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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationFri, 27 Nov 2009 02:58:50 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/27/t1259316027g4550rftds8zg8o.htm/, Retrieved Sun, 28 Apr 2024 21:03:19 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60517, Retrieved Sun, 28 Apr 2024 21:03:19 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact213
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]
-   PD          [(Partial) Autocorrelation Function] [workshop 8 bereke...] [2009-11-27 09:58:50] [78d370e6d5f4594e9982a5085e7604c6] [Current]
-    D            [(Partial) Autocorrelation Function] [workshop 8 ACV] [2009-11-27 14:29:15] [af8eb90b4bf1bcfcc4325c143dbee260]
-   P             [(Partial) Autocorrelation Function] [] [2009-11-27 17:12:36] [023d83ebdf42a2acf423907b4076e8a1]
-   P             [(Partial) Autocorrelation Function] [paper d=1, D=0] [2009-12-04 14:58:56] [eaf42bcf5162b5692bb3c7f9d4636222]
-    D              [(Partial) Autocorrelation Function] [paper d=1 inflatie] [2009-12-13 09:25:44] [eaf42bcf5162b5692bb3c7f9d4636222]
-    D            [(Partial) Autocorrelation Function] [shwws9_vr1] [2009-12-11 15:41:34] [2b2cfeea2f5ac2a1bcb842baaf1415ef]
-                 [(Partial) Autocorrelation Function] [] [2009-12-12 16:55:49] [74be16979710d4c4e7c6647856088456]
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Dataseries X:
4716.99
4926.65
4920.10
5170.09
5246.24
5283.61
4979.05
4825.20
4695.12
4711.54
4727.22
4384.96
4378.75
4472.93
4564.07
4310.54
4171.38
4049.38
3591.37
3720.46
4107.23
4101.71
4162.34
4136.22
4125.88
4031.48
3761.36
3408.56
3228.47
3090.45
2741.14
2980.44
3104.33
3181.57
2863.86
2898.01
3112.33
3254.33
3513.47
3587.61
3727.45
3793.34
3817.58
3845.13
3931.86
4197.52
4307.13
4229.43
4362.28
4217.34
4361.28
4327.74
4417.65
4557.68
4650.35
4967.18
5123.42
5290.85
5535.66
5514.06
5493.88
5694.83
5850.41
6116.64
6175.00
6513.58
6383.78
6673.66
6936.61
7300.68
7392.93
7497.31
7584.71
7160.79
7196.19
7245.63
7347.51
7425.75
7778.51
7822.33
8181.22
8371.47
8347.71
8672.11
8802.79
9138.46
9123.29
9023.21
8850.41
8864.58
9163.74
8516.66
8553.44
7555.20
7851.22
7442.00
7992.53
8264.04
7517.39
7200.40
7193.69
6193.58
5104.21
4800.46
4461.61
4398.59
4243.63
4293.82




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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=60517&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=60517&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60517&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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2177442.25240.01317
20.2963013.0650.001378
30.1468031.51850.065914
40.1562541.61630.054487
50.0446430.46180.322585
60.0444120.45940.32344
70.1541291.59430.056907
80.029520.30540.380342
90.1701071.75960.040667
100.0796630.8240.205874
110.1778941.84020.034259
120.0437040.45210.326062
130.0592260.61260.270709
140.0206810.21390.415508
150.0105390.1090.456698
160.0581470.60150.274396
17-0.011111-0.11490.454356
18-0.004181-0.04320.482792
190.0105690.10930.456572
200.0164350.170.432664
21-0.09274-0.95930.169784
22-0.015494-0.16030.436486
23-0.079013-0.81730.207781
24-0.105689-1.09330.138369
250.0136070.14080.444164
26-0.071519-0.73980.230522
27-0.001711-0.01770.492955
28-0.017764-0.18380.427276
290.0137540.14230.443565
30-0.098189-1.01570.156037
31-0.045597-0.47170.319066
32-0.046474-0.48070.315845
33-0.094776-0.98040.164558
34-0.116067-1.20060.116279
35-0.100514-1.03970.150407
36-0.085926-0.88880.188046

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.217744 & 2.2524 & 0.01317 \tabularnewline
2 & 0.296301 & 3.065 & 0.001378 \tabularnewline
3 & 0.146803 & 1.5185 & 0.065914 \tabularnewline
4 & 0.156254 & 1.6163 & 0.054487 \tabularnewline
5 & 0.044643 & 0.4618 & 0.322585 \tabularnewline
6 & 0.044412 & 0.4594 & 0.32344 \tabularnewline
7 & 0.154129 & 1.5943 & 0.056907 \tabularnewline
8 & 0.02952 & 0.3054 & 0.380342 \tabularnewline
9 & 0.170107 & 1.7596 & 0.040667 \tabularnewline
10 & 0.079663 & 0.824 & 0.205874 \tabularnewline
11 & 0.177894 & 1.8402 & 0.034259 \tabularnewline
12 & 0.043704 & 0.4521 & 0.326062 \tabularnewline
13 & 0.059226 & 0.6126 & 0.270709 \tabularnewline
14 & 0.020681 & 0.2139 & 0.415508 \tabularnewline
15 & 0.010539 & 0.109 & 0.456698 \tabularnewline
16 & 0.058147 & 0.6015 & 0.274396 \tabularnewline
17 & -0.011111 & -0.1149 & 0.454356 \tabularnewline
18 & -0.004181 & -0.0432 & 0.482792 \tabularnewline
19 & 0.010569 & 0.1093 & 0.456572 \tabularnewline
20 & 0.016435 & 0.17 & 0.432664 \tabularnewline
21 & -0.09274 & -0.9593 & 0.169784 \tabularnewline
22 & -0.015494 & -0.1603 & 0.436486 \tabularnewline
23 & -0.079013 & -0.8173 & 0.207781 \tabularnewline
24 & -0.105689 & -1.0933 & 0.138369 \tabularnewline
25 & 0.013607 & 0.1408 & 0.444164 \tabularnewline
26 & -0.071519 & -0.7398 & 0.230522 \tabularnewline
27 & -0.001711 & -0.0177 & 0.492955 \tabularnewline
28 & -0.017764 & -0.1838 & 0.427276 \tabularnewline
29 & 0.013754 & 0.1423 & 0.443565 \tabularnewline
30 & -0.098189 & -1.0157 & 0.156037 \tabularnewline
31 & -0.045597 & -0.4717 & 0.319066 \tabularnewline
32 & -0.046474 & -0.4807 & 0.315845 \tabularnewline
33 & -0.094776 & -0.9804 & 0.164558 \tabularnewline
34 & -0.116067 & -1.2006 & 0.116279 \tabularnewline
35 & -0.100514 & -1.0397 & 0.150407 \tabularnewline
36 & -0.085926 & -0.8888 & 0.188046 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60517&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]0.217744[/C][C]2.2524[/C][C]0.01317[/C][/ROW]
[ROW][C]2[/C][C]0.296301[/C][C]3.065[/C][C]0.001378[/C][/ROW]
[ROW][C]3[/C][C]0.146803[/C][C]1.5185[/C][C]0.065914[/C][/ROW]
[ROW][C]4[/C][C]0.156254[/C][C]1.6163[/C][C]0.054487[/C][/ROW]
[ROW][C]5[/C][C]0.044643[/C][C]0.4618[/C][C]0.322585[/C][/ROW]
[ROW][C]6[/C][C]0.044412[/C][C]0.4594[/C][C]0.32344[/C][/ROW]
[ROW][C]7[/C][C]0.154129[/C][C]1.5943[/C][C]0.056907[/C][/ROW]
[ROW][C]8[/C][C]0.02952[/C][C]0.3054[/C][C]0.380342[/C][/ROW]
[ROW][C]9[/C][C]0.170107[/C][C]1.7596[/C][C]0.040667[/C][/ROW]
[ROW][C]10[/C][C]0.079663[/C][C]0.824[/C][C]0.205874[/C][/ROW]
[ROW][C]11[/C][C]0.177894[/C][C]1.8402[/C][C]0.034259[/C][/ROW]
[ROW][C]12[/C][C]0.043704[/C][C]0.4521[/C][C]0.326062[/C][/ROW]
[ROW][C]13[/C][C]0.059226[/C][C]0.6126[/C][C]0.270709[/C][/ROW]
[ROW][C]14[/C][C]0.020681[/C][C]0.2139[/C][C]0.415508[/C][/ROW]
[ROW][C]15[/C][C]0.010539[/C][C]0.109[/C][C]0.456698[/C][/ROW]
[ROW][C]16[/C][C]0.058147[/C][C]0.6015[/C][C]0.274396[/C][/ROW]
[ROW][C]17[/C][C]-0.011111[/C][C]-0.1149[/C][C]0.454356[/C][/ROW]
[ROW][C]18[/C][C]-0.004181[/C][C]-0.0432[/C][C]0.482792[/C][/ROW]
[ROW][C]19[/C][C]0.010569[/C][C]0.1093[/C][C]0.456572[/C][/ROW]
[ROW][C]20[/C][C]0.016435[/C][C]0.17[/C][C]0.432664[/C][/ROW]
[ROW][C]21[/C][C]-0.09274[/C][C]-0.9593[/C][C]0.169784[/C][/ROW]
[ROW][C]22[/C][C]-0.015494[/C][C]-0.1603[/C][C]0.436486[/C][/ROW]
[ROW][C]23[/C][C]-0.079013[/C][C]-0.8173[/C][C]0.207781[/C][/ROW]
[ROW][C]24[/C][C]-0.105689[/C][C]-1.0933[/C][C]0.138369[/C][/ROW]
[ROW][C]25[/C][C]0.013607[/C][C]0.1408[/C][C]0.444164[/C][/ROW]
[ROW][C]26[/C][C]-0.071519[/C][C]-0.7398[/C][C]0.230522[/C][/ROW]
[ROW][C]27[/C][C]-0.001711[/C][C]-0.0177[/C][C]0.492955[/C][/ROW]
[ROW][C]28[/C][C]-0.017764[/C][C]-0.1838[/C][C]0.427276[/C][/ROW]
[ROW][C]29[/C][C]0.013754[/C][C]0.1423[/C][C]0.443565[/C][/ROW]
[ROW][C]30[/C][C]-0.098189[/C][C]-1.0157[/C][C]0.156037[/C][/ROW]
[ROW][C]31[/C][C]-0.045597[/C][C]-0.4717[/C][C]0.319066[/C][/ROW]
[ROW][C]32[/C][C]-0.046474[/C][C]-0.4807[/C][C]0.315845[/C][/ROW]
[ROW][C]33[/C][C]-0.094776[/C][C]-0.9804[/C][C]0.164558[/C][/ROW]
[ROW][C]34[/C][C]-0.116067[/C][C]-1.2006[/C][C]0.116279[/C][/ROW]
[ROW][C]35[/C][C]-0.100514[/C][C]-1.0397[/C][C]0.150407[/C][/ROW]
[ROW][C]36[/C][C]-0.085926[/C][C]-0.8888[/C][C]0.188046[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60517&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60517&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 kACF(k)T-STATP-value
10.2177442.25240.01317
20.2963013.0650.001378
30.1468031.51850.065914
40.1562541.61630.054487
50.0446430.46180.322585
60.0444120.45940.32344
70.1541291.59430.056907
80.029520.30540.380342
90.1701071.75960.040667
100.0796630.8240.205874
110.1778941.84020.034259
120.0437040.45210.326062
130.0592260.61260.270709
140.0206810.21390.415508
150.0105390.1090.456698
160.0581470.60150.274396
17-0.011111-0.11490.454356
18-0.004181-0.04320.482792
190.0105690.10930.456572
200.0164350.170.432664
21-0.09274-0.95930.169784
22-0.015494-0.16030.436486
23-0.079013-0.81730.207781
24-0.105689-1.09330.138369
250.0136070.14080.444164
26-0.071519-0.73980.230522
27-0.001711-0.01770.492955
28-0.017764-0.18380.427276
290.0137540.14230.443565
30-0.098189-1.01570.156037
31-0.045597-0.47170.319066
32-0.046474-0.48070.315845
33-0.094776-0.98040.164558
34-0.116067-1.20060.116279
35-0.100514-1.03970.150407
36-0.085926-0.88880.188046







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2177442.25240.01317
20.2612772.70270.004001
30.0476030.49240.311719
40.055280.57180.284321
5-0.041934-0.43380.332665
6-0.018399-0.19030.424707
70.1530741.58340.05814
8-0.029671-0.30690.379752
90.1157961.19780.116821
100.0189410.19590.422518
110.0824770.85310.197741
12-0.032687-0.33810.367968
13-0.037515-0.38810.349372
14-0.021859-0.22610.410773
15-0.005663-0.05860.4767
160.0460150.4760.317528
17-0.028005-0.28970.386309
18-0.07136-0.73820.231019
190.0263280.27230.392943
20-0.01146-0.11850.452929
21-0.109404-1.13170.130148
220.003540.03660.485428
23-0.054703-0.56590.286338
24-0.068776-0.71140.239184
250.1083231.12050.132505
26-0.060466-0.62550.2665
270.0118130.12220.451489
280.0449540.4650.321434
29-0.004978-0.05150.479514
30-0.077653-0.80330.211805
31-0.007185-0.07430.470448
320.0146220.15120.440033
33-0.03204-0.33140.370488
34-0.074044-0.76590.222705
35-0.029063-0.30060.38214
36-0.052658-0.54470.293545

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.217744 & 2.2524 & 0.01317 \tabularnewline
2 & 0.261277 & 2.7027 & 0.004001 \tabularnewline
3 & 0.047603 & 0.4924 & 0.311719 \tabularnewline
4 & 0.05528 & 0.5718 & 0.284321 \tabularnewline
5 & -0.041934 & -0.4338 & 0.332665 \tabularnewline
6 & -0.018399 & -0.1903 & 0.424707 \tabularnewline
7 & 0.153074 & 1.5834 & 0.05814 \tabularnewline
8 & -0.029671 & -0.3069 & 0.379752 \tabularnewline
9 & 0.115796 & 1.1978 & 0.116821 \tabularnewline
10 & 0.018941 & 0.1959 & 0.422518 \tabularnewline
11 & 0.082477 & 0.8531 & 0.197741 \tabularnewline
12 & -0.032687 & -0.3381 & 0.367968 \tabularnewline
13 & -0.037515 & -0.3881 & 0.349372 \tabularnewline
14 & -0.021859 & -0.2261 & 0.410773 \tabularnewline
15 & -0.005663 & -0.0586 & 0.4767 \tabularnewline
16 & 0.046015 & 0.476 & 0.317528 \tabularnewline
17 & -0.028005 & -0.2897 & 0.386309 \tabularnewline
18 & -0.07136 & -0.7382 & 0.231019 \tabularnewline
19 & 0.026328 & 0.2723 & 0.392943 \tabularnewline
20 & -0.01146 & -0.1185 & 0.452929 \tabularnewline
21 & -0.109404 & -1.1317 & 0.130148 \tabularnewline
22 & 0.00354 & 0.0366 & 0.485428 \tabularnewline
23 & -0.054703 & -0.5659 & 0.286338 \tabularnewline
24 & -0.068776 & -0.7114 & 0.239184 \tabularnewline
25 & 0.108323 & 1.1205 & 0.132505 \tabularnewline
26 & -0.060466 & -0.6255 & 0.2665 \tabularnewline
27 & 0.011813 & 0.1222 & 0.451489 \tabularnewline
28 & 0.044954 & 0.465 & 0.321434 \tabularnewline
29 & -0.004978 & -0.0515 & 0.479514 \tabularnewline
30 & -0.077653 & -0.8033 & 0.211805 \tabularnewline
31 & -0.007185 & -0.0743 & 0.470448 \tabularnewline
32 & 0.014622 & 0.1512 & 0.440033 \tabularnewline
33 & -0.03204 & -0.3314 & 0.370488 \tabularnewline
34 & -0.074044 & -0.7659 & 0.222705 \tabularnewline
35 & -0.029063 & -0.3006 & 0.38214 \tabularnewline
36 & -0.052658 & -0.5447 & 0.293545 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60517&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]0.217744[/C][C]2.2524[/C][C]0.01317[/C][/ROW]
[ROW][C]2[/C][C]0.261277[/C][C]2.7027[/C][C]0.004001[/C][/ROW]
[ROW][C]3[/C][C]0.047603[/C][C]0.4924[/C][C]0.311719[/C][/ROW]
[ROW][C]4[/C][C]0.05528[/C][C]0.5718[/C][C]0.284321[/C][/ROW]
[ROW][C]5[/C][C]-0.041934[/C][C]-0.4338[/C][C]0.332665[/C][/ROW]
[ROW][C]6[/C][C]-0.018399[/C][C]-0.1903[/C][C]0.424707[/C][/ROW]
[ROW][C]7[/C][C]0.153074[/C][C]1.5834[/C][C]0.05814[/C][/ROW]
[ROW][C]8[/C][C]-0.029671[/C][C]-0.3069[/C][C]0.379752[/C][/ROW]
[ROW][C]9[/C][C]0.115796[/C][C]1.1978[/C][C]0.116821[/C][/ROW]
[ROW][C]10[/C][C]0.018941[/C][C]0.1959[/C][C]0.422518[/C][/ROW]
[ROW][C]11[/C][C]0.082477[/C][C]0.8531[/C][C]0.197741[/C][/ROW]
[ROW][C]12[/C][C]-0.032687[/C][C]-0.3381[/C][C]0.367968[/C][/ROW]
[ROW][C]13[/C][C]-0.037515[/C][C]-0.3881[/C][C]0.349372[/C][/ROW]
[ROW][C]14[/C][C]-0.021859[/C][C]-0.2261[/C][C]0.410773[/C][/ROW]
[ROW][C]15[/C][C]-0.005663[/C][C]-0.0586[/C][C]0.4767[/C][/ROW]
[ROW][C]16[/C][C]0.046015[/C][C]0.476[/C][C]0.317528[/C][/ROW]
[ROW][C]17[/C][C]-0.028005[/C][C]-0.2897[/C][C]0.386309[/C][/ROW]
[ROW][C]18[/C][C]-0.07136[/C][C]-0.7382[/C][C]0.231019[/C][/ROW]
[ROW][C]19[/C][C]0.026328[/C][C]0.2723[/C][C]0.392943[/C][/ROW]
[ROW][C]20[/C][C]-0.01146[/C][C]-0.1185[/C][C]0.452929[/C][/ROW]
[ROW][C]21[/C][C]-0.109404[/C][C]-1.1317[/C][C]0.130148[/C][/ROW]
[ROW][C]22[/C][C]0.00354[/C][C]0.0366[/C][C]0.485428[/C][/ROW]
[ROW][C]23[/C][C]-0.054703[/C][C]-0.5659[/C][C]0.286338[/C][/ROW]
[ROW][C]24[/C][C]-0.068776[/C][C]-0.7114[/C][C]0.239184[/C][/ROW]
[ROW][C]25[/C][C]0.108323[/C][C]1.1205[/C][C]0.132505[/C][/ROW]
[ROW][C]26[/C][C]-0.060466[/C][C]-0.6255[/C][C]0.2665[/C][/ROW]
[ROW][C]27[/C][C]0.011813[/C][C]0.1222[/C][C]0.451489[/C][/ROW]
[ROW][C]28[/C][C]0.044954[/C][C]0.465[/C][C]0.321434[/C][/ROW]
[ROW][C]29[/C][C]-0.004978[/C][C]-0.0515[/C][C]0.479514[/C][/ROW]
[ROW][C]30[/C][C]-0.077653[/C][C]-0.8033[/C][C]0.211805[/C][/ROW]
[ROW][C]31[/C][C]-0.007185[/C][C]-0.0743[/C][C]0.470448[/C][/ROW]
[ROW][C]32[/C][C]0.014622[/C][C]0.1512[/C][C]0.440033[/C][/ROW]
[ROW][C]33[/C][C]-0.03204[/C][C]-0.3314[/C][C]0.370488[/C][/ROW]
[ROW][C]34[/C][C]-0.074044[/C][C]-0.7659[/C][C]0.222705[/C][/ROW]
[ROW][C]35[/C][C]-0.029063[/C][C]-0.3006[/C][C]0.38214[/C][/ROW]
[ROW][C]36[/C][C]-0.052658[/C][C]-0.5447[/C][C]0.293545[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60517&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60517&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 kPACF(k)T-STATP-value
10.2177442.25240.01317
20.2612772.70270.004001
30.0476030.49240.311719
40.055280.57180.284321
5-0.041934-0.43380.332665
6-0.018399-0.19030.424707
70.1530741.58340.05814
8-0.029671-0.30690.379752
90.1157961.19780.116821
100.0189410.19590.422518
110.0824770.85310.197741
12-0.032687-0.33810.367968
13-0.037515-0.38810.349372
14-0.021859-0.22610.410773
15-0.005663-0.05860.4767
160.0460150.4760.317528
17-0.028005-0.28970.386309
18-0.07136-0.73820.231019
190.0263280.27230.392943
20-0.01146-0.11850.452929
21-0.109404-1.13170.130148
220.003540.03660.485428
23-0.054703-0.56590.286338
24-0.068776-0.71140.239184
250.1083231.12050.132505
26-0.060466-0.62550.2665
270.0118130.12220.451489
280.0449540.4650.321434
29-0.004978-0.05150.479514
30-0.077653-0.80330.211805
31-0.007185-0.07430.470448
320.0146220.15120.440033
33-0.03204-0.33140.370488
34-0.074044-0.76590.222705
35-0.029063-0.30060.38214
36-0.052658-0.54470.293545



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')