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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 09:49:16 -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/27/t1259340653qjvjwbxftzo2d12.htm/, Retrieved Sun, 28 Apr 2024 23:03:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60994, Retrieved Sun, 28 Apr 2024 23:03:17 +0000

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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 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [WS8 Identifying  ...] [2009-11-27 16:37:04] [8733f8ed033058987ec00f5e71b74854]
-   P           [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 16:39:04] [8733f8ed033058987ec00f5e71b74854]
-   P               [(Partial) Autocorrelation Function] [WS8 Identifying I...] [2009-11-27 16:49:16] [c6e373ff11c42d4585d53e9e88ed5606] [Current]

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Dataseries X:

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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	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60994&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]0 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=60994&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60994&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.107995	1.3914	0.08298
2	-0.184466	-2.3767	0.009304
3	-0.45236	-5.8282	0
4	-0.28486	-3.6702	0.000163
5	-0.023821	-0.3069	0.379648
6	0.169179	2.1797	0.015343
7	0.238888	3.0779	0.00122
8	0.108753	1.4012	0.081514
9	0.05016	0.6463	0.259501
10	-0.088428	-1.1393	0.128106
11	-0.073081	-0.9416	0.173888
12	-0.284021	-3.6594	0.00017
13	0.012713	0.1638	0.435047
14	0.125738	1.62	0.053562
15	0.143627	1.8505	0.033009
16	0.071428	0.9203	0.179379
17	-0.071381	-0.9197	0.179538
18	0.007692	0.0991	0.460588
19	-0.144522	-1.862	0.032183
20	0.02807	0.3617	0.359036
21	0.0306	0.3943	0.34695
22	0.047617	0.6135	0.270191
23	0.00849	0.1094	0.456512
24	-0.082457	-1.0624	0.144802
25	1.7e-05	2e-04	0.499911
26	0.052729	0.6794	0.248925
27	0.103751	1.3367	0.09157
28	-0.053555	-0.69	0.245574
29	-0.056137	-0.7233	0.235263
30	-0.254271	-3.2761	0.000641
31	0.068865	0.8873	0.188111
32	0.168367	2.1693	0.015743
33	0.210895	2.7172	0.003641
34	0.089283	1.1503	0.12583
35	-0.161593	-2.082	0.019439
36	-0.233873	-3.0132	0.001495

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.107995 & 1.3914 & 0.08298 \tabularnewline
2 & -0.184466 & -2.3767 & 0.009304 \tabularnewline
3 & -0.45236 & -5.8282 & 0 \tabularnewline
4 & -0.28486 & -3.6702 & 0.000163 \tabularnewline
5 & -0.023821 & -0.3069 & 0.379648 \tabularnewline
6 & 0.169179 & 2.1797 & 0.015343 \tabularnewline
7 & 0.238888 & 3.0779 & 0.00122 \tabularnewline
8 & 0.108753 & 1.4012 & 0.081514 \tabularnewline
9 & 0.05016 & 0.6463 & 0.259501 \tabularnewline
10 & -0.088428 & -1.1393 & 0.128106 \tabularnewline
11 & -0.073081 & -0.9416 & 0.173888 \tabularnewline
12 & -0.284021 & -3.6594 & 0.00017 \tabularnewline
13 & 0.012713 & 0.1638 & 0.435047 \tabularnewline
14 & 0.125738 & 1.62 & 0.053562 \tabularnewline
15 & 0.143627 & 1.8505 & 0.033009 \tabularnewline
16 & 0.071428 & 0.9203 & 0.179379 \tabularnewline
17 & -0.071381 & -0.9197 & 0.179538 \tabularnewline
18 & 0.007692 & 0.0991 & 0.460588 \tabularnewline
19 & -0.144522 & -1.862 & 0.032183 \tabularnewline
20 & 0.02807 & 0.3617 & 0.359036 \tabularnewline
21 & 0.0306 & 0.3943 & 0.34695 \tabularnewline
22 & 0.047617 & 0.6135 & 0.270191 \tabularnewline
23 & 0.00849 & 0.1094 & 0.456512 \tabularnewline
24 & -0.082457 & -1.0624 & 0.144802 \tabularnewline
25 & 1.7e-05 & 2e-04 & 0.499911 \tabularnewline
26 & 0.052729 & 0.6794 & 0.248925 \tabularnewline
27 & 0.103751 & 1.3367 & 0.09157 \tabularnewline
28 & -0.053555 & -0.69 & 0.245574 \tabularnewline
29 & -0.056137 & -0.7233 & 0.235263 \tabularnewline
30 & -0.254271 & -3.2761 & 0.000641 \tabularnewline
31 & 0.068865 & 0.8873 & 0.188111 \tabularnewline
32 & 0.168367 & 2.1693 & 0.015743 \tabularnewline
33 & 0.210895 & 2.7172 & 0.003641 \tabularnewline
34 & 0.089283 & 1.1503 & 0.12583 \tabularnewline
35 & -0.161593 & -2.082 & 0.019439 \tabularnewline
36 & -0.233873 & -3.0132 & 0.001495 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60994&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]0.107995[/C][C]1.3914[/C][C]0.08298[/C][/ROW]
[ROW][C]2[/C][C]-0.184466[/C][C]-2.3767[/C][C]0.009304[/C][/ROW]
[ROW][C]3[/C][C]-0.45236[/C][C]-5.8282[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]-0.28486[/C][C]-3.6702[/C][C]0.000163[/C][/ROW]
[ROW][C]5[/C][C]-0.023821[/C][C]-0.3069[/C][C]0.379648[/C][/ROW]
[ROW][C]6[/C][C]0.169179[/C][C]2.1797[/C][C]0.015343[/C][/ROW]
[ROW][C]7[/C][C]0.238888[/C][C]3.0779[/C][C]0.00122[/C][/ROW]
[ROW][C]8[/C][C]0.108753[/C][C]1.4012[/C][C]0.081514[/C][/ROW]
[ROW][C]9[/C][C]0.05016[/C][C]0.6463[/C][C]0.259501[/C][/ROW]
[ROW][C]10[/C][C]-0.088428[/C][C]-1.1393[/C][C]0.128106[/C][/ROW]
[ROW][C]11[/C][C]-0.073081[/C][C]-0.9416[/C][C]0.173888[/C][/ROW]
[ROW][C]12[/C][C]-0.284021[/C][C]-3.6594[/C][C]0.00017[/C][/ROW]
[ROW][C]13[/C][C]0.012713[/C][C]0.1638[/C][C]0.435047[/C][/ROW]
[ROW][C]14[/C][C]0.125738[/C][C]1.62[/C][C]0.053562[/C][/ROW]
[ROW][C]15[/C][C]0.143627[/C][C]1.8505[/C][C]0.033009[/C][/ROW]
[ROW][C]16[/C][C]0.071428[/C][C]0.9203[/C][C]0.179379[/C][/ROW]
[ROW][C]17[/C][C]-0.071381[/C][C]-0.9197[/C][C]0.179538[/C][/ROW]
[ROW][C]18[/C][C]0.007692[/C][C]0.0991[/C][C]0.460588[/C][/ROW]
[ROW][C]19[/C][C]-0.144522[/C][C]-1.862[/C][C]0.032183[/C][/ROW]
[ROW][C]20[/C][C]0.02807[/C][C]0.3617[/C][C]0.359036[/C][/ROW]
[ROW][C]21[/C][C]0.0306[/C][C]0.3943[/C][C]0.34695[/C][/ROW]
[ROW][C]22[/C][C]0.047617[/C][C]0.6135[/C][C]0.270191[/C][/ROW]
[ROW][C]23[/C][C]0.00849[/C][C]0.1094[/C][C]0.456512[/C][/ROW]
[ROW][C]24[/C][C]-0.082457[/C][C]-1.0624[/C][C]0.144802[/C][/ROW]
[ROW][C]25[/C][C]1.7e-05[/C][C]2e-04[/C][C]0.499911[/C][/ROW]
[ROW][C]26[/C][C]0.052729[/C][C]0.6794[/C][C]0.248925[/C][/ROW]
[ROW][C]27[/C][C]0.103751[/C][C]1.3367[/C][C]0.09157[/C][/ROW]
[ROW][C]28[/C][C]-0.053555[/C][C]-0.69[/C][C]0.245574[/C][/ROW]
[ROW][C]29[/C][C]-0.056137[/C][C]-0.7233[/C][C]0.235263[/C][/ROW]
[ROW][C]30[/C][C]-0.254271[/C][C]-3.2761[/C][C]0.000641[/C][/ROW]
[ROW][C]31[/C][C]0.068865[/C][C]0.8873[/C][C]0.188111[/C][/ROW]
[ROW][C]32[/C][C]0.168367[/C][C]2.1693[/C][C]0.015743[/C][/ROW]
[ROW][C]33[/C][C]0.210895[/C][C]2.7172[/C][C]0.003641[/C][/ROW]
[ROW][C]34[/C][C]0.089283[/C][C]1.1503[/C][C]0.12583[/C][/ROW]
[ROW][C]35[/C][C]-0.161593[/C][C]-2.082[/C][C]0.019439[/C][/ROW]
[ROW][C]36[/C][C]-0.233873[/C][C]-3.0132[/C][C]0.001495[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60994&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60994&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	0.107995	1.3914	0.08298
2	-0.184466	-2.3767	0.009304
3	-0.45236	-5.8282	0
4	-0.28486	-3.6702	0.000163
5	-0.023821	-0.3069	0.379648
6	0.169179	2.1797	0.015343
7	0.238888	3.0779	0.00122
8	0.108753	1.4012	0.081514
9	0.05016	0.6463	0.259501
10	-0.088428	-1.1393	0.128106
11	-0.073081	-0.9416	0.173888
12	-0.284021	-3.6594	0.00017
13	0.012713	0.1638	0.435047
14	0.125738	1.62	0.053562
15	0.143627	1.8505	0.033009
16	0.071428	0.9203	0.179379
17	-0.071381	-0.9197	0.179538
18	0.007692	0.0991	0.460588
19	-0.144522	-1.862	0.032183
20	0.02807	0.3617	0.359036
21	0.0306	0.3943	0.34695
22	0.047617	0.6135	0.270191
23	0.00849	0.1094	0.456512
24	-0.082457	-1.0624	0.144802
25	1.7e-05	2e-04	0.499911
26	0.052729	0.6794	0.248925
27	0.103751	1.3367	0.09157
28	-0.053555	-0.69	0.245574
29	-0.056137	-0.7233	0.235263
30	-0.254271	-3.2761	0.000641
31	0.068865	0.8873	0.188111
32	0.168367	2.1693	0.015743
33	0.210895	2.7172	0.003641
34	0.089283	1.1503	0.12583
35	-0.161593	-2.082	0.019439
36	-0.233873	-3.0132	0.001495

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.107995	1.3914	0.08298
2	-0.198444	-2.5568	0.00573
3	-0.428741	-5.5239	0
4	-0.316001	-4.0714	3.6e-05
5	-0.25413	-3.2742	0.000645
6	-0.24962	-3.2161	0.000781
7	-0.178835	-2.3041	0.011227
8	-0.191402	-2.466	0.007339
9	-0.03989	-0.5139	0.303988
10	-0.016416	-0.2115	0.416374
11	0.101758	1.3111	0.095824
12	-0.216149	-2.7849	0.002989
13	0.023849	0.3073	0.379511
14	0.039987	0.5152	0.303553
15	-0.082937	-1.0686	0.143409
16	-0.071444	-0.9205	0.179324
17	-0.122458	-1.5778	0.058262
18	0.060232	0.776	0.219417
19	-0.145276	-1.8718	0.0315
20	-0.000367	-0.0047	0.498114
21	0.058532	0.7541	0.225919
22	0.030735	0.396	0.346308
23	0.088634	1.142	0.127556
24	-0.150478	-1.9388	0.027112
25	0.012296	0.1584	0.437159
26	0.085714	1.1043	0.13552
27	0.07745	0.9979	0.159895
28	-0.04865	-0.6268	0.265822
29	-0.029045	-0.3742	0.35436
30	-0.246276	-3.173	0.000899
31	-0.129198	-1.6646	0.04894
32	-0.066077	-0.8513	0.197904
33	0.000117	0.0015	0.499402
34	0.1231	1.586	0.057317
35	0.097976	1.2623	0.1043
36	-0.069715	-0.8982	0.185185

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.107995 & 1.3914 & 0.08298 \tabularnewline
2 & -0.198444 & -2.5568 & 0.00573 \tabularnewline
3 & -0.428741 & -5.5239 & 0 \tabularnewline
4 & -0.316001 & -4.0714 & 3.6e-05 \tabularnewline
5 & -0.25413 & -3.2742 & 0.000645 \tabularnewline
6 & -0.24962 & -3.2161 & 0.000781 \tabularnewline
7 & -0.178835 & -2.3041 & 0.011227 \tabularnewline
8 & -0.191402 & -2.466 & 0.007339 \tabularnewline
9 & -0.03989 & -0.5139 & 0.303988 \tabularnewline
10 & -0.016416 & -0.2115 & 0.416374 \tabularnewline
11 & 0.101758 & 1.3111 & 0.095824 \tabularnewline
12 & -0.216149 & -2.7849 & 0.002989 \tabularnewline
13 & 0.023849 & 0.3073 & 0.379511 \tabularnewline
14 & 0.039987 & 0.5152 & 0.303553 \tabularnewline
15 & -0.082937 & -1.0686 & 0.143409 \tabularnewline
16 & -0.071444 & -0.9205 & 0.179324 \tabularnewline
17 & -0.122458 & -1.5778 & 0.058262 \tabularnewline
18 & 0.060232 & 0.776 & 0.219417 \tabularnewline
19 & -0.145276 & -1.8718 & 0.0315 \tabularnewline
20 & -0.000367 & -0.0047 & 0.498114 \tabularnewline
21 & 0.058532 & 0.7541 & 0.225919 \tabularnewline
22 & 0.030735 & 0.396 & 0.346308 \tabularnewline
23 & 0.088634 & 1.142 & 0.127556 \tabularnewline
24 & -0.150478 & -1.9388 & 0.027112 \tabularnewline
25 & 0.012296 & 0.1584 & 0.437159 \tabularnewline
26 & 0.085714 & 1.1043 & 0.13552 \tabularnewline
27 & 0.07745 & 0.9979 & 0.159895 \tabularnewline
28 & -0.04865 & -0.6268 & 0.265822 \tabularnewline
29 & -0.029045 & -0.3742 & 0.35436 \tabularnewline
30 & -0.246276 & -3.173 & 0.000899 \tabularnewline
31 & -0.129198 & -1.6646 & 0.04894 \tabularnewline
32 & -0.066077 & -0.8513 & 0.197904 \tabularnewline
33 & 0.000117 & 0.0015 & 0.499402 \tabularnewline
34 & 0.1231 & 1.586 & 0.057317 \tabularnewline
35 & 0.097976 & 1.2623 & 0.1043 \tabularnewline
36 & -0.069715 & -0.8982 & 0.185185 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60994&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]0.107995[/C][C]1.3914[/C][C]0.08298[/C][/ROW]
[ROW][C]2[/C][C]-0.198444[/C][C]-2.5568[/C][C]0.00573[/C][/ROW]
[ROW][C]3[/C][C]-0.428741[/C][C]-5.5239[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]-0.316001[/C][C]-4.0714[/C][C]3.6e-05[/C][/ROW]
[ROW][C]5[/C][C]-0.25413[/C][C]-3.2742[/C][C]0.000645[/C][/ROW]
[ROW][C]6[/C][C]-0.24962[/C][C]-3.2161[/C][C]0.000781[/C][/ROW]
[ROW][C]7[/C][C]-0.178835[/C][C]-2.3041[/C][C]0.011227[/C][/ROW]
[ROW][C]8[/C][C]-0.191402[/C][C]-2.466[/C][C]0.007339[/C][/ROW]
[ROW][C]9[/C][C]-0.03989[/C][C]-0.5139[/C][C]0.303988[/C][/ROW]
[ROW][C]10[/C][C]-0.016416[/C][C]-0.2115[/C][C]0.416374[/C][/ROW]
[ROW][C]11[/C][C]0.101758[/C][C]1.3111[/C][C]0.095824[/C][/ROW]
[ROW][C]12[/C][C]-0.216149[/C][C]-2.7849[/C][C]0.002989[/C][/ROW]
[ROW][C]13[/C][C]0.023849[/C][C]0.3073[/C][C]0.379511[/C][/ROW]
[ROW][C]14[/C][C]0.039987[/C][C]0.5152[/C][C]0.303553[/C][/ROW]
[ROW][C]15[/C][C]-0.082937[/C][C]-1.0686[/C][C]0.143409[/C][/ROW]
[ROW][C]16[/C][C]-0.071444[/C][C]-0.9205[/C][C]0.179324[/C][/ROW]
[ROW][C]17[/C][C]-0.122458[/C][C]-1.5778[/C][C]0.058262[/C][/ROW]
[ROW][C]18[/C][C]0.060232[/C][C]0.776[/C][C]0.219417[/C][/ROW]
[ROW][C]19[/C][C]-0.145276[/C][C]-1.8718[/C][C]0.0315[/C][/ROW]
[ROW][C]20[/C][C]-0.000367[/C][C]-0.0047[/C][C]0.498114[/C][/ROW]
[ROW][C]21[/C][C]0.058532[/C][C]0.7541[/C][C]0.225919[/C][/ROW]
[ROW][C]22[/C][C]0.030735[/C][C]0.396[/C][C]0.346308[/C][/ROW]
[ROW][C]23[/C][C]0.088634[/C][C]1.142[/C][C]0.127556[/C][/ROW]
[ROW][C]24[/C][C]-0.150478[/C][C]-1.9388[/C][C]0.027112[/C][/ROW]
[ROW][C]25[/C][C]0.012296[/C][C]0.1584[/C][C]0.437159[/C][/ROW]
[ROW][C]26[/C][C]0.085714[/C][C]1.1043[/C][C]0.13552[/C][/ROW]
[ROW][C]27[/C][C]0.07745[/C][C]0.9979[/C][C]0.159895[/C][/ROW]
[ROW][C]28[/C][C]-0.04865[/C][C]-0.6268[/C][C]0.265822[/C][/ROW]
[ROW][C]29[/C][C]-0.029045[/C][C]-0.3742[/C][C]0.35436[/C][/ROW]
[ROW][C]30[/C][C]-0.246276[/C][C]-3.173[/C][C]0.000899[/C][/ROW]
[ROW][C]31[/C][C]-0.129198[/C][C]-1.6646[/C][C]0.04894[/C][/ROW]
[ROW][C]32[/C][C]-0.066077[/C][C]-0.8513[/C][C]0.197904[/C][/ROW]
[ROW][C]33[/C][C]0.000117[/C][C]0.0015[/C][C]0.499402[/C][/ROW]
[ROW][C]34[/C][C]0.1231[/C][C]1.586[/C][C]0.057317[/C][/ROW]
[ROW][C]35[/C][C]0.097976[/C][C]1.2623[/C][C]0.1043[/C][/ROW]
[ROW][C]36[/C][C]-0.069715[/C][C]-0.8982[/C][C]0.185185[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60994&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60994&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	0.107995	1.3914	0.08298
2	-0.198444	-2.5568	0.00573
3	-0.428741	-5.5239	0
4	-0.316001	-4.0714	3.6e-05
5	-0.25413	-3.2742	0.000645
6	-0.24962	-3.2161	0.000781
7	-0.178835	-2.3041	0.011227
8	-0.191402	-2.466	0.007339
9	-0.03989	-0.5139	0.303988
10	-0.016416	-0.2115	0.416374
11	0.101758	1.3111	0.095824
12	-0.216149	-2.7849	0.002989
13	0.023849	0.3073	0.379511
14	0.039987	0.5152	0.303553
15	-0.082937	-1.0686	0.143409
16	-0.071444	-0.9205	0.179324
17	-0.122458	-1.5778	0.058262
18	0.060232	0.776	0.219417
19	-0.145276	-1.8718	0.0315
20	-0.000367	-0.0047	0.498114
21	0.058532	0.7541	0.225919
22	0.030735	0.396	0.346308
23	0.088634	1.142	0.127556
24	-0.150478	-1.9388	0.027112
25	0.012296	0.1584	0.437159
26	0.085714	1.1043	0.13552
27	0.07745	0.9979	0.159895
28	-0.04865	-0.6268	0.265822
29	-0.029045	-0.3742	0.35436
30	-0.246276	-3.173	0.000899
31	-0.129198	-1.6646	0.04894
32	-0.066077	-0.8513	0.197904
33	0.000117	0.0015	0.499402
34	0.1231	1.586	0.057317
35	0.097976	1.2623	0.1043
36	-0.069715	-0.8982	0.185185

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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