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Autocorrelation werkloosheid 31/12/2001 - 31/12/2007

*Unverified author*
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 11:58:20 -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/t1228330845i9g64doyeoxvzxq.htm/, Retrieved Wed, 03 Dec 2008 19:00:47 +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/t1228330845i9g64doyeoxvzxq.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

Post a new message
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
94.20 95.20 95.00 94.00 92.20 91.00 91.20 103.40 105.00 104.60 103.80 101.80 102.40 103.80 103.40 102.00 101.80 100.20 101.40 113.80 116.00 115.60 113.00 109.40 111.00 112.40 112.20 111.00 108.80 107.40 108.60 118.80 122.20 122.60 122.20 118.80 119.00 118.20 117.80 116.80 114.60 113.40 113.80 124.20 125.80 125.60 122.40 119.00 119.40 118.60 118.00 116.00 114.80 114.60 114.60 124.00 125.20 124.00 117.60 113.20 111.40 112.20 109.80 106.40 105.20 102.20 99.80 111.00 113.00 108.40 105.40 102.00 102.80
 
Output produced by software:


Summary of computational 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
10.888197.58870
20.7365356.2930
30.614455.24991e-06
40.5435344.6447e-06
50.5207424.44921.5e-05
60.4833794.134.8e-05
70.4027553.44110.000481
80.3490572.98230.001943
90.3422032.92380.002301
100.3772013.22280.000949
110.4321653.69240.000213
120.447163.82050.000139
130.3358582.86960.002686
140.1951661.66750.04985
150.0798870.68260.248525
160.017680.15110.440173
170.0002830.00240.499039
18-0.028716-0.24540.403437
19-0.08571-0.73230.233164
20-0.116891-0.99870.160615
21-0.111165-0.94980.172675
22-0.073229-0.62570.266742
23-0.028017-0.23940.405741
24-0.018745-0.16020.436599
25-0.100811-0.86130.195939
26-0.206206-1.76180.041143
27-0.284942-2.43450.008678
28-0.320736-2.74040.003855
29-0.326394-2.78870.003372
30-0.340674-2.91070.002389
31-0.376963-3.22080.000955
32-0.390378-3.33540.000671
33-0.367698-3.14160.001214
34-0.319015-2.72570.004014
35-0.260842-2.22860.014459
36-0.229093-1.95740.027063
37-0.269602-2.30350.012051
38-0.329254-2.81310.00315
39-0.363646-3.1070.001346
40-0.360838-3.0830.001446
41-0.336965-2.8790.002615
42-0.321998-2.75120.003742
43-0.332958-2.84480.002882
44-0.322427-2.75480.003704
45-0.286266-2.44590.008431
46-0.23085-1.97240.026177
47-0.173342-1.4810.071451
48-0.132331-1.13060.130954
49-0.144115-1.23130.111078
50-0.17123-1.4630.073881
51-0.17562-1.50050.068899
52-0.155992-1.33280.093372
53-0.119532-1.02130.155246
54-0.08488-0.72520.23532
55-0.077865-0.66530.253985
56-0.047532-0.40610.342923
57-0.002397-0.02050.491858
580.046620.39830.345777
590.0867220.7410.23055
600.114550.97870.165476


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.888197.58870
2-0.247952-2.11850.018768
30.0923040.78860.216437
40.1242091.06120.146039
50.1331191.13740.129552
6-0.122648-1.04790.149069
7-0.143375-1.2250.112258
80.2050471.75190.041993
90.1297671.10870.135594
100.0956150.81690.208311
110.0990470.84630.200087
12-0.039353-0.33620.368831
13-0.520824-4.44991.5e-05
14-0.087422-0.74690.228753
15-0.016961-0.14490.442588
160.0196560.16790.433548
170.0051620.04410.48247
180.0688880.58860.278981
190.0561050.47940.316558
20-0.030422-0.25990.397827
21-0.055893-0.47750.317199
22-0.03159-0.26990.393998
23-0.029491-0.2520.400885
24-0.007349-0.06280.475053
25-0.146876-1.25490.106757
26-0.019181-0.16390.435139
270.0389740.3330.370047
28-0.05621-0.48030.31624
29-0.096083-0.82090.207179
300.0143230.12240.45147
31-0.009688-0.08280.46713
32-0.072469-0.61920.268865
33-0.010011-0.08550.466037
340.034380.29370.384895
350.0614370.52490.300616
360.0045670.0390.48449
37-0.076386-0.65260.25802
38-0.006125-0.05230.479202
390.0181680.15520.438535
40-0.029509-0.25210.400827
41-0.064414-0.55040.291878
420.0581570.49690.310379
43-0.013109-0.1120.455563
44-0.024816-0.2120.416339
45-0.075138-0.6420.261448
460.0306540.26190.397066
47-0.036224-0.30950.378914
480.0285040.24350.404135
490.0018710.0160.493643
500.0286570.24480.40363
510.0594190.50770.306605
52-0.058136-0.49670.310441
53-0.003082-0.02630.489531
540.0805630.68830.246713
55-0.01737-0.14840.441214
560.0399690.34150.366857
57-0.02946-0.25170.400987
580.00320.02730.489133
59-0.093039-0.79490.214618
600.0088390.07550.470003
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228330845i9g64doyeoxvzxq/1ub7k1228330698.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228330845i9g64doyeoxvzxq/1ub7k1228330698.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228330845i9g64doyeoxvzxq/2himb1228330698.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228330845i9g64doyeoxvzxq/2himb1228330698.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 1 ; par3 = 0 ; 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')
 




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