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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 10:32:24 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/26/t1259256933psd4384wexvq2aa.htm/, Retrieved Sun, 28 Apr 2024 22:33:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60194, Retrieved Sun, 28 Apr 2024 22:33:57 +0000

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User-defined keywords

ACF van Y(t) (d=1, D=0, Lambda=1)

Estimated Impact

173

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] [ACF van Y(t) (d=0...] [2009-11-26 00:58:58] [9717cb857c153ca3061376906953b329]
-   P             [(Partial) Autocorrelation Function] [ACF van Y(t) (d=1...] [2009-11-26 17:32:24] [52b85b290d6f50b0921ad6729b8a5af2] [Current]
-   P               [(Partial) Autocorrelation Function] [ACF van Y(t) (d=1...] [2009-11-26 17:41:56] [9717cb857c153ca3061376906953b329] 
-   P                 [(Partial) Autocorrelation Function] [] [2009-11-30 14:11:07] [3af9fa3d2c04a43d660a9a466bdfbaa0] 
- RMP                 [ARIMA Backward Selection] [ARIMA Backward Se...] [2009-12-03 01:42:16] [9717cb857c153ca3061376906953b329] 
-                       [ARIMA Backward Selection] [Paper Arima backw...] [2011-12-20 17:11:29] [abc1cbe561c2c4615f632bb3153b1275] 
- RMP                     [ARIMA Forecasting] [Paper Arima forec...] [2011-12-22 18:40:24] [abc1cbe561c2c4615f632bb3153b1275] 
- R PD                      [ARIMA Forecasting] [Arima Forecasting...] [2011-12-23 19:41:16] [7156a20ff7d97880b6dc50f7239ba03b] 
- RMPD                [Spectral Analysis] [Werkloosheid vrou...] [2010-12-26 18:58:48] [e4afca2801c0b93eac84a600ed82fb9c] 
-   PD                [(Partial) Autocorrelation Function] [Werkloosheid vrou...] [2010-12-26 19:00:55] [e4afca2801c0b93eac84a600ed82fb9c] 
-   P               [(Partial) Autocorrelation Function] [Ws 8 methode 1 li...] [2009-11-29 22:23:11] [616e2df490b611f6cb7080068870ecbd] 
-                   [(Partial) Autocorrelation Function] [] [2009-11-30 14:09:57] [3af9fa3d2c04a43d660a9a466bdfbaa0] 

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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=60194&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=60194&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60194&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	0.159753	1.5406	0.063404
2	-0.180717	-1.7428	0.042339
3	-0.215642	-2.0796	0.020158
4	-0.213709	-2.0609	0.021051
5	0.118448	1.1423	0.128137
6	0.245164	2.3643	0.010072
7	0.105652	1.0189	0.155454
8	-0.205833	-1.985	0.025046
9	-0.220179	-2.1233	0.018191
10	-0.209846	-2.0237	0.022936
11	0.161734	1.5597	0.061113
12	0.759069	7.3202	0
13	0.07764	0.7487	0.227954
14	-0.164363	-1.5851	0.058174
15	-0.248506	-2.3965	0.009277
16	-0.232727	-2.2443	0.013591
17	0.092344	0.8905	0.187738
18	0.151651	1.4625	0.073492
19	0.073431	0.7081	0.240315
20	-0.218587	-2.108	0.018861
21	-0.227081	-2.1899	0.015517
22	-0.171223	-1.6512	0.051034
23	0.120437	1.1615	0.124215
24	0.581957	5.6122	0
25	0.032836	0.3167	0.376107
26	-0.15061	-1.4524	0.074874
27	-0.25348	-2.4445	0.008196
28	-0.175101	-1.6886	0.047322
29	0.047041	0.4536	0.32557
30	0.109032	1.0515	0.147884
31	0.05089	0.4908	0.312373
32	-0.198378	-1.9131	0.029407
33	-0.168259	-1.6226	0.054026
34	-0.121117	-1.168	0.122894
35	0.098472	0.9496	0.172382
36	0.476031	4.5907	7e-06

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.159753 & 1.5406 & 0.063404 \tabularnewline
2 & -0.180717 & -1.7428 & 0.042339 \tabularnewline
3 & -0.215642 & -2.0796 & 0.020158 \tabularnewline
4 & -0.213709 & -2.0609 & 0.021051 \tabularnewline
5 & 0.118448 & 1.1423 & 0.128137 \tabularnewline
6 & 0.245164 & 2.3643 & 0.010072 \tabularnewline
7 & 0.105652 & 1.0189 & 0.155454 \tabularnewline
8 & -0.205833 & -1.985 & 0.025046 \tabularnewline
9 & -0.220179 & -2.1233 & 0.018191 \tabularnewline
10 & -0.209846 & -2.0237 & 0.022936 \tabularnewline
11 & 0.161734 & 1.5597 & 0.061113 \tabularnewline
12 & 0.759069 & 7.3202 & 0 \tabularnewline
13 & 0.07764 & 0.7487 & 0.227954 \tabularnewline
14 & -0.164363 & -1.5851 & 0.058174 \tabularnewline
15 & -0.248506 & -2.3965 & 0.009277 \tabularnewline
16 & -0.232727 & -2.2443 & 0.013591 \tabularnewline
17 & 0.092344 & 0.8905 & 0.187738 \tabularnewline
18 & 0.151651 & 1.4625 & 0.073492 \tabularnewline
19 & 0.073431 & 0.7081 & 0.240315 \tabularnewline
20 & -0.218587 & -2.108 & 0.018861 \tabularnewline
21 & -0.227081 & -2.1899 & 0.015517 \tabularnewline
22 & -0.171223 & -1.6512 & 0.051034 \tabularnewline
23 & 0.120437 & 1.1615 & 0.124215 \tabularnewline
24 & 0.581957 & 5.6122 & 0 \tabularnewline
25 & 0.032836 & 0.3167 & 0.376107 \tabularnewline
26 & -0.15061 & -1.4524 & 0.074874 \tabularnewline
27 & -0.25348 & -2.4445 & 0.008196 \tabularnewline
28 & -0.175101 & -1.6886 & 0.047322 \tabularnewline
29 & 0.047041 & 0.4536 & 0.32557 \tabularnewline
30 & 0.109032 & 1.0515 & 0.147884 \tabularnewline
31 & 0.05089 & 0.4908 & 0.312373 \tabularnewline
32 & -0.198378 & -1.9131 & 0.029407 \tabularnewline
33 & -0.168259 & -1.6226 & 0.054026 \tabularnewline
34 & -0.121117 & -1.168 & 0.122894 \tabularnewline
35 & 0.098472 & 0.9496 & 0.172382 \tabularnewline
36 & 0.476031 & 4.5907 & 7e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60194&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]0.159753[/C][C]1.5406[/C][C]0.063404[/C][/ROW]
[ROW][C]2[/C][C]-0.180717[/C][C]-1.7428[/C][C]0.042339[/C][/ROW]
[ROW][C]3[/C][C]-0.215642[/C][C]-2.0796[/C][C]0.020158[/C][/ROW]
[ROW][C]4[/C][C]-0.213709[/C][C]-2.0609[/C][C]0.021051[/C][/ROW]
[ROW][C]5[/C][C]0.118448[/C][C]1.1423[/C][C]0.128137[/C][/ROW]
[ROW][C]6[/C][C]0.245164[/C][C]2.3643[/C][C]0.010072[/C][/ROW]
[ROW][C]7[/C][C]0.105652[/C][C]1.0189[/C][C]0.155454[/C][/ROW]
[ROW][C]8[/C][C]-0.205833[/C][C]-1.985[/C][C]0.025046[/C][/ROW]
[ROW][C]9[/C][C]-0.220179[/C][C]-2.1233[/C][C]0.018191[/C][/ROW]
[ROW][C]10[/C][C]-0.209846[/C][C]-2.0237[/C][C]0.022936[/C][/ROW]
[ROW][C]11[/C][C]0.161734[/C][C]1.5597[/C][C]0.061113[/C][/ROW]
[ROW][C]12[/C][C]0.759069[/C][C]7.3202[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.07764[/C][C]0.7487[/C][C]0.227954[/C][/ROW]
[ROW][C]14[/C][C]-0.164363[/C][C]-1.5851[/C][C]0.058174[/C][/ROW]
[ROW][C]15[/C][C]-0.248506[/C][C]-2.3965[/C][C]0.009277[/C][/ROW]
[ROW][C]16[/C][C]-0.232727[/C][C]-2.2443[/C][C]0.013591[/C][/ROW]
[ROW][C]17[/C][C]0.092344[/C][C]0.8905[/C][C]0.187738[/C][/ROW]
[ROW][C]18[/C][C]0.151651[/C][C]1.4625[/C][C]0.073492[/C][/ROW]
[ROW][C]19[/C][C]0.073431[/C][C]0.7081[/C][C]0.240315[/C][/ROW]
[ROW][C]20[/C][C]-0.218587[/C][C]-2.108[/C][C]0.018861[/C][/ROW]
[ROW][C]21[/C][C]-0.227081[/C][C]-2.1899[/C][C]0.015517[/C][/ROW]
[ROW][C]22[/C][C]-0.171223[/C][C]-1.6512[/C][C]0.051034[/C][/ROW]
[ROW][C]23[/C][C]0.120437[/C][C]1.1615[/C][C]0.124215[/C][/ROW]
[ROW][C]24[/C][C]0.581957[/C][C]5.6122[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.032836[/C][C]0.3167[/C][C]0.376107[/C][/ROW]
[ROW][C]26[/C][C]-0.15061[/C][C]-1.4524[/C][C]0.074874[/C][/ROW]
[ROW][C]27[/C][C]-0.25348[/C][C]-2.4445[/C][C]0.008196[/C][/ROW]
[ROW][C]28[/C][C]-0.175101[/C][C]-1.6886[/C][C]0.047322[/C][/ROW]
[ROW][C]29[/C][C]0.047041[/C][C]0.4536[/C][C]0.32557[/C][/ROW]
[ROW][C]30[/C][C]0.109032[/C][C]1.0515[/C][C]0.147884[/C][/ROW]
[ROW][C]31[/C][C]0.05089[/C][C]0.4908[/C][C]0.312373[/C][/ROW]
[ROW][C]32[/C][C]-0.198378[/C][C]-1.9131[/C][C]0.029407[/C][/ROW]
[ROW][C]33[/C][C]-0.168259[/C][C]-1.6226[/C][C]0.054026[/C][/ROW]
[ROW][C]34[/C][C]-0.121117[/C][C]-1.168[/C][C]0.122894[/C][/ROW]
[ROW][C]35[/C][C]0.098472[/C][C]0.9496[/C][C]0.172382[/C][/ROW]
[ROW][C]36[/C][C]0.476031[/C][C]4.5907[/C][C]7e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60194&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60194&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	0.159753	1.5406	0.063404
2	-0.180717	-1.7428	0.042339
3	-0.215642	-2.0796	0.020158
4	-0.213709	-2.0609	0.021051
5	0.118448	1.1423	0.128137
6	0.245164	2.3643	0.010072
7	0.105652	1.0189	0.155454
8	-0.205833	-1.985	0.025046
9	-0.220179	-2.1233	0.018191
10	-0.209846	-2.0237	0.022936
11	0.161734	1.5597	0.061113
12	0.759069	7.3202	0
13	0.07764	0.7487	0.227954
14	-0.164363	-1.5851	0.058174
15	-0.248506	-2.3965	0.009277
16	-0.232727	-2.2443	0.013591
17	0.092344	0.8905	0.187738
18	0.151651	1.4625	0.073492
19	0.073431	0.7081	0.240315
20	-0.218587	-2.108	0.018861
21	-0.227081	-2.1899	0.015517
22	-0.171223	-1.6512	0.051034
23	0.120437	1.1615	0.124215
24	0.581957	5.6122	0
25	0.032836	0.3167	0.376107
26	-0.15061	-1.4524	0.074874
27	-0.25348	-2.4445	0.008196
28	-0.175101	-1.6886	0.047322
29	0.047041	0.4536	0.32557
30	0.109032	1.0515	0.147884
31	0.05089	0.4908	0.312373
32	-0.198378	-1.9131	0.029407
33	-0.168259	-1.6226	0.054026
34	-0.121117	-1.168	0.122894
35	0.098472	0.9496	0.172382
36	0.476031	4.5907	7e-06

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.159753	1.5406	0.063404
2	-0.211639	-2.041	0.022044
3	-0.157764	-1.5214	0.065774
4	-0.205686	-1.9836	0.025127
5	0.125348	1.2088	0.1149
6	0.119866	1.1559	0.125332
7	0.037762	0.3642	0.358281
8	-0.20051	-1.9336	0.028099
9	-0.06391	-0.6163	0.269594
10	-0.196899	-1.8988	0.030344
11	0.150716	1.4535	0.074732
12	0.682888	6.5855	0
13	-0.176504	-1.7021	0.046035
14	-0.000753	-0.0073	0.497111
15	-0.096871	-0.9342	0.176312
16	-0.050638	-0.4883	0.31323
17	-0.080237	-0.7738	0.220512
18	-0.202646	-1.9542	0.026838
19	-0.003045	-0.0294	0.488318
20	-0.099443	-0.959	0.170023
21	-0.003867	-0.0373	0.485167
22	0.083463	0.8049	0.211468
23	-0.135061	-1.3025	0.097984
24	0.060474	0.5832	0.280589
25	-0.050523	-0.4872	0.313622
26	-0.019787	-0.1908	0.424543
27	-0.029258	-0.2822	0.389225
28	0.04892	0.4718	0.319098
29	-0.11494	-1.1084	0.135265
30	0.012826	0.1237	0.450913
31	-0.084354	-0.8135	0.20901
32	0.050071	0.4829	0.315164
33	0.007896	0.0761	0.469734
34	-0.021242	-0.2048	0.41907
35	-0.018254	-0.176	0.430326
36	0.011115	0.1072	0.457433

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.159753 & 1.5406 & 0.063404 \tabularnewline
2 & -0.211639 & -2.041 & 0.022044 \tabularnewline
3 & -0.157764 & -1.5214 & 0.065774 \tabularnewline
4 & -0.205686 & -1.9836 & 0.025127 \tabularnewline
5 & 0.125348 & 1.2088 & 0.1149 \tabularnewline
6 & 0.119866 & 1.1559 & 0.125332 \tabularnewline
7 & 0.037762 & 0.3642 & 0.358281 \tabularnewline
8 & -0.20051 & -1.9336 & 0.028099 \tabularnewline
9 & -0.06391 & -0.6163 & 0.269594 \tabularnewline
10 & -0.196899 & -1.8988 & 0.030344 \tabularnewline
11 & 0.150716 & 1.4535 & 0.074732 \tabularnewline
12 & 0.682888 & 6.5855 & 0 \tabularnewline
13 & -0.176504 & -1.7021 & 0.046035 \tabularnewline
14 & -0.000753 & -0.0073 & 0.497111 \tabularnewline
15 & -0.096871 & -0.9342 & 0.176312 \tabularnewline
16 & -0.050638 & -0.4883 & 0.31323 \tabularnewline
17 & -0.080237 & -0.7738 & 0.220512 \tabularnewline
18 & -0.202646 & -1.9542 & 0.026838 \tabularnewline
19 & -0.003045 & -0.0294 & 0.488318 \tabularnewline
20 & -0.099443 & -0.959 & 0.170023 \tabularnewline
21 & -0.003867 & -0.0373 & 0.485167 \tabularnewline
22 & 0.083463 & 0.8049 & 0.211468 \tabularnewline
23 & -0.135061 & -1.3025 & 0.097984 \tabularnewline
24 & 0.060474 & 0.5832 & 0.280589 \tabularnewline
25 & -0.050523 & -0.4872 & 0.313622 \tabularnewline
26 & -0.019787 & -0.1908 & 0.424543 \tabularnewline
27 & -0.029258 & -0.2822 & 0.389225 \tabularnewline
28 & 0.04892 & 0.4718 & 0.319098 \tabularnewline
29 & -0.11494 & -1.1084 & 0.135265 \tabularnewline
30 & 0.012826 & 0.1237 & 0.450913 \tabularnewline
31 & -0.084354 & -0.8135 & 0.20901 \tabularnewline
32 & 0.050071 & 0.4829 & 0.315164 \tabularnewline
33 & 0.007896 & 0.0761 & 0.469734 \tabularnewline
34 & -0.021242 & -0.2048 & 0.41907 \tabularnewline
35 & -0.018254 & -0.176 & 0.430326 \tabularnewline
36 & 0.011115 & 0.1072 & 0.457433 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60194&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]0.159753[/C][C]1.5406[/C][C]0.063404[/C][/ROW]
[ROW][C]2[/C][C]-0.211639[/C][C]-2.041[/C][C]0.022044[/C][/ROW]
[ROW][C]3[/C][C]-0.157764[/C][C]-1.5214[/C][C]0.065774[/C][/ROW]
[ROW][C]4[/C][C]-0.205686[/C][C]-1.9836[/C][C]0.025127[/C][/ROW]
[ROW][C]5[/C][C]0.125348[/C][C]1.2088[/C][C]0.1149[/C][/ROW]
[ROW][C]6[/C][C]0.119866[/C][C]1.1559[/C][C]0.125332[/C][/ROW]
[ROW][C]7[/C][C]0.037762[/C][C]0.3642[/C][C]0.358281[/C][/ROW]
[ROW][C]8[/C][C]-0.20051[/C][C]-1.9336[/C][C]0.028099[/C][/ROW]
[ROW][C]9[/C][C]-0.06391[/C][C]-0.6163[/C][C]0.269594[/C][/ROW]
[ROW][C]10[/C][C]-0.196899[/C][C]-1.8988[/C][C]0.030344[/C][/ROW]
[ROW][C]11[/C][C]0.150716[/C][C]1.4535[/C][C]0.074732[/C][/ROW]
[ROW][C]12[/C][C]0.682888[/C][C]6.5855[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.176504[/C][C]-1.7021[/C][C]0.046035[/C][/ROW]
[ROW][C]14[/C][C]-0.000753[/C][C]-0.0073[/C][C]0.497111[/C][/ROW]
[ROW][C]15[/C][C]-0.096871[/C][C]-0.9342[/C][C]0.176312[/C][/ROW]
[ROW][C]16[/C][C]-0.050638[/C][C]-0.4883[/C][C]0.31323[/C][/ROW]
[ROW][C]17[/C][C]-0.080237[/C][C]-0.7738[/C][C]0.220512[/C][/ROW]
[ROW][C]18[/C][C]-0.202646[/C][C]-1.9542[/C][C]0.026838[/C][/ROW]
[ROW][C]19[/C][C]-0.003045[/C][C]-0.0294[/C][C]0.488318[/C][/ROW]
[ROW][C]20[/C][C]-0.099443[/C][C]-0.959[/C][C]0.170023[/C][/ROW]
[ROW][C]21[/C][C]-0.003867[/C][C]-0.0373[/C][C]0.485167[/C][/ROW]
[ROW][C]22[/C][C]0.083463[/C][C]0.8049[/C][C]0.211468[/C][/ROW]
[ROW][C]23[/C][C]-0.135061[/C][C]-1.3025[/C][C]0.097984[/C][/ROW]
[ROW][C]24[/C][C]0.060474[/C][C]0.5832[/C][C]0.280589[/C][/ROW]
[ROW][C]25[/C][C]-0.050523[/C][C]-0.4872[/C][C]0.313622[/C][/ROW]
[ROW][C]26[/C][C]-0.019787[/C][C]-0.1908[/C][C]0.424543[/C][/ROW]
[ROW][C]27[/C][C]-0.029258[/C][C]-0.2822[/C][C]0.389225[/C][/ROW]
[ROW][C]28[/C][C]0.04892[/C][C]0.4718[/C][C]0.319098[/C][/ROW]
[ROW][C]29[/C][C]-0.11494[/C][C]-1.1084[/C][C]0.135265[/C][/ROW]
[ROW][C]30[/C][C]0.012826[/C][C]0.1237[/C][C]0.450913[/C][/ROW]
[ROW][C]31[/C][C]-0.084354[/C][C]-0.8135[/C][C]0.20901[/C][/ROW]
[ROW][C]32[/C][C]0.050071[/C][C]0.4829[/C][C]0.315164[/C][/ROW]
[ROW][C]33[/C][C]0.007896[/C][C]0.0761[/C][C]0.469734[/C][/ROW]
[ROW][C]34[/C][C]-0.021242[/C][C]-0.2048[/C][C]0.41907[/C][/ROW]
[ROW][C]35[/C][C]-0.018254[/C][C]-0.176[/C][C]0.430326[/C][/ROW]
[ROW][C]36[/C][C]0.011115[/C][C]0.1072[/C][C]0.457433[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60194&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60194&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	0.159753	1.5406	0.063404
2	-0.211639	-2.041	0.022044
3	-0.157764	-1.5214	0.065774
4	-0.205686	-1.9836	0.025127
5	0.125348	1.2088	0.1149
6	0.119866	1.1559	0.125332
7	0.037762	0.3642	0.358281
8	-0.20051	-1.9336	0.028099
9	-0.06391	-0.6163	0.269594
10	-0.196899	-1.8988	0.030344
11	0.150716	1.4535	0.074732
12	0.682888	6.5855	0
13	-0.176504	-1.7021	0.046035
14	-0.000753	-0.0073	0.497111
15	-0.096871	-0.9342	0.176312
16	-0.050638	-0.4883	0.31323
17	-0.080237	-0.7738	0.220512
18	-0.202646	-1.9542	0.026838
19	-0.003045	-0.0294	0.488318
20	-0.099443	-0.959	0.170023
21	-0.003867	-0.0373	0.485167
22	0.083463	0.8049	0.211468
23	-0.135061	-1.3025	0.097984
24	0.060474	0.5832	0.280589
25	-0.050523	-0.4872	0.313622
26	-0.019787	-0.1908	0.424543
27	-0.029258	-0.2822	0.389225
28	0.04892	0.4718	0.319098
29	-0.11494	-1.1084	0.135265
30	0.012826	0.1237	0.450913
31	-0.084354	-0.8135	0.20901
32	0.050071	0.4829	0.315164
33	0.007896	0.0761	0.469734
34	-0.021242	-0.2048	0.41907
35	-0.018254	-0.176	0.430326
36	0.011115	0.1072	0.457433

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