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taak 8 werklozen vlaams gewest d=1, D=1

*The author of this computation has been verified*

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Wed, 03 Dec 2008 09:44:22 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Dec/03/t12283227230h0bpi11yyryjrh.htm/, Retrieved Wed, 03 Dec 2008 16:45:25 +0000

BibTeX entries for LaTeX users:

@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Dec/03/t12283227230h0bpi11yyryjrh.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}

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

Feedback Forum:

2008-11-27 13:41:43 [a2386b643d711541400692649981f2dc] [reply] 
test

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

189917 184128 175335 179566 181140 177876 175041 169292 166070 166972 206348 215706 202108 195411 193111 195198 198770 194163 190420 189733 186029 191531 232571 243477 227247 217859 208679 213188 216234 213587 209465 204045 200237 203666 241476 260307 243324 244460 233575 237217 235243 230354 227184 221678 217142 219452 256446 265845 248624 241114 229245 231805 219277 219313 212610 214771 211142 211457 240048 240636 230580

Output produced by software:

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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.110079	-0.7627	0.224701
2	0.213416	1.4786	0.072891
3	-0.178409	-1.2361	0.111226
4	-0.221115	-1.5319	0.066052
5	0.180313	1.2492	0.108817
6	-0.110104	-0.7628	0.224652
7	0.230207	1.5949	0.058647
8	-0.020142	-0.1395	0.444801
9	0.060345	0.4181	0.338877
10	-0.055899	-0.3873	0.35013
11	-0.071212	-0.4934	0.312
12	-0.145378	-1.0072	0.159443
13	-0.031188	-0.2161	0.414922
14	0.040632	0.2815	0.389767
15	-0.112098	-0.7766	0.220591
16	0.207398	1.4369	0.078618
17	-0.179981	-1.2469	0.109234
18	0.276932	1.9186	0.030493
19	0.002379	0.0165	0.49346
20	-0.06313	-0.4374	0.331899
21	0.093024	0.6445	0.261163
22	-0.194686	-1.3488	0.091861
23	0.174318	1.2077	0.116537
24	-0.094553	-0.6551	0.25777
25	0.056268	0.3898	0.34919
26	0.004948	0.0343	0.486396
27	-0.032365	-0.2242	0.411766
28	0.001523	0.0105	0.495814
29	-0.127139	-0.8808	0.191395
30	-0.099769	-0.6912	0.246378
31	-0.088914	-0.616	0.270398
32	0.080802	0.5598	0.289106
33	-0.03932	-0.2724	0.393235
34	0.079586	0.5514	0.291964
35	-0.080567	-0.5582	0.289657
36	-0.040402	-0.2799	0.390374
37	-0.007751	-0.0537	0.4787
38	-0.128743	-0.892	0.188433
39	0.064104	0.4441	0.329474
40	-0.07416	-0.5138	0.304875
41	0.107828	0.7471	0.229338
42	-0.006148	-0.0426	0.4831
43	-0.025835	-0.179	0.42935
44	-0.02246	-0.1556	0.438497
45	-0.06897	-0.4778	0.317468
46	0.058696	0.4067	0.343033
47	-0.002202	-0.0153	0.493947
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.110079	-0.7627	0.224701
2	0.203768	1.4117	0.082237
3	-0.144976	-1.0044	0.160105
4	-0.310926	-2.1542	0.018139
5	0.242136	1.6776	0.049966
6	0.008637	0.0598	0.476266
7	0.029063	0.2014	0.420637
8	0.047307	0.3278	0.372261
9	0.088807	0.6153	0.270639
10	-0.093893	-0.6505	0.259233
11	-0.015767	-0.1092	0.456736
12	-0.178102	-1.2339	0.111619
13	-0.0211	-0.1462	0.442193
14	0.055602	0.3852	0.350889
15	-0.210527	-1.4586	0.075597
16	0.131564	0.9115	0.183292
17	-0.0146	-0.1012	0.459925
18	0.199202	1.3801	0.086973
19	0.146109	1.0123	0.158242
20	-0.111935	-0.7755	0.220921
21	0.040124	0.278	0.391107
22	0.083727	0.5801	0.282289
23	-0.059341	-0.4111	0.341406
24	-0.112418	-0.7789	0.219943
25	-0.022867	-0.1584	0.437393
26	-0.037803	-0.2619	0.397256
27	-0.004417	-0.0306	0.487856
28	-0.061674	-0.4273	0.335541
29	-0.107634	-0.7457	0.229739
30	-0.050531	-0.3501	0.363901
31	0.02073	0.1436	0.4432
32	0.014301	0.0991	0.460744
33	0.005008	0.0347	0.486232
34	-0.037257	-0.2581	0.398706
35	0.010726	0.0743	0.470535
36	-0.024344	-0.1687	0.433386
37	-0.127214	-0.8814	0.191257
38	-0.050848	-0.3523	0.363083
39	-0.035074	-0.243	0.404521
40	-0.063689	-0.4412	0.330507
41	-0.005279	-0.0366	0.485487
42	-0.04536	-0.3143	0.377342
43	-0.008056	-0.0558	0.477861
44	0.009865	0.0683	0.472897
45	-0.002351	-0.0163	0.493537
46	0.052497	0.3637	0.358835
47	0.082699	0.573	0.284676
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t12283227230h0bpi11yyryjrh/1fu2k1228322661.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t12283227230h0bpi11yyryjrh/1fu2k1228322661.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t12283227230h0bpi11yyryjrh/2obef1228322661.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t12283227230h0bpi11yyryjrh/2obef1228322661.ps (open in new window)

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; 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('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 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('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,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')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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