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ACF unemployment between 25 and -50

*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 04:58:57 -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/t12284784124kw82ka69nek51z.htm/, Retrieved Fri, 05 Dec 2008 12:00:14 +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/t12284784124kw82ka69nek51z.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 «

374556 375021 375787 372720 364431 370490 376974 377632 378205 370861 369167 371551 382842 381903 384502 392058 384359 388884 386586 387495 385705 378670 377367 376911 389827 387820 387267 380575 372402 376740 377795 376126 370804 367980 367866 366121 379421 378519 372423 355072 344693 342892 344178 337606 327103 323953 316532 306307 327225 329573 313761 307836 300074 304198 306122 300414 292133 290616 280244 285179 305486

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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.030779	0.2132	0.416022
2	0.017086	0.1184	0.453133
3	0.098619	0.6833	0.248865
4	0.088394	0.6124	0.271577
5	0.007472	0.0518	0.479465
6	0.029715	0.2059	0.418881
7	-0.002934	-0.0203	0.491932
8	0.142475	0.9871	0.164272
9	-0.068271	-0.473	0.319181
10	-0.172454	-1.1948	0.119018
11	0.108549	0.752	0.227847
12	-0.171346	-1.1871	0.120511
13	-0.203029	-1.4066	0.08299
14	0.012437	0.0862	0.465846
15	-0.010354	-0.0717	0.471555
16	-0.069798	-0.4836	0.315443
17	-0.052812	-0.3659	0.358028
18	0.040276	0.279	0.390707
19	0.089734	0.6217	0.268542
20	-0.019688	-0.1364	0.446038
21	-0.021843	-0.1513	0.440173
22	-0.018583	-0.1287	0.449048
23	0.107867	0.7473	0.229256
24	-0.174625	-1.2098	0.116133
25	-0.069082	-0.4786	0.317192
26	-0.031227	-0.2163	0.414818
27	-0.003913	-0.0271	0.489243
28	-0.074033	-0.5129	0.305181
29	0.027583	0.1911	0.424628
30	-0.058639	-0.4063	0.343177
31	-0.078826	-0.5461	0.293756
32	-0.155474	-1.0772	0.143398
33	-0.03749	-0.2597	0.398087
34	0.008591	0.0595	0.476392
35	-0.068642	-0.4756	0.31827
36	0.041914	0.2904	0.386386

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.030779	0.2132	0.416022
2	0.016154	0.1119	0.455678
3	0.097723	0.677	0.250814
4	0.083225	0.5766	0.283452
5	0.000275	0.0019	0.499244
6	0.017979	0.1246	0.450694
7	-0.021013	-0.1456	0.442431
8	0.13683	0.948	0.173943
9	-0.082378	-0.5707	0.285421
10	-0.18028	-1.249	0.108858
11	0.102327	0.7089	0.240894
12	-0.195802	-1.3566	0.090635
13	-0.166699	-1.1549	0.126919
14	0.042188	0.2923	0.385664
15	0.009964	0.069	0.472626
16	-0.030756	-0.2131	0.416083
17	-0.01007	-0.0698	0.472334
18	0.1197	0.8293	0.205518
19	0.058906	0.4081	0.342503
20	0.014709	0.1019	0.459627
21	0.055525	0.3847	0.351085
22	-0.157748	-1.0929	0.139943
23	0.091461	0.6337	0.264656
24	-0.193758	-1.3424	0.092891
25	-0.165572	-1.1471	0.12851
26	-0.098136	-0.6799	0.249916
27	-0.017263	-0.1196	0.452649
28	-0.013472	-0.0933	0.463012
29	0.033407	0.2314	0.408975
30	0.026416	0.183	0.427779
31	-0.029685	-0.2057	0.418962
32	-0.100204	-0.6942	0.245441
33	0.066725	0.4623	0.322982
34	-0.087603	-0.6069	0.273378
35	-0.041369	-0.2866	0.387821
36	0.074018	0.5128	0.305218

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284784124kw82ka69nek51z/1520j1228478336.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284784124kw82ka69nek51z/1520j1228478336.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284784124kw82ka69nek51z/26p981228478336.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284784124kw82ka69nek51z/26p981228478336.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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