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Autocorrelation Function (werkloosheid)

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Thu, 29 Nov 2007 04:04:43 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Nov/29/t119633366616xje329d177fzc.htm/, Retrieved Thu, 29 Nov 2007 11:54:29 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
519 509 512 519 517 510 509 501 507 569 580 578 565 547 555 562 561 555 544 537 543 594 611 613 611 594 595 591 589 584 573 567 569 621 629 628 612 595 597 593 590 580 574 573 573 620 626 620 588 566 557 561 549 532
 
Text written by user:
Inducing Stationary in Time Series vraag 2
 
Output produced by software:


Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
016.40310
10.0288280.18460.427231
20.0558250.35750.361294
3-0.181985-1.16530.874678
4-0.103749-0.66430.744897
50.0625790.40070.345359
6-0.127917-0.81910.791258
7-0.050869-0.32570.626854
80.1123580.71940.237975
90.1802831.15440.127516
10-0.144662-0.92630.820142
11-0.124973-0.80020.785902
12-0.110729-0.7090.758834
130.0373380.23910.406118
140.1949891.24850.109458
15-0.039735-0.25440.599783
160.0554590.35510.362164
17-0.114681-0.73430.766532
180.1503480.96270.170672
190.0031220.020.492073
200.0102570.06570.473977
210.0529750.33920.368093
22-0.042698-0.27340.607041
230.0873870.55950.289416
24-0.185973-1.19080.879711
25-0.147115-0.9420.824143
26-0.060037-0.38440.648674
270.1414950.9060.185111
28-0.036331-0.23260.591399
290.0204250.13080.448292
30-0.102632-0.65720.742627
31-0.026805-0.17160.567716
320.0567750.36350.359035
33-0.137053-0.87760.807355
34-0.033347-0.21350.584012
350.0585810.37510.354759
36-0.041958-0.26870.605233
370.0634970.40660.343216
38-0.080116-0.5130.694645
390.0026730.01710.493214
400.0181710.11640.45397
41NANANA
42NANANA
43NANANA
44NANANA
45NANANA
46NANANA
47NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0288280.18460.427231
10.0550390.35240.363163
2-0.185809-1.18980.879507
3-0.098704-0.6320.734557
40.0940720.60240.275127
5-0.161491-1.0340.846413
6-0.09667-0.6190.730326
70.1726611.10560.137679
80.1577631.01020.159167
9-0.284999-1.82490.962345
10-0.091261-0.58440.718909
110.0675490.43250.333812
12-0.043155-0.27630.608158
130.1151390.73730.232584
140.0374920.24010.405738
15-0.015385-0.09850.538997
16-0.200146-1.28160.896401
170.2438391.56130.063066
180.1257090.80490.212751
19-0.084789-0.54290.704937
200.0993720.63630.264062
21-0.017985-0.11520.545559
22-0.098325-0.62960.733772
23-0.114884-0.73560.766924
240.013540.08670.465668
25-0.014956-0.09580.537913
260.0291330.18650.426471
27-0.148488-0.95080.826358
280.0075520.04840.480832
29-0.060331-0.38630.649367
30-0.030562-0.19570.57709
31-0.001303-0.00830.503308
32-0.031938-0.20450.580514
33-0.165659-1.06070.85249
340.012170.07790.469134
35-0.126121-0.80760.787999
360.0064470.04130.483635
370.0368110.23570.407417
38-0.006849-0.04390.517384
39-0.063018-0.40350.655665
40NANANA
41NANANA
42NANANA
43NANANA
44NANANA
45NANANA
46NANANA
47NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t119633366616xje329d177fzc/1urpn1196334281.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t119633366616xje329d177fzc/1urpn1196334281.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t119633366616xje329d177fzc/2rtka1196334281.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t119633366616xje329d177fzc/2rtka1196334281.ps (open in new window)


 
Parameters:
par1 = 1 ;
 
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('http://www.xycoon.com/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 1:par1) {
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(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('http://www.xycoon.com/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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')
 




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Software written by Ed van Stee & Patrick Wessa


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