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 11:35:24 -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/t1259260583yg4w2p45i6nxqp3.htm/, Retrieved Mon, 29 Apr 2024 07:12:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60250, Retrieved Mon, 29 Apr 2024 07:12:09 +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

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 12:19:56] [b98453cac15ba1066b407e146608df68]
- R  D          [(Partial) Autocorrelation Function] [workshop 8] [2009-11-26 18:35:24] [e81f30a5c3daacfe71a556c99a478849] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

6.9
6.8
6.7
6.6
6.5
6.5
7.0
7.5
7.6
7.6
7.6
7.8
8.0
8.0
8.0
7.9
7.9
8.0
8.5
9.2
9.4
9.5
9.5
9.6
9.7
9.7
9.6
9.5
9.4
9.3
9.6
10.2
10.2
10.1
9.9
9.8
9.8
9.7
9.5
9.3
9.1
9.0
9.5
10.0
10.2
10.1
10.0
9.9
10.0
9.9
9.7
9.5
9.2
9.0
9.3
9.8
9.8
9.6
9.4
9.3
9.2
9.2
9.0
8.8
8.7
8.7
9.1
9.7
9.8
9.6
9.4
9.4
9.5
9.4
9.3
9.2
9.0
8.9
9.2
9.8
9.9
9.6
9.2
9.1
9.1
9.0
8.9
8.7
8.5
8.3
8.5
8.7
8.4
8.1
7.8
7.7
7.5
7.2
6.8
6.7
6.4
6.3
6.8
7.3
7.1
7.0
6.8
6.6
6.3
6.1
6.1
6.3
6.3
6.0
6.2
6.4
6.8
7.5
7.5
7.6
7.6
7.4
7.3
7.1
6.9
6.8
7.5
7.6
7.8
8.0
8.1
8.2
8.3
8.2
8.0
7.9
7.6
7.6
8.3
8.4
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.0
8.2
8.1
8.1
8.0
7.9
7.9

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=60250&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=60250&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60250&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	0.960308	12.447	0
2	0.886796	11.4942	0
3	0.812638	10.533	0
4	0.763422	9.8951	0
5	0.734056	9.5145	0
6	0.708211	9.1795	0
7	0.671771	8.7072	0
8	0.615111	7.9727	0
9	0.54394	7.0503	0
10	0.461941	5.9874	0
11	0.384533	4.9841	1e-06
12	0.320973	4.1603	2.5e-05
13	0.27745	3.5962	0.000212
14	0.240178	3.1131	0.001088
15	0.197435	2.559	0.005689
16	0.143034	1.8539	0.032751
17	0.082632	1.071	0.142846
18	0.02608	0.338	0.367877
19	-0.019855	-0.2574	0.398609
20	-0.053091	-0.6881	0.246157
21	-0.080257	-1.0403	0.149858
22	-0.103846	-1.346	0.090058
23	-0.127511	-1.6527	0.050127
24	-0.151359	-1.9618	0.025717
25	-0.17212	-2.2309	0.013505
26	-0.190428	-2.4682	0.00729
27	-0.202855	-2.6293	0.004675
28	-0.209099	-2.7102	0.003711
29	-0.20686	-2.6812	0.004034
30	-0.196812	-2.551	0.005817
31	-0.182739	-2.3686	0.009497
32	-0.171552	-2.2236	0.013755
33	-0.174401	-2.2605	0.012537
34	-0.187712	-2.433	0.008011
35	-0.204323	-2.6483	0.00443
36	-0.209063	-2.7098	0.003716

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.960308 & 12.447 & 0 \tabularnewline
2 & 0.886796 & 11.4942 & 0 \tabularnewline
3 & 0.812638 & 10.533 & 0 \tabularnewline
4 & 0.763422 & 9.8951 & 0 \tabularnewline
5 & 0.734056 & 9.5145 & 0 \tabularnewline
6 & 0.708211 & 9.1795 & 0 \tabularnewline
7 & 0.671771 & 8.7072 & 0 \tabularnewline
8 & 0.615111 & 7.9727 & 0 \tabularnewline
9 & 0.54394 & 7.0503 & 0 \tabularnewline
10 & 0.461941 & 5.9874 & 0 \tabularnewline
11 & 0.384533 & 4.9841 & 1e-06 \tabularnewline
12 & 0.320973 & 4.1603 & 2.5e-05 \tabularnewline
13 & 0.27745 & 3.5962 & 0.000212 \tabularnewline
14 & 0.240178 & 3.1131 & 0.001088 \tabularnewline
15 & 0.197435 & 2.559 & 0.005689 \tabularnewline
16 & 0.143034 & 1.8539 & 0.032751 \tabularnewline
17 & 0.082632 & 1.071 & 0.142846 \tabularnewline
18 & 0.02608 & 0.338 & 0.367877 \tabularnewline
19 & -0.019855 & -0.2574 & 0.398609 \tabularnewline
20 & -0.053091 & -0.6881 & 0.246157 \tabularnewline
21 & -0.080257 & -1.0403 & 0.149858 \tabularnewline
22 & -0.103846 & -1.346 & 0.090058 \tabularnewline
23 & -0.127511 & -1.6527 & 0.050127 \tabularnewline
24 & -0.151359 & -1.9618 & 0.025717 \tabularnewline
25 & -0.17212 & -2.2309 & 0.013505 \tabularnewline
26 & -0.190428 & -2.4682 & 0.00729 \tabularnewline
27 & -0.202855 & -2.6293 & 0.004675 \tabularnewline
28 & -0.209099 & -2.7102 & 0.003711 \tabularnewline
29 & -0.20686 & -2.6812 & 0.004034 \tabularnewline
30 & -0.196812 & -2.551 & 0.005817 \tabularnewline
31 & -0.182739 & -2.3686 & 0.009497 \tabularnewline
32 & -0.171552 & -2.2236 & 0.013755 \tabularnewline
33 & -0.174401 & -2.2605 & 0.012537 \tabularnewline
34 & -0.187712 & -2.433 & 0.008011 \tabularnewline
35 & -0.204323 & -2.6483 & 0.00443 \tabularnewline
36 & -0.209063 & -2.7098 & 0.003716 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60250&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]0.960308[/C][C]12.447[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.886796[/C][C]11.4942[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.812638[/C][C]10.533[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.763422[/C][C]9.8951[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.734056[/C][C]9.5145[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.708211[/C][C]9.1795[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.671771[/C][C]8.7072[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.615111[/C][C]7.9727[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.54394[/C][C]7.0503[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.461941[/C][C]5.9874[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.384533[/C][C]4.9841[/C][C]1e-06[/C][/ROW]
[ROW][C]12[/C][C]0.320973[/C][C]4.1603[/C][C]2.5e-05[/C][/ROW]
[ROW][C]13[/C][C]0.27745[/C][C]3.5962[/C][C]0.000212[/C][/ROW]
[ROW][C]14[/C][C]0.240178[/C][C]3.1131[/C][C]0.001088[/C][/ROW]
[ROW][C]15[/C][C]0.197435[/C][C]2.559[/C][C]0.005689[/C][/ROW]
[ROW][C]16[/C][C]0.143034[/C][C]1.8539[/C][C]0.032751[/C][/ROW]
[ROW][C]17[/C][C]0.082632[/C][C]1.071[/C][C]0.142846[/C][/ROW]
[ROW][C]18[/C][C]0.02608[/C][C]0.338[/C][C]0.367877[/C][/ROW]
[ROW][C]19[/C][C]-0.019855[/C][C]-0.2574[/C][C]0.398609[/C][/ROW]
[ROW][C]20[/C][C]-0.053091[/C][C]-0.6881[/C][C]0.246157[/C][/ROW]
[ROW][C]21[/C][C]-0.080257[/C][C]-1.0403[/C][C]0.149858[/C][/ROW]
[ROW][C]22[/C][C]-0.103846[/C][C]-1.346[/C][C]0.090058[/C][/ROW]
[ROW][C]23[/C][C]-0.127511[/C][C]-1.6527[/C][C]0.050127[/C][/ROW]
[ROW][C]24[/C][C]-0.151359[/C][C]-1.9618[/C][C]0.025717[/C][/ROW]
[ROW][C]25[/C][C]-0.17212[/C][C]-2.2309[/C][C]0.013505[/C][/ROW]
[ROW][C]26[/C][C]-0.190428[/C][C]-2.4682[/C][C]0.00729[/C][/ROW]
[ROW][C]27[/C][C]-0.202855[/C][C]-2.6293[/C][C]0.004675[/C][/ROW]
[ROW][C]28[/C][C]-0.209099[/C][C]-2.7102[/C][C]0.003711[/C][/ROW]
[ROW][C]29[/C][C]-0.20686[/C][C]-2.6812[/C][C]0.004034[/C][/ROW]
[ROW][C]30[/C][C]-0.196812[/C][C]-2.551[/C][C]0.005817[/C][/ROW]
[ROW][C]31[/C][C]-0.182739[/C][C]-2.3686[/C][C]0.009497[/C][/ROW]
[ROW][C]32[/C][C]-0.171552[/C][C]-2.2236[/C][C]0.013755[/C][/ROW]
[ROW][C]33[/C][C]-0.174401[/C][C]-2.2605[/C][C]0.012537[/C][/ROW]
[ROW][C]34[/C][C]-0.187712[/C][C]-2.433[/C][C]0.008011[/C][/ROW]
[ROW][C]35[/C][C]-0.204323[/C][C]-2.6483[/C][C]0.00443[/C][/ROW]
[ROW][C]36[/C][C]-0.209063[/C][C]-2.7098[/C][C]0.003716[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60250&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60250&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	0.960308	12.447	0
2	0.886796	11.4942	0
3	0.812638	10.533	0
4	0.763422	9.8951	0
5	0.734056	9.5145	0
6	0.708211	9.1795	0
7	0.671771	8.7072	0
8	0.615111	7.9727	0
9	0.54394	7.0503	0
10	0.461941	5.9874	0
11	0.384533	4.9841	1e-06
12	0.320973	4.1603	2.5e-05
13	0.27745	3.5962	0.000212
14	0.240178	3.1131	0.001088
15	0.197435	2.559	0.005689
16	0.143034	1.8539	0.032751
17	0.082632	1.071	0.142846
18	0.02608	0.338	0.367877
19	-0.019855	-0.2574	0.398609
20	-0.053091	-0.6881	0.246157
21	-0.080257	-1.0403	0.149858
22	-0.103846	-1.346	0.090058
23	-0.127511	-1.6527	0.050127
24	-0.151359	-1.9618	0.025717
25	-0.17212	-2.2309	0.013505
26	-0.190428	-2.4682	0.00729
27	-0.202855	-2.6293	0.004675
28	-0.209099	-2.7102	0.003711
29	-0.20686	-2.6812	0.004034
30	-0.196812	-2.551	0.005817
31	-0.182739	-2.3686	0.009497
32	-0.171552	-2.2236	0.013755
33	-0.174401	-2.2605	0.012537
34	-0.187712	-2.433	0.008011
35	-0.204323	-2.6483	0.00443
36	-0.209063	-2.7098	0.003716

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.960308	12.447	0
2	-0.4549	-5.8962	0
3	0.17004	2.204	0.014443
4	0.266598	3.4555	0.000348
5	-0.045011	-0.5834	0.2802
6	-0.084786	-1.099	0.13668
7	-0.058223	-0.7547	0.225755
8	-0.177814	-2.3047	0.011203
9	-0.075649	-0.9805	0.164118
10	-0.186444	-2.4166	0.008369
11	0.016127	0.209	0.41734
12	0.032022	0.4151	0.339314
13	0.085007	1.1018	0.13606
14	-0.099088	-1.2843	0.100398
15	-0.010732	-0.1391	0.444767
16	-0.01851	-0.2399	0.405343
17	0.005923	0.0768	0.469448
18	-0.022451	-0.291	0.385707
19	0.000724	0.0094	0.496263
20	-0.006495	-0.0842	0.466507
21	-0.038202	-0.4951	0.310571
22	0.016511	0.214	0.415398
23	0.017865	0.2316	0.408581
24	-0.005393	-0.0699	0.472177
25	0.058974	0.7644	0.222854
26	-0.078787	-1.0212	0.154316
27	0.023618	0.3061	0.379943
28	0.011571	0.15	0.440481
29	0.049293	0.6389	0.261875
30	0.061213	0.7934	0.214328
31	0.010064	0.1304	0.448186
32	-0.060497	-0.7841	0.217033
33	-0.190848	-2.4737	0.007184
34	-0.034788	-0.4509	0.326321
35	-0.04439	-0.5754	0.282911
36	0.067384	0.8734	0.191848

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.960308 & 12.447 & 0 \tabularnewline
2 & -0.4549 & -5.8962 & 0 \tabularnewline
3 & 0.17004 & 2.204 & 0.014443 \tabularnewline
4 & 0.266598 & 3.4555 & 0.000348 \tabularnewline
5 & -0.045011 & -0.5834 & 0.2802 \tabularnewline
6 & -0.084786 & -1.099 & 0.13668 \tabularnewline
7 & -0.058223 & -0.7547 & 0.225755 \tabularnewline
8 & -0.177814 & -2.3047 & 0.011203 \tabularnewline
9 & -0.075649 & -0.9805 & 0.164118 \tabularnewline
10 & -0.186444 & -2.4166 & 0.008369 \tabularnewline
11 & 0.016127 & 0.209 & 0.41734 \tabularnewline
12 & 0.032022 & 0.4151 & 0.339314 \tabularnewline
13 & 0.085007 & 1.1018 & 0.13606 \tabularnewline
14 & -0.099088 & -1.2843 & 0.100398 \tabularnewline
15 & -0.010732 & -0.1391 & 0.444767 \tabularnewline
16 & -0.01851 & -0.2399 & 0.405343 \tabularnewline
17 & 0.005923 & 0.0768 & 0.469448 \tabularnewline
18 & -0.022451 & -0.291 & 0.385707 \tabularnewline
19 & 0.000724 & 0.0094 & 0.496263 \tabularnewline
20 & -0.006495 & -0.0842 & 0.466507 \tabularnewline
21 & -0.038202 & -0.4951 & 0.310571 \tabularnewline
22 & 0.016511 & 0.214 & 0.415398 \tabularnewline
23 & 0.017865 & 0.2316 & 0.408581 \tabularnewline
24 & -0.005393 & -0.0699 & 0.472177 \tabularnewline
25 & 0.058974 & 0.7644 & 0.222854 \tabularnewline
26 & -0.078787 & -1.0212 & 0.154316 \tabularnewline
27 & 0.023618 & 0.3061 & 0.379943 \tabularnewline
28 & 0.011571 & 0.15 & 0.440481 \tabularnewline
29 & 0.049293 & 0.6389 & 0.261875 \tabularnewline
30 & 0.061213 & 0.7934 & 0.214328 \tabularnewline
31 & 0.010064 & 0.1304 & 0.448186 \tabularnewline
32 & -0.060497 & -0.7841 & 0.217033 \tabularnewline
33 & -0.190848 & -2.4737 & 0.007184 \tabularnewline
34 & -0.034788 & -0.4509 & 0.326321 \tabularnewline
35 & -0.04439 & -0.5754 & 0.282911 \tabularnewline
36 & 0.067384 & 0.8734 & 0.191848 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60250&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]0.960308[/C][C]12.447[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.4549[/C][C]-5.8962[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.17004[/C][C]2.204[/C][C]0.014443[/C][/ROW]
[ROW][C]4[/C][C]0.266598[/C][C]3.4555[/C][C]0.000348[/C][/ROW]
[ROW][C]5[/C][C]-0.045011[/C][C]-0.5834[/C][C]0.2802[/C][/ROW]
[ROW][C]6[/C][C]-0.084786[/C][C]-1.099[/C][C]0.13668[/C][/ROW]
[ROW][C]7[/C][C]-0.058223[/C][C]-0.7547[/C][C]0.225755[/C][/ROW]
[ROW][C]8[/C][C]-0.177814[/C][C]-2.3047[/C][C]0.011203[/C][/ROW]
[ROW][C]9[/C][C]-0.075649[/C][C]-0.9805[/C][C]0.164118[/C][/ROW]
[ROW][C]10[/C][C]-0.186444[/C][C]-2.4166[/C][C]0.008369[/C][/ROW]
[ROW][C]11[/C][C]0.016127[/C][C]0.209[/C][C]0.41734[/C][/ROW]
[ROW][C]12[/C][C]0.032022[/C][C]0.4151[/C][C]0.339314[/C][/ROW]
[ROW][C]13[/C][C]0.085007[/C][C]1.1018[/C][C]0.13606[/C][/ROW]
[ROW][C]14[/C][C]-0.099088[/C][C]-1.2843[/C][C]0.100398[/C][/ROW]
[ROW][C]15[/C][C]-0.010732[/C][C]-0.1391[/C][C]0.444767[/C][/ROW]
[ROW][C]16[/C][C]-0.01851[/C][C]-0.2399[/C][C]0.405343[/C][/ROW]
[ROW][C]17[/C][C]0.005923[/C][C]0.0768[/C][C]0.469448[/C][/ROW]
[ROW][C]18[/C][C]-0.022451[/C][C]-0.291[/C][C]0.385707[/C][/ROW]
[ROW][C]19[/C][C]0.000724[/C][C]0.0094[/C][C]0.496263[/C][/ROW]
[ROW][C]20[/C][C]-0.006495[/C][C]-0.0842[/C][C]0.466507[/C][/ROW]
[ROW][C]21[/C][C]-0.038202[/C][C]-0.4951[/C][C]0.310571[/C][/ROW]
[ROW][C]22[/C][C]0.016511[/C][C]0.214[/C][C]0.415398[/C][/ROW]
[ROW][C]23[/C][C]0.017865[/C][C]0.2316[/C][C]0.408581[/C][/ROW]
[ROW][C]24[/C][C]-0.005393[/C][C]-0.0699[/C][C]0.472177[/C][/ROW]
[ROW][C]25[/C][C]0.058974[/C][C]0.7644[/C][C]0.222854[/C][/ROW]
[ROW][C]26[/C][C]-0.078787[/C][C]-1.0212[/C][C]0.154316[/C][/ROW]
[ROW][C]27[/C][C]0.023618[/C][C]0.3061[/C][C]0.379943[/C][/ROW]
[ROW][C]28[/C][C]0.011571[/C][C]0.15[/C][C]0.440481[/C][/ROW]
[ROW][C]29[/C][C]0.049293[/C][C]0.6389[/C][C]0.261875[/C][/ROW]
[ROW][C]30[/C][C]0.061213[/C][C]0.7934[/C][C]0.214328[/C][/ROW]
[ROW][C]31[/C][C]0.010064[/C][C]0.1304[/C][C]0.448186[/C][/ROW]
[ROW][C]32[/C][C]-0.060497[/C][C]-0.7841[/C][C]0.217033[/C][/ROW]
[ROW][C]33[/C][C]-0.190848[/C][C]-2.4737[/C][C]0.007184[/C][/ROW]
[ROW][C]34[/C][C]-0.034788[/C][C]-0.4509[/C][C]0.326321[/C][/ROW]
[ROW][C]35[/C][C]-0.04439[/C][C]-0.5754[/C][C]0.282911[/C][/ROW]
[ROW][C]36[/C][C]0.067384[/C][C]0.8734[/C][C]0.191848[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60250&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60250&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	0.960308	12.447	0
2	-0.4549	-5.8962	0
3	0.17004	2.204	0.014443
4	0.266598	3.4555	0.000348
5	-0.045011	-0.5834	0.2802
6	-0.084786	-1.099	0.13668
7	-0.058223	-0.7547	0.225755
8	-0.177814	-2.3047	0.011203
9	-0.075649	-0.9805	0.164118
10	-0.186444	-2.4166	0.008369
11	0.016127	0.209	0.41734
12	0.032022	0.4151	0.339314
13	0.085007	1.1018	0.13606
14	-0.099088	-1.2843	0.100398
15	-0.010732	-0.1391	0.444767
16	-0.01851	-0.2399	0.405343
17	0.005923	0.0768	0.469448
18	-0.022451	-0.291	0.385707
19	0.000724	0.0094	0.496263
20	-0.006495	-0.0842	0.466507
21	-0.038202	-0.4951	0.310571
22	0.016511	0.214	0.415398
23	0.017865	0.2316	0.408581
24	-0.005393	-0.0699	0.472177
25	0.058974	0.7644	0.222854
26	-0.078787	-1.0212	0.154316
27	0.023618	0.3061	0.379943
28	0.011571	0.15	0.440481
29	0.049293	0.6389	0.261875
30	0.061213	0.7934	0.214328
31	0.010064	0.1304	0.448186
32	-0.060497	-0.7841	0.217033
33	-0.190848	-2.4737	0.007184
34	-0.034788	-0.4509	0.326321
35	-0.04439	-0.5754	0.282911
36	0.067384	0.8734	0.191848

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