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total unemployment d=1 D=0 lambda=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 10:31:38 -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/t1228325590tqvvzgphx43tmgw.htm/, Retrieved Wed, 03 Dec 2008 17:33:10 +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/t1228325590tqvvzgphx43tmgw.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 «

569323 579714 577992 565464 547344 554788 562325 560854 555332 543599 536662 542722 593530 610763 612613 611324 594167 595454 590865 589379 584428 573100 567456 569028 620735 628884 628232 612117 595404 597141 593408 590072 579799 574205 572775 572942 619567 625809 619916 587625 565742 557274 560576 548854 531673 525919 511038 498662 555362 564591 541657 527070 509846 514258 516922 507561 492622 490243 469357 477580 528379

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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.237017	1.8359	0.035663
2	-0.17795	-1.3784	0.0866
3	-0.267263	-2.0702	0.021372
4	-0.246324	-1.908	0.030589
5	0.036376	0.2818	0.389547
6	0.155923	1.2078	0.115937
7	0.047	0.3641	0.358546
8	-0.281205	-2.1782	0.016666
9	-0.277886	-2.1525	0.017695
10	-0.16354	-1.2668	0.105065
11	0.272927	2.1141	0.019337
12	0.721557	5.5892	0
13	0.121672	0.9425	0.174866
14	-0.134022	-1.0381	0.151688
15	-0.256193	-1.9845	0.025891
16	-0.193454	-1.4985	0.069625
17	0.027739	0.2149	0.415302
18	0.111572	0.8642	0.19545
19	0.022445	0.1739	0.431283
20	-0.269073	-2.0842	0.020702
21	-0.227829	-1.7648	0.041347
22	-0.085419	-0.6617	0.255363
23	0.188942	1.4635	0.07427
24	0.490962	3.803	0.000169
25	0.095927	0.743	0.230176
26	-0.135642	-1.0507	0.148811
27	-0.219049	-1.6967	0.047463
28	-0.117763	-0.9122	0.182659
29	0.023502	0.182	0.42808
30	0.073836	0.5719	0.284752
31	0.007341	0.0569	0.477422
32	-0.212731	-1.6478	0.05231
33	-0.140983	-1.0921	0.139588
34	-0.075097	-0.5817	0.281474
35	0.137103	1.062	0.146247
36	0.35632	2.76	0.003827

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.237017	1.8359	0.035663
2	-0.248062	-1.9215	0.029713
3	-0.175929	-1.3627	0.089029
4	-0.200519	-1.5532	0.062815
5	0.063273	0.4901	0.312921
6	0.010862	0.0841	0.466615
7	-0.067986	-0.5266	0.3002
8	-0.335616	-2.5997	0.005865
9	-0.155693	-1.206	0.116277
10	-0.235782	-1.8264	0.036386
11	0.20159	1.5615	0.061832
12	0.569865	4.4142	2.1e-05
13	-0.175903	-1.3625	0.089061
14	0.097417	0.7546	0.226724
15	-0.069281	-0.5366	0.296748
16	0.023742	0.1839	0.427355
17	-0.086923	-0.6733	0.251671
18	-0.115617	-0.8956	0.187031
19	-0.021001	-0.1627	0.435663
20	-0.017783	-0.1377	0.445452
21	0.023803	0.1844	0.42717
22	0.0492	0.3811	0.352236
23	-0.257978	-1.9983	0.025112
24	0.030417	0.2356	0.40727
25	-0.008767	-0.0679	0.473043
26	-0.136833	-1.0599	0.146719
27	0.004177	0.0324	0.487148
28	-0.054491	-0.4221	0.337237
29	-0.001572	-0.0122	0.495163
30	-0.038178	-0.2957	0.38423
31	-0.074144	-0.5743	0.283951
32	0.029793	0.2308	0.409136
33	-0.03507	-0.2717	0.39341
34	-0.114426	-0.8863	0.189487
35	0.030505	0.2363	0.407006
36	-0.109245	-0.8462	0.2004

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228325590tqvvzgphx43tmgw/1snkw1228325494.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228325590tqvvzgphx43tmgw/1snkw1228325494.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228325590tqvvzgphx43tmgw/2wvgm1228325494.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228325590tqvvzgphx43tmgw/2wvgm1228325494.ps (open in new window)

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; 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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