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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Dec 2008 00:19:06 -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/2008/Dec/02/t12282023952r10nme1u24s1m4.htm/, Retrieved Tue, 28 May 2024 12:27:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27564, Retrieved Tue, 28 May 2024 12:27:37 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

219

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Variance Reduction Matrix] [Non Stationary Ti...] [2008-12-01 17:48:47] [b943bd7078334192ff8343563ee31113]
- RMP     [Spectral Analysis] [Non Stationary Ti...] [2008-12-01 19:56:04] [b943bd7078334192ff8343563ee31113]
- RMPD      [Cross Correlation Function] [Non Stationary Ti...] [2008-12-01 20:13:53] [b943bd7078334192ff8343563ee31113]
- RMPD        [(Partial) Autocorrelation Function] [Non Stationary Ti...] [2008-12-01 20:27:10] [b943bd7078334192ff8343563ee31113]
-   PD          [(Partial) Autocorrelation Function] [Non Stationary Ti...] [2008-12-01 20:29:06] [b943bd7078334192ff8343563ee31113]
-   P             [(Partial) Autocorrelation Function] [Non Stationary Ti...] [2008-12-01 20:31:48] [b943bd7078334192ff8343563ee31113]
- RMP               [Variance Reduction Matrix] [Non Stationary Ti...] [2008-12-01 20:34:07] [b943bd7078334192ff8343563ee31113]
- RMP                 [Spectral Analysis] [Non Stationary Ti...] [2008-12-01 20:37:58] [b943bd7078334192ff8343563ee31113]
- RMP                   [Standard Deviation-Mean Plot] [Non Stationary Ti...] [2008-12-01 20:41:45] [b943bd7078334192ff8343563ee31113]
- RMPD                    [(Partial) Autocorrelation Function] [Non Stationary Ti...] [2008-12-02 07:15:23] [b943bd7078334192ff8343563ee31113]
-   PD                      [(Partial) Autocorrelation Function] [Non Stationary Ti...] [2008-12-02 07:17:05] [b943bd7078334192ff8343563ee31113]
-   P                           [(Partial) Autocorrelation Function] [Non Stationary Ti...] [2008-12-02 07:19:06] [620b6ad5c4696049e39cb73ce029682c] [Current]
- RMP                             [Variance Reduction Matrix] [Non Stationary Ti...] [2008-12-02 07:22:03] [b943bd7078334192ff8343563ee31113] 
- RMP                               [Spectral Analysis] [Non Stationary Ti...] [2008-12-02 07:25:43] [b943bd7078334192ff8343563ee31113] 
- RMP                                 [Standard Deviation-Mean Plot] [Non Stationary Ti...] [2008-12-02 07:32:20] [b943bd7078334192ff8343563ee31113] 

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Dataseries X:

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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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27564&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27564&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27564&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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.269832	2.4731	0.007706
2	-0.122111	-1.1192	0.13313
3	-0.140009	-1.2832	0.101474
4	0.120131	1.101	0.137017
5	-0.044639	-0.4091	0.341746
6	-0.185269	-1.698	0.046603
7	-0.073756	-0.676	0.250454
8	0.057535	0.5273	0.299682
9	0.179066	1.6412	0.052251
10	0.039732	0.3641	0.358331
11	-0.029047	-0.2662	0.395361
12	-0.335678	-3.0765	0.001413
13	-0.065454	-0.5999	0.275094
14	0.016852	0.1544	0.438814
15	0.010347	0.0948	0.462338
16	-0.126832	-1.1624	0.124175
17	0.016558	0.1518	0.43987
18	0.21409	1.9622	0.026527
19	0.158408	1.4518	0.075136
20	0.025859	0.237	0.406617
21	-0.047335	-0.4338	0.332763
22	-0.060777	-0.557	0.289494
23	-0.127175	-1.1656	0.123541
24	-0.08551	-0.7837	0.217707
25	-0.112868	-1.0344	0.151948
26	-0.094468	-0.8658	0.194529
27	-0.045033	-0.4127	0.340426
28	-0.00075	-0.0069	0.497265
29	0.002408	0.0221	0.491222
30	-0.092254	-0.8455	0.20011
31	-0.088943	-0.8152	0.208638
32	-0.039766	-0.3645	0.358215
33	-0.07756	-0.7108	0.239574
34	0.000512	0.0047	0.498132
35	0.016879	0.1547	0.438714
36	0.007287	0.0668	0.473454

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.269832 & 2.4731 & 0.007706 \tabularnewline
2 & -0.122111 & -1.1192 & 0.13313 \tabularnewline
3 & -0.140009 & -1.2832 & 0.101474 \tabularnewline
4 & 0.120131 & 1.101 & 0.137017 \tabularnewline
5 & -0.044639 & -0.4091 & 0.341746 \tabularnewline
6 & -0.185269 & -1.698 & 0.046603 \tabularnewline
7 & -0.073756 & -0.676 & 0.250454 \tabularnewline
8 & 0.057535 & 0.5273 & 0.299682 \tabularnewline
9 & 0.179066 & 1.6412 & 0.052251 \tabularnewline
10 & 0.039732 & 0.3641 & 0.358331 \tabularnewline
11 & -0.029047 & -0.2662 & 0.395361 \tabularnewline
12 & -0.335678 & -3.0765 & 0.001413 \tabularnewline
13 & -0.065454 & -0.5999 & 0.275094 \tabularnewline
14 & 0.016852 & 0.1544 & 0.438814 \tabularnewline
15 & 0.010347 & 0.0948 & 0.462338 \tabularnewline
16 & -0.126832 & -1.1624 & 0.124175 \tabularnewline
17 & 0.016558 & 0.1518 & 0.43987 \tabularnewline
18 & 0.21409 & 1.9622 & 0.026527 \tabularnewline
19 & 0.158408 & 1.4518 & 0.075136 \tabularnewline
20 & 0.025859 & 0.237 & 0.406617 \tabularnewline
21 & -0.047335 & -0.4338 & 0.332763 \tabularnewline
22 & -0.060777 & -0.557 & 0.289494 \tabularnewline
23 & -0.127175 & -1.1656 & 0.123541 \tabularnewline
24 & -0.08551 & -0.7837 & 0.217707 \tabularnewline
25 & -0.112868 & -1.0344 & 0.151948 \tabularnewline
26 & -0.094468 & -0.8658 & 0.194529 \tabularnewline
27 & -0.045033 & -0.4127 & 0.340426 \tabularnewline
28 & -0.00075 & -0.0069 & 0.497265 \tabularnewline
29 & 0.002408 & 0.0221 & 0.491222 \tabularnewline
30 & -0.092254 & -0.8455 & 0.20011 \tabularnewline
31 & -0.088943 & -0.8152 & 0.208638 \tabularnewline
32 & -0.039766 & -0.3645 & 0.358215 \tabularnewline
33 & -0.07756 & -0.7108 & 0.239574 \tabularnewline
34 & 0.000512 & 0.0047 & 0.498132 \tabularnewline
35 & 0.016879 & 0.1547 & 0.438714 \tabularnewline
36 & 0.007287 & 0.0668 & 0.473454 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27564&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]0.269832[/C][C]2.4731[/C][C]0.007706[/C][/ROW]
[ROW][C]2[/C][C]-0.122111[/C][C]-1.1192[/C][C]0.13313[/C][/ROW]
[ROW][C]3[/C][C]-0.140009[/C][C]-1.2832[/C][C]0.101474[/C][/ROW]
[ROW][C]4[/C][C]0.120131[/C][C]1.101[/C][C]0.137017[/C][/ROW]
[ROW][C]5[/C][C]-0.044639[/C][C]-0.4091[/C][C]0.341746[/C][/ROW]
[ROW][C]6[/C][C]-0.185269[/C][C]-1.698[/C][C]0.046603[/C][/ROW]
[ROW][C]7[/C][C]-0.073756[/C][C]-0.676[/C][C]0.250454[/C][/ROW]
[ROW][C]8[/C][C]0.057535[/C][C]0.5273[/C][C]0.299682[/C][/ROW]
[ROW][C]9[/C][C]0.179066[/C][C]1.6412[/C][C]0.052251[/C][/ROW]
[ROW][C]10[/C][C]0.039732[/C][C]0.3641[/C][C]0.358331[/C][/ROW]
[ROW][C]11[/C][C]-0.029047[/C][C]-0.2662[/C][C]0.395361[/C][/ROW]
[ROW][C]12[/C][C]-0.335678[/C][C]-3.0765[/C][C]0.001413[/C][/ROW]
[ROW][C]13[/C][C]-0.065454[/C][C]-0.5999[/C][C]0.275094[/C][/ROW]
[ROW][C]14[/C][C]0.016852[/C][C]0.1544[/C][C]0.438814[/C][/ROW]
[ROW][C]15[/C][C]0.010347[/C][C]0.0948[/C][C]0.462338[/C][/ROW]
[ROW][C]16[/C][C]-0.126832[/C][C]-1.1624[/C][C]0.124175[/C][/ROW]
[ROW][C]17[/C][C]0.016558[/C][C]0.1518[/C][C]0.43987[/C][/ROW]
[ROW][C]18[/C][C]0.21409[/C][C]1.9622[/C][C]0.026527[/C][/ROW]
[ROW][C]19[/C][C]0.158408[/C][C]1.4518[/C][C]0.075136[/C][/ROW]
[ROW][C]20[/C][C]0.025859[/C][C]0.237[/C][C]0.406617[/C][/ROW]
[ROW][C]21[/C][C]-0.047335[/C][C]-0.4338[/C][C]0.332763[/C][/ROW]
[ROW][C]22[/C][C]-0.060777[/C][C]-0.557[/C][C]0.289494[/C][/ROW]
[ROW][C]23[/C][C]-0.127175[/C][C]-1.1656[/C][C]0.123541[/C][/ROW]
[ROW][C]24[/C][C]-0.08551[/C][C]-0.7837[/C][C]0.217707[/C][/ROW]
[ROW][C]25[/C][C]-0.112868[/C][C]-1.0344[/C][C]0.151948[/C][/ROW]
[ROW][C]26[/C][C]-0.094468[/C][C]-0.8658[/C][C]0.194529[/C][/ROW]
[ROW][C]27[/C][C]-0.045033[/C][C]-0.4127[/C][C]0.340426[/C][/ROW]
[ROW][C]28[/C][C]-0.00075[/C][C]-0.0069[/C][C]0.497265[/C][/ROW]
[ROW][C]29[/C][C]0.002408[/C][C]0.0221[/C][C]0.491222[/C][/ROW]
[ROW][C]30[/C][C]-0.092254[/C][C]-0.8455[/C][C]0.20011[/C][/ROW]
[ROW][C]31[/C][C]-0.088943[/C][C]-0.8152[/C][C]0.208638[/C][/ROW]
[ROW][C]32[/C][C]-0.039766[/C][C]-0.3645[/C][C]0.358215[/C][/ROW]
[ROW][C]33[/C][C]-0.07756[/C][C]-0.7108[/C][C]0.239574[/C][/ROW]
[ROW][C]34[/C][C]0.000512[/C][C]0.0047[/C][C]0.498132[/C][/ROW]
[ROW][C]35[/C][C]0.016879[/C][C]0.1547[/C][C]0.438714[/C][/ROW]
[ROW][C]36[/C][C]0.007287[/C][C]0.0668[/C][C]0.473454[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27564&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27564&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	0.269832	2.4731	0.007706
2	-0.122111	-1.1192	0.13313
3	-0.140009	-1.2832	0.101474
4	0.120131	1.101	0.137017
5	-0.044639	-0.4091	0.341746
6	-0.185269	-1.698	0.046603
7	-0.073756	-0.676	0.250454
8	0.057535	0.5273	0.299682
9	0.179066	1.6412	0.052251
10	0.039732	0.3641	0.358331
11	-0.029047	-0.2662	0.395361
12	-0.335678	-3.0765	0.001413
13	-0.065454	-0.5999	0.275094
14	0.016852	0.1544	0.438814
15	0.010347	0.0948	0.462338
16	-0.126832	-1.1624	0.124175
17	0.016558	0.1518	0.43987
18	0.21409	1.9622	0.026527
19	0.158408	1.4518	0.075136
20	0.025859	0.237	0.406617
21	-0.047335	-0.4338	0.332763
22	-0.060777	-0.557	0.289494
23	-0.127175	-1.1656	0.123541
24	-0.08551	-0.7837	0.217707
25	-0.112868	-1.0344	0.151948
26	-0.094468	-0.8658	0.194529
27	-0.045033	-0.4127	0.340426
28	-0.00075	-0.0069	0.497265
29	0.002408	0.0221	0.491222
30	-0.092254	-0.8455	0.20011
31	-0.088943	-0.8152	0.208638
32	-0.039766	-0.3645	0.358215
33	-0.07756	-0.7108	0.239574
34	0.000512	0.0047	0.498132
35	0.016879	0.1547	0.438714
36	0.007287	0.0668	0.473454

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.269832	2.4731	0.007706
2	-0.210227	-1.9268	0.028695
3	-0.048981	-0.4489	0.327325
4	0.174088	1.5955	0.057173
5	-0.193393	-1.7725	0.039971
6	-0.10346	-0.9482	0.172868
7	0.048101	0.4409	0.330225
8	-0.033495	-0.307	0.379806
9	0.178537	1.6363	0.052757
10	-0.026515	-0.243	0.404292
11	-0.027209	-0.2494	0.401841
12	-0.373071	-3.4192	0.000486
13	0.145453	1.3331	0.093052
14	-0.067799	-0.6214	0.268015
15	-0.026444	-0.2424	0.404546
16	0.010129	0.0928	0.463129
17	-0.023555	-0.2159	0.4148
18	0.090809	0.8323	0.203806
19	0.069536	0.6373	0.26283
20	0.045216	0.4144	0.339816
21	0.075694	0.6937	0.244878
22	-0.186856	-1.7126	0.045241
23	-0.034519	-0.3164	0.376251
24	-0.176576	-1.6183	0.054668
25	-0.025113	-0.2302	0.409263
26	-0.105629	-0.9681	0.167885
27	-0.057312	-0.5253	0.300388
28	-0.131334	-1.2037	0.116044
29	-0.0378	-0.3464	0.364938
30	-0.050439	-0.4623	0.322536
31	-0.004454	-0.0408	0.483767
32	-0.02218	-0.2033	0.419704
33	-0.099241	-0.9096	0.182828
34	0.019192	0.1759	0.430398
35	-0.088151	-0.8079	0.210709
36	-0.131906	-1.2089	0.11504

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.269832 & 2.4731 & 0.007706 \tabularnewline
2 & -0.210227 & -1.9268 & 0.028695 \tabularnewline
3 & -0.048981 & -0.4489 & 0.327325 \tabularnewline
4 & 0.174088 & 1.5955 & 0.057173 \tabularnewline
5 & -0.193393 & -1.7725 & 0.039971 \tabularnewline
6 & -0.10346 & -0.9482 & 0.172868 \tabularnewline
7 & 0.048101 & 0.4409 & 0.330225 \tabularnewline
8 & -0.033495 & -0.307 & 0.379806 \tabularnewline
9 & 0.178537 & 1.6363 & 0.052757 \tabularnewline
10 & -0.026515 & -0.243 & 0.404292 \tabularnewline
11 & -0.027209 & -0.2494 & 0.401841 \tabularnewline
12 & -0.373071 & -3.4192 & 0.000486 \tabularnewline
13 & 0.145453 & 1.3331 & 0.093052 \tabularnewline
14 & -0.067799 & -0.6214 & 0.268015 \tabularnewline
15 & -0.026444 & -0.2424 & 0.404546 \tabularnewline
16 & 0.010129 & 0.0928 & 0.463129 \tabularnewline
17 & -0.023555 & -0.2159 & 0.4148 \tabularnewline
18 & 0.090809 & 0.8323 & 0.203806 \tabularnewline
19 & 0.069536 & 0.6373 & 0.26283 \tabularnewline
20 & 0.045216 & 0.4144 & 0.339816 \tabularnewline
21 & 0.075694 & 0.6937 & 0.244878 \tabularnewline
22 & -0.186856 & -1.7126 & 0.045241 \tabularnewline
23 & -0.034519 & -0.3164 & 0.376251 \tabularnewline
24 & -0.176576 & -1.6183 & 0.054668 \tabularnewline
25 & -0.025113 & -0.2302 & 0.409263 \tabularnewline
26 & -0.105629 & -0.9681 & 0.167885 \tabularnewline
27 & -0.057312 & -0.5253 & 0.300388 \tabularnewline
28 & -0.131334 & -1.2037 & 0.116044 \tabularnewline
29 & -0.0378 & -0.3464 & 0.364938 \tabularnewline
30 & -0.050439 & -0.4623 & 0.322536 \tabularnewline
31 & -0.004454 & -0.0408 & 0.483767 \tabularnewline
32 & -0.02218 & -0.2033 & 0.419704 \tabularnewline
33 & -0.099241 & -0.9096 & 0.182828 \tabularnewline
34 & 0.019192 & 0.1759 & 0.430398 \tabularnewline
35 & -0.088151 & -0.8079 & 0.210709 \tabularnewline
36 & -0.131906 & -1.2089 & 0.11504 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27564&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]0.269832[/C][C]2.4731[/C][C]0.007706[/C][/ROW]
[ROW][C]2[/C][C]-0.210227[/C][C]-1.9268[/C][C]0.028695[/C][/ROW]
[ROW][C]3[/C][C]-0.048981[/C][C]-0.4489[/C][C]0.327325[/C][/ROW]
[ROW][C]4[/C][C]0.174088[/C][C]1.5955[/C][C]0.057173[/C][/ROW]
[ROW][C]5[/C][C]-0.193393[/C][C]-1.7725[/C][C]0.039971[/C][/ROW]
[ROW][C]6[/C][C]-0.10346[/C][C]-0.9482[/C][C]0.172868[/C][/ROW]
[ROW][C]7[/C][C]0.048101[/C][C]0.4409[/C][C]0.330225[/C][/ROW]
[ROW][C]8[/C][C]-0.033495[/C][C]-0.307[/C][C]0.379806[/C][/ROW]
[ROW][C]9[/C][C]0.178537[/C][C]1.6363[/C][C]0.052757[/C][/ROW]
[ROW][C]10[/C][C]-0.026515[/C][C]-0.243[/C][C]0.404292[/C][/ROW]
[ROW][C]11[/C][C]-0.027209[/C][C]-0.2494[/C][C]0.401841[/C][/ROW]
[ROW][C]12[/C][C]-0.373071[/C][C]-3.4192[/C][C]0.000486[/C][/ROW]
[ROW][C]13[/C][C]0.145453[/C][C]1.3331[/C][C]0.093052[/C][/ROW]
[ROW][C]14[/C][C]-0.067799[/C][C]-0.6214[/C][C]0.268015[/C][/ROW]
[ROW][C]15[/C][C]-0.026444[/C][C]-0.2424[/C][C]0.404546[/C][/ROW]
[ROW][C]16[/C][C]0.010129[/C][C]0.0928[/C][C]0.463129[/C][/ROW]
[ROW][C]17[/C][C]-0.023555[/C][C]-0.2159[/C][C]0.4148[/C][/ROW]
[ROW][C]18[/C][C]0.090809[/C][C]0.8323[/C][C]0.203806[/C][/ROW]
[ROW][C]19[/C][C]0.069536[/C][C]0.6373[/C][C]0.26283[/C][/ROW]
[ROW][C]20[/C][C]0.045216[/C][C]0.4144[/C][C]0.339816[/C][/ROW]
[ROW][C]21[/C][C]0.075694[/C][C]0.6937[/C][C]0.244878[/C][/ROW]
[ROW][C]22[/C][C]-0.186856[/C][C]-1.7126[/C][C]0.045241[/C][/ROW]
[ROW][C]23[/C][C]-0.034519[/C][C]-0.3164[/C][C]0.376251[/C][/ROW]
[ROW][C]24[/C][C]-0.176576[/C][C]-1.6183[/C][C]0.054668[/C][/ROW]
[ROW][C]25[/C][C]-0.025113[/C][C]-0.2302[/C][C]0.409263[/C][/ROW]
[ROW][C]26[/C][C]-0.105629[/C][C]-0.9681[/C][C]0.167885[/C][/ROW]
[ROW][C]27[/C][C]-0.057312[/C][C]-0.5253[/C][C]0.300388[/C][/ROW]
[ROW][C]28[/C][C]-0.131334[/C][C]-1.2037[/C][C]0.116044[/C][/ROW]
[ROW][C]29[/C][C]-0.0378[/C][C]-0.3464[/C][C]0.364938[/C][/ROW]
[ROW][C]30[/C][C]-0.050439[/C][C]-0.4623[/C][C]0.322536[/C][/ROW]
[ROW][C]31[/C][C]-0.004454[/C][C]-0.0408[/C][C]0.483767[/C][/ROW]
[ROW][C]32[/C][C]-0.02218[/C][C]-0.2033[/C][C]0.419704[/C][/ROW]
[ROW][C]33[/C][C]-0.099241[/C][C]-0.9096[/C][C]0.182828[/C][/ROW]
[ROW][C]34[/C][C]0.019192[/C][C]0.1759[/C][C]0.430398[/C][/ROW]
[ROW][C]35[/C][C]-0.088151[/C][C]-0.8079[/C][C]0.210709[/C][/ROW]
[ROW][C]36[/C][C]-0.131906[/C][C]-1.2089[/C][C]0.11504[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27564&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27564&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	0.269832	2.4731	0.007706
2	-0.210227	-1.9268	0.028695
3	-0.048981	-0.4489	0.327325
4	0.174088	1.5955	0.057173
5	-0.193393	-1.7725	0.039971
6	-0.10346	-0.9482	0.172868
7	0.048101	0.4409	0.330225
8	-0.033495	-0.307	0.379806
9	0.178537	1.6363	0.052757
10	-0.026515	-0.243	0.404292
11	-0.027209	-0.2494	0.401841
12	-0.373071	-3.4192	0.000486
13	0.145453	1.3331	0.093052
14	-0.067799	-0.6214	0.268015
15	-0.026444	-0.2424	0.404546
16	0.010129	0.0928	0.463129
17	-0.023555	-0.2159	0.4148
18	0.090809	0.8323	0.203806
19	0.069536	0.6373	0.26283
20	0.045216	0.4144	0.339816
21	0.075694	0.6937	0.244878
22	-0.186856	-1.7126	0.045241
23	-0.034519	-0.3164	0.376251
24	-0.176576	-1.6183	0.054668
25	-0.025113	-0.2302	0.409263
26	-0.105629	-0.9681	0.167885
27	-0.057312	-0.5253	0.300388
28	-0.131334	-1.2037	0.116044
29	-0.0378	-0.3464	0.364938
30	-0.050439	-0.4623	0.322536
31	-0.004454	-0.0408	0.483767
32	-0.02218	-0.2033	0.419704
33	-0.099241	-0.9096	0.182828
34	0.019192	0.1759	0.430398
35	-0.088151	-0.8079	0.210709
36	-0.131906	-1.2089	0.11504

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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