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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 13:15:56 -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/t125926672757svvi0hnzsol5m.htm/, Retrieved Mon, 29 Apr 2024 07:10:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60364, Retrieved Mon, 29 Apr 2024 07:10:38 +0000

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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 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [WS8 D=0 en d=0] [2009-11-25 16:06:53] [445b292c553470d9fed8bc2796fd3a00]
-    D          [(Partial) Autocorrelation Function] [ws 8 d=0 D=0] [2009-11-25 20:46:27] [134dc66689e3d457a82860db6471d419]
-    D              [(Partial) Autocorrelation Function] [WS 8 d = 0 en D = 0] [2009-11-26 20:15:56] [17416e80e7873ecccac25c455c5f767e] [Current]
-   PD                [(Partial) Autocorrelation Function] [WS 8 d=0 D=1] [2009-11-26 20:29:03] [3425351e86519d261a643e224a0c8ee1] 
-   P                   [(Partial) Autocorrelation Function] [Rev3WS8-ACF] [2009-12-04 10:28:07] [f15cfb7053d35072d573abca87df96a0] 
-   PD                [(Partial) Autocorrelation Function] [WS 8 d=1 D=1] [2009-11-26 20:32:03] [3425351e86519d261a643e224a0c8ee1] 
-   PD                [(Partial) Autocorrelation Function] [WS8 d=2 D=1] [2009-11-26 20:35:54] [3425351e86519d261a643e224a0c8ee1] 
-   P                   [(Partial) Autocorrelation Function] [WS 8: Verbetering...] [2009-11-28 17:57:15] [b00a5c3d5f6ccb867aa9e2de58adfa61] 
-   P                 [(Partial) Autocorrelation Function] [d=2 D=0] [2009-12-07 18:07:47] [3425351e86519d261a643e224a0c8ee1] 
-    D                [(Partial) Autocorrelation Function] [d=0 D=0] [2009-12-07 18:11:31] [3425351e86519d261a643e224a0c8ee1] 
-    D                  [(Partial) Autocorrelation Function] [Paper ACF d=0 D=0] [2009-12-15 10:58:22] [3425351e86519d261a643e224a0c8ee1] 
-   PD                    [(Partial) Autocorrelation Function] [ACF d=1 D=1] [2009-12-15 19:35:54] [3425351e86519d261a643e224a0c8ee1] 
-    D                    [(Partial) Autocorrelation Function] [] [2009-12-16 15:57:43] [3425351e86519d261a643e224a0c8ee1] 
-   PD                      [(Partial) Autocorrelation Function] [D=0 d=1] [2009-12-16 16:06:47] [3425351e86519d261a643e224a0c8ee1] 
-    D                        [(Partial) Autocorrelation Function] [ACF d = 1 en D = 0] [2009-12-21 01:13:47] [76ab39dc7a55316678260825bd5ad46c] 
-   PD                      [(Partial) Autocorrelation Function] [D=1 d=1] [2009-12-16 16:10:37] [3425351e86519d261a643e224a0c8ee1] 
-    D                        [(Partial) Autocorrelation Function] [ACF d = 1 en D = 1] [2009-12-21 01:28:39] [76ab39dc7a55316678260825bd5ad46c] 

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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=60364&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=60364&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60364&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	0.943107	7.3053	0
2	0.829739	6.4271	0
3	0.675245	5.2304	1e-06
4	0.513774	3.9797	9.4e-05
5	0.356542	2.7618	0.003809
6	0.23019	1.783	0.039819
7	0.133737	1.0359	0.152197
8	0.059462	0.4606	0.323379
9	0.013229	0.1025	0.459363
10	-0.010525	-0.0815	0.467647
11	-0.020231	-0.1567	0.438
12	-0.033402	-0.2587	0.398363
13	-0.046923	-0.3635	0.358769
14	-0.059016	-0.4571	0.324613
15	-0.071881	-0.5568	0.289872
16	-0.084463	-0.6542	0.257727
17	-0.09273	-0.7183	0.237685
18	-0.092216	-0.7143	0.238906
19	-0.081015	-0.6275	0.266343
20	-0.066545	-0.5155	0.304064
21	-0.045652	-0.3536	0.362432
22	-0.02615	-0.2026	0.420084
23	-0.012561	-0.0973	0.461408
24	-0.017341	-0.1343	0.446798
25	-0.029841	-0.2311	0.408993
26	-0.058045	-0.4496	0.327304
27	-0.095655	-0.7409	0.230811
28	-0.140989	-1.0921	0.139579
29	-0.180515	-1.3983	0.083591
30	-0.212056	-1.6426	0.052851
31	-0.235349	-1.823	0.036643
32	-0.247044	-1.9136	0.030223
33	-0.252324	-1.9545	0.027654
34	-0.250319	-1.939	0.028607
35	-0.25207	-1.9525	0.027773
36	-0.252518	-1.956	0.027563

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.943107 & 7.3053 & 0 \tabularnewline
2 & 0.829739 & 6.4271 & 0 \tabularnewline
3 & 0.675245 & 5.2304 & 1e-06 \tabularnewline
4 & 0.513774 & 3.9797 & 9.4e-05 \tabularnewline
5 & 0.356542 & 2.7618 & 0.003809 \tabularnewline
6 & 0.23019 & 1.783 & 0.039819 \tabularnewline
7 & 0.133737 & 1.0359 & 0.152197 \tabularnewline
8 & 0.059462 & 0.4606 & 0.323379 \tabularnewline
9 & 0.013229 & 0.1025 & 0.459363 \tabularnewline
10 & -0.010525 & -0.0815 & 0.467647 \tabularnewline
11 & -0.020231 & -0.1567 & 0.438 \tabularnewline
12 & -0.033402 & -0.2587 & 0.398363 \tabularnewline
13 & -0.046923 & -0.3635 & 0.358769 \tabularnewline
14 & -0.059016 & -0.4571 & 0.324613 \tabularnewline
15 & -0.071881 & -0.5568 & 0.289872 \tabularnewline
16 & -0.084463 & -0.6542 & 0.257727 \tabularnewline
17 & -0.09273 & -0.7183 & 0.237685 \tabularnewline
18 & -0.092216 & -0.7143 & 0.238906 \tabularnewline
19 & -0.081015 & -0.6275 & 0.266343 \tabularnewline
20 & -0.066545 & -0.5155 & 0.304064 \tabularnewline
21 & -0.045652 & -0.3536 & 0.362432 \tabularnewline
22 & -0.02615 & -0.2026 & 0.420084 \tabularnewline
23 & -0.012561 & -0.0973 & 0.461408 \tabularnewline
24 & -0.017341 & -0.1343 & 0.446798 \tabularnewline
25 & -0.029841 & -0.2311 & 0.408993 \tabularnewline
26 & -0.058045 & -0.4496 & 0.327304 \tabularnewline
27 & -0.095655 & -0.7409 & 0.230811 \tabularnewline
28 & -0.140989 & -1.0921 & 0.139579 \tabularnewline
29 & -0.180515 & -1.3983 & 0.083591 \tabularnewline
30 & -0.212056 & -1.6426 & 0.052851 \tabularnewline
31 & -0.235349 & -1.823 & 0.036643 \tabularnewline
32 & -0.247044 & -1.9136 & 0.030223 \tabularnewline
33 & -0.252324 & -1.9545 & 0.027654 \tabularnewline
34 & -0.250319 & -1.939 & 0.028607 \tabularnewline
35 & -0.25207 & -1.9525 & 0.027773 \tabularnewline
36 & -0.252518 & -1.956 & 0.027563 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60364&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]0.943107[/C][C]7.3053[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.829739[/C][C]6.4271[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.675245[/C][C]5.2304[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.513774[/C][C]3.9797[/C][C]9.4e-05[/C][/ROW]
[ROW][C]5[/C][C]0.356542[/C][C]2.7618[/C][C]0.003809[/C][/ROW]
[ROW][C]6[/C][C]0.23019[/C][C]1.783[/C][C]0.039819[/C][/ROW]
[ROW][C]7[/C][C]0.133737[/C][C]1.0359[/C][C]0.152197[/C][/ROW]
[ROW][C]8[/C][C]0.059462[/C][C]0.4606[/C][C]0.323379[/C][/ROW]
[ROW][C]9[/C][C]0.013229[/C][C]0.1025[/C][C]0.459363[/C][/ROW]
[ROW][C]10[/C][C]-0.010525[/C][C]-0.0815[/C][C]0.467647[/C][/ROW]
[ROW][C]11[/C][C]-0.020231[/C][C]-0.1567[/C][C]0.438[/C][/ROW]
[ROW][C]12[/C][C]-0.033402[/C][C]-0.2587[/C][C]0.398363[/C][/ROW]
[ROW][C]13[/C][C]-0.046923[/C][C]-0.3635[/C][C]0.358769[/C][/ROW]
[ROW][C]14[/C][C]-0.059016[/C][C]-0.4571[/C][C]0.324613[/C][/ROW]
[ROW][C]15[/C][C]-0.071881[/C][C]-0.5568[/C][C]0.289872[/C][/ROW]
[ROW][C]16[/C][C]-0.084463[/C][C]-0.6542[/C][C]0.257727[/C][/ROW]
[ROW][C]17[/C][C]-0.09273[/C][C]-0.7183[/C][C]0.237685[/C][/ROW]
[ROW][C]18[/C][C]-0.092216[/C][C]-0.7143[/C][C]0.238906[/C][/ROW]
[ROW][C]19[/C][C]-0.081015[/C][C]-0.6275[/C][C]0.266343[/C][/ROW]
[ROW][C]20[/C][C]-0.066545[/C][C]-0.5155[/C][C]0.304064[/C][/ROW]
[ROW][C]21[/C][C]-0.045652[/C][C]-0.3536[/C][C]0.362432[/C][/ROW]
[ROW][C]22[/C][C]-0.02615[/C][C]-0.2026[/C][C]0.420084[/C][/ROW]
[ROW][C]23[/C][C]-0.012561[/C][C]-0.0973[/C][C]0.461408[/C][/ROW]
[ROW][C]24[/C][C]-0.017341[/C][C]-0.1343[/C][C]0.446798[/C][/ROW]
[ROW][C]25[/C][C]-0.029841[/C][C]-0.2311[/C][C]0.408993[/C][/ROW]
[ROW][C]26[/C][C]-0.058045[/C][C]-0.4496[/C][C]0.327304[/C][/ROW]
[ROW][C]27[/C][C]-0.095655[/C][C]-0.7409[/C][C]0.230811[/C][/ROW]
[ROW][C]28[/C][C]-0.140989[/C][C]-1.0921[/C][C]0.139579[/C][/ROW]
[ROW][C]29[/C][C]-0.180515[/C][C]-1.3983[/C][C]0.083591[/C][/ROW]
[ROW][C]30[/C][C]-0.212056[/C][C]-1.6426[/C][C]0.052851[/C][/ROW]
[ROW][C]31[/C][C]-0.235349[/C][C]-1.823[/C][C]0.036643[/C][/ROW]
[ROW][C]32[/C][C]-0.247044[/C][C]-1.9136[/C][C]0.030223[/C][/ROW]
[ROW][C]33[/C][C]-0.252324[/C][C]-1.9545[/C][C]0.027654[/C][/ROW]
[ROW][C]34[/C][C]-0.250319[/C][C]-1.939[/C][C]0.028607[/C][/ROW]
[ROW][C]35[/C][C]-0.25207[/C][C]-1.9525[/C][C]0.027773[/C][/ROW]
[ROW][C]36[/C][C]-0.252518[/C][C]-1.956[/C][C]0.027563[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60364&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60364&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	0.943107	7.3053	0
2	0.829739	6.4271	0
3	0.675245	5.2304	1e-06
4	0.513774	3.9797	9.4e-05
5	0.356542	2.7618	0.003809
6	0.23019	1.783	0.039819
7	0.133737	1.0359	0.152197
8	0.059462	0.4606	0.323379
9	0.013229	0.1025	0.459363
10	-0.010525	-0.0815	0.467647
11	-0.020231	-0.1567	0.438
12	-0.033402	-0.2587	0.398363
13	-0.046923	-0.3635	0.358769
14	-0.059016	-0.4571	0.324613
15	-0.071881	-0.5568	0.289872
16	-0.084463	-0.6542	0.257727
17	-0.09273	-0.7183	0.237685
18	-0.092216	-0.7143	0.238906
19	-0.081015	-0.6275	0.266343
20	-0.066545	-0.5155	0.304064
21	-0.045652	-0.3536	0.362432
22	-0.02615	-0.2026	0.420084
23	-0.012561	-0.0973	0.461408
24	-0.017341	-0.1343	0.446798
25	-0.029841	-0.2311	0.408993
26	-0.058045	-0.4496	0.327304
27	-0.095655	-0.7409	0.230811
28	-0.140989	-1.0921	0.139579
29	-0.180515	-1.3983	0.083591
30	-0.212056	-1.6426	0.052851
31	-0.235349	-1.823	0.036643
32	-0.247044	-1.9136	0.030223
33	-0.252324	-1.9545	0.027654
34	-0.250319	-1.939	0.028607
35	-0.25207	-1.9525	0.027773
36	-0.252518	-1.956	0.027563

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.943107	7.3053	0
2	-0.540125	-4.1838	4.7e-05
3	-0.262554	-2.0337	0.023204
4	0.110923	0.8592	0.196823
5	-0.036583	-0.2834	0.388934
6	0.166516	1.2898	0.101031
7	-0.021818	-0.169	0.433183
8	-0.172808	-1.3386	0.092881
9	0.155448	1.2041	0.116641
10	0.017738	0.1374	0.445587
11	-0.072824	-0.5641	0.287398
12	-0.141767	-1.0981	0.13827
13	0.000145	0.0011	0.499553
14	0.130426	1.0103	0.15821
15	-0.034964	-0.2708	0.393727
16	-0.060916	-0.4719	0.319371
17	-0.009812	-0.076	0.469834
18	0.068537	0.5309	0.298728
19	0.132621	1.0273	0.154206
20	-0.160449	-1.2428	0.109383
21	-0.01519	-0.1177	0.453364
22	0.018949	0.1468	0.441898
23	-0.01249	-0.0967	0.461625
24	-0.128808	-0.9977	0.161206
25	-0.000704	-0.0055	0.497834
26	-0.099088	-0.7675	0.222887
27	0.029575	0.2291	0.40979
28	-0.032416	-0.2511	0.4013
29	-0.02837	-0.2198	0.413404
30	-0.00757	-0.0586	0.476717
31	-0.036402	-0.282	0.38947
32	-0.019937	-0.1544	0.438894
33	-0.094895	-0.7351	0.232585
34	0.011808	0.0915	0.463714
35	-0.07891	-0.6112	0.271678
36	-0.038209	-0.296	0.38414

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.943107 & 7.3053 & 0 \tabularnewline
2 & -0.540125 & -4.1838 & 4.7e-05 \tabularnewline
3 & -0.262554 & -2.0337 & 0.023204 \tabularnewline
4 & 0.110923 & 0.8592 & 0.196823 \tabularnewline
5 & -0.036583 & -0.2834 & 0.388934 \tabularnewline
6 & 0.166516 & 1.2898 & 0.101031 \tabularnewline
7 & -0.021818 & -0.169 & 0.433183 \tabularnewline
8 & -0.172808 & -1.3386 & 0.092881 \tabularnewline
9 & 0.155448 & 1.2041 & 0.116641 \tabularnewline
10 & 0.017738 & 0.1374 & 0.445587 \tabularnewline
11 & -0.072824 & -0.5641 & 0.287398 \tabularnewline
12 & -0.141767 & -1.0981 & 0.13827 \tabularnewline
13 & 0.000145 & 0.0011 & 0.499553 \tabularnewline
14 & 0.130426 & 1.0103 & 0.15821 \tabularnewline
15 & -0.034964 & -0.2708 & 0.393727 \tabularnewline
16 & -0.060916 & -0.4719 & 0.319371 \tabularnewline
17 & -0.009812 & -0.076 & 0.469834 \tabularnewline
18 & 0.068537 & 0.5309 & 0.298728 \tabularnewline
19 & 0.132621 & 1.0273 & 0.154206 \tabularnewline
20 & -0.160449 & -1.2428 & 0.109383 \tabularnewline
21 & -0.01519 & -0.1177 & 0.453364 \tabularnewline
22 & 0.018949 & 0.1468 & 0.441898 \tabularnewline
23 & -0.01249 & -0.0967 & 0.461625 \tabularnewline
24 & -0.128808 & -0.9977 & 0.161206 \tabularnewline
25 & -0.000704 & -0.0055 & 0.497834 \tabularnewline
26 & -0.099088 & -0.7675 & 0.222887 \tabularnewline
27 & 0.029575 & 0.2291 & 0.40979 \tabularnewline
28 & -0.032416 & -0.2511 & 0.4013 \tabularnewline
29 & -0.02837 & -0.2198 & 0.413404 \tabularnewline
30 & -0.00757 & -0.0586 & 0.476717 \tabularnewline
31 & -0.036402 & -0.282 & 0.38947 \tabularnewline
32 & -0.019937 & -0.1544 & 0.438894 \tabularnewline
33 & -0.094895 & -0.7351 & 0.232585 \tabularnewline
34 & 0.011808 & 0.0915 & 0.463714 \tabularnewline
35 & -0.07891 & -0.6112 & 0.271678 \tabularnewline
36 & -0.038209 & -0.296 & 0.38414 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60364&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]0.943107[/C][C]7.3053[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.540125[/C][C]-4.1838[/C][C]4.7e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.262554[/C][C]-2.0337[/C][C]0.023204[/C][/ROW]
[ROW][C]4[/C][C]0.110923[/C][C]0.8592[/C][C]0.196823[/C][/ROW]
[ROW][C]5[/C][C]-0.036583[/C][C]-0.2834[/C][C]0.388934[/C][/ROW]
[ROW][C]6[/C][C]0.166516[/C][C]1.2898[/C][C]0.101031[/C][/ROW]
[ROW][C]7[/C][C]-0.021818[/C][C]-0.169[/C][C]0.433183[/C][/ROW]
[ROW][C]8[/C][C]-0.172808[/C][C]-1.3386[/C][C]0.092881[/C][/ROW]
[ROW][C]9[/C][C]0.155448[/C][C]1.2041[/C][C]0.116641[/C][/ROW]
[ROW][C]10[/C][C]0.017738[/C][C]0.1374[/C][C]0.445587[/C][/ROW]
[ROW][C]11[/C][C]-0.072824[/C][C]-0.5641[/C][C]0.287398[/C][/ROW]
[ROW][C]12[/C][C]-0.141767[/C][C]-1.0981[/C][C]0.13827[/C][/ROW]
[ROW][C]13[/C][C]0.000145[/C][C]0.0011[/C][C]0.499553[/C][/ROW]
[ROW][C]14[/C][C]0.130426[/C][C]1.0103[/C][C]0.15821[/C][/ROW]
[ROW][C]15[/C][C]-0.034964[/C][C]-0.2708[/C][C]0.393727[/C][/ROW]
[ROW][C]16[/C][C]-0.060916[/C][C]-0.4719[/C][C]0.319371[/C][/ROW]
[ROW][C]17[/C][C]-0.009812[/C][C]-0.076[/C][C]0.469834[/C][/ROW]
[ROW][C]18[/C][C]0.068537[/C][C]0.5309[/C][C]0.298728[/C][/ROW]
[ROW][C]19[/C][C]0.132621[/C][C]1.0273[/C][C]0.154206[/C][/ROW]
[ROW][C]20[/C][C]-0.160449[/C][C]-1.2428[/C][C]0.109383[/C][/ROW]
[ROW][C]21[/C][C]-0.01519[/C][C]-0.1177[/C][C]0.453364[/C][/ROW]
[ROW][C]22[/C][C]0.018949[/C][C]0.1468[/C][C]0.441898[/C][/ROW]
[ROW][C]23[/C][C]-0.01249[/C][C]-0.0967[/C][C]0.461625[/C][/ROW]
[ROW][C]24[/C][C]-0.128808[/C][C]-0.9977[/C][C]0.161206[/C][/ROW]
[ROW][C]25[/C][C]-0.000704[/C][C]-0.0055[/C][C]0.497834[/C][/ROW]
[ROW][C]26[/C][C]-0.099088[/C][C]-0.7675[/C][C]0.222887[/C][/ROW]
[ROW][C]27[/C][C]0.029575[/C][C]0.2291[/C][C]0.40979[/C][/ROW]
[ROW][C]28[/C][C]-0.032416[/C][C]-0.2511[/C][C]0.4013[/C][/ROW]
[ROW][C]29[/C][C]-0.02837[/C][C]-0.2198[/C][C]0.413404[/C][/ROW]
[ROW][C]30[/C][C]-0.00757[/C][C]-0.0586[/C][C]0.476717[/C][/ROW]
[ROW][C]31[/C][C]-0.036402[/C][C]-0.282[/C][C]0.38947[/C][/ROW]
[ROW][C]32[/C][C]-0.019937[/C][C]-0.1544[/C][C]0.438894[/C][/ROW]
[ROW][C]33[/C][C]-0.094895[/C][C]-0.7351[/C][C]0.232585[/C][/ROW]
[ROW][C]34[/C][C]0.011808[/C][C]0.0915[/C][C]0.463714[/C][/ROW]
[ROW][C]35[/C][C]-0.07891[/C][C]-0.6112[/C][C]0.271678[/C][/ROW]
[ROW][C]36[/C][C]-0.038209[/C][C]-0.296[/C][C]0.38414[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60364&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60364&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	0.943107	7.3053	0
2	-0.540125	-4.1838	4.7e-05
3	-0.262554	-2.0337	0.023204
4	0.110923	0.8592	0.196823
5	-0.036583	-0.2834	0.388934
6	0.166516	1.2898	0.101031
7	-0.021818	-0.169	0.433183
8	-0.172808	-1.3386	0.092881
9	0.155448	1.2041	0.116641
10	0.017738	0.1374	0.445587
11	-0.072824	-0.5641	0.287398
12	-0.141767	-1.0981	0.13827
13	0.000145	0.0011	0.499553
14	0.130426	1.0103	0.15821
15	-0.034964	-0.2708	0.393727
16	-0.060916	-0.4719	0.319371
17	-0.009812	-0.076	0.469834
18	0.068537	0.5309	0.298728
19	0.132621	1.0273	0.154206
20	-0.160449	-1.2428	0.109383
21	-0.01519	-0.1177	0.453364
22	0.018949	0.1468	0.441898
23	-0.01249	-0.0967	0.461625
24	-0.128808	-0.9977	0.161206
25	-0.000704	-0.0055	0.497834
26	-0.099088	-0.7675	0.222887
27	0.029575	0.2291	0.40979
28	-0.032416	-0.2511	0.4013
29	-0.02837	-0.2198	0.413404
30	-0.00757	-0.0586	0.476717
31	-0.036402	-0.282	0.38947
32	-0.019937	-0.1544	0.438894
33	-0.094895	-0.7351	0.232585
34	0.011808	0.0915	0.463714
35	-0.07891	-0.6112	0.271678
36	-0.038209	-0.296	0.38414

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