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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 03 Dec 2010 18:18:51 +0000

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/2010/Dec/03/t1291400300sbqvi7ylclfjtvw.htm/, Retrieved Tue, 07 May 2024 12:38:56 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=104956, Retrieved Tue, 07 May 2024 12:38:56 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

141

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [W9] [2010-12-03 16:45:32] [247f085ab5b7724f755ad01dc754a3e8]
-   PD        [(Partial) Autocorrelation Function] [W9] [2010-12-03 18:18:51] [9d72585f2b7b60ae977d4816136e1c95] [Current]
-   P           [(Partial) Autocorrelation Function] [W9 d=1] [2010-12-03 18:21:44] [247f085ab5b7724f755ad01dc754a3e8] 
-   P             [(Partial) Autocorrelation Function] [W9 d=D=1] [2010-12-03 18:34:45] [247f085ab5b7724f755ad01dc754a3e8] 
-    D          [(Partial) Autocorrelation Function] [WS9_acf] [2010-12-07 17:24:02] [8214fe6d084e5ad7598b249a26cc9f06] 

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Dataseries X:

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Histogram

Boxplots

14731798.37
16471559.62
15213975.95
17637387.4
17972385.83
16896235.55
16697955.94
19691579.52
15930700.75
17444615.98
17699369.88
15189796.81
15672722.75
17180794.3
17664893.45
17862884.98
16162288.88
17463628.82
16772112.17
19106861.48
16721314.25
18161267.85
18509941.2
17802737.97
16409869.75
17967742.04
20286602.27
19537280.81
18021889.62
20194317.23
19049596.62
20244720.94
21473302.24
19673603.19
21053177.29
20159479.84
18203628.31
21289464.94
20432335.71
17180395.07
15816786.32
15071819.75
14521120.61
15668789.39
14346884.11
13881008.13
15465943.69
14238232.92
13557713.21
16127590.29
16793894.2
16014007.43
16867867.15
16014583.21
15878594.85
18664899.14
17962530.06
17332692.2
19542066.35
17203555.19

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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104956&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104956&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104956&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.63305	4.9036	4e-06
2	0.547821	4.2434	3.9e-05
3	0.564193	4.3702	2.5e-05
4	0.400008	3.0984	0.00148
5	0.323395	2.505	0.007489
6	0.300472	2.3274	0.011666
7	0.059986	0.4646	0.321933
8	0.029242	0.2265	0.410787
9	-0.085285	-0.6606	0.255693
10	-0.230076	-1.7822	0.039892
11	-0.219564	-1.7007	0.047085
12	-0.146859	-1.1376	0.129912
13	-0.348646	-2.7006	0.004491
14	-0.381116	-2.9521	0.002249
15	-0.340347	-2.6363	0.005327
16	-0.32285	-2.5008	0.00757
17	-0.310779	-2.4073	0.009582
18	-0.239307	-1.8537	0.034353
19	-0.255087	-1.9759	0.026385
20	-0.183987	-1.4252	0.079646
21	-0.215719	-1.671	0.04997
22	-0.175761	-1.3614	0.089233
23	-0.09687	-0.7504	0.227987
24	-0.045	-0.3486	0.364316
25	-0.08909	-0.6901	0.246401
26	-0.126123	-0.9769	0.16626
27	-0.073689	-0.5708	0.285135
28	0.004245	0.0329	0.48694
29	-0.021928	-0.1699	0.43285
30	0.008463	0.0656	0.473976
31	0.012217	0.0946	0.462462
32	-0.042174	-0.3267	0.372523
33	-0.006004	-0.0465	0.481531
34	-0.015672	-0.1214	0.451891
35	-0.039796	-0.3083	0.379476
36	0.034967	0.2709	0.393717

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.63305 & 4.9036 & 4e-06 \tabularnewline
2 & 0.547821 & 4.2434 & 3.9e-05 \tabularnewline
3 & 0.564193 & 4.3702 & 2.5e-05 \tabularnewline
4 & 0.400008 & 3.0984 & 0.00148 \tabularnewline
5 & 0.323395 & 2.505 & 0.007489 \tabularnewline
6 & 0.300472 & 2.3274 & 0.011666 \tabularnewline
7 & 0.059986 & 0.4646 & 0.321933 \tabularnewline
8 & 0.029242 & 0.2265 & 0.410787 \tabularnewline
9 & -0.085285 & -0.6606 & 0.255693 \tabularnewline
10 & -0.230076 & -1.7822 & 0.039892 \tabularnewline
11 & -0.219564 & -1.7007 & 0.047085 \tabularnewline
12 & -0.146859 & -1.1376 & 0.129912 \tabularnewline
13 & -0.348646 & -2.7006 & 0.004491 \tabularnewline
14 & -0.381116 & -2.9521 & 0.002249 \tabularnewline
15 & -0.340347 & -2.6363 & 0.005327 \tabularnewline
16 & -0.32285 & -2.5008 & 0.00757 \tabularnewline
17 & -0.310779 & -2.4073 & 0.009582 \tabularnewline
18 & -0.239307 & -1.8537 & 0.034353 \tabularnewline
19 & -0.255087 & -1.9759 & 0.026385 \tabularnewline
20 & -0.183987 & -1.4252 & 0.079646 \tabularnewline
21 & -0.215719 & -1.671 & 0.04997 \tabularnewline
22 & -0.175761 & -1.3614 & 0.089233 \tabularnewline
23 & -0.09687 & -0.7504 & 0.227987 \tabularnewline
24 & -0.045 & -0.3486 & 0.364316 \tabularnewline
25 & -0.08909 & -0.6901 & 0.246401 \tabularnewline
26 & -0.126123 & -0.9769 & 0.16626 \tabularnewline
27 & -0.073689 & -0.5708 & 0.285135 \tabularnewline
28 & 0.004245 & 0.0329 & 0.48694 \tabularnewline
29 & -0.021928 & -0.1699 & 0.43285 \tabularnewline
30 & 0.008463 & 0.0656 & 0.473976 \tabularnewline
31 & 0.012217 & 0.0946 & 0.462462 \tabularnewline
32 & -0.042174 & -0.3267 & 0.372523 \tabularnewline
33 & -0.006004 & -0.0465 & 0.481531 \tabularnewline
34 & -0.015672 & -0.1214 & 0.451891 \tabularnewline
35 & -0.039796 & -0.3083 & 0.379476 \tabularnewline
36 & 0.034967 & 0.2709 & 0.393717 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104956&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]0.63305[/C][C]4.9036[/C][C]4e-06[/C][/ROW]
[ROW][C]2[/C][C]0.547821[/C][C]4.2434[/C][C]3.9e-05[/C][/ROW]
[ROW][C]3[/C][C]0.564193[/C][C]4.3702[/C][C]2.5e-05[/C][/ROW]
[ROW][C]4[/C][C]0.400008[/C][C]3.0984[/C][C]0.00148[/C][/ROW]
[ROW][C]5[/C][C]0.323395[/C][C]2.505[/C][C]0.007489[/C][/ROW]
[ROW][C]6[/C][C]0.300472[/C][C]2.3274[/C][C]0.011666[/C][/ROW]
[ROW][C]7[/C][C]0.059986[/C][C]0.4646[/C][C]0.321933[/C][/ROW]
[ROW][C]8[/C][C]0.029242[/C][C]0.2265[/C][C]0.410787[/C][/ROW]
[ROW][C]9[/C][C]-0.085285[/C][C]-0.6606[/C][C]0.255693[/C][/ROW]
[ROW][C]10[/C][C]-0.230076[/C][C]-1.7822[/C][C]0.039892[/C][/ROW]
[ROW][C]11[/C][C]-0.219564[/C][C]-1.7007[/C][C]0.047085[/C][/ROW]
[ROW][C]12[/C][C]-0.146859[/C][C]-1.1376[/C][C]0.129912[/C][/ROW]
[ROW][C]13[/C][C]-0.348646[/C][C]-2.7006[/C][C]0.004491[/C][/ROW]
[ROW][C]14[/C][C]-0.381116[/C][C]-2.9521[/C][C]0.002249[/C][/ROW]
[ROW][C]15[/C][C]-0.340347[/C][C]-2.6363[/C][C]0.005327[/C][/ROW]
[ROW][C]16[/C][C]-0.32285[/C][C]-2.5008[/C][C]0.00757[/C][/ROW]
[ROW][C]17[/C][C]-0.310779[/C][C]-2.4073[/C][C]0.009582[/C][/ROW]
[ROW][C]18[/C][C]-0.239307[/C][C]-1.8537[/C][C]0.034353[/C][/ROW]
[ROW][C]19[/C][C]-0.255087[/C][C]-1.9759[/C][C]0.026385[/C][/ROW]
[ROW][C]20[/C][C]-0.183987[/C][C]-1.4252[/C][C]0.079646[/C][/ROW]
[ROW][C]21[/C][C]-0.215719[/C][C]-1.671[/C][C]0.04997[/C][/ROW]
[ROW][C]22[/C][C]-0.175761[/C][C]-1.3614[/C][C]0.089233[/C][/ROW]
[ROW][C]23[/C][C]-0.09687[/C][C]-0.7504[/C][C]0.227987[/C][/ROW]
[ROW][C]24[/C][C]-0.045[/C][C]-0.3486[/C][C]0.364316[/C][/ROW]
[ROW][C]25[/C][C]-0.08909[/C][C]-0.6901[/C][C]0.246401[/C][/ROW]
[ROW][C]26[/C][C]-0.126123[/C][C]-0.9769[/C][C]0.16626[/C][/ROW]
[ROW][C]27[/C][C]-0.073689[/C][C]-0.5708[/C][C]0.285135[/C][/ROW]
[ROW][C]28[/C][C]0.004245[/C][C]0.0329[/C][C]0.48694[/C][/ROW]
[ROW][C]29[/C][C]-0.021928[/C][C]-0.1699[/C][C]0.43285[/C][/ROW]
[ROW][C]30[/C][C]0.008463[/C][C]0.0656[/C][C]0.473976[/C][/ROW]
[ROW][C]31[/C][C]0.012217[/C][C]0.0946[/C][C]0.462462[/C][/ROW]
[ROW][C]32[/C][C]-0.042174[/C][C]-0.3267[/C][C]0.372523[/C][/ROW]
[ROW][C]33[/C][C]-0.006004[/C][C]-0.0465[/C][C]0.481531[/C][/ROW]
[ROW][C]34[/C][C]-0.015672[/C][C]-0.1214[/C][C]0.451891[/C][/ROW]
[ROW][C]35[/C][C]-0.039796[/C][C]-0.3083[/C][C]0.379476[/C][/ROW]
[ROW][C]36[/C][C]0.034967[/C][C]0.2709[/C][C]0.393717[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104956&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104956&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	0.63305	4.9036	4e-06
2	0.547821	4.2434	3.9e-05
3	0.564193	4.3702	2.5e-05
4	0.400008	3.0984	0.00148
5	0.323395	2.505	0.007489
6	0.300472	2.3274	0.011666
7	0.059986	0.4646	0.321933
8	0.029242	0.2265	0.410787
9	-0.085285	-0.6606	0.255693
10	-0.230076	-1.7822	0.039892
11	-0.219564	-1.7007	0.047085
12	-0.146859	-1.1376	0.129912
13	-0.348646	-2.7006	0.004491
14	-0.381116	-2.9521	0.002249
15	-0.340347	-2.6363	0.005327
16	-0.32285	-2.5008	0.00757
17	-0.310779	-2.4073	0.009582
18	-0.239307	-1.8537	0.034353
19	-0.255087	-1.9759	0.026385
20	-0.183987	-1.4252	0.079646
21	-0.215719	-1.671	0.04997
22	-0.175761	-1.3614	0.089233
23	-0.09687	-0.7504	0.227987
24	-0.045	-0.3486	0.364316
25	-0.08909	-0.6901	0.246401
26	-0.126123	-0.9769	0.16626
27	-0.073689	-0.5708	0.285135
28	0.004245	0.0329	0.48694
29	-0.021928	-0.1699	0.43285
30	0.008463	0.0656	0.473976
31	0.012217	0.0946	0.462462
32	-0.042174	-0.3267	0.372523
33	-0.006004	-0.0465	0.481531
34	-0.015672	-0.1214	0.451891
35	-0.039796	-0.3083	0.379476
36	0.034967	0.2709	0.393717

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.63305	4.9036	4e-06
2	0.245422	1.901	0.031052
3	0.261282	2.0239	0.023721
4	-0.123494	-0.9566	0.171309
5	-0.047082	-0.3647	0.358312
6	0.008183	0.0634	0.474835
7	-0.323038	-2.5022	0.007542
8	-0.011713	-0.0907	0.464007
9	-0.206863	-1.6024	0.057164
10	-0.106071	-0.8216	0.207273
11	0.030752	0.2382	0.406268
12	0.26114	2.0228	0.023779
13	-0.230067	-1.7821	0.039897
14	-0.195942	-1.5178	0.067164
15	0.008334	0.0646	0.474372
16	0.136094	1.0542	0.148014
17	-0.057882	-0.4483	0.327758
18	-0.011548	-0.0895	0.464511
19	0.03447	0.267	0.395191
20	-0.020806	-0.1612	0.436254
21	-0.201587	-1.5615	0.061834
22	0.021411	0.1659	0.434415
23	0.003263	0.0253	0.489959
24	-0.097591	-0.7559	0.226322
25	-0.031026	-0.2403	0.405449
26	-0.130016	-1.0071	0.158965
27	0.044143	0.3419	0.366799
28	0.030744	0.2381	0.406291
29	0.044837	0.3473	0.364787
30	-0.046316	-0.3588	0.360517
31	-0.080899	-0.6266	0.266636
32	-0.158507	-1.2278	0.11216
33	0.117123	0.9072	0.183957
34	-0.111238	-0.8616	0.196157
35	-0.15834	-1.2265	0.112401
36	0.033578	0.2601	0.397841

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.63305 & 4.9036 & 4e-06 \tabularnewline
2 & 0.245422 & 1.901 & 0.031052 \tabularnewline
3 & 0.261282 & 2.0239 & 0.023721 \tabularnewline
4 & -0.123494 & -0.9566 & 0.171309 \tabularnewline
5 & -0.047082 & -0.3647 & 0.358312 \tabularnewline
6 & 0.008183 & 0.0634 & 0.474835 \tabularnewline
7 & -0.323038 & -2.5022 & 0.007542 \tabularnewline
8 & -0.011713 & -0.0907 & 0.464007 \tabularnewline
9 & -0.206863 & -1.6024 & 0.057164 \tabularnewline
10 & -0.106071 & -0.8216 & 0.207273 \tabularnewline
11 & 0.030752 & 0.2382 & 0.406268 \tabularnewline
12 & 0.26114 & 2.0228 & 0.023779 \tabularnewline
13 & -0.230067 & -1.7821 & 0.039897 \tabularnewline
14 & -0.195942 & -1.5178 & 0.067164 \tabularnewline
15 & 0.008334 & 0.0646 & 0.474372 \tabularnewline
16 & 0.136094 & 1.0542 & 0.148014 \tabularnewline
17 & -0.057882 & -0.4483 & 0.327758 \tabularnewline
18 & -0.011548 & -0.0895 & 0.464511 \tabularnewline
19 & 0.03447 & 0.267 & 0.395191 \tabularnewline
20 & -0.020806 & -0.1612 & 0.436254 \tabularnewline
21 & -0.201587 & -1.5615 & 0.061834 \tabularnewline
22 & 0.021411 & 0.1659 & 0.434415 \tabularnewline
23 & 0.003263 & 0.0253 & 0.489959 \tabularnewline
24 & -0.097591 & -0.7559 & 0.226322 \tabularnewline
25 & -0.031026 & -0.2403 & 0.405449 \tabularnewline
26 & -0.130016 & -1.0071 & 0.158965 \tabularnewline
27 & 0.044143 & 0.3419 & 0.366799 \tabularnewline
28 & 0.030744 & 0.2381 & 0.406291 \tabularnewline
29 & 0.044837 & 0.3473 & 0.364787 \tabularnewline
30 & -0.046316 & -0.3588 & 0.360517 \tabularnewline
31 & -0.080899 & -0.6266 & 0.266636 \tabularnewline
32 & -0.158507 & -1.2278 & 0.11216 \tabularnewline
33 & 0.117123 & 0.9072 & 0.183957 \tabularnewline
34 & -0.111238 & -0.8616 & 0.196157 \tabularnewline
35 & -0.15834 & -1.2265 & 0.112401 \tabularnewline
36 & 0.033578 & 0.2601 & 0.397841 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104956&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]0.63305[/C][C]4.9036[/C][C]4e-06[/C][/ROW]
[ROW][C]2[/C][C]0.245422[/C][C]1.901[/C][C]0.031052[/C][/ROW]
[ROW][C]3[/C][C]0.261282[/C][C]2.0239[/C][C]0.023721[/C][/ROW]
[ROW][C]4[/C][C]-0.123494[/C][C]-0.9566[/C][C]0.171309[/C][/ROW]
[ROW][C]5[/C][C]-0.047082[/C][C]-0.3647[/C][C]0.358312[/C][/ROW]
[ROW][C]6[/C][C]0.008183[/C][C]0.0634[/C][C]0.474835[/C][/ROW]
[ROW][C]7[/C][C]-0.323038[/C][C]-2.5022[/C][C]0.007542[/C][/ROW]
[ROW][C]8[/C][C]-0.011713[/C][C]-0.0907[/C][C]0.464007[/C][/ROW]
[ROW][C]9[/C][C]-0.206863[/C][C]-1.6024[/C][C]0.057164[/C][/ROW]
[ROW][C]10[/C][C]-0.106071[/C][C]-0.8216[/C][C]0.207273[/C][/ROW]
[ROW][C]11[/C][C]0.030752[/C][C]0.2382[/C][C]0.406268[/C][/ROW]
[ROW][C]12[/C][C]0.26114[/C][C]2.0228[/C][C]0.023779[/C][/ROW]
[ROW][C]13[/C][C]-0.230067[/C][C]-1.7821[/C][C]0.039897[/C][/ROW]
[ROW][C]14[/C][C]-0.195942[/C][C]-1.5178[/C][C]0.067164[/C][/ROW]
[ROW][C]15[/C][C]0.008334[/C][C]0.0646[/C][C]0.474372[/C][/ROW]
[ROW][C]16[/C][C]0.136094[/C][C]1.0542[/C][C]0.148014[/C][/ROW]
[ROW][C]17[/C][C]-0.057882[/C][C]-0.4483[/C][C]0.327758[/C][/ROW]
[ROW][C]18[/C][C]-0.011548[/C][C]-0.0895[/C][C]0.464511[/C][/ROW]
[ROW][C]19[/C][C]0.03447[/C][C]0.267[/C][C]0.395191[/C][/ROW]
[ROW][C]20[/C][C]-0.020806[/C][C]-0.1612[/C][C]0.436254[/C][/ROW]
[ROW][C]21[/C][C]-0.201587[/C][C]-1.5615[/C][C]0.061834[/C][/ROW]
[ROW][C]22[/C][C]0.021411[/C][C]0.1659[/C][C]0.434415[/C][/ROW]
[ROW][C]23[/C][C]0.003263[/C][C]0.0253[/C][C]0.489959[/C][/ROW]
[ROW][C]24[/C][C]-0.097591[/C][C]-0.7559[/C][C]0.226322[/C][/ROW]
[ROW][C]25[/C][C]-0.031026[/C][C]-0.2403[/C][C]0.405449[/C][/ROW]
[ROW][C]26[/C][C]-0.130016[/C][C]-1.0071[/C][C]0.158965[/C][/ROW]
[ROW][C]27[/C][C]0.044143[/C][C]0.3419[/C][C]0.366799[/C][/ROW]
[ROW][C]28[/C][C]0.030744[/C][C]0.2381[/C][C]0.406291[/C][/ROW]
[ROW][C]29[/C][C]0.044837[/C][C]0.3473[/C][C]0.364787[/C][/ROW]
[ROW][C]30[/C][C]-0.046316[/C][C]-0.3588[/C][C]0.360517[/C][/ROW]
[ROW][C]31[/C][C]-0.080899[/C][C]-0.6266[/C][C]0.266636[/C][/ROW]
[ROW][C]32[/C][C]-0.158507[/C][C]-1.2278[/C][C]0.11216[/C][/ROW]
[ROW][C]33[/C][C]0.117123[/C][C]0.9072[/C][C]0.183957[/C][/ROW]
[ROW][C]34[/C][C]-0.111238[/C][C]-0.8616[/C][C]0.196157[/C][/ROW]
[ROW][C]35[/C][C]-0.15834[/C][C]-1.2265[/C][C]0.112401[/C][/ROW]
[ROW][C]36[/C][C]0.033578[/C][C]0.2601[/C][C]0.397841[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104956&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104956&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	0.63305	4.9036	4e-06
2	0.245422	1.901	0.031052
3	0.261282	2.0239	0.023721
4	-0.123494	-0.9566	0.171309
5	-0.047082	-0.3647	0.358312
6	0.008183	0.0634	0.474835
7	-0.323038	-2.5022	0.007542
8	-0.011713	-0.0907	0.464007
9	-0.206863	-1.6024	0.057164
10	-0.106071	-0.8216	0.207273
11	0.030752	0.2382	0.406268
12	0.26114	2.0228	0.023779
13	-0.230067	-1.7821	0.039897
14	-0.195942	-1.5178	0.067164
15	0.008334	0.0646	0.474372
16	0.136094	1.0542	0.148014
17	-0.057882	-0.4483	0.327758
18	-0.011548	-0.0895	0.464511
19	0.03447	0.267	0.395191
20	-0.020806	-0.1612	0.436254
21	-0.201587	-1.5615	0.061834
22	0.021411	0.1659	0.434415
23	0.003263	0.0253	0.489959
24	-0.097591	-0.7559	0.226322
25	-0.031026	-0.2403	0.405449
26	-0.130016	-1.0071	0.158965
27	0.044143	0.3419	0.366799
28	0.030744	0.2381	0.406291
29	0.044837	0.3473	0.364787
30	-0.046316	-0.3588	0.360517
31	-0.080899	-0.6266	0.266636
32	-0.158507	-1.2278	0.11216
33	0.117123	0.9072	0.183957
34	-0.111238	-0.8616	0.196157
35	-0.15834	-1.2265	0.112401
36	0.033578	0.2601	0.397841

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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