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ACF unemployment under 25

*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 04:45:36 -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/t1228477666gkbgqr8xe6o8pfl.htm/, Retrieved Fri, 05 Dec 2008 11:47:46 +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/t1228477666gkbgqr8xe6o8pfl.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 «

150739 159129 157928 147768 137507 136919 136151 133001 125554 119647 114158 116193 152803 161761 160942 149470 139208 134588 130322 126611 122401 117352 112135 112879 148729 157230 157221 146681 136524 132111 125326 122716 116615 113719 110737 112093 143565 149946 149147 134339 122683 115614 116566 111272 104609 101802 94542 93051 124129 130374 123946 114971 105531 104919 104782 101281 94545 93248 84031 87486 115867

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

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.086173	-0.597	0.276648
2	0.153598	1.0642	0.146291
3	-0.18619	-1.29	0.101622
4	0.044582	0.3089	0.379377
5	-0.254278	-1.7617	0.042245
6	0.018436	0.1277	0.449448
7	0.049623	0.3438	0.36625
8	-0.000173	-0.0012	0.499523
9	0.057174	0.3961	0.346888
10	-0.052966	-0.367	0.357631
11	0.222687	1.5428	0.064721
12	-0.252395	-1.7486	0.043373
13	-0.003098	-0.0215	0.491483
14	-0.007742	-0.0536	0.478723
15	-0.045221	-0.3133	0.377705
16	-0.241797	-1.6752	0.050197
17	0.02419	0.1676	0.433802
18	-0.009118	-0.0632	0.474947
19	-0.02246	-0.1556	0.438499
20	0.042498	0.2944	0.384847
21	0.004723	0.0327	0.487017
22	0.160194	1.1099	0.136295
23	-0.093167	-0.6455	0.260846
24	0.028117	0.1948	0.423186
25	-0.047466	-0.3289	0.371848
26	0.046718	0.3237	0.373797
27	-0.086261	-0.5976	0.276446
28	0.063159	0.4376	0.331827
29	0.020953	0.1452	0.442594
30	-0.004042	-0.028	0.488887
31	0.090332	0.6258	0.267193
32	0.087129	0.6036	0.274461
33	0.055457	0.3842	0.351258
34	-0.115653	-0.8013	0.213462
35	-0.044185	-0.3061	0.380417
36	-0.096516	-0.6687	0.25345

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.086173	-0.597	0.276648
2	0.147266	1.0203	0.156354
3	-0.16705	-1.1574	0.126427
4	0.000372	0.0026	0.498977
5	-0.213242	-1.4774	0.073052
6	-0.045461	-0.315	0.377078
7	0.122816	0.8509	0.199527
8	-0.071026	-0.4921	0.312451
9	0.043224	0.2995	0.382938
10	-0.076457	-0.5297	0.299378
11	0.21064	1.4594	0.07549
12	-0.197033	-1.3651	0.089296
13	-0.114891	-0.796	0.214978
14	0.156553	1.0846	0.141751
15	-0.177389	-1.229	0.112534
16	-0.209046	-1.4483	0.077016
17	-0.043101	-0.2986	0.383262
18	-0.047895	-0.3318	0.370733
19	-0.024126	-0.1671	0.433977
20	-0.048713	-0.3375	0.368608
21	-0.070704	-0.4899	0.313236
22	0.13672	0.9472	0.174134
23	0.00533	0.0369	0.485348
24	-0.073592	-0.5099	0.306242
25	-0.04984	-0.3453	0.365688
26	0.110053	0.7625	0.224755
27	0.035253	0.2442	0.404044
28	-0.17561	-1.2167	0.114841
29	0.032432	0.2247	0.411586
30	0.043717	0.3029	0.381644
31	0.033514	0.2322	0.408689
32	0.070245	0.4867	0.314354
33	-0.082742	-0.5733	0.284574
34	-0.020525	-0.1422	0.443759
35	-0.017501	-0.1212	0.452
36	-0.129602	-0.8979	0.186858

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228477666gkbgqr8xe6o8pfl/10mw91228477530.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228477666gkbgqr8xe6o8pfl/10mw91228477530.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228477666gkbgqr8xe6o8pfl/2ketw1228477530.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228477666gkbgqr8xe6o8pfl/2ketw1228477530.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; 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')

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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