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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 08:49:58 -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/t1259250816u2tzu6193oynky6.htm/, Retrieved Mon, 29 Apr 2024 00:47:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60129, Retrieved Mon, 29 Apr 2024 00:47:51 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

167

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] [acf1] [2009-11-26 15:49:58] [87085ce7f5378f281469a8b1f0969170] [Current]
-    D            [(Partial) Autocorrelation Function] [Workshop8] [2009-11-27 10:49:13] [34b80aeb109c116fd63bf2eb7493a276] 
-    D              [(Partial) Autocorrelation Function] [ACF] [2009-12-12 10:06:08] [34b80aeb109c116fd63bf2eb7493a276] 
-    D                [(Partial) Autocorrelation Function] [methode1] [2009-12-14 08:48:39] [34b80aeb109c116fd63bf2eb7493a276] 
-                 [(Partial) Autocorrelation Function] [Workshop 8 part 2] [2009-11-28 10:59:34] [b6394cb5c2dcec6d17418d3cdf42d699] 
-                 [(Partial) Autocorrelation Function] [WS 8 ACF] [2009-11-28 11:02:52] [aba88da643e3763d32ff92bd8f92a385] 
-    D            [(Partial) Autocorrelation Function] [acf1] [2009-12-10 15:17:38] [ed603017d2bee8fbd82b6d5ec04e12c3] 
-   PD              [(Partial) Autocorrelation Function] [auto] [2009-12-10 15:57:09] [ed603017d2bee8fbd82b6d5ec04e12c3] 
-                     [(Partial) Autocorrelation Function] [acf2] [2009-12-10 16:01:08] [ed603017d2bee8fbd82b6d5ec04e12c3] 
-   PD            [(Partial) Autocorrelation Function] [acf2] [2009-12-10 15:22:48] [ed603017d2bee8fbd82b6d5ec04e12c3] 
-    D            [(Partial) Autocorrelation Function] [acf] [2009-12-12 16:35:29] [ed603017d2bee8fbd82b6d5ec04e12c3] 
-   PD            [(Partial) Autocorrelation Function] [acf] [2009-12-12 16:36:36] [ed603017d2bee8fbd82b6d5ec04e12c3] 

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Dataseries X:

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Histogram

Boxplots

5.7
6.1
6
5.9
5.8
5.7
5.6
5.4
5.4
5.5
5.6
5.7
5.9
6.1
6
5.8
5.8
5.7
5.5
5.3
5.2
5.2
5
5.1
5.1
5.2
4.9
4.8
4.5
4.5
4.4
4.4
4.2
4.1
3.9
3.8
3.9
4.2
4.1
3.8
3.6
3.7
3.5
3.4
3.1
3.1
3.1
3.2
3.3
3.5
3.6
3.5
3.3
3.2
3.1
3.2
3
3
3.1
3.4

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=60129&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=60129&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60129&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	0.96814	7.4992	0
2	0.917477	7.1067	0
3	0.864046	6.6929	0
4	0.815758	6.3188	0
5	0.769157	5.9579	0
6	0.725405	5.619	0
7	0.687573	5.3259	1e-06
8	0.657919	5.0962	2e-06
9	0.629212	4.8739	4e-06
10	0.599932	4.6471	9e-06
11	0.563215	4.3626	2.6e-05
12	0.516463	4.0005	8.8e-05
13	0.453032	3.5092	0.00043
14	0.379145	2.9368	0.002348
15	0.304481	2.3585	0.010812
16	0.236613	1.8328	0.035898
17	0.173503	1.3439	0.092013
18	0.115098	0.8915	0.188099
19	0.062917	0.4874	0.313892
20	0.015995	0.1239	0.450906
21	-0.0259	-0.2006	0.420836
22	-0.061671	-0.4777	0.317299
23	-0.094727	-0.7338	0.232978
24	-0.135712	-1.0512	0.148687
25	-0.184151	-1.4264	0.079463
26	-0.235136	-1.8214	0.036769
27	-0.279156	-2.1623	0.017295
28	-0.317257	-2.4575	0.00845
29	-0.347938	-2.6951	0.004557
30	-0.376797	-2.9187	0.002471
31	-0.400799	-3.1046	0.001453
32	-0.419641	-3.2505	0.000945
33	-0.428143	-3.3164	0.000776
34	-0.430422	-3.334	0.000736
35	-0.424638	-3.2892	0.000842
36	-0.420711	-3.2588	0.000922

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.96814 & 7.4992 & 0 \tabularnewline
2 & 0.917477 & 7.1067 & 0 \tabularnewline
3 & 0.864046 & 6.6929 & 0 \tabularnewline
4 & 0.815758 & 6.3188 & 0 \tabularnewline
5 & 0.769157 & 5.9579 & 0 \tabularnewline
6 & 0.725405 & 5.619 & 0 \tabularnewline
7 & 0.687573 & 5.3259 & 1e-06 \tabularnewline
8 & 0.657919 & 5.0962 & 2e-06 \tabularnewline
9 & 0.629212 & 4.8739 & 4e-06 \tabularnewline
10 & 0.599932 & 4.6471 & 9e-06 \tabularnewline
11 & 0.563215 & 4.3626 & 2.6e-05 \tabularnewline
12 & 0.516463 & 4.0005 & 8.8e-05 \tabularnewline
13 & 0.453032 & 3.5092 & 0.00043 \tabularnewline
14 & 0.379145 & 2.9368 & 0.002348 \tabularnewline
15 & 0.304481 & 2.3585 & 0.010812 \tabularnewline
16 & 0.236613 & 1.8328 & 0.035898 \tabularnewline
17 & 0.173503 & 1.3439 & 0.092013 \tabularnewline
18 & 0.115098 & 0.8915 & 0.188099 \tabularnewline
19 & 0.062917 & 0.4874 & 0.313892 \tabularnewline
20 & 0.015995 & 0.1239 & 0.450906 \tabularnewline
21 & -0.0259 & -0.2006 & 0.420836 \tabularnewline
22 & -0.061671 & -0.4777 & 0.317299 \tabularnewline
23 & -0.094727 & -0.7338 & 0.232978 \tabularnewline
24 & -0.135712 & -1.0512 & 0.148687 \tabularnewline
25 & -0.184151 & -1.4264 & 0.079463 \tabularnewline
26 & -0.235136 & -1.8214 & 0.036769 \tabularnewline
27 & -0.279156 & -2.1623 & 0.017295 \tabularnewline
28 & -0.317257 & -2.4575 & 0.00845 \tabularnewline
29 & -0.347938 & -2.6951 & 0.004557 \tabularnewline
30 & -0.376797 & -2.9187 & 0.002471 \tabularnewline
31 & -0.400799 & -3.1046 & 0.001453 \tabularnewline
32 & -0.419641 & -3.2505 & 0.000945 \tabularnewline
33 & -0.428143 & -3.3164 & 0.000776 \tabularnewline
34 & -0.430422 & -3.334 & 0.000736 \tabularnewline
35 & -0.424638 & -3.2892 & 0.000842 \tabularnewline
36 & -0.420711 & -3.2588 & 0.000922 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60129&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]0.96814[/C][C]7.4992[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.917477[/C][C]7.1067[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.864046[/C][C]6.6929[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.815758[/C][C]6.3188[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.769157[/C][C]5.9579[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.725405[/C][C]5.619[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.687573[/C][C]5.3259[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.657919[/C][C]5.0962[/C][C]2e-06[/C][/ROW]
[ROW][C]9[/C][C]0.629212[/C][C]4.8739[/C][C]4e-06[/C][/ROW]
[ROW][C]10[/C][C]0.599932[/C][C]4.6471[/C][C]9e-06[/C][/ROW]
[ROW][C]11[/C][C]0.563215[/C][C]4.3626[/C][C]2.6e-05[/C][/ROW]
[ROW][C]12[/C][C]0.516463[/C][C]4.0005[/C][C]8.8e-05[/C][/ROW]
[ROW][C]13[/C][C]0.453032[/C][C]3.5092[/C][C]0.00043[/C][/ROW]
[ROW][C]14[/C][C]0.379145[/C][C]2.9368[/C][C]0.002348[/C][/ROW]
[ROW][C]15[/C][C]0.304481[/C][C]2.3585[/C][C]0.010812[/C][/ROW]
[ROW][C]16[/C][C]0.236613[/C][C]1.8328[/C][C]0.035898[/C][/ROW]
[ROW][C]17[/C][C]0.173503[/C][C]1.3439[/C][C]0.092013[/C][/ROW]
[ROW][C]18[/C][C]0.115098[/C][C]0.8915[/C][C]0.188099[/C][/ROW]
[ROW][C]19[/C][C]0.062917[/C][C]0.4874[/C][C]0.313892[/C][/ROW]
[ROW][C]20[/C][C]0.015995[/C][C]0.1239[/C][C]0.450906[/C][/ROW]
[ROW][C]21[/C][C]-0.0259[/C][C]-0.2006[/C][C]0.420836[/C][/ROW]
[ROW][C]22[/C][C]-0.061671[/C][C]-0.4777[/C][C]0.317299[/C][/ROW]
[ROW][C]23[/C][C]-0.094727[/C][C]-0.7338[/C][C]0.232978[/C][/ROW]
[ROW][C]24[/C][C]-0.135712[/C][C]-1.0512[/C][C]0.148687[/C][/ROW]
[ROW][C]25[/C][C]-0.184151[/C][C]-1.4264[/C][C]0.079463[/C][/ROW]
[ROW][C]26[/C][C]-0.235136[/C][C]-1.8214[/C][C]0.036769[/C][/ROW]
[ROW][C]27[/C][C]-0.279156[/C][C]-2.1623[/C][C]0.017295[/C][/ROW]
[ROW][C]28[/C][C]-0.317257[/C][C]-2.4575[/C][C]0.00845[/C][/ROW]
[ROW][C]29[/C][C]-0.347938[/C][C]-2.6951[/C][C]0.004557[/C][/ROW]
[ROW][C]30[/C][C]-0.376797[/C][C]-2.9187[/C][C]0.002471[/C][/ROW]
[ROW][C]31[/C][C]-0.400799[/C][C]-3.1046[/C][C]0.001453[/C][/ROW]
[ROW][C]32[/C][C]-0.419641[/C][C]-3.2505[/C][C]0.000945[/C][/ROW]
[ROW][C]33[/C][C]-0.428143[/C][C]-3.3164[/C][C]0.000776[/C][/ROW]
[ROW][C]34[/C][C]-0.430422[/C][C]-3.334[/C][C]0.000736[/C][/ROW]
[ROW][C]35[/C][C]-0.424638[/C][C]-3.2892[/C][C]0.000842[/C][/ROW]
[ROW][C]36[/C][C]-0.420711[/C][C]-3.2588[/C][C]0.000922[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60129&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60129&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	0.96814	7.4992	0
2	0.917477	7.1067	0
3	0.864046	6.6929	0
4	0.815758	6.3188	0
5	0.769157	5.9579	0
6	0.725405	5.619	0
7	0.687573	5.3259	1e-06
8	0.657919	5.0962	2e-06
9	0.629212	4.8739	4e-06
10	0.599932	4.6471	9e-06
11	0.563215	4.3626	2.6e-05
12	0.516463	4.0005	8.8e-05
13	0.453032	3.5092	0.00043
14	0.379145	2.9368	0.002348
15	0.304481	2.3585	0.010812
16	0.236613	1.8328	0.035898
17	0.173503	1.3439	0.092013
18	0.115098	0.8915	0.188099
19	0.062917	0.4874	0.313892
20	0.015995	0.1239	0.450906
21	-0.0259	-0.2006	0.420836
22	-0.061671	-0.4777	0.317299
23	-0.094727	-0.7338	0.232978
24	-0.135712	-1.0512	0.148687
25	-0.184151	-1.4264	0.079463
26	-0.235136	-1.8214	0.036769
27	-0.279156	-2.1623	0.017295
28	-0.317257	-2.4575	0.00845
29	-0.347938	-2.6951	0.004557
30	-0.376797	-2.9187	0.002471
31	-0.400799	-3.1046	0.001453
32	-0.419641	-3.2505	0.000945
33	-0.428143	-3.3164	0.000776
34	-0.430422	-3.334	0.000736
35	-0.424638	-3.2892	0.000842
36	-0.420711	-3.2588	0.000922

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.96814	7.4992	0
2	-0.31607	-2.4483	0.008648
3	0.01863	0.1443	0.442872
4	0.061733	0.4782	0.317128
5	-0.052919	-0.4099	0.341666
6	0.021212	0.1643	0.43502
7	0.061107	0.4733	0.318846
8	0.063954	0.4954	0.311069
9	-0.067755	-0.5248	0.300819
10	-0.006729	-0.0521	0.479301
11	-0.129989	-1.0069	0.159015
12	-0.136222	-1.0552	0.147789
13	-0.239506	-1.8552	0.034241
14	-0.106312	-0.8235	0.206746
15	-0.018678	-0.1447	0.442724
16	0.008784	0.068	0.472991
17	-0.052826	-0.4092	0.341928
18	-0.029968	-0.2321	0.408612
19	-0.002427	-0.0188	0.492531
20	-0.059765	-0.4629	0.322543
21	0.018315	0.1419	0.44383
22	0.077675	0.6017	0.274831
23	0.035965	0.2786	0.390762
24	-0.139057	-1.0771	0.142867
25	-0.022267	-0.1725	0.431819
26	-0.01362	-0.1055	0.458165
27	0.055466	0.4296	0.334498
28	-0.037745	-0.2924	0.385505
29	0.047564	0.3684	0.356924
30	-0.086074	-0.6667	0.253751
31	-0.025929	-0.2008	0.42075
32	-0.021942	-0.17	0.432805
33	0.089543	0.6936	0.245305
34	0.009211	0.0714	0.471678
35	0.096585	0.7481	0.228647
36	-0.035311	-0.2735	0.392697

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.96814 & 7.4992 & 0 \tabularnewline
2 & -0.31607 & -2.4483 & 0.008648 \tabularnewline
3 & 0.01863 & 0.1443 & 0.442872 \tabularnewline
4 & 0.061733 & 0.4782 & 0.317128 \tabularnewline
5 & -0.052919 & -0.4099 & 0.341666 \tabularnewline
6 & 0.021212 & 0.1643 & 0.43502 \tabularnewline
7 & 0.061107 & 0.4733 & 0.318846 \tabularnewline
8 & 0.063954 & 0.4954 & 0.311069 \tabularnewline
9 & -0.067755 & -0.5248 & 0.300819 \tabularnewline
10 & -0.006729 & -0.0521 & 0.479301 \tabularnewline
11 & -0.129989 & -1.0069 & 0.159015 \tabularnewline
12 & -0.136222 & -1.0552 & 0.147789 \tabularnewline
13 & -0.239506 & -1.8552 & 0.034241 \tabularnewline
14 & -0.106312 & -0.8235 & 0.206746 \tabularnewline
15 & -0.018678 & -0.1447 & 0.442724 \tabularnewline
16 & 0.008784 & 0.068 & 0.472991 \tabularnewline
17 & -0.052826 & -0.4092 & 0.341928 \tabularnewline
18 & -0.029968 & -0.2321 & 0.408612 \tabularnewline
19 & -0.002427 & -0.0188 & 0.492531 \tabularnewline
20 & -0.059765 & -0.4629 & 0.322543 \tabularnewline
21 & 0.018315 & 0.1419 & 0.44383 \tabularnewline
22 & 0.077675 & 0.6017 & 0.274831 \tabularnewline
23 & 0.035965 & 0.2786 & 0.390762 \tabularnewline
24 & -0.139057 & -1.0771 & 0.142867 \tabularnewline
25 & -0.022267 & -0.1725 & 0.431819 \tabularnewline
26 & -0.01362 & -0.1055 & 0.458165 \tabularnewline
27 & 0.055466 & 0.4296 & 0.334498 \tabularnewline
28 & -0.037745 & -0.2924 & 0.385505 \tabularnewline
29 & 0.047564 & 0.3684 & 0.356924 \tabularnewline
30 & -0.086074 & -0.6667 & 0.253751 \tabularnewline
31 & -0.025929 & -0.2008 & 0.42075 \tabularnewline
32 & -0.021942 & -0.17 & 0.432805 \tabularnewline
33 & 0.089543 & 0.6936 & 0.245305 \tabularnewline
34 & 0.009211 & 0.0714 & 0.471678 \tabularnewline
35 & 0.096585 & 0.7481 & 0.228647 \tabularnewline
36 & -0.035311 & -0.2735 & 0.392697 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60129&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]0.96814[/C][C]7.4992[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.31607[/C][C]-2.4483[/C][C]0.008648[/C][/ROW]
[ROW][C]3[/C][C]0.01863[/C][C]0.1443[/C][C]0.442872[/C][/ROW]
[ROW][C]4[/C][C]0.061733[/C][C]0.4782[/C][C]0.317128[/C][/ROW]
[ROW][C]5[/C][C]-0.052919[/C][C]-0.4099[/C][C]0.341666[/C][/ROW]
[ROW][C]6[/C][C]0.021212[/C][C]0.1643[/C][C]0.43502[/C][/ROW]
[ROW][C]7[/C][C]0.061107[/C][C]0.4733[/C][C]0.318846[/C][/ROW]
[ROW][C]8[/C][C]0.063954[/C][C]0.4954[/C][C]0.311069[/C][/ROW]
[ROW][C]9[/C][C]-0.067755[/C][C]-0.5248[/C][C]0.300819[/C][/ROW]
[ROW][C]10[/C][C]-0.006729[/C][C]-0.0521[/C][C]0.479301[/C][/ROW]
[ROW][C]11[/C][C]-0.129989[/C][C]-1.0069[/C][C]0.159015[/C][/ROW]
[ROW][C]12[/C][C]-0.136222[/C][C]-1.0552[/C][C]0.147789[/C][/ROW]
[ROW][C]13[/C][C]-0.239506[/C][C]-1.8552[/C][C]0.034241[/C][/ROW]
[ROW][C]14[/C][C]-0.106312[/C][C]-0.8235[/C][C]0.206746[/C][/ROW]
[ROW][C]15[/C][C]-0.018678[/C][C]-0.1447[/C][C]0.442724[/C][/ROW]
[ROW][C]16[/C][C]0.008784[/C][C]0.068[/C][C]0.472991[/C][/ROW]
[ROW][C]17[/C][C]-0.052826[/C][C]-0.4092[/C][C]0.341928[/C][/ROW]
[ROW][C]18[/C][C]-0.029968[/C][C]-0.2321[/C][C]0.408612[/C][/ROW]
[ROW][C]19[/C][C]-0.002427[/C][C]-0.0188[/C][C]0.492531[/C][/ROW]
[ROW][C]20[/C][C]-0.059765[/C][C]-0.4629[/C][C]0.322543[/C][/ROW]
[ROW][C]21[/C][C]0.018315[/C][C]0.1419[/C][C]0.44383[/C][/ROW]
[ROW][C]22[/C][C]0.077675[/C][C]0.6017[/C][C]0.274831[/C][/ROW]
[ROW][C]23[/C][C]0.035965[/C][C]0.2786[/C][C]0.390762[/C][/ROW]
[ROW][C]24[/C][C]-0.139057[/C][C]-1.0771[/C][C]0.142867[/C][/ROW]
[ROW][C]25[/C][C]-0.022267[/C][C]-0.1725[/C][C]0.431819[/C][/ROW]
[ROW][C]26[/C][C]-0.01362[/C][C]-0.1055[/C][C]0.458165[/C][/ROW]
[ROW][C]27[/C][C]0.055466[/C][C]0.4296[/C][C]0.334498[/C][/ROW]
[ROW][C]28[/C][C]-0.037745[/C][C]-0.2924[/C][C]0.385505[/C][/ROW]
[ROW][C]29[/C][C]0.047564[/C][C]0.3684[/C][C]0.356924[/C][/ROW]
[ROW][C]30[/C][C]-0.086074[/C][C]-0.6667[/C][C]0.253751[/C][/ROW]
[ROW][C]31[/C][C]-0.025929[/C][C]-0.2008[/C][C]0.42075[/C][/ROW]
[ROW][C]32[/C][C]-0.021942[/C][C]-0.17[/C][C]0.432805[/C][/ROW]
[ROW][C]33[/C][C]0.089543[/C][C]0.6936[/C][C]0.245305[/C][/ROW]
[ROW][C]34[/C][C]0.009211[/C][C]0.0714[/C][C]0.471678[/C][/ROW]
[ROW][C]35[/C][C]0.096585[/C][C]0.7481[/C][C]0.228647[/C][/ROW]
[ROW][C]36[/C][C]-0.035311[/C][C]-0.2735[/C][C]0.392697[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60129&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60129&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	0.96814	7.4992	0
2	-0.31607	-2.4483	0.008648
3	0.01863	0.1443	0.442872
4	0.061733	0.4782	0.317128
5	-0.052919	-0.4099	0.341666
6	0.021212	0.1643	0.43502
7	0.061107	0.4733	0.318846
8	0.063954	0.4954	0.311069
9	-0.067755	-0.5248	0.300819
10	-0.006729	-0.0521	0.479301
11	-0.129989	-1.0069	0.159015
12	-0.136222	-1.0552	0.147789
13	-0.239506	-1.8552	0.034241
14	-0.106312	-0.8235	0.206746
15	-0.018678	-0.1447	0.442724
16	0.008784	0.068	0.472991
17	-0.052826	-0.4092	0.341928
18	-0.029968	-0.2321	0.408612
19	-0.002427	-0.0188	0.492531
20	-0.059765	-0.4629	0.322543
21	0.018315	0.1419	0.44383
22	0.077675	0.6017	0.274831
23	0.035965	0.2786	0.390762
24	-0.139057	-1.0771	0.142867
25	-0.022267	-0.1725	0.431819
26	-0.01362	-0.1055	0.458165
27	0.055466	0.4296	0.334498
28	-0.037745	-0.2924	0.385505
29	0.047564	0.3684	0.356924
30	-0.086074	-0.6667	0.253751
31	-0.025929	-0.2008	0.42075
32	-0.021942	-0.17	0.432805
33	0.089543	0.6936	0.245305
34	0.009211	0.0714	0.471678
35	0.096585	0.7481	0.228647
36	-0.035311	-0.2735	0.392697

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