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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 11:42:50 -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/t1259261017a12alo6r7rpzhli.htm/, Retrieved Sun, 28 Apr 2024 21:23:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60262, Retrieved Sun, 28 Apr 2024 21:23:11 +0000

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User-defined keywords

Estimated Impact

129

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]
- R  D          [(Partial) Autocorrelation Function] [workshop 8] [2009-11-26 18:42:50] [e81f30a5c3daacfe71a556c99a478849] [Current]
-   P             [(Partial) Autocorrelation Function] [workshop 8] [2009-12-04 11:04:01] [3d8acb8ffdb376c5fec19e610f8198c2] 
-   PD            [(Partial) Autocorrelation Function] [verbetering] [2009-12-10 17:17:33] [7d268329e554b8694908ba13e6e6f258] 

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Dataseries X:

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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=60262&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=60262&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60262&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	0.496035	6.4102	0
2	-0.004526	-0.0585	0.476713
3	-0.380567	-4.918	1e-06
4	-0.309041	-3.9937	4.9e-05
5	-0.050496	-0.6526	0.25747
6	0.195605	2.5278	0.006204
7	0.282402	3.6494	0.000176
8	0.209558	2.7081	0.003736
9	0.130481	1.6862	0.046814
10	-0.070408	-0.9099	0.182102
11	-0.187652	-2.425	0.008187
12	-0.287396	-3.714	0.000139
13	-0.094755	-1.2245	0.111244
14	0.058762	0.7594	0.224349
15	0.138153	1.7853	0.038012
16	0.09832	1.2706	0.102825
17	-0.003175	-0.041	0.483658
18	-0.078468	-1.014	0.156018
19	-0.144841	-1.8718	0.031494
20	-0.082593	-1.0673	0.14368
21	-0.070042	-0.9051	0.183346
22	-0.008034	-0.1038	0.45872
23	0.009575	0.1237	0.450837
24	-0.026614	-0.3439	0.365665
25	-0.01699	-0.2196	0.413244
26	-0.03508	-0.4533	0.32545
27	-0.030731	-0.3971	0.34589
28	-0.112853	-1.4584	0.073306
29	-0.147411	-1.905	0.029252
30	-0.140276	-1.8128	0.035832
31	0.038149	0.493	0.311332
32	0.183563	2.3722	0.009412
33	0.211406	2.732	0.003486
34	0.061269	0.7918	0.214808
35	-0.176036	-2.2749	0.012092
36	-0.275083	-3.5549	0.000246

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.496035 & 6.4102 & 0 \tabularnewline
2 & -0.004526 & -0.0585 & 0.476713 \tabularnewline
3 & -0.380567 & -4.918 & 1e-06 \tabularnewline
4 & -0.309041 & -3.9937 & 4.9e-05 \tabularnewline
5 & -0.050496 & -0.6526 & 0.25747 \tabularnewline
6 & 0.195605 & 2.5278 & 0.006204 \tabularnewline
7 & 0.282402 & 3.6494 & 0.000176 \tabularnewline
8 & 0.209558 & 2.7081 & 0.003736 \tabularnewline
9 & 0.130481 & 1.6862 & 0.046814 \tabularnewline
10 & -0.070408 & -0.9099 & 0.182102 \tabularnewline
11 & -0.187652 & -2.425 & 0.008187 \tabularnewline
12 & -0.287396 & -3.714 & 0.000139 \tabularnewline
13 & -0.094755 & -1.2245 & 0.111244 \tabularnewline
14 & 0.058762 & 0.7594 & 0.224349 \tabularnewline
15 & 0.138153 & 1.7853 & 0.038012 \tabularnewline
16 & 0.09832 & 1.2706 & 0.102825 \tabularnewline
17 & -0.003175 & -0.041 & 0.483658 \tabularnewline
18 & -0.078468 & -1.014 & 0.156018 \tabularnewline
19 & -0.144841 & -1.8718 & 0.031494 \tabularnewline
20 & -0.082593 & -1.0673 & 0.14368 \tabularnewline
21 & -0.070042 & -0.9051 & 0.183346 \tabularnewline
22 & -0.008034 & -0.1038 & 0.45872 \tabularnewline
23 & 0.009575 & 0.1237 & 0.450837 \tabularnewline
24 & -0.026614 & -0.3439 & 0.365665 \tabularnewline
25 & -0.01699 & -0.2196 & 0.413244 \tabularnewline
26 & -0.03508 & -0.4533 & 0.32545 \tabularnewline
27 & -0.030731 & -0.3971 & 0.34589 \tabularnewline
28 & -0.112853 & -1.4584 & 0.073306 \tabularnewline
29 & -0.147411 & -1.905 & 0.029252 \tabularnewline
30 & -0.140276 & -1.8128 & 0.035832 \tabularnewline
31 & 0.038149 & 0.493 & 0.311332 \tabularnewline
32 & 0.183563 & 2.3722 & 0.009412 \tabularnewline
33 & 0.211406 & 2.732 & 0.003486 \tabularnewline
34 & 0.061269 & 0.7918 & 0.214808 \tabularnewline
35 & -0.176036 & -2.2749 & 0.012092 \tabularnewline
36 & -0.275083 & -3.5549 & 0.000246 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60262&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]0.496035[/C][C]6.4102[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.004526[/C][C]-0.0585[/C][C]0.476713[/C][/ROW]
[ROW][C]3[/C][C]-0.380567[/C][C]-4.918[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.309041[/C][C]-3.9937[/C][C]4.9e-05[/C][/ROW]
[ROW][C]5[/C][C]-0.050496[/C][C]-0.6526[/C][C]0.25747[/C][/ROW]
[ROW][C]6[/C][C]0.195605[/C][C]2.5278[/C][C]0.006204[/C][/ROW]
[ROW][C]7[/C][C]0.282402[/C][C]3.6494[/C][C]0.000176[/C][/ROW]
[ROW][C]8[/C][C]0.209558[/C][C]2.7081[/C][C]0.003736[/C][/ROW]
[ROW][C]9[/C][C]0.130481[/C][C]1.6862[/C][C]0.046814[/C][/ROW]
[ROW][C]10[/C][C]-0.070408[/C][C]-0.9099[/C][C]0.182102[/C][/ROW]
[ROW][C]11[/C][C]-0.187652[/C][C]-2.425[/C][C]0.008187[/C][/ROW]
[ROW][C]12[/C][C]-0.287396[/C][C]-3.714[/C][C]0.000139[/C][/ROW]
[ROW][C]13[/C][C]-0.094755[/C][C]-1.2245[/C][C]0.111244[/C][/ROW]
[ROW][C]14[/C][C]0.058762[/C][C]0.7594[/C][C]0.224349[/C][/ROW]
[ROW][C]15[/C][C]0.138153[/C][C]1.7853[/C][C]0.038012[/C][/ROW]
[ROW][C]16[/C][C]0.09832[/C][C]1.2706[/C][C]0.102825[/C][/ROW]
[ROW][C]17[/C][C]-0.003175[/C][C]-0.041[/C][C]0.483658[/C][/ROW]
[ROW][C]18[/C][C]-0.078468[/C][C]-1.014[/C][C]0.156018[/C][/ROW]
[ROW][C]19[/C][C]-0.144841[/C][C]-1.8718[/C][C]0.031494[/C][/ROW]
[ROW][C]20[/C][C]-0.082593[/C][C]-1.0673[/C][C]0.14368[/C][/ROW]
[ROW][C]21[/C][C]-0.070042[/C][C]-0.9051[/C][C]0.183346[/C][/ROW]
[ROW][C]22[/C][C]-0.008034[/C][C]-0.1038[/C][C]0.45872[/C][/ROW]
[ROW][C]23[/C][C]0.009575[/C][C]0.1237[/C][C]0.450837[/C][/ROW]
[ROW][C]24[/C][C]-0.026614[/C][C]-0.3439[/C][C]0.365665[/C][/ROW]
[ROW][C]25[/C][C]-0.01699[/C][C]-0.2196[/C][C]0.413244[/C][/ROW]
[ROW][C]26[/C][C]-0.03508[/C][C]-0.4533[/C][C]0.32545[/C][/ROW]
[ROW][C]27[/C][C]-0.030731[/C][C]-0.3971[/C][C]0.34589[/C][/ROW]
[ROW][C]28[/C][C]-0.112853[/C][C]-1.4584[/C][C]0.073306[/C][/ROW]
[ROW][C]29[/C][C]-0.147411[/C][C]-1.905[/C][C]0.029252[/C][/ROW]
[ROW][C]30[/C][C]-0.140276[/C][C]-1.8128[/C][C]0.035832[/C][/ROW]
[ROW][C]31[/C][C]0.038149[/C][C]0.493[/C][C]0.311332[/C][/ROW]
[ROW][C]32[/C][C]0.183563[/C][C]2.3722[/C][C]0.009412[/C][/ROW]
[ROW][C]33[/C][C]0.211406[/C][C]2.732[/C][C]0.003486[/C][/ROW]
[ROW][C]34[/C][C]0.061269[/C][C]0.7918[/C][C]0.214808[/C][/ROW]
[ROW][C]35[/C][C]-0.176036[/C][C]-2.2749[/C][C]0.012092[/C][/ROW]
[ROW][C]36[/C][C]-0.275083[/C][C]-3.5549[/C][C]0.000246[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60262&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60262&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	0.496035	6.4102	0
2	-0.004526	-0.0585	0.476713
3	-0.380567	-4.918	1e-06
4	-0.309041	-3.9937	4.9e-05
5	-0.050496	-0.6526	0.25747
6	0.195605	2.5278	0.006204
7	0.282402	3.6494	0.000176
8	0.209558	2.7081	0.003736
9	0.130481	1.6862	0.046814
10	-0.070408	-0.9099	0.182102
11	-0.187652	-2.425	0.008187
12	-0.287396	-3.714	0.000139
13	-0.094755	-1.2245	0.111244
14	0.058762	0.7594	0.224349
15	0.138153	1.7853	0.038012
16	0.09832	1.2706	0.102825
17	-0.003175	-0.041	0.483658
18	-0.078468	-1.014	0.156018
19	-0.144841	-1.8718	0.031494
20	-0.082593	-1.0673	0.14368
21	-0.070042	-0.9051	0.183346
22	-0.008034	-0.1038	0.45872
23	0.009575	0.1237	0.450837
24	-0.026614	-0.3439	0.365665
25	-0.01699	-0.2196	0.413244
26	-0.03508	-0.4533	0.32545
27	-0.030731	-0.3971	0.34589
28	-0.112853	-1.4584	0.073306
29	-0.147411	-1.905	0.029252
30	-0.140276	-1.8128	0.035832
31	0.038149	0.493	0.311332
32	0.183563	2.3722	0.009412
33	0.211406	2.732	0.003486
34	0.061269	0.7918	0.214808
35	-0.176036	-2.2749	0.012092
36	-0.275083	-3.5549	0.000246

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.496035	6.4102	0
2	-0.332352	-4.2949	1.5e-05
3	-0.317172	-4.0988	3.2e-05
4	0.098025	1.2668	0.103502
5	0.064181	0.8294	0.204031
6	0.046693	0.6034	0.273529
7	0.09954	1.2863	0.100052
8	0.079836	1.0317	0.151852
9	0.162919	2.1054	0.018377
10	-0.123946	-1.6017	0.055553
11	-0.061168	-0.7905	0.215188
12	-0.163108	-2.1078	0.01827
13	0.107107	1.3841	0.084083
14	-0.092003	-1.1889	0.118075
15	-0.108868	-1.4069	0.08066
16	0.049151	0.6352	0.263095
17	0.015621	0.2019	0.420131
18	-0.010015	-0.1294	0.448588
19	-0.066591	-0.8605	0.195363
20	0.06603	0.8533	0.197358
21	-0.04466	-0.5771	0.282314
22	-0.071598	-0.9252	0.178087
23	-0.021687	-0.2803	0.389815
24	-0.139648	-1.8046	0.036466
25	0.106427	1.3753	0.085435
26	-0.066244	-0.8561	0.196597
27	-0.055036	-0.7112	0.238968
28	-0.096851	-1.2516	0.106234
29	-0.079299	-1.0248	0.153477
30	-0.03048	-0.3939	0.347085
31	0.089004	1.1502	0.125855
32	0.116252	1.5023	0.067453
33	0.029022	0.375	0.354052
34	-0.028963	-0.3743	0.354333
35	-0.099692	-1.2883	0.099711
36	-0.118209	-1.5276	0.064252

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.496035 & 6.4102 & 0 \tabularnewline
2 & -0.332352 & -4.2949 & 1.5e-05 \tabularnewline
3 & -0.317172 & -4.0988 & 3.2e-05 \tabularnewline
4 & 0.098025 & 1.2668 & 0.103502 \tabularnewline
5 & 0.064181 & 0.8294 & 0.204031 \tabularnewline
6 & 0.046693 & 0.6034 & 0.273529 \tabularnewline
7 & 0.09954 & 1.2863 & 0.100052 \tabularnewline
8 & 0.079836 & 1.0317 & 0.151852 \tabularnewline
9 & 0.162919 & 2.1054 & 0.018377 \tabularnewline
10 & -0.123946 & -1.6017 & 0.055553 \tabularnewline
11 & -0.061168 & -0.7905 & 0.215188 \tabularnewline
12 & -0.163108 & -2.1078 & 0.01827 \tabularnewline
13 & 0.107107 & 1.3841 & 0.084083 \tabularnewline
14 & -0.092003 & -1.1889 & 0.118075 \tabularnewline
15 & -0.108868 & -1.4069 & 0.08066 \tabularnewline
16 & 0.049151 & 0.6352 & 0.263095 \tabularnewline
17 & 0.015621 & 0.2019 & 0.420131 \tabularnewline
18 & -0.010015 & -0.1294 & 0.448588 \tabularnewline
19 & -0.066591 & -0.8605 & 0.195363 \tabularnewline
20 & 0.06603 & 0.8533 & 0.197358 \tabularnewline
21 & -0.04466 & -0.5771 & 0.282314 \tabularnewline
22 & -0.071598 & -0.9252 & 0.178087 \tabularnewline
23 & -0.021687 & -0.2803 & 0.389815 \tabularnewline
24 & -0.139648 & -1.8046 & 0.036466 \tabularnewline
25 & 0.106427 & 1.3753 & 0.085435 \tabularnewline
26 & -0.066244 & -0.8561 & 0.196597 \tabularnewline
27 & -0.055036 & -0.7112 & 0.238968 \tabularnewline
28 & -0.096851 & -1.2516 & 0.106234 \tabularnewline
29 & -0.079299 & -1.0248 & 0.153477 \tabularnewline
30 & -0.03048 & -0.3939 & 0.347085 \tabularnewline
31 & 0.089004 & 1.1502 & 0.125855 \tabularnewline
32 & 0.116252 & 1.5023 & 0.067453 \tabularnewline
33 & 0.029022 & 0.375 & 0.354052 \tabularnewline
34 & -0.028963 & -0.3743 & 0.354333 \tabularnewline
35 & -0.099692 & -1.2883 & 0.099711 \tabularnewline
36 & -0.118209 & -1.5276 & 0.064252 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60262&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]0.496035[/C][C]6.4102[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.332352[/C][C]-4.2949[/C][C]1.5e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.317172[/C][C]-4.0988[/C][C]3.2e-05[/C][/ROW]
[ROW][C]4[/C][C]0.098025[/C][C]1.2668[/C][C]0.103502[/C][/ROW]
[ROW][C]5[/C][C]0.064181[/C][C]0.8294[/C][C]0.204031[/C][/ROW]
[ROW][C]6[/C][C]0.046693[/C][C]0.6034[/C][C]0.273529[/C][/ROW]
[ROW][C]7[/C][C]0.09954[/C][C]1.2863[/C][C]0.100052[/C][/ROW]
[ROW][C]8[/C][C]0.079836[/C][C]1.0317[/C][C]0.151852[/C][/ROW]
[ROW][C]9[/C][C]0.162919[/C][C]2.1054[/C][C]0.018377[/C][/ROW]
[ROW][C]10[/C][C]-0.123946[/C][C]-1.6017[/C][C]0.055553[/C][/ROW]
[ROW][C]11[/C][C]-0.061168[/C][C]-0.7905[/C][C]0.215188[/C][/ROW]
[ROW][C]12[/C][C]-0.163108[/C][C]-2.1078[/C][C]0.01827[/C][/ROW]
[ROW][C]13[/C][C]0.107107[/C][C]1.3841[/C][C]0.084083[/C][/ROW]
[ROW][C]14[/C][C]-0.092003[/C][C]-1.1889[/C][C]0.118075[/C][/ROW]
[ROW][C]15[/C][C]-0.108868[/C][C]-1.4069[/C][C]0.08066[/C][/ROW]
[ROW][C]16[/C][C]0.049151[/C][C]0.6352[/C][C]0.263095[/C][/ROW]
[ROW][C]17[/C][C]0.015621[/C][C]0.2019[/C][C]0.420131[/C][/ROW]
[ROW][C]18[/C][C]-0.010015[/C][C]-0.1294[/C][C]0.448588[/C][/ROW]
[ROW][C]19[/C][C]-0.066591[/C][C]-0.8605[/C][C]0.195363[/C][/ROW]
[ROW][C]20[/C][C]0.06603[/C][C]0.8533[/C][C]0.197358[/C][/ROW]
[ROW][C]21[/C][C]-0.04466[/C][C]-0.5771[/C][C]0.282314[/C][/ROW]
[ROW][C]22[/C][C]-0.071598[/C][C]-0.9252[/C][C]0.178087[/C][/ROW]
[ROW][C]23[/C][C]-0.021687[/C][C]-0.2803[/C][C]0.389815[/C][/ROW]
[ROW][C]24[/C][C]-0.139648[/C][C]-1.8046[/C][C]0.036466[/C][/ROW]
[ROW][C]25[/C][C]0.106427[/C][C]1.3753[/C][C]0.085435[/C][/ROW]
[ROW][C]26[/C][C]-0.066244[/C][C]-0.8561[/C][C]0.196597[/C][/ROW]
[ROW][C]27[/C][C]-0.055036[/C][C]-0.7112[/C][C]0.238968[/C][/ROW]
[ROW][C]28[/C][C]-0.096851[/C][C]-1.2516[/C][C]0.106234[/C][/ROW]
[ROW][C]29[/C][C]-0.079299[/C][C]-1.0248[/C][C]0.153477[/C][/ROW]
[ROW][C]30[/C][C]-0.03048[/C][C]-0.3939[/C][C]0.347085[/C][/ROW]
[ROW][C]31[/C][C]0.089004[/C][C]1.1502[/C][C]0.125855[/C][/ROW]
[ROW][C]32[/C][C]0.116252[/C][C]1.5023[/C][C]0.067453[/C][/ROW]
[ROW][C]33[/C][C]0.029022[/C][C]0.375[/C][C]0.354052[/C][/ROW]
[ROW][C]34[/C][C]-0.028963[/C][C]-0.3743[/C][C]0.354333[/C][/ROW]
[ROW][C]35[/C][C]-0.099692[/C][C]-1.2883[/C][C]0.099711[/C][/ROW]
[ROW][C]36[/C][C]-0.118209[/C][C]-1.5276[/C][C]0.064252[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60262&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60262&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	0.496035	6.4102	0
2	-0.332352	-4.2949	1.5e-05
3	-0.317172	-4.0988	3.2e-05
4	0.098025	1.2668	0.103502
5	0.064181	0.8294	0.204031
6	0.046693	0.6034	0.273529
7	0.09954	1.2863	0.100052
8	0.079836	1.0317	0.151852
9	0.162919	2.1054	0.018377
10	-0.123946	-1.6017	0.055553
11	-0.061168	-0.7905	0.215188
12	-0.163108	-2.1078	0.01827
13	0.107107	1.3841	0.084083
14	-0.092003	-1.1889	0.118075
15	-0.108868	-1.4069	0.08066
16	0.049151	0.6352	0.263095
17	0.015621	0.2019	0.420131
18	-0.010015	-0.1294	0.448588
19	-0.066591	-0.8605	0.195363
20	0.06603	0.8533	0.197358
21	-0.04466	-0.5771	0.282314
22	-0.071598	-0.9252	0.178087
23	-0.021687	-0.2803	0.389815
24	-0.139648	-1.8046	0.036466
25	0.106427	1.3753	0.085435
26	-0.066244	-0.8561	0.196597
27	-0.055036	-0.7112	0.238968
28	-0.096851	-1.2516	0.106234
29	-0.079299	-1.0248	0.153477
30	-0.03048	-0.3939	0.347085
31	0.089004	1.1502	0.125855
32	0.116252	1.5023	0.067453
33	0.029022	0.375	0.354052
34	-0.028963	-0.3743	0.354333
35	-0.099692	-1.2883	0.099711
36	-0.118209	-1.5276	0.064252

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 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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