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

Fri, 27 Nov 2009 09:18:42 -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/t12593388996w4mj6thki3vs87.htm/, Retrieved Mon, 29 Apr 2024 05:30:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60951, Retrieved Mon, 29 Apr 2024 05:30:28 +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

132

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 Identifying I...] [2009-11-27 16:18:42] [c6e373ff11c42d4585d53e9e88ed5606] [Current]
-   PD            [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 16:57:28] [8733f8ed033058987ec00f5e71b74854] 
-                   [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 17:05:41] [8733f8ed033058987ec00f5e71b74854] 
-                     [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 17:12:07] [8733f8ed033058987ec00f5e71b74854] 
-                       [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 17:21:03] [8733f8ed033058987ec00f5e71b74854] 
-   P                     [(Partial) Autocorrelation Function] [WS9 Estimation of...] [2009-12-04 12:54:41] [8733f8ed033058987ec00f5e71b74854] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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
8.0
8.0
7.9
8.0
7.7
7.2
7.5
7.3
7.0
7.0
7.0
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8.0
8.0
7.7
7.3
7.4
8.1
8.3
8.2

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=60951&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=60951&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60951&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	0.949112	12.7337	0
2	0.865523	11.6122	0
3	0.797896	10.7049	0
4	0.767396	10.2957	0
5	0.766005	10.277	0
6	0.763983	10.2499	0
7	0.738006	9.9014	0
8	0.699272	9.3817	0
9	0.671977	9.0155	0
10	0.662749	8.8917	0
11	0.665777	8.9323	0
12	0.653667	8.7699	0
13	0.595934	7.9953	0
14	0.521538	6.9972	0
15	0.453226	6.0807	0
16	0.397982	5.3395	0
17	0.357123	4.7913	2e-06
18	0.321138	4.3085	1.3e-05
19	0.281415	3.7756	0.000108
20	0.246505	3.3072	0.000569
21	0.225183	3.0211	0.001442
22	0.21391	2.8699	0.002299
23	0.205427	2.7561	0.003226
24	0.185312	2.4862	0.006911
25	0.136246	1.8279	0.034608
26	0.084232	1.1301	0.129972
27	0.040351	0.5414	0.294463
28	0.007608	0.1021	0.459407
29	-0.015204	-0.204	0.419301
30	-0.033241	-0.446	0.328076
31	-0.050559	-0.6783	0.249221
32	-0.064417	-0.8642	0.194302
33	-0.068197	-0.915	0.180717
34	-0.06643	-0.8912	0.186993
35	-0.065199	-0.8747	0.191442
36	-0.075177	-1.0086	0.157259

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.949112 & 12.7337 & 0 \tabularnewline
2 & 0.865523 & 11.6122 & 0 \tabularnewline
3 & 0.797896 & 10.7049 & 0 \tabularnewline
4 & 0.767396 & 10.2957 & 0 \tabularnewline
5 & 0.766005 & 10.277 & 0 \tabularnewline
6 & 0.763983 & 10.2499 & 0 \tabularnewline
7 & 0.738006 & 9.9014 & 0 \tabularnewline
8 & 0.699272 & 9.3817 & 0 \tabularnewline
9 & 0.671977 & 9.0155 & 0 \tabularnewline
10 & 0.662749 & 8.8917 & 0 \tabularnewline
11 & 0.665777 & 8.9323 & 0 \tabularnewline
12 & 0.653667 & 8.7699 & 0 \tabularnewline
13 & 0.595934 & 7.9953 & 0 \tabularnewline
14 & 0.521538 & 6.9972 & 0 \tabularnewline
15 & 0.453226 & 6.0807 & 0 \tabularnewline
16 & 0.397982 & 5.3395 & 0 \tabularnewline
17 & 0.357123 & 4.7913 & 2e-06 \tabularnewline
18 & 0.321138 & 4.3085 & 1.3e-05 \tabularnewline
19 & 0.281415 & 3.7756 & 0.000108 \tabularnewline
20 & 0.246505 & 3.3072 & 0.000569 \tabularnewline
21 & 0.225183 & 3.0211 & 0.001442 \tabularnewline
22 & 0.21391 & 2.8699 & 0.002299 \tabularnewline
23 & 0.205427 & 2.7561 & 0.003226 \tabularnewline
24 & 0.185312 & 2.4862 & 0.006911 \tabularnewline
25 & 0.136246 & 1.8279 & 0.034608 \tabularnewline
26 & 0.084232 & 1.1301 & 0.129972 \tabularnewline
27 & 0.040351 & 0.5414 & 0.294463 \tabularnewline
28 & 0.007608 & 0.1021 & 0.459407 \tabularnewline
29 & -0.015204 & -0.204 & 0.419301 \tabularnewline
30 & -0.033241 & -0.446 & 0.328076 \tabularnewline
31 & -0.050559 & -0.6783 & 0.249221 \tabularnewline
32 & -0.064417 & -0.8642 & 0.194302 \tabularnewline
33 & -0.068197 & -0.915 & 0.180717 \tabularnewline
34 & -0.06643 & -0.8912 & 0.186993 \tabularnewline
35 & -0.065199 & -0.8747 & 0.191442 \tabularnewline
36 & -0.075177 & -1.0086 & 0.157259 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60951&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]0.949112[/C][C]12.7337[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.865523[/C][C]11.6122[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.797896[/C][C]10.7049[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.767396[/C][C]10.2957[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.766005[/C][C]10.277[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.763983[/C][C]10.2499[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.738006[/C][C]9.9014[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.699272[/C][C]9.3817[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.671977[/C][C]9.0155[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.662749[/C][C]8.8917[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.665777[/C][C]8.9323[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.653667[/C][C]8.7699[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.595934[/C][C]7.9953[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.521538[/C][C]6.9972[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.453226[/C][C]6.0807[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.397982[/C][C]5.3395[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.357123[/C][C]4.7913[/C][C]2e-06[/C][/ROW]
[ROW][C]18[/C][C]0.321138[/C][C]4.3085[/C][C]1.3e-05[/C][/ROW]
[ROW][C]19[/C][C]0.281415[/C][C]3.7756[/C][C]0.000108[/C][/ROW]
[ROW][C]20[/C][C]0.246505[/C][C]3.3072[/C][C]0.000569[/C][/ROW]
[ROW][C]21[/C][C]0.225183[/C][C]3.0211[/C][C]0.001442[/C][/ROW]
[ROW][C]22[/C][C]0.21391[/C][C]2.8699[/C][C]0.002299[/C][/ROW]
[ROW][C]23[/C][C]0.205427[/C][C]2.7561[/C][C]0.003226[/C][/ROW]
[ROW][C]24[/C][C]0.185312[/C][C]2.4862[/C][C]0.006911[/C][/ROW]
[ROW][C]25[/C][C]0.136246[/C][C]1.8279[/C][C]0.034608[/C][/ROW]
[ROW][C]26[/C][C]0.084232[/C][C]1.1301[/C][C]0.129972[/C][/ROW]
[ROW][C]27[/C][C]0.040351[/C][C]0.5414[/C][C]0.294463[/C][/ROW]
[ROW][C]28[/C][C]0.007608[/C][C]0.1021[/C][C]0.459407[/C][/ROW]
[ROW][C]29[/C][C]-0.015204[/C][C]-0.204[/C][C]0.419301[/C][/ROW]
[ROW][C]30[/C][C]-0.033241[/C][C]-0.446[/C][C]0.328076[/C][/ROW]
[ROW][C]31[/C][C]-0.050559[/C][C]-0.6783[/C][C]0.249221[/C][/ROW]
[ROW][C]32[/C][C]-0.064417[/C][C]-0.8642[/C][C]0.194302[/C][/ROW]
[ROW][C]33[/C][C]-0.068197[/C][C]-0.915[/C][C]0.180717[/C][/ROW]
[ROW][C]34[/C][C]-0.06643[/C][C]-0.8912[/C][C]0.186993[/C][/ROW]
[ROW][C]35[/C][C]-0.065199[/C][C]-0.8747[/C][C]0.191442[/C][/ROW]
[ROW][C]36[/C][C]-0.075177[/C][C]-1.0086[/C][C]0.157259[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60951&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60951&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	0.949112	12.7337	0
2	0.865523	11.6122	0
3	0.797896	10.7049	0
4	0.767396	10.2957	0
5	0.766005	10.277	0
6	0.763983	10.2499	0
7	0.738006	9.9014	0
8	0.699272	9.3817	0
9	0.671977	9.0155	0
10	0.662749	8.8917	0
11	0.665777	8.9323	0
12	0.653667	8.7699	0
13	0.595934	7.9953	0
14	0.521538	6.9972	0
15	0.453226	6.0807	0
16	0.397982	5.3395	0
17	0.357123	4.7913	2e-06
18	0.321138	4.3085	1.3e-05
19	0.281415	3.7756	0.000108
20	0.246505	3.3072	0.000569
21	0.225183	3.0211	0.001442
22	0.21391	2.8699	0.002299
23	0.205427	2.7561	0.003226
24	0.185312	2.4862	0.006911
25	0.136246	1.8279	0.034608
26	0.084232	1.1301	0.129972
27	0.040351	0.5414	0.294463
28	0.007608	0.1021	0.459407
29	-0.015204	-0.204	0.419301
30	-0.033241	-0.446	0.328076
31	-0.050559	-0.6783	0.249221
32	-0.064417	-0.8642	0.194302
33	-0.068197	-0.915	0.180717
34	-0.06643	-0.8912	0.186993
35	-0.065199	-0.8747	0.191442
36	-0.075177	-1.0086	0.157259

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.949112	12.7337	0
2	-0.355808	-4.7737	2e-06
3	0.251996	3.3809	0.000443
4	0.228817	3.0699	0.001236
5	0.126762	1.7007	0.045364
6	-0.054714	-0.7341	0.231934
7	-0.10592	-1.4211	0.078513
8	0.080908	1.0855	0.139577
9	0.125159	1.6792	0.047426
10	0.008991	0.1206	0.452062
11	0.031459	0.4221	0.33674
12	-0.156211	-2.0958	0.01875
13	-0.348925	-4.6813	3e-06
14	0.077855	1.0445	0.148819
15	-0.143204	-1.9213	0.028138
16	-0.21214	-2.8462	0.002469
17	-0.073383	-0.9845	0.163087
18	-0.022675	-0.3042	0.380656
19	0.023861	0.3201	0.374621
20	0.069742	0.9357	0.175344
21	0.063763	0.8555	0.196715
22	0.079323	1.0642	0.144325
23	0.05547	0.7442	0.228861
24	0.042936	0.576	0.282652
25	-0.086308	-1.1579	0.124212
26	0.115472	1.5492	0.061543
27	-0.040763	-0.5469	0.292565
28	0.010786	0.1447	0.442553
29	-0.003486	-0.0468	0.481373
30	0.017925	0.2405	0.405114
31	0.030019	0.4027	0.343807
32	-0.055921	-0.7503	0.227038
33	0.010441	0.1401	0.444375
34	-0.014219	-0.1908	0.424459
35	-0.061699	-0.8278	0.204447
36	-0.06317	-0.8475	0.198917

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.949112 & 12.7337 & 0 \tabularnewline
2 & -0.355808 & -4.7737 & 2e-06 \tabularnewline
3 & 0.251996 & 3.3809 & 0.000443 \tabularnewline
4 & 0.228817 & 3.0699 & 0.001236 \tabularnewline
5 & 0.126762 & 1.7007 & 0.045364 \tabularnewline
6 & -0.054714 & -0.7341 & 0.231934 \tabularnewline
7 & -0.10592 & -1.4211 & 0.078513 \tabularnewline
8 & 0.080908 & 1.0855 & 0.139577 \tabularnewline
9 & 0.125159 & 1.6792 & 0.047426 \tabularnewline
10 & 0.008991 & 0.1206 & 0.452062 \tabularnewline
11 & 0.031459 & 0.4221 & 0.33674 \tabularnewline
12 & -0.156211 & -2.0958 & 0.01875 \tabularnewline
13 & -0.348925 & -4.6813 & 3e-06 \tabularnewline
14 & 0.077855 & 1.0445 & 0.148819 \tabularnewline
15 & -0.143204 & -1.9213 & 0.028138 \tabularnewline
16 & -0.21214 & -2.8462 & 0.002469 \tabularnewline
17 & -0.073383 & -0.9845 & 0.163087 \tabularnewline
18 & -0.022675 & -0.3042 & 0.380656 \tabularnewline
19 & 0.023861 & 0.3201 & 0.374621 \tabularnewline
20 & 0.069742 & 0.9357 & 0.175344 \tabularnewline
21 & 0.063763 & 0.8555 & 0.196715 \tabularnewline
22 & 0.079323 & 1.0642 & 0.144325 \tabularnewline
23 & 0.05547 & 0.7442 & 0.228861 \tabularnewline
24 & 0.042936 & 0.576 & 0.282652 \tabularnewline
25 & -0.086308 & -1.1579 & 0.124212 \tabularnewline
26 & 0.115472 & 1.5492 & 0.061543 \tabularnewline
27 & -0.040763 & -0.5469 & 0.292565 \tabularnewline
28 & 0.010786 & 0.1447 & 0.442553 \tabularnewline
29 & -0.003486 & -0.0468 & 0.481373 \tabularnewline
30 & 0.017925 & 0.2405 & 0.405114 \tabularnewline
31 & 0.030019 & 0.4027 & 0.343807 \tabularnewline
32 & -0.055921 & -0.7503 & 0.227038 \tabularnewline
33 & 0.010441 & 0.1401 & 0.444375 \tabularnewline
34 & -0.014219 & -0.1908 & 0.424459 \tabularnewline
35 & -0.061699 & -0.8278 & 0.204447 \tabularnewline
36 & -0.06317 & -0.8475 & 0.198917 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60951&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]0.949112[/C][C]12.7337[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.355808[/C][C]-4.7737[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.251996[/C][C]3.3809[/C][C]0.000443[/C][/ROW]
[ROW][C]4[/C][C]0.228817[/C][C]3.0699[/C][C]0.001236[/C][/ROW]
[ROW][C]5[/C][C]0.126762[/C][C]1.7007[/C][C]0.045364[/C][/ROW]
[ROW][C]6[/C][C]-0.054714[/C][C]-0.7341[/C][C]0.231934[/C][/ROW]
[ROW][C]7[/C][C]-0.10592[/C][C]-1.4211[/C][C]0.078513[/C][/ROW]
[ROW][C]8[/C][C]0.080908[/C][C]1.0855[/C][C]0.139577[/C][/ROW]
[ROW][C]9[/C][C]0.125159[/C][C]1.6792[/C][C]0.047426[/C][/ROW]
[ROW][C]10[/C][C]0.008991[/C][C]0.1206[/C][C]0.452062[/C][/ROW]
[ROW][C]11[/C][C]0.031459[/C][C]0.4221[/C][C]0.33674[/C][/ROW]
[ROW][C]12[/C][C]-0.156211[/C][C]-2.0958[/C][C]0.01875[/C][/ROW]
[ROW][C]13[/C][C]-0.348925[/C][C]-4.6813[/C][C]3e-06[/C][/ROW]
[ROW][C]14[/C][C]0.077855[/C][C]1.0445[/C][C]0.148819[/C][/ROW]
[ROW][C]15[/C][C]-0.143204[/C][C]-1.9213[/C][C]0.028138[/C][/ROW]
[ROW][C]16[/C][C]-0.21214[/C][C]-2.8462[/C][C]0.002469[/C][/ROW]
[ROW][C]17[/C][C]-0.073383[/C][C]-0.9845[/C][C]0.163087[/C][/ROW]
[ROW][C]18[/C][C]-0.022675[/C][C]-0.3042[/C][C]0.380656[/C][/ROW]
[ROW][C]19[/C][C]0.023861[/C][C]0.3201[/C][C]0.374621[/C][/ROW]
[ROW][C]20[/C][C]0.069742[/C][C]0.9357[/C][C]0.175344[/C][/ROW]
[ROW][C]21[/C][C]0.063763[/C][C]0.8555[/C][C]0.196715[/C][/ROW]
[ROW][C]22[/C][C]0.079323[/C][C]1.0642[/C][C]0.144325[/C][/ROW]
[ROW][C]23[/C][C]0.05547[/C][C]0.7442[/C][C]0.228861[/C][/ROW]
[ROW][C]24[/C][C]0.042936[/C][C]0.576[/C][C]0.282652[/C][/ROW]
[ROW][C]25[/C][C]-0.086308[/C][C]-1.1579[/C][C]0.124212[/C][/ROW]
[ROW][C]26[/C][C]0.115472[/C][C]1.5492[/C][C]0.061543[/C][/ROW]
[ROW][C]27[/C][C]-0.040763[/C][C]-0.5469[/C][C]0.292565[/C][/ROW]
[ROW][C]28[/C][C]0.010786[/C][C]0.1447[/C][C]0.442553[/C][/ROW]
[ROW][C]29[/C][C]-0.003486[/C][C]-0.0468[/C][C]0.481373[/C][/ROW]
[ROW][C]30[/C][C]0.017925[/C][C]0.2405[/C][C]0.405114[/C][/ROW]
[ROW][C]31[/C][C]0.030019[/C][C]0.4027[/C][C]0.343807[/C][/ROW]
[ROW][C]32[/C][C]-0.055921[/C][C]-0.7503[/C][C]0.227038[/C][/ROW]
[ROW][C]33[/C][C]0.010441[/C][C]0.1401[/C][C]0.444375[/C][/ROW]
[ROW][C]34[/C][C]-0.014219[/C][C]-0.1908[/C][C]0.424459[/C][/ROW]
[ROW][C]35[/C][C]-0.061699[/C][C]-0.8278[/C][C]0.204447[/C][/ROW]
[ROW][C]36[/C][C]-0.06317[/C][C]-0.8475[/C][C]0.198917[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60951&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60951&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	0.949112	12.7337	0
2	-0.355808	-4.7737	2e-06
3	0.251996	3.3809	0.000443
4	0.228817	3.0699	0.001236
5	0.126762	1.7007	0.045364
6	-0.054714	-0.7341	0.231934
7	-0.10592	-1.4211	0.078513
8	0.080908	1.0855	0.139577
9	0.125159	1.6792	0.047426
10	0.008991	0.1206	0.452062
11	0.031459	0.4221	0.33674
12	-0.156211	-2.0958	0.01875
13	-0.348925	-4.6813	3e-06
14	0.077855	1.0445	0.148819
15	-0.143204	-1.9213	0.028138
16	-0.21214	-2.8462	0.002469
17	-0.073383	-0.9845	0.163087
18	-0.022675	-0.3042	0.380656
19	0.023861	0.3201	0.374621
20	0.069742	0.9357	0.175344
21	0.063763	0.8555	0.196715
22	0.079323	1.0642	0.144325
23	0.05547	0.7442	0.228861
24	0.042936	0.576	0.282652
25	-0.086308	-1.1579	0.124212
26	0.115472	1.5492	0.061543
27	-0.040763	-0.5469	0.292565
28	0.010786	0.1447	0.442553
29	-0.003486	-0.0468	0.481373
30	0.017925	0.2405	0.405114
31	0.030019	0.4027	0.343807
32	-0.055921	-0.7503	0.227038
33	0.010441	0.1401	0.444375
34	-0.014219	-0.1908	0.424459
35	-0.061699	-0.8278	0.204447
36	-0.06317	-0.8475	0.198917

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