Eigen tijdreeks ACF totaal werkzoekenden zonder aanpassingen

*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: Sat, 06 Dec 2008 07:52:29 -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/06/t1228575200b9s0g9zis3ttwf0.htm/, Retrieved Sat, 06 Dec 2008 14:53:22 +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/06/t1228575200b9s0g9zis3ttwf0.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 «

7,4 7,2 7,1 6,9 6,8 6,8 6,8 6,9 6,7 6,6 6,5 6,4 6,3 6,3 6,3 6,5 6,6 6,5 6,4 6,5 6,7 7,1 7,1 7,2 7,2 7,3 7,3 7,3 7,3 7,4 7,6 7,6 7,6 7,7 7,8 7,9 8,1 8,1 8,1 8,2 8,2 8,2 8,2 8,2 8,2 8,3 8,3 8,4 8,4 8,4 8,3 8 8 8,2 8,6 8,7 8,7 8,5 8,4 8,4 8,4 8,5 8,5 8,5 8,5 8,5 8,4 8,4 8,4 8,5 8,6 8,6 8,6 8,6 8,5 8,4 8,4 8,3 8,2 8,1 8,2 8,1 8 7,9 7,8 7,7 7,7 7,9 7,8 7,6 7,4 7,3 7,1 7,1 7 7 7 6,9 6,8 6,7 6,6 6,6

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 0.976294 9.8601 0 2 0.940605 9.4996 0 3 0.902898 9.1188 0 4 0.869293 8.7794 0 5 0.838073 8.4641 0 6 0.806055 8.1408 0 7 0.767613 7.7525 0 8 0.722868 7.3006 0 9 0.673049 6.7975 0 10 0.616322 6.2245 0 11 0.560814 5.6639 0 12 0.506408 5.1145 1e-06 13 0.459093 4.6366 5e-06 14 0.416604 4.2075 2.8e-05 15 0.372582 3.7629 0.00014 16 0.320485 3.2367 0.000816 17 0.265755 2.684 0.004245 18 0.211391 2.1349 0.01758 19 0.158496 1.6007 0.056264 20 0.108958 1.1004 0.136869 21 0.06363 0.6426 0.260954 22 0.025318 0.2557 0.399349 23 -0.012378 -0.125 0.450379 24 -0.047635 -0.4811 0.315741 25 -0.082773 -0.836 0.202563 26 -0.116022 -1.1718 0.12201 27 -0.150739 -1.5224 0.065503 28 -0.1813 -1.831 0.035007 29 -0.206788 -2.0885 0.019623 30 -0.227936 -2.302 0.011683 31 -0.242974 -2.4539 0.007913 32 -0.256728 -2.5928 0.005458 33 -0.274271 -2.77 0.003331 34 -0.299154 -3.0213 0.001591 35 -0.326671 -3.2992 0.000668 36 -0.350949 -3.5444 0.000298 37 -0.364228 -3.6785 0.000188 38 -0.372919 -3.7663 0.000139 39 -0.380509 -3.843 0.000106 40 -0.389815 -3.9369 7.6e-05 41 -0.402608 -4.0661 4.7e-05 42 -0.418456 -4.2262 2.6e-05 43 -0.432836 -4.3714 1.5e-05 44 -0.44428 -4.487 1e-05 45 -0.448815 -4.5328 8e-06 46 -0.443818 -4.4823 1e-05 47 -0.436436 -4.4078 1.3e-05 48 -0.431256 -4.3555 1.6e-05 49 -0.43646 -4.408 1.3e-05 50 -0.446856 -4.513 9e-06 51 -0.456638 -4.6118 6e-06 52 -0.458712 -4.6328 5e-06 53 -0.454794 -4.5932 6e-06 54 -0.445501 -4.4993 9e-06 55 -0.432614 -4.3692 1.5e-05 56 -0.419726 -4.239 2.5e-05 57 -0.405003 -4.0903 4.3e-05 58 -0.392472 -3.9638 6.9e-05 59 -0.377307 -3.8106 0.000119 60 -0.359205 -3.6278 0.000224 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 0.976294 9.8601 0 2 -0.267746 -2.7041 0.004013 3 0.00269 0.0272 0.489191 4 0.080045 0.8084 0.210365 5 -0.012894 -0.1302 0.448323 6 -0.055298 -0.5585 0.28887 7 -0.144085 -1.4552 0.074344 8 -0.093815 -0.9475 0.172815 9 -0.089308 -0.902 0.184599 10 -0.175137 -1.7688 0.039958 11 0.036338 0.367 0.35719 12 -0.050091 -0.5059 0.307011 13 0.113267 1.1439 0.127663 14 0.037268 0.3764 0.353706 15 -0.082026 -0.8284 0.204684 16 -0.138446 -1.3982 0.082537 17 0.005466 0.0552 0.478041 18 -0.023246 -0.2348 0.407427 19 -0.069454 -0.7014 0.242311 20 -0.038379 -0.3876 0.349558 21 0.030978 0.3129 0.377511 22 0.090308 0.9121 0.181942 23 -0.069923 -0.7062 0.240841 24 0.063048 0.6368 0.262857 25 0.010485 0.1059 0.457936 26 0.00184 0.0186 0.492606 27 -0.117529 -1.187 0.118996 28 -0.000668 -0.0067 0.497315 29 0.004601 0.0465 0.481513 30 -0.003254 -0.0329 0.486924 31 0.074627 0.7537 0.226384 32 -0.036896 -0.3726 0.355099 33 -0.132469 -1.3379 0.091957 34 -0.126979 -1.2824 0.1013 35 -0.06758 -0.6825 0.248228 36 0.015242 0.1539 0.438981 37 0.097349 0.9832 0.163922 38 -0.034017 -0.3436 0.365945 39 -0.044438 -0.4488 0.327264 40 -0.046108 -0.4657 0.321222 41 -0.037483 -0.3786 0.3529 42 -0.033626 -0.3396 0.367426 43 0.012815 0.1294 0.448637 44 -0.032092 -0.3241 0.373258 45 0.070529 0.7123 0.238951 46 0.051656 0.5217 0.301505 47 -0.035659 -0.3601 0.359745 48 -0.038725 -0.3911 0.348269 49 -0.145754 -1.472 0.072044 50 -0.043522 -0.4396 0.330596 51 -0.049237 -0.4973 0.310034 52 0.030456 0.3076 0.379511 53 0.009314 0.0941 0.462621 54 0.033503 0.3384 0.367894 55 0.064482 0.6512 0.258178 56 0.026035 0.2629 0.396564 57 0.072517 0.7324 0.232805 58 -0.036626 -0.3699 0.356109 59 0.03823 0.3861 0.350113 60 -0.011046 -0.1116 0.455695

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575200b9s0g9zis3ttwf0/1byod1228575147.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575200b9s0g9zis3ttwf0/1byod1228575147.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575200b9s0g9zis3ttwf0/2kolf1228575147.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575200b9s0g9zis3ttwf0/2kolf1228575147.ps (open in new window)

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; 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')

Copyright

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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