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Paper Hoofdstuk 4.3 (P)ACF werkloosheid (d=1 en 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: Fri, 05 Dec 2008 04:21:04 -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/05/t12284761677ykub2o61tcmz7u.htm/, Retrieved Fri, 05 Dec 2008 11:22:49 +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/05/t12284761677ykub2o61tcmz7u.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 «
493.000 481.000 462.000 457.000 442.000 439.000 488.000 521.000 501.000 485.000 464.000 460.000 467.000 460.000 448.000 443.000 436.000 431.000 484.000 510.000 513.000 503.000 471.000 471.000 476.000 475.000 470.000 461.000 455.000 456.000 517.000 525.000 523.000 519.000 509.000 512.000 519.000 517.000 510.000 509.000 501.000 507.000 569.000 580.000 578.000 565.000 547.000 555.000 562.000 561.000 555.000 544.000 537.000 543.000 594.000 611.000 613.000 611.000 594.000 595.000
 
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
1-0.037447-0.25670.399255
2-0.215341-1.47630.073266
3-0.175986-1.20650.116831
40.0084260.05780.47709
50.2155691.47790.073057
6-0.024342-0.16690.434091
7-0.030351-0.20810.418033
80.0638670.43780.33175
90.2283241.56530.062109
10-0.02612-0.17910.429327
11-0.321615-2.20490.016196
12-0.249649-1.71150.04679
130.1612841.10570.137241
140.3406552.33540.011921
15-0.085017-0.58280.281392
160.0117510.08060.468068
17-0.188428-1.29180.101372
180.027090.18570.426732
190.0289050.19820.421885
20-0.074468-0.51050.306036
210.0809670.55510.290736
220.04640.31810.375908
230.2220491.52230.067318
24-0.056105-0.38460.351121


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.037447-0.25670.399255
2-0.217047-1.4880.071715
3-0.203802-1.39720.084458
4-0.069899-0.47920.317007
50.1388020.95160.173089
6-0.044947-0.30810.379667
70.0353030.2420.404907
80.1273260.87290.193578
90.280331.92180.03035
100.0399320.27380.392734
11-0.22077-1.51350.068421
12-0.303368-2.07980.021512
13-0.056056-0.38430.351245
140.1333160.9140.1827
15-0.111017-0.76110.225202
160.2169051.4870.071843
17-0.042398-0.29070.386294
180.0085350.05850.476793
19-0.02482-0.17020.43281
200.065990.45240.32653
210.1158390.79420.215549
22-0.063406-0.43470.332889
230.0634960.43530.332667
240.0176740.12120.452037
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284761677ykub2o61tcmz7u/1yhui1228476063.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284761677ykub2o61tcmz7u/1yhui1228476063.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284761677ykub2o61tcmz7u/2ajw51228476063.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284761677ykub2o61tcmz7u/2ajw51228476063.ps (open in new window)


 
Parameters (Session):
par1 = 24 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 24 ; 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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