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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 05:15:02 -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/27/t1259324490aob57n6crrculnr.htm/, Retrieved Mon, 29 Apr 2024 04:10:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60628, Retrieved Mon, 29 Apr 2024 04:10:17 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

shwws8vr1

Estimated Impact

186

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]
- R  D          [(Partial) Autocorrelation Function] [] [2009-11-27 12:15:02] [4407d6264e55b051ec65750e6dca2820] [Current]
- R PD            [(Partial) Autocorrelation Function] [# bouwvergunninge...] [2010-12-10 19:26:47] [05ab9592748364013445d860bb938e43] 
- R PD            [(Partial) Autocorrelation Function] [# bouwvergunninge...] [2010-12-10 19:29:44] [05ab9592748364013445d860bb938e43] 
-   P               [(Partial) Autocorrelation Function] [# bouwvergunninge...] [2010-12-10 19:42:59] [05ab9592748364013445d860bb938e43] 
-   P               [(Partial) Autocorrelation Function] [# bouwvergunninge...] [2010-12-10 19:42:59] [05ab9592748364013445d860bb938e43] 
-   P               [(Partial) Autocorrelation Function] [# bouwvergunninge...] [2010-12-10 19:51:36] [05ab9592748364013445d860bb938e43] 
- RMP                 [Variance Reduction Matrix] [Variance reductio...] [2010-12-10 20:16:15] [05ab9592748364013445d860bb938e43] 
-   PD                  [Variance Reduction Matrix] [ws 9 verbeterin VRM] [2010-12-14 10:48:57] [05ab9592748364013445d860bb938e43] 
-    D                    [Variance Reduction Matrix] [ws 9 verbetering VRM] [2010-12-14 17:00:16] [05ab9592748364013445d860bb938e43] 
-    D              [(Partial) Autocorrelation Function] [ws 9 verbetering ACF] [2010-12-14 10:40:47] [05ab9592748364013445d860bb938e43] 
-    D                [(Partial) Autocorrelation Function] [ws 9 verbetering ...] [2010-12-14 16:58:02] [05ab9592748364013445d860bb938e43] 
- R  D                  [(Partial) Autocorrelation Function] [Autocorrelation f...] [2010-12-19 11:57:26] [8d09066a9d3795298da6860e7d4a4400] 
- R  D                  [(Partial) Autocorrelation Function] [Autocorrelation f...] [2010-12-19 11:57:26] [8d09066a9d3795298da6860e7d4a4400] 
-   P                     [(Partial) Autocorrelation Function] [Autocorrelation f...] [2010-12-19 12:50:33] [8d09066a9d3795298da6860e7d4a4400] 
-   P                     [(Partial) Autocorrelation Function] [Autocorrelation f...] [2010-12-19 12:57:51] [8d09066a9d3795298da6860e7d4a4400] 
- RMP                     [Variance Reduction Matrix] [variance reductio...] [2010-12-19 13:10:40] [8d09066a9d3795298da6860e7d4a4400] 
-                           [Variance Reduction Matrix] [Variance reductio...] [2010-12-23 08:19:44] [18a20458ff88c9ba38344d123a9464bc] 
- RMP                     [Spectral Analysis] [Spectral Analysis] [2010-12-19 13:37:58] [8d09066a9d3795298da6860e7d4a4400] 
-                           [Spectral Analysis] [Spectral analysis] [2010-12-23 08:22:42] [18a20458ff88c9ba38344d123a9464bc] 
-   P                         [Spectral Analysis] [spectral analysis] [2010-12-23 08:25:58] [18a20458ff88c9ba38344d123a9464bc] 
- RMP                     [Spectral Analysis] [Spectral Analysis...] [2010-12-19 13:49:51] [8d09066a9d3795298da6860e7d4a4400] 
- RMP                     [Spectral Analysis] [Spectral Analysis...] [2010-12-19 13:57:05] [8d09066a9d3795298da6860e7d4a4400] 
- RMP                       [Standard Deviation-Mean Plot] [standard deviatio...] [2010-12-19 14:13:52] [8d09066a9d3795298da6860e7d4a4400] 
-                             [Standard Deviation-Mean Plot] [standard deviatio...] [2010-12-23 08:40:31] [18a20458ff88c9ba38344d123a9464bc] 
-                         [(Partial) Autocorrelation Function] [autocorrelation f...] [2010-12-23 08:11:12] [18a20458ff88c9ba38344d123a9464bc] 
-   P                     [(Partial) Autocorrelation Function] [ACF d=1 D=0] [2010-12-23 08:12:56] [18a20458ff88c9ba38344d123a9464bc] 
-   P                     [(Partial) Autocorrelation Function] [Autocorrelation d...] [2010-12-23 08:16:02] [18a20458ff88c9ba38344d123a9464bc] 
-   PD                [(Partial) Autocorrelation Function] [ws 9 verbetering ...] [2010-12-14 16:59:25] [05ab9592748364013445d860bb938e43] 
-   PD              [(Partial) Autocorrelation Function] [ws 9 verbetering ...] [2010-12-14 10:42:10] [05ab9592748364013445d860bb938e43] 
-    D            [(Partial) Autocorrelation Function] [] [2010-12-24 14:36:48] [6e5489189f7de5cfbcc25dd35ae15009] 

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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=60628&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=60628&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60628&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	0.52549	4.1042	6.1e-05
2	0.336686	2.6296	0.005402
3	0.427809	3.3413	0.000714
4	0.400682	3.1294	0.001343
5	0.301216	2.3526	0.010943
6	0.26888	2.1	0.019935
7	0.067999	0.5311	0.298642
8	0.137713	1.0756	0.143177
9	0.002589	0.0202	0.491965
10	-0.118109	-0.9225	0.179962
11	0.043191	0.3373	0.368512
12	0.248793	1.9431	0.028309
13	-0.023351	-0.1824	0.427945
14	-0.125534	-0.9805	0.165367
15	-0.051758	-0.4042	0.343723
16	0.045885	0.3584	0.36065
17	-0.032257	-0.2519	0.40097
18	-0.028329	-0.2213	0.412816
19	-0.057831	-0.4517	0.326554
20	-0.050044	-0.3909	0.348633
21	-0.140833	-1.0999	0.13784
22	-0.164418	-1.2841	0.101974
23	-0.072583	-0.5669	0.286435
24	0.053667	0.4192	0.338289
25	-0.06678	-0.5216	0.30193
26	-0.231034	-1.8044	0.03805
27	-0.142338	-1.1117	0.135316
28	-0.02077	-0.1622	0.435836
29	-0.112005	-0.8748	0.19256
30	-0.120705	-0.9427	0.174767
31	-0.107232	-0.8375	0.202788
32	-0.194693	-1.5206	0.066763
33	-0.191632	-1.4967	0.069815
34	-0.196478	-1.5345	0.065034
35	-0.202348	-1.5804	0.059595
36	-0.084025	-0.6563	0.257064

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.52549 & 4.1042 & 6.1e-05 \tabularnewline
2 & 0.336686 & 2.6296 & 0.005402 \tabularnewline
3 & 0.427809 & 3.3413 & 0.000714 \tabularnewline
4 & 0.400682 & 3.1294 & 0.001343 \tabularnewline
5 & 0.301216 & 2.3526 & 0.010943 \tabularnewline
6 & 0.26888 & 2.1 & 0.019935 \tabularnewline
7 & 0.067999 & 0.5311 & 0.298642 \tabularnewline
8 & 0.137713 & 1.0756 & 0.143177 \tabularnewline
9 & 0.002589 & 0.0202 & 0.491965 \tabularnewline
10 & -0.118109 & -0.9225 & 0.179962 \tabularnewline
11 & 0.043191 & 0.3373 & 0.368512 \tabularnewline
12 & 0.248793 & 1.9431 & 0.028309 \tabularnewline
13 & -0.023351 & -0.1824 & 0.427945 \tabularnewline
14 & -0.125534 & -0.9805 & 0.165367 \tabularnewline
15 & -0.051758 & -0.4042 & 0.343723 \tabularnewline
16 & 0.045885 & 0.3584 & 0.36065 \tabularnewline
17 & -0.032257 & -0.2519 & 0.40097 \tabularnewline
18 & -0.028329 & -0.2213 & 0.412816 \tabularnewline
19 & -0.057831 & -0.4517 & 0.326554 \tabularnewline
20 & -0.050044 & -0.3909 & 0.348633 \tabularnewline
21 & -0.140833 & -1.0999 & 0.13784 \tabularnewline
22 & -0.164418 & -1.2841 & 0.101974 \tabularnewline
23 & -0.072583 & -0.5669 & 0.286435 \tabularnewline
24 & 0.053667 & 0.4192 & 0.338289 \tabularnewline
25 & -0.06678 & -0.5216 & 0.30193 \tabularnewline
26 & -0.231034 & -1.8044 & 0.03805 \tabularnewline
27 & -0.142338 & -1.1117 & 0.135316 \tabularnewline
28 & -0.02077 & -0.1622 & 0.435836 \tabularnewline
29 & -0.112005 & -0.8748 & 0.19256 \tabularnewline
30 & -0.120705 & -0.9427 & 0.174767 \tabularnewline
31 & -0.107232 & -0.8375 & 0.202788 \tabularnewline
32 & -0.194693 & -1.5206 & 0.066763 \tabularnewline
33 & -0.191632 & -1.4967 & 0.069815 \tabularnewline
34 & -0.196478 & -1.5345 & 0.065034 \tabularnewline
35 & -0.202348 & -1.5804 & 0.059595 \tabularnewline
36 & -0.084025 & -0.6563 & 0.257064 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60628&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]0.52549[/C][C]4.1042[/C][C]6.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.336686[/C][C]2.6296[/C][C]0.005402[/C][/ROW]
[ROW][C]3[/C][C]0.427809[/C][C]3.3413[/C][C]0.000714[/C][/ROW]
[ROW][C]4[/C][C]0.400682[/C][C]3.1294[/C][C]0.001343[/C][/ROW]
[ROW][C]5[/C][C]0.301216[/C][C]2.3526[/C][C]0.010943[/C][/ROW]
[ROW][C]6[/C][C]0.26888[/C][C]2.1[/C][C]0.019935[/C][/ROW]
[ROW][C]7[/C][C]0.067999[/C][C]0.5311[/C][C]0.298642[/C][/ROW]
[ROW][C]8[/C][C]0.137713[/C][C]1.0756[/C][C]0.143177[/C][/ROW]
[ROW][C]9[/C][C]0.002589[/C][C]0.0202[/C][C]0.491965[/C][/ROW]
[ROW][C]10[/C][C]-0.118109[/C][C]-0.9225[/C][C]0.179962[/C][/ROW]
[ROW][C]11[/C][C]0.043191[/C][C]0.3373[/C][C]0.368512[/C][/ROW]
[ROW][C]12[/C][C]0.248793[/C][C]1.9431[/C][C]0.028309[/C][/ROW]
[ROW][C]13[/C][C]-0.023351[/C][C]-0.1824[/C][C]0.427945[/C][/ROW]
[ROW][C]14[/C][C]-0.125534[/C][C]-0.9805[/C][C]0.165367[/C][/ROW]
[ROW][C]15[/C][C]-0.051758[/C][C]-0.4042[/C][C]0.343723[/C][/ROW]
[ROW][C]16[/C][C]0.045885[/C][C]0.3584[/C][C]0.36065[/C][/ROW]
[ROW][C]17[/C][C]-0.032257[/C][C]-0.2519[/C][C]0.40097[/C][/ROW]
[ROW][C]18[/C][C]-0.028329[/C][C]-0.2213[/C][C]0.412816[/C][/ROW]
[ROW][C]19[/C][C]-0.057831[/C][C]-0.4517[/C][C]0.326554[/C][/ROW]
[ROW][C]20[/C][C]-0.050044[/C][C]-0.3909[/C][C]0.348633[/C][/ROW]
[ROW][C]21[/C][C]-0.140833[/C][C]-1.0999[/C][C]0.13784[/C][/ROW]
[ROW][C]22[/C][C]-0.164418[/C][C]-1.2841[/C][C]0.101974[/C][/ROW]
[ROW][C]23[/C][C]-0.072583[/C][C]-0.5669[/C][C]0.286435[/C][/ROW]
[ROW][C]24[/C][C]0.053667[/C][C]0.4192[/C][C]0.338289[/C][/ROW]
[ROW][C]25[/C][C]-0.06678[/C][C]-0.5216[/C][C]0.30193[/C][/ROW]
[ROW][C]26[/C][C]-0.231034[/C][C]-1.8044[/C][C]0.03805[/C][/ROW]
[ROW][C]27[/C][C]-0.142338[/C][C]-1.1117[/C][C]0.135316[/C][/ROW]
[ROW][C]28[/C][C]-0.02077[/C][C]-0.1622[/C][C]0.435836[/C][/ROW]
[ROW][C]29[/C][C]-0.112005[/C][C]-0.8748[/C][C]0.19256[/C][/ROW]
[ROW][C]30[/C][C]-0.120705[/C][C]-0.9427[/C][C]0.174767[/C][/ROW]
[ROW][C]31[/C][C]-0.107232[/C][C]-0.8375[/C][C]0.202788[/C][/ROW]
[ROW][C]32[/C][C]-0.194693[/C][C]-1.5206[/C][C]0.066763[/C][/ROW]
[ROW][C]33[/C][C]-0.191632[/C][C]-1.4967[/C][C]0.069815[/C][/ROW]
[ROW][C]34[/C][C]-0.196478[/C][C]-1.5345[/C][C]0.065034[/C][/ROW]
[ROW][C]35[/C][C]-0.202348[/C][C]-1.5804[/C][C]0.059595[/C][/ROW]
[ROW][C]36[/C][C]-0.084025[/C][C]-0.6563[/C][C]0.257064[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60628&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60628&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	0.52549	4.1042	6.1e-05
2	0.336686	2.6296	0.005402
3	0.427809	3.3413	0.000714
4	0.400682	3.1294	0.001343
5	0.301216	2.3526	0.010943
6	0.26888	2.1	0.019935
7	0.067999	0.5311	0.298642
8	0.137713	1.0756	0.143177
9	0.002589	0.0202	0.491965
10	-0.118109	-0.9225	0.179962
11	0.043191	0.3373	0.368512
12	0.248793	1.9431	0.028309
13	-0.023351	-0.1824	0.427945
14	-0.125534	-0.9805	0.165367
15	-0.051758	-0.4042	0.343723
16	0.045885	0.3584	0.36065
17	-0.032257	-0.2519	0.40097
18	-0.028329	-0.2213	0.412816
19	-0.057831	-0.4517	0.326554
20	-0.050044	-0.3909	0.348633
21	-0.140833	-1.0999	0.13784
22	-0.164418	-1.2841	0.101974
23	-0.072583	-0.5669	0.286435
24	0.053667	0.4192	0.338289
25	-0.06678	-0.5216	0.30193
26	-0.231034	-1.8044	0.03805
27	-0.142338	-1.1117	0.135316
28	-0.02077	-0.1622	0.435836
29	-0.112005	-0.8748	0.19256
30	-0.120705	-0.9427	0.174767
31	-0.107232	-0.8375	0.202788
32	-0.194693	-1.5206	0.066763
33	-0.191632	-1.4967	0.069815
34	-0.196478	-1.5345	0.065034
35	-0.202348	-1.5804	0.059595
36	-0.084025	-0.6563	0.257064

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.52549	4.1042	6.1e-05
2	0.083644	0.6533	0.258016
3	0.308472	2.4092	0.00951
4	0.100655	0.7861	0.217414
5	0.022856	0.1785	0.429457
6	0.018488	0.1444	0.442833
7	-0.285363	-2.2288	0.014763
8	0.131317	1.0256	0.154561
9	-0.304249	-2.3763	0.010322
10	-0.041681	-0.3255	0.372942
11	0.229572	1.793	0.038964
12	0.394881	3.0841	0.001533
13	-0.171388	-1.3386	0.092837
14	-0.218561	-1.707	0.046453
15	-0.094562	-0.7386	0.231504
16	-0.019234	-0.1502	0.440542
17	-0.155833	-1.2171	0.114129
18	0.121647	0.9501	0.172908
19	0.185359	1.4477	0.076411
20	-0.067567	-0.5277	0.299806
21	-0.046746	-0.3651	0.358152
22	-0.032463	-0.2535	0.400351
23	-0.070748	-0.5526	0.291293
24	-0.119706	-0.9349	0.176754
25	0.174969	1.3665	0.088392
26	-0.137438	-1.0734	0.143655
27	-0.009435	-0.0737	0.470748
28	0.028404	0.2218	0.412588
29	0.004241	0.0331	0.486843
30	-0.14062	-1.0983	0.138199
31	-0.04925	-0.3847	0.350916
32	-0.09164	-0.7157	0.238445
33	0.00591	0.0462	0.481668
34	0.001286	0.01	0.496011
35	-0.046908	-0.3664	0.35768
36	0.027208	0.2125	0.416213

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.52549 & 4.1042 & 6.1e-05 \tabularnewline
2 & 0.083644 & 0.6533 & 0.258016 \tabularnewline
3 & 0.308472 & 2.4092 & 0.00951 \tabularnewline
4 & 0.100655 & 0.7861 & 0.217414 \tabularnewline
5 & 0.022856 & 0.1785 & 0.429457 \tabularnewline
6 & 0.018488 & 0.1444 & 0.442833 \tabularnewline
7 & -0.285363 & -2.2288 & 0.014763 \tabularnewline
8 & 0.131317 & 1.0256 & 0.154561 \tabularnewline
9 & -0.304249 & -2.3763 & 0.010322 \tabularnewline
10 & -0.041681 & -0.3255 & 0.372942 \tabularnewline
11 & 0.229572 & 1.793 & 0.038964 \tabularnewline
12 & 0.394881 & 3.0841 & 0.001533 \tabularnewline
13 & -0.171388 & -1.3386 & 0.092837 \tabularnewline
14 & -0.218561 & -1.707 & 0.046453 \tabularnewline
15 & -0.094562 & -0.7386 & 0.231504 \tabularnewline
16 & -0.019234 & -0.1502 & 0.440542 \tabularnewline
17 & -0.155833 & -1.2171 & 0.114129 \tabularnewline
18 & 0.121647 & 0.9501 & 0.172908 \tabularnewline
19 & 0.185359 & 1.4477 & 0.076411 \tabularnewline
20 & -0.067567 & -0.5277 & 0.299806 \tabularnewline
21 & -0.046746 & -0.3651 & 0.358152 \tabularnewline
22 & -0.032463 & -0.2535 & 0.400351 \tabularnewline
23 & -0.070748 & -0.5526 & 0.291293 \tabularnewline
24 & -0.119706 & -0.9349 & 0.176754 \tabularnewline
25 & 0.174969 & 1.3665 & 0.088392 \tabularnewline
26 & -0.137438 & -1.0734 & 0.143655 \tabularnewline
27 & -0.009435 & -0.0737 & 0.470748 \tabularnewline
28 & 0.028404 & 0.2218 & 0.412588 \tabularnewline
29 & 0.004241 & 0.0331 & 0.486843 \tabularnewline
30 & -0.14062 & -1.0983 & 0.138199 \tabularnewline
31 & -0.04925 & -0.3847 & 0.350916 \tabularnewline
32 & -0.09164 & -0.7157 & 0.238445 \tabularnewline
33 & 0.00591 & 0.0462 & 0.481668 \tabularnewline
34 & 0.001286 & 0.01 & 0.496011 \tabularnewline
35 & -0.046908 & -0.3664 & 0.35768 \tabularnewline
36 & 0.027208 & 0.2125 & 0.416213 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60628&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]0.52549[/C][C]4.1042[/C][C]6.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.083644[/C][C]0.6533[/C][C]0.258016[/C][/ROW]
[ROW][C]3[/C][C]0.308472[/C][C]2.4092[/C][C]0.00951[/C][/ROW]
[ROW][C]4[/C][C]0.100655[/C][C]0.7861[/C][C]0.217414[/C][/ROW]
[ROW][C]5[/C][C]0.022856[/C][C]0.1785[/C][C]0.429457[/C][/ROW]
[ROW][C]6[/C][C]0.018488[/C][C]0.1444[/C][C]0.442833[/C][/ROW]
[ROW][C]7[/C][C]-0.285363[/C][C]-2.2288[/C][C]0.014763[/C][/ROW]
[ROW][C]8[/C][C]0.131317[/C][C]1.0256[/C][C]0.154561[/C][/ROW]
[ROW][C]9[/C][C]-0.304249[/C][C]-2.3763[/C][C]0.010322[/C][/ROW]
[ROW][C]10[/C][C]-0.041681[/C][C]-0.3255[/C][C]0.372942[/C][/ROW]
[ROW][C]11[/C][C]0.229572[/C][C]1.793[/C][C]0.038964[/C][/ROW]
[ROW][C]12[/C][C]0.394881[/C][C]3.0841[/C][C]0.001533[/C][/ROW]
[ROW][C]13[/C][C]-0.171388[/C][C]-1.3386[/C][C]0.092837[/C][/ROW]
[ROW][C]14[/C][C]-0.218561[/C][C]-1.707[/C][C]0.046453[/C][/ROW]
[ROW][C]15[/C][C]-0.094562[/C][C]-0.7386[/C][C]0.231504[/C][/ROW]
[ROW][C]16[/C][C]-0.019234[/C][C]-0.1502[/C][C]0.440542[/C][/ROW]
[ROW][C]17[/C][C]-0.155833[/C][C]-1.2171[/C][C]0.114129[/C][/ROW]
[ROW][C]18[/C][C]0.121647[/C][C]0.9501[/C][C]0.172908[/C][/ROW]
[ROW][C]19[/C][C]0.185359[/C][C]1.4477[/C][C]0.076411[/C][/ROW]
[ROW][C]20[/C][C]-0.067567[/C][C]-0.5277[/C][C]0.299806[/C][/ROW]
[ROW][C]21[/C][C]-0.046746[/C][C]-0.3651[/C][C]0.358152[/C][/ROW]
[ROW][C]22[/C][C]-0.032463[/C][C]-0.2535[/C][C]0.400351[/C][/ROW]
[ROW][C]23[/C][C]-0.070748[/C][C]-0.5526[/C][C]0.291293[/C][/ROW]
[ROW][C]24[/C][C]-0.119706[/C][C]-0.9349[/C][C]0.176754[/C][/ROW]
[ROW][C]25[/C][C]0.174969[/C][C]1.3665[/C][C]0.088392[/C][/ROW]
[ROW][C]26[/C][C]-0.137438[/C][C]-1.0734[/C][C]0.143655[/C][/ROW]
[ROW][C]27[/C][C]-0.009435[/C][C]-0.0737[/C][C]0.470748[/C][/ROW]
[ROW][C]28[/C][C]0.028404[/C][C]0.2218[/C][C]0.412588[/C][/ROW]
[ROW][C]29[/C][C]0.004241[/C][C]0.0331[/C][C]0.486843[/C][/ROW]
[ROW][C]30[/C][C]-0.14062[/C][C]-1.0983[/C][C]0.138199[/C][/ROW]
[ROW][C]31[/C][C]-0.04925[/C][C]-0.3847[/C][C]0.350916[/C][/ROW]
[ROW][C]32[/C][C]-0.09164[/C][C]-0.7157[/C][C]0.238445[/C][/ROW]
[ROW][C]33[/C][C]0.00591[/C][C]0.0462[/C][C]0.481668[/C][/ROW]
[ROW][C]34[/C][C]0.001286[/C][C]0.01[/C][C]0.496011[/C][/ROW]
[ROW][C]35[/C][C]-0.046908[/C][C]-0.3664[/C][C]0.35768[/C][/ROW]
[ROW][C]36[/C][C]0.027208[/C][C]0.2125[/C][C]0.416213[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60628&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60628&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	0.52549	4.1042	6.1e-05
2	0.083644	0.6533	0.258016
3	0.308472	2.4092	0.00951
4	0.100655	0.7861	0.217414
5	0.022856	0.1785	0.429457
6	0.018488	0.1444	0.442833
7	-0.285363	-2.2288	0.014763
8	0.131317	1.0256	0.154561
9	-0.304249	-2.3763	0.010322
10	-0.041681	-0.3255	0.372942
11	0.229572	1.793	0.038964
12	0.394881	3.0841	0.001533
13	-0.171388	-1.3386	0.092837
14	-0.218561	-1.707	0.046453
15	-0.094562	-0.7386	0.231504
16	-0.019234	-0.1502	0.440542
17	-0.155833	-1.2171	0.114129
18	0.121647	0.9501	0.172908
19	0.185359	1.4477	0.076411
20	-0.067567	-0.5277	0.299806
21	-0.046746	-0.3651	0.358152
22	-0.032463	-0.2535	0.400351
23	-0.070748	-0.5526	0.291293
24	-0.119706	-0.9349	0.176754
25	0.174969	1.3665	0.088392
26	-0.137438	-1.0734	0.143655
27	-0.009435	-0.0737	0.470748
28	0.028404	0.2218	0.412588
29	0.004241	0.0331	0.486843
30	-0.14062	-1.0983	0.138199
31	-0.04925	-0.3847	0.350916
32	-0.09164	-0.7157	0.238445
33	0.00591	0.0462	0.481668
34	0.001286	0.01	0.496011
35	-0.046908	-0.3664	0.35768
36	0.027208	0.2125	0.416213

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