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Autocorrelation werkloosheid 31/12/2001 - 31/12/2007 met d en D gelijk aan 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 12:06:20 -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/t1228331532xjqvz8gzcbtpjsm.htm/, Retrieved Wed, 03 Dec 2008 19:12:15 +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/t1228331532xjqvz8gzcbtpjsm.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
10.0051840.04020.484051
20.0217840.16870.433287
30.0177680.13760.445497
4-0.032044-0.24820.402409
5-0.04808-0.37240.355445
6-0.01805-0.13980.444637
7-0.036369-0.28170.389568
80.0077630.06010.476127
90.1296541.00430.159636
10-0.187147-1.44960.076183
110.030030.23260.408429
12-0.254069-1.9680.026847
13-0.093433-0.72370.236023
140.1186410.9190.180891
150.0011420.00880.496487
160.0229790.1780.429664
17-0.085321-0.66090.255605
180.1419961.09990.137886
190.080970.62720.266458
200.0895780.69390.245221
21-0.002605-0.02020.491983
220.0083530.06470.474312
230.11480.88920.188714
24-0.142775-1.10590.136586
25-0.083333-0.64550.260533
26-0.209428-1.62220.055
270.0679830.52660.300209
28-0.075302-0.58330.280943
290.1010480.78270.218438
30-0.122818-0.95130.172624
31-0.089498-0.69320.245415
320.0549560.42570.33593
33-0.079264-0.6140.270776
340.0040830.03160.487438
350.0012090.00940.49628
360.0200240.15510.438629
370.0904780.70080.243056
380.1515981.17430.122462
39-0.119809-0.9280.178553
40-0.012893-0.09990.460391
41-0.006299-0.04880.480625
42-0.118695-0.91940.180783
430.0747110.57870.282475
44-0.075557-0.58530.280282
45-0.065136-0.50450.307865
460.0268730.20820.417904
47-0.024281-0.18810.425723
48-0.026148-0.20250.420089
49-0.08328-0.64510.260667
50-0.046737-0.3620.359305
510.0313050.24250.404614
520.0682510.52870.299491
53-0.039377-0.3050.380706
540.1034650.80140.213021
550.017660.13680.445824
560.0288210.22320.412051
570.0189630.14690.441856
580.009240.07160.47159
590.0164380.12730.449552
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0051840.04020.484051
20.0217570.16850.433366
30.0175530.1360.446151
4-0.032717-0.25340.400404
5-0.048616-0.37660.353908
6-0.016574-0.12840.449139
7-0.033049-0.2560.399416
80.0095210.07370.470728
90.1294091.00240.160089
10-0.19453-1.50680.068551
110.0267140.20690.418386
12-0.269778-2.08970.020447
13-0.072731-0.56340.28764
140.1410851.09280.139417
15-0.004521-0.0350.48609
160.0258150.20.421092
17-0.166293-1.28810.101329
180.1395951.08130.141945
190.1370841.06180.146281
200.0612970.47480.318326
210.094170.72940.234287
22-0.135236-1.04750.149528
230.1134530.87880.191506
24-0.205595-1.59250.05826
25-0.110191-0.85350.198379
26-0.128745-0.99730.161324
270.0158240.12260.451428
28-0.014199-0.110.456396
290.0221960.17190.432036
30-0.095232-0.73770.231796
31-0.004197-0.03250.487087
320.0684170.530.29905
330.0215110.16660.434113
34-0.065092-0.50420.307984
350.0787540.610.272075
36-0.144284-1.11760.134092
370.0550610.42650.335634
38-0.01656-0.12830.449182
39-0.094298-0.73040.233985
400.0097780.07570.469938
41-0.129791-1.00540.159382
42-0.100341-0.77720.220035
430.0113070.08760.465251
440.0342570.26540.395823
450.0347390.26910.394391
46-0.062722-0.48580.314425
470.0290060.22470.411495
48-0.022994-0.17810.429617
49-0.064781-0.50180.308826
50-0.054646-0.42330.336799
51-0.022867-0.17710.430001
52-0.060691-0.47010.319991
530.0139960.10840.457015
540.0038590.02990.488125
55-0.008201-0.06350.474779
56-0.037645-0.29160.3858
57-0.00858-0.06650.473615
580.0237070.18360.427461
590.0273770.21210.416388
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228331532xjqvz8gzcbtpjsm/1uegw1228331178.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228331532xjqvz8gzcbtpjsm/1uegw1228331178.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228331532xjqvz8gzcbtpjsm/22os81228331178.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228331532xjqvz8gzcbtpjsm/22os81228331178.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')
 




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