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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 10:05:41 -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/t1259341593lwdmz34t3r2im54.htm/, Retrieved Sun, 28 Apr 2024 18:54:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61013, Retrieved Sun, 28 Apr 2024 18:54:15 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

148

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] [8733f8ed033058987ec00f5e71b74854]
-   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] [c6e373ff11c42d4585d53e9e88ed5606] [Current]
-                     [(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] 

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Dataseries X:

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Histogram

Boxplots

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=61013&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=61013&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61013&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	0.866896	7.6562	0
2	0.615864	5.4392	0
3	0.391474	3.4574	0.000443
4	0.296036	2.6145	0.00536
5	0.333059	2.9415	0.002149
6	0.420113	3.7103	0.000193
7	0.459896	4.0617	5.8e-05
8	0.400493	3.5371	0.000342
9	0.263486	2.327	0.011279
10	0.117647	1.039	0.151
11	0.010195	0.09	0.464243
12	-0.036203	-0.3197	0.375011
13	-0.018657	-0.1648	0.434774
14	0.010197	0.0901	0.464237
15	0.008484	0.0749	0.470232
16	-0.03913	-0.3456	0.36529
17	-0.098417	-0.8692	0.193704
18	-0.14322	-1.2649	0.104839
19	-0.155885	-1.3767	0.086267
20	-0.133183	-1.1762	0.121538
21	-0.121608	-1.074	0.143064
22	-0.143206	-1.2648	0.104861
23	-0.180139	-1.5909	0.057834
24	-0.205582	-1.8156	0.036634
25	-0.198288	-1.7512	0.041919
26	-0.186705	-1.6489	0.051592
27	-0.18434	-1.628	0.053774
28	-0.186963	-1.6512	0.051358
29	-0.186361	-1.6459	0.051905
30	-0.163944	-1.4479	0.075825
31	-0.113515	-1.0025	0.159592
32	-0.079761	-0.7044	0.241632
33	-0.084343	-0.7449	0.229287
34	-0.129867	-1.147	0.127453
35	-0.183627	-1.6218	0.054446
36	-0.199903	-1.7655	0.040697

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.866896 & 7.6562 & 0 \tabularnewline
2 & 0.615864 & 5.4392 & 0 \tabularnewline
3 & 0.391474 & 3.4574 & 0.000443 \tabularnewline
4 & 0.296036 & 2.6145 & 0.00536 \tabularnewline
5 & 0.333059 & 2.9415 & 0.002149 \tabularnewline
6 & 0.420113 & 3.7103 & 0.000193 \tabularnewline
7 & 0.459896 & 4.0617 & 5.8e-05 \tabularnewline
8 & 0.400493 & 3.5371 & 0.000342 \tabularnewline
9 & 0.263486 & 2.327 & 0.011279 \tabularnewline
10 & 0.117647 & 1.039 & 0.151 \tabularnewline
11 & 0.010195 & 0.09 & 0.464243 \tabularnewline
12 & -0.036203 & -0.3197 & 0.375011 \tabularnewline
13 & -0.018657 & -0.1648 & 0.434774 \tabularnewline
14 & 0.010197 & 0.0901 & 0.464237 \tabularnewline
15 & 0.008484 & 0.0749 & 0.470232 \tabularnewline
16 & -0.03913 & -0.3456 & 0.36529 \tabularnewline
17 & -0.098417 & -0.8692 & 0.193704 \tabularnewline
18 & -0.14322 & -1.2649 & 0.104839 \tabularnewline
19 & -0.155885 & -1.3767 & 0.086267 \tabularnewline
20 & -0.133183 & -1.1762 & 0.121538 \tabularnewline
21 & -0.121608 & -1.074 & 0.143064 \tabularnewline
22 & -0.143206 & -1.2648 & 0.104861 \tabularnewline
23 & -0.180139 & -1.5909 & 0.057834 \tabularnewline
24 & -0.205582 & -1.8156 & 0.036634 \tabularnewline
25 & -0.198288 & -1.7512 & 0.041919 \tabularnewline
26 & -0.186705 & -1.6489 & 0.051592 \tabularnewline
27 & -0.18434 & -1.628 & 0.053774 \tabularnewline
28 & -0.186963 & -1.6512 & 0.051358 \tabularnewline
29 & -0.186361 & -1.6459 & 0.051905 \tabularnewline
30 & -0.163944 & -1.4479 & 0.075825 \tabularnewline
31 & -0.113515 & -1.0025 & 0.159592 \tabularnewline
32 & -0.079761 & -0.7044 & 0.241632 \tabularnewline
33 & -0.084343 & -0.7449 & 0.229287 \tabularnewline
34 & -0.129867 & -1.147 & 0.127453 \tabularnewline
35 & -0.183627 & -1.6218 & 0.054446 \tabularnewline
36 & -0.199903 & -1.7655 & 0.040697 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61013&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]0.866896[/C][C]7.6562[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.615864[/C][C]5.4392[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.391474[/C][C]3.4574[/C][C]0.000443[/C][/ROW]
[ROW][C]4[/C][C]0.296036[/C][C]2.6145[/C][C]0.00536[/C][/ROW]
[ROW][C]5[/C][C]0.333059[/C][C]2.9415[/C][C]0.002149[/C][/ROW]
[ROW][C]6[/C][C]0.420113[/C][C]3.7103[/C][C]0.000193[/C][/ROW]
[ROW][C]7[/C][C]0.459896[/C][C]4.0617[/C][C]5.8e-05[/C][/ROW]
[ROW][C]8[/C][C]0.400493[/C][C]3.5371[/C][C]0.000342[/C][/ROW]
[ROW][C]9[/C][C]0.263486[/C][C]2.327[/C][C]0.011279[/C][/ROW]
[ROW][C]10[/C][C]0.117647[/C][C]1.039[/C][C]0.151[/C][/ROW]
[ROW][C]11[/C][C]0.010195[/C][C]0.09[/C][C]0.464243[/C][/ROW]
[ROW][C]12[/C][C]-0.036203[/C][C]-0.3197[/C][C]0.375011[/C][/ROW]
[ROW][C]13[/C][C]-0.018657[/C][C]-0.1648[/C][C]0.434774[/C][/ROW]
[ROW][C]14[/C][C]0.010197[/C][C]0.0901[/C][C]0.464237[/C][/ROW]
[ROW][C]15[/C][C]0.008484[/C][C]0.0749[/C][C]0.470232[/C][/ROW]
[ROW][C]16[/C][C]-0.03913[/C][C]-0.3456[/C][C]0.36529[/C][/ROW]
[ROW][C]17[/C][C]-0.098417[/C][C]-0.8692[/C][C]0.193704[/C][/ROW]
[ROW][C]18[/C][C]-0.14322[/C][C]-1.2649[/C][C]0.104839[/C][/ROW]
[ROW][C]19[/C][C]-0.155885[/C][C]-1.3767[/C][C]0.086267[/C][/ROW]
[ROW][C]20[/C][C]-0.133183[/C][C]-1.1762[/C][C]0.121538[/C][/ROW]
[ROW][C]21[/C][C]-0.121608[/C][C]-1.074[/C][C]0.143064[/C][/ROW]
[ROW][C]22[/C][C]-0.143206[/C][C]-1.2648[/C][C]0.104861[/C][/ROW]
[ROW][C]23[/C][C]-0.180139[/C][C]-1.5909[/C][C]0.057834[/C][/ROW]
[ROW][C]24[/C][C]-0.205582[/C][C]-1.8156[/C][C]0.036634[/C][/ROW]
[ROW][C]25[/C][C]-0.198288[/C][C]-1.7512[/C][C]0.041919[/C][/ROW]
[ROW][C]26[/C][C]-0.186705[/C][C]-1.6489[/C][C]0.051592[/C][/ROW]
[ROW][C]27[/C][C]-0.18434[/C][C]-1.628[/C][C]0.053774[/C][/ROW]
[ROW][C]28[/C][C]-0.186963[/C][C]-1.6512[/C][C]0.051358[/C][/ROW]
[ROW][C]29[/C][C]-0.186361[/C][C]-1.6459[/C][C]0.051905[/C][/ROW]
[ROW][C]30[/C][C]-0.163944[/C][C]-1.4479[/C][C]0.075825[/C][/ROW]
[ROW][C]31[/C][C]-0.113515[/C][C]-1.0025[/C][C]0.159592[/C][/ROW]
[ROW][C]32[/C][C]-0.079761[/C][C]-0.7044[/C][C]0.241632[/C][/ROW]
[ROW][C]33[/C][C]-0.084343[/C][C]-0.7449[/C][C]0.229287[/C][/ROW]
[ROW][C]34[/C][C]-0.129867[/C][C]-1.147[/C][C]0.127453[/C][/ROW]
[ROW][C]35[/C][C]-0.183627[/C][C]-1.6218[/C][C]0.054446[/C][/ROW]
[ROW][C]36[/C][C]-0.199903[/C][C]-1.7655[/C][C]0.040697[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61013&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61013&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	0.866896	7.6562	0
2	0.615864	5.4392	0
3	0.391474	3.4574	0.000443
4	0.296036	2.6145	0.00536
5	0.333059	2.9415	0.002149
6	0.420113	3.7103	0.000193
7	0.459896	4.0617	5.8e-05
8	0.400493	3.5371	0.000342
9	0.263486	2.327	0.011279
10	0.117647	1.039	0.151
11	0.010195	0.09	0.464243
12	-0.036203	-0.3197	0.375011
13	-0.018657	-0.1648	0.434774
14	0.010197	0.0901	0.464237
15	0.008484	0.0749	0.470232
16	-0.03913	-0.3456	0.36529
17	-0.098417	-0.8692	0.193704
18	-0.14322	-1.2649	0.104839
19	-0.155885	-1.3767	0.086267
20	-0.133183	-1.1762	0.121538
21	-0.121608	-1.074	0.143064
22	-0.143206	-1.2648	0.104861
23	-0.180139	-1.5909	0.057834
24	-0.205582	-1.8156	0.036634
25	-0.198288	-1.7512	0.041919
26	-0.186705	-1.6489	0.051592
27	-0.18434	-1.628	0.053774
28	-0.186963	-1.6512	0.051358
29	-0.186361	-1.6459	0.051905
30	-0.163944	-1.4479	0.075825
31	-0.113515	-1.0025	0.159592
32	-0.079761	-0.7044	0.241632
33	-0.084343	-0.7449	0.229287
34	-0.129867	-1.147	0.127453
35	-0.183627	-1.6218	0.054446
36	-0.199903	-1.7655	0.040697

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.866896	7.6562	0
2	-0.545873	-4.821	3e-06
3	0.225645	1.9928	0.024888
4	0.302005	2.6672	0.004648
5	0.154334	1.363	0.088396
6	-0.01305	-0.1153	0.454268
7	-0.06795	-0.6001	0.275084
8	-0.092614	-0.8179	0.207939
9	-0.063104	-0.5573	0.289454
10	-0.037507	-0.3313	0.370672
11	-0.145122	-1.2817	0.101875
12	-0.046943	-0.4146	0.339791
13	0.106068	0.9368	0.175885
14	-0.102868	-0.9085	0.183206
15	-0.037633	-0.3324	0.370253
16	-0.01265	-0.1117	0.455667
17	0.109016	0.9628	0.16931
18	-0.039732	-0.3509	0.363304
19	-0.009146	-0.0808	0.467914
20	0.042491	0.3753	0.354238
21	-0.175372	-1.5488	0.062733
22	-0.02763	-0.244	0.403927
23	0.046625	0.4118	0.340816
24	-0.024957	-0.2204	0.413064
25	0.013856	0.1224	0.451458
26	-0.174292	-1.5393	0.063889
27	0.008516	0.0752	0.470119
28	0.084582	0.747	0.228651
29	0.058298	0.5149	0.304048
30	0.023377	0.2065	0.418484
31	0.074766	0.6603	0.255498
32	-0.133786	-1.1816	0.120484
33	-0.061615	-0.5442	0.293938
34	-0.08066	-0.7124	0.23918
35	-0.038955	-0.344	0.365872
36	0.074416	0.6572	0.256485

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.866896 & 7.6562 & 0 \tabularnewline
2 & -0.545873 & -4.821 & 3e-06 \tabularnewline
3 & 0.225645 & 1.9928 & 0.024888 \tabularnewline
4 & 0.302005 & 2.6672 & 0.004648 \tabularnewline
5 & 0.154334 & 1.363 & 0.088396 \tabularnewline
6 & -0.01305 & -0.1153 & 0.454268 \tabularnewline
7 & -0.06795 & -0.6001 & 0.275084 \tabularnewline
8 & -0.092614 & -0.8179 & 0.207939 \tabularnewline
9 & -0.063104 & -0.5573 & 0.289454 \tabularnewline
10 & -0.037507 & -0.3313 & 0.370672 \tabularnewline
11 & -0.145122 & -1.2817 & 0.101875 \tabularnewline
12 & -0.046943 & -0.4146 & 0.339791 \tabularnewline
13 & 0.106068 & 0.9368 & 0.175885 \tabularnewline
14 & -0.102868 & -0.9085 & 0.183206 \tabularnewline
15 & -0.037633 & -0.3324 & 0.370253 \tabularnewline
16 & -0.01265 & -0.1117 & 0.455667 \tabularnewline
17 & 0.109016 & 0.9628 & 0.16931 \tabularnewline
18 & -0.039732 & -0.3509 & 0.363304 \tabularnewline
19 & -0.009146 & -0.0808 & 0.467914 \tabularnewline
20 & 0.042491 & 0.3753 & 0.354238 \tabularnewline
21 & -0.175372 & -1.5488 & 0.062733 \tabularnewline
22 & -0.02763 & -0.244 & 0.403927 \tabularnewline
23 & 0.046625 & 0.4118 & 0.340816 \tabularnewline
24 & -0.024957 & -0.2204 & 0.413064 \tabularnewline
25 & 0.013856 & 0.1224 & 0.451458 \tabularnewline
26 & -0.174292 & -1.5393 & 0.063889 \tabularnewline
27 & 0.008516 & 0.0752 & 0.470119 \tabularnewline
28 & 0.084582 & 0.747 & 0.228651 \tabularnewline
29 & 0.058298 & 0.5149 & 0.304048 \tabularnewline
30 & 0.023377 & 0.2065 & 0.418484 \tabularnewline
31 & 0.074766 & 0.6603 & 0.255498 \tabularnewline
32 & -0.133786 & -1.1816 & 0.120484 \tabularnewline
33 & -0.061615 & -0.5442 & 0.293938 \tabularnewline
34 & -0.08066 & -0.7124 & 0.23918 \tabularnewline
35 & -0.038955 & -0.344 & 0.365872 \tabularnewline
36 & 0.074416 & 0.6572 & 0.256485 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61013&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]0.866896[/C][C]7.6562[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.545873[/C][C]-4.821[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.225645[/C][C]1.9928[/C][C]0.024888[/C][/ROW]
[ROW][C]4[/C][C]0.302005[/C][C]2.6672[/C][C]0.004648[/C][/ROW]
[ROW][C]5[/C][C]0.154334[/C][C]1.363[/C][C]0.088396[/C][/ROW]
[ROW][C]6[/C][C]-0.01305[/C][C]-0.1153[/C][C]0.454268[/C][/ROW]
[ROW][C]7[/C][C]-0.06795[/C][C]-0.6001[/C][C]0.275084[/C][/ROW]
[ROW][C]8[/C][C]-0.092614[/C][C]-0.8179[/C][C]0.207939[/C][/ROW]
[ROW][C]9[/C][C]-0.063104[/C][C]-0.5573[/C][C]0.289454[/C][/ROW]
[ROW][C]10[/C][C]-0.037507[/C][C]-0.3313[/C][C]0.370672[/C][/ROW]
[ROW][C]11[/C][C]-0.145122[/C][C]-1.2817[/C][C]0.101875[/C][/ROW]
[ROW][C]12[/C][C]-0.046943[/C][C]-0.4146[/C][C]0.339791[/C][/ROW]
[ROW][C]13[/C][C]0.106068[/C][C]0.9368[/C][C]0.175885[/C][/ROW]
[ROW][C]14[/C][C]-0.102868[/C][C]-0.9085[/C][C]0.183206[/C][/ROW]
[ROW][C]15[/C][C]-0.037633[/C][C]-0.3324[/C][C]0.370253[/C][/ROW]
[ROW][C]16[/C][C]-0.01265[/C][C]-0.1117[/C][C]0.455667[/C][/ROW]
[ROW][C]17[/C][C]0.109016[/C][C]0.9628[/C][C]0.16931[/C][/ROW]
[ROW][C]18[/C][C]-0.039732[/C][C]-0.3509[/C][C]0.363304[/C][/ROW]
[ROW][C]19[/C][C]-0.009146[/C][C]-0.0808[/C][C]0.467914[/C][/ROW]
[ROW][C]20[/C][C]0.042491[/C][C]0.3753[/C][C]0.354238[/C][/ROW]
[ROW][C]21[/C][C]-0.175372[/C][C]-1.5488[/C][C]0.062733[/C][/ROW]
[ROW][C]22[/C][C]-0.02763[/C][C]-0.244[/C][C]0.403927[/C][/ROW]
[ROW][C]23[/C][C]0.046625[/C][C]0.4118[/C][C]0.340816[/C][/ROW]
[ROW][C]24[/C][C]-0.024957[/C][C]-0.2204[/C][C]0.413064[/C][/ROW]
[ROW][C]25[/C][C]0.013856[/C][C]0.1224[/C][C]0.451458[/C][/ROW]
[ROW][C]26[/C][C]-0.174292[/C][C]-1.5393[/C][C]0.063889[/C][/ROW]
[ROW][C]27[/C][C]0.008516[/C][C]0.0752[/C][C]0.470119[/C][/ROW]
[ROW][C]28[/C][C]0.084582[/C][C]0.747[/C][C]0.228651[/C][/ROW]
[ROW][C]29[/C][C]0.058298[/C][C]0.5149[/C][C]0.304048[/C][/ROW]
[ROW][C]30[/C][C]0.023377[/C][C]0.2065[/C][C]0.418484[/C][/ROW]
[ROW][C]31[/C][C]0.074766[/C][C]0.6603[/C][C]0.255498[/C][/ROW]
[ROW][C]32[/C][C]-0.133786[/C][C]-1.1816[/C][C]0.120484[/C][/ROW]
[ROW][C]33[/C][C]-0.061615[/C][C]-0.5442[/C][C]0.293938[/C][/ROW]
[ROW][C]34[/C][C]-0.08066[/C][C]-0.7124[/C][C]0.23918[/C][/ROW]
[ROW][C]35[/C][C]-0.038955[/C][C]-0.344[/C][C]0.365872[/C][/ROW]
[ROW][C]36[/C][C]0.074416[/C][C]0.6572[/C][C]0.256485[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61013&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61013&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	0.866896	7.6562	0
2	-0.545873	-4.821	3e-06
3	0.225645	1.9928	0.024888
4	0.302005	2.6672	0.004648
5	0.154334	1.363	0.088396
6	-0.01305	-0.1153	0.454268
7	-0.06795	-0.6001	0.275084
8	-0.092614	-0.8179	0.207939
9	-0.063104	-0.5573	0.289454
10	-0.037507	-0.3313	0.370672
11	-0.145122	-1.2817	0.101875
12	-0.046943	-0.4146	0.339791
13	0.106068	0.9368	0.175885
14	-0.102868	-0.9085	0.183206
15	-0.037633	-0.3324	0.370253
16	-0.01265	-0.1117	0.455667
17	0.109016	0.9628	0.16931
18	-0.039732	-0.3509	0.363304
19	-0.009146	-0.0808	0.467914
20	0.042491	0.3753	0.354238
21	-0.175372	-1.5488	0.062733
22	-0.02763	-0.244	0.403927
23	0.046625	0.4118	0.340816
24	-0.024957	-0.2204	0.413064
25	0.013856	0.1224	0.451458
26	-0.174292	-1.5393	0.063889
27	0.008516	0.0752	0.470119
28	0.084582	0.747	0.228651
29	0.058298	0.5149	0.304048
30	0.023377	0.2065	0.418484
31	0.074766	0.6603	0.255498
32	-0.133786	-1.1816	0.120484
33	-0.061615	-0.5442	0.293938
34	-0.08066	-0.7124	0.23918
35	-0.038955	-0.344	0.365872
36	0.074416	0.6572	0.256485

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 = 0 ; 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