0.112202 & 0.7692 & 0.222806 \tabularnewline
7 & -0.054156 & -0.3713 & 0.356052 \tabularnewline
8 & 0.248252 & 1.7019 & 0.047687 \tabularnewline
9 & -0.028071 & -0.1924 & 0.424112 \tabularnewline
10 & -0.132602 & -0.9091 & 0.183974 \tabularnewline
11 & -0.072504 & -0.4971 & 0.310731 \tabularnewline
12 & -0.207574 & -1.4231 & 0.080662 \tabularnewline
13 & -0.044302 & -0.3037 & 0.381341 \tabularnewline
14 & -0.060161 & -0.4124 & 0.340946 \tabularnewline
15 & -0.255522 & -1.7518 & 0.043168 \tabularnewline
16 & -0.005666 & -0.0388 & 0.484591 \tabularnewline
17 & -0.004511 & -0.0309 & 0.48773 \tabularnewline
18 & -0.066877 & -0.4585 & 0.324359 \tabularnewline
19 & 0.138392 & 0.9488 & 0.173796 \tabularnewline
20 & -0.044308 & -0.3038 & 0.381326 \tabularnewline
21 & 0.062755 & 0.4302 & 0.3345 \tabularnewline
22 & -0.042627 & -0.2922 & 0.385696 \tabularnewline
23 & -0.090565 & -0.6209 & 0.268838 \tabularnewline
24 & -0.202051 & -1.3852 & 0.086266 \tabularnewline
25 & 0.105923 & 0.7262 & 0.235666 \tabularnewline
26 & 0.027465 & 0.1883 & 0.42573 \tabularnewline
27 & -0.24985 & -1.7129 & 0.046662 \tabularnewline
28 & -0.116115 & -0.796 & 0.215004 \tabularnewline
29 & 0.07054 & 0.4836 & 0.315459 \tabularnewline
30 & -0.033868 & -0.2322 & 0.408701 \tabularnewline
31 & 0.00809 & 0.0555 & 0.478004 \tabularnewline
32 & -0.027254 & -0.1868 & 0.426293 \tabularnewline
33 & -0.008761 & -0.0601 & 0.476181 \tabularnewline
34 & -0.015005 & -0.1029 & 0.459252 \tabularnewline
35 & -0.057904 & -0.397 & 0.346593 \tabularnewline
36 & 0.03106 & 0.2129 & 0.416149 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59807&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]0.593481[/C][C]4.0687[/C][C]9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.584591[/C][C]-4.0078[/C][C]0.000109[/C][/ROW]
[ROW][C]3[/C][C]-0.289081[/C][C]-1.9818[/C][C]0.026681[/C][/ROW]
[ROW][C]4[/C][C]-0.033924[/C][C]-0.2326[/C][C]0.408552[/C][/ROW]
[ROW][C]5[/C][C]0.041312[/C][C]0.2832[/C][C]0.389125[/C][/ROW]
[ROW][C]6[/C][C]0.112202[/C][C]0.7692[/C][C]0.222806[/C][/ROW]
[ROW][C]7[/C][C]-0.054156[/C][C]-0.3713[/C][C]0.356052[/C][/ROW]
[ROW][C]8[/C][C]0.248252[/C][C]1.7019[/C][C]0.047687[/C][/ROW]
[ROW][C]9[/C][C]-0.028071[/C][C]-0.1924[/C][C]0.424112[/C][/ROW]
[ROW][C]10[/C][C]-0.132602[/C][C]-0.9091[/C][C]0.183974[/C][/ROW]
[ROW][C]11[/C][C]-0.072504[/C][C]-0.4971[/C][C]0.310731[/C][/ROW]
[ROW][C]12[/C][C]-0.207574[/C][C]-1.4231[/C][C]0.080662[/C][/ROW]
[ROW][C]13[/C][C]-0.044302[/C][C]-0.3037[/C][C]0.381341[/C][/ROW]
[ROW][C]14[/C][C]-0.060161[/C][C]-0.4124[/C][C]0.340946[/C][/ROW]
[ROW][C]15[/C][C]-0.255522[/C][C]-1.7518[/C][C]0.043168[/C][/ROW]
[ROW][C]16[/C][C]-0.005666[/C][C]-0.0388[/C][C]0.484591[/C][/ROW]
[ROW][C]17[/C][C]-0.004511[/C][C]-0.0309[/C][C]0.48773[/C][/ROW]
[ROW][C]18[/C][C]-0.066877[/C][C]-0.4585[/C][C]0.324359[/C][/ROW]
[ROW][C]19[/C][C]0.138392[/C][C]0.9488[/C][C]0.173796[/C][/ROW]
[ROW][C]20[/C][C]-0.044308[/C][C]-0.3038[/C][C]0.381326[/C][/ROW]
[ROW][C]21[/C][C]0.062755[/C][C]0.4302[/C][C]0.3345[/C][/ROW]
[ROW][C]22[/C][C]-0.042627[/C][C]-0.2922[/C][C]0.385696[/C][/ROW]
[ROW][C]23[/C][C]-0.090565[/C][C]-0.6209[/C][C]0.268838[/C][/ROW]
[ROW][C]24[/C][C]-0.202051[/C][C]-1.3852[/C][C]0.086266[/C][/ROW]
[ROW][C]25[/C][C]0.105923[/C][C]0.7262[/C][C]0.235666[/C][/ROW]
[ROW][C]26[/C][C]0.027465[/C][C]0.1883[/C][C]0.42573[/C][/ROW]
[ROW][C]27[/C][C]-0.24985[/C][C]-1.7129[/C][C]0.046662[/C][/ROW]
[ROW][C]28[/C][C]-0.116115[/C][C]-0.796[/C][C]0.215004[/C][/ROW]
[ROW][C]29[/C][C]0.07054[/C][C]0.4836[/C][C]0.315459[/C][/ROW]
[ROW][C]30[/C][C]-0.033868[/C][C]-0.2322[/C][C]0.408701[/C][/ROW]
[ROW][C]31[/C][C]0.00809[/C][C]0.0555[/C][C]0.478004[/C][/ROW]
[ROW][C]32[/C][C]-0.027254[/C][C]-0.1868[/C][C]0.426293[/C][/ROW]
[ROW][C]33[/C][C]-0.008761[/C][C]-0.0601[/C][C]0.476181[/C][/ROW]
[ROW][C]34[/C][C]-0.015005[/C][C]-0.1029[/C][C]0.459252[/C][/ROW]
[ROW][C]35[/C][C]-0.057904[/C][C]-0.397[/C][C]0.346593[/C][/ROW]
[ROW][C]36[/C][C]0.03106[/C][C]0.2129[/C][C]0.416149[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59807&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59807&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	0.593481	4.0687	9e-05
2	-0.584591	-4.0078	0.000109
3	-0.289081	-1.9818	0.026681
4	-0.033924	-0.2326	0.408552
5	0.041312	0.2832	0.389125
6	0.112202	0.7692	0.222806
7	-0.054156	-0.3713	0.356052
8	0.248252	1.7019	0.047687
9	-0.028071	-0.1924	0.424112
10	-0.132602	-0.9091	0.183974
11	-0.072504	-0.4971	0.310731
12	-0.207574	-1.4231	0.080662
13	-0.044302	-0.3037	0.381341
14	-0.060161	-0.4124	0.340946
15	-0.255522	-1.7518	0.043168
16	-0.005666	-0.0388	0.484591
17	-0.004511	-0.0309	0.48773
18	-0.066877	-0.4585	0.324359
19	0.138392	0.9488	0.173796
20	-0.044308	-0.3038	0.381326
21	0.062755	0.4302	0.3345
22	-0.042627	-0.2922	0.385696
23	-0.090565	-0.6209	0.268838
24	-0.202051	-1.3852	0.086266
25	0.105923	0.7262	0.235666
26	0.027465	0.1883	0.42573
27	-0.24985	-1.7129	0.046662
28	-0.116115	-0.796	0.215004
29	0.07054	0.4836	0.315459
30	-0.033868	-0.2322	0.408701
31	0.00809	0.0555	0.478004
32	-0.027254	-0.1868	0.426293
33	-0.008761	-0.0601	0.476181
34	-0.015005	-0.1029	0.459252
35	-0.057904	-0.397	0.346593
36	0.03106	0.2129	0.416149

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; 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