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Autocorrelation werkloosheid 31/12/2001 - 31/12/2007 ( d = 1)

*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 12:01:56 -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/t12283310722uee6b23fpcyjba.htm/, Retrieved Wed, 03 Dec 2008 19:04:32 +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/t12283310722uee6b23fpcyjba.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 time16 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2461362.08850.020143
2-0.153887-1.30580.097893
3-0.298946-2.53660.00668
4-0.282305-2.39540.009601
50.0489560.41540.33954
60.1723251.46220.074015
70.058390.49550.310892
8-0.229041-1.94350.027934
9-0.246306-2.090.020076
10-0.106221-0.90130.185213
110.2220161.88390.031811
120.7529386.38890
130.2102531.78410.039314
14-0.12532-1.06340.145583
15-0.291496-2.47340.007871
16-0.263285-2.23410.014293
170.030350.25750.398754
180.1112140.94370.174244
190.049250.41790.338632
20-0.181911-1.54360.063539
21-0.189004-1.60380.056573
22-0.071193-0.60410.273841
230.1578741.33960.092293
240.5738734.86953e-06
250.1573151.33490.093063
26-0.136906-1.16170.124599
27-0.252138-2.13950.017894
28-0.215998-1.83280.035483
290.0134750.11430.454643
300.068670.58270.280964
310.0281550.23890.40593
32-0.14908-1.2650.104978
33-0.130688-1.10890.135577
34-0.055143-0.46790.320634
350.1040520.88290.190112
360.4383893.71990.000196
370.0985130.83590.202984
38-0.131338-1.11440.134398
39-0.235599-1.99910.024685
40-0.165789-1.40680.0819
410.0056570.0480.480926
420.0814750.69130.245787
430.0346330.29390.384851
44-0.113848-0.9660.168631
45-0.099532-0.84460.200577
46-0.054941-0.46620.321244
470.0440480.37380.35484
480.3097542.62830.00524
490.0659960.560.288612
50-0.11705-0.99320.161968
51-0.155979-1.32350.094924
52-0.11746-0.99670.161129
53-0.010272-0.08720.465392
540.0688050.58380.280579
550.0080670.06850.472807
56-0.053906-0.45740.324378
57-0.039351-0.33390.369713
58-0.040057-0.33990.367462
590.0042860.03640.485545
600.1617251.37230.087119


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2461362.08850.020143
2-0.228301-1.93720.028322
3-0.220369-1.86990.032782
4-0.209635-1.77880.039746
50.091870.77950.219109
60.0098920.08390.46667
7-0.086874-0.73720.231712
8-0.281325-2.38710.009805
9-0.112894-0.95790.17065
10-0.103911-0.88170.190432
110.1275191.0820.141424
120.6614245.61240
13-0.057514-0.4880.313509
140.1208731.02560.154247
150.0217570.18460.427024
160.0782530.6640.254407
17-0.026998-0.22910.409725
18-0.102933-0.87340.19267
19-0.016863-0.14310.443311
20-0.035352-0.30.382532
21-0.000587-0.0050.498018
22-0.045324-0.38460.350839
23-0.097882-0.83060.204485
240.0313630.26610.395453
25-0.081332-0.69010.246167
26-0.089491-0.75940.225058
270.0131970.1120.455575
280.0156620.13290.447322
29-0.0251-0.2130.415972
30-0.028742-0.24390.404006
31-0.021962-0.18640.426347
32-0.000279-0.00240.499059
330.006460.05480.478218
34-0.060596-0.51420.304352
35-0.034933-0.29640.383883
360.0088880.07540.470045
37-0.056265-0.47740.317253
38-0.027394-0.23240.408426
39-0.093672-0.79480.21466
400.038860.32970.371278
41-0.071026-0.60270.274309
420.0885390.75130.227468
43-0.008048-0.06830.472872
440.0415940.35290.362584
45-0.007683-0.06520.474099
46-0.010637-0.09030.464165
47-0.070761-0.60040.275054
48-0.061998-0.52610.300229
49-0.031371-0.26620.395426
50-0.05183-0.43980.330703
510.0968670.82190.206912
52-0.044222-0.37520.354294
53-0.026563-0.22540.411155
54-0.030483-0.25870.398319
55-0.080736-0.68510.247751
560.0699590.59360.277313
57-0.007402-0.06280.475045
580.0356390.30240.381607
590.0008250.0070.497218
60-0.106337-0.90230.184953
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t12283310722uee6b23fpcyjba/1jxzs1228330897.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t12283310722uee6b23fpcyjba/1jxzs1228330897.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t12283310722uee6b23fpcyjba/2yz9n1228330897.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t12283310722uee6b23fpcyjba/2yz9n1228330897.ps (open in new window)


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




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