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Eigen tijdreeks totaal werkzoekenden ACF met aanpassing 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: Sat, 06 Dec 2008 08:15:38 -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/t1228576594clp721r7qexl50p.htm/, Retrieved Sat, 06 Dec 2008 15:16:36 +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/t1228576594clp721r7qexl50p.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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4332834.35441.6e-05
20.1359181.3660.087492
3-0.12447-1.25090.106928
4-0.036005-0.36180.359111
50.1101221.10670.135524
60.2556722.56950.005823
70.269612.70950.003958
80.2421752.43380.008348
90.2572652.58550.005576
100.0915140.91970.17996
110.0198230.19920.421245
12-0.138648-1.39340.083279
13-0.028343-0.28480.388172
140.1469031.47640.07148
150.2100692.11120.018613
160.1293691.30010.098256
170.0503980.50650.306806
180.0078270.07870.468729
19-0.028618-0.28760.38712
20-0.043799-0.44020.330374
21-0.118373-1.18960.11849
22-0.097156-0.97640.165598
230.0047160.04740.481147
240.0780450.78430.217338
250.027040.27180.393183
260.0633940.63710.262751
27-0.081671-0.82080.20685
28-0.117539-1.18130.120137
29-0.147281-1.48020.070972
30-0.199439-2.00430.023856
31-0.046608-0.46840.320251
320.0765260.76910.221821
330.2354832.36660.00993
340.1256641.26290.104766
35-0.107913-1.08450.140361
36-0.319649-3.21240.000883
37-0.181379-1.82280.035644
38-0.043108-0.43320.332886
390.0873060.87740.191171
400.1382191.38910.083931
410.0429590.43170.333426
42-0.059003-0.5930.277261
43-0.117288-1.17870.120639
44-0.196834-1.97820.025317
45-0.203583-2.0460.021678
46-0.094432-0.9490.172436
470.0281260.28270.389008
480.0985720.99060.162116
490.0464140.46650.320947
50-0.047692-0.47930.31638
51-0.131636-1.32290.094424
52-0.160224-1.61020.055234
53-0.175983-1.76860.039989
54-0.069138-0.69480.24438
55-0.063057-0.63370.26385
56-0.077662-0.78050.218462
57-0.033452-0.33620.368712
58-0.127559-1.2820.101397
59-0.120325-1.20920.114695
60-0.12765-1.28290.101237


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4332834.35441.6e-05
2-0.063791-0.64110.261456
3-0.19714-1.98120.025142
40.1305921.31240.096174
50.1416941.4240.078763
60.1407371.41440.080162
70.1088951.09440.138196
80.1311581.31810.095223
90.2167622.17840.01585
10-0.075425-0.7580.225105
11-0.014303-0.14370.442995
12-0.171408-1.72260.044008
130.0112070.11260.455275
140.1045621.05080.147922
15-0.072133-0.72490.235085
16-0.055399-0.55670.289465
170.0478810.48120.31571
180.0441020.44320.329276
19-0.03457-0.34740.364497
20-0.081941-0.82350.206084
21-0.094775-0.95250.171566
22-0.074272-0.74640.228573
230.0110910.11150.455734
24-0.025757-0.25890.398137
25-0.074693-0.75070.227304
260.2145862.15660.016706
27-0.067957-0.6830.248099
28-0.064364-0.64690.259597
29-0.021843-0.21950.413343
30-0.159787-1.60580.055716
310.1391121.39810.082579
320.034950.35120.363068
330.174551.75420.041214
340.0257180.25850.398288
35-0.174647-1.75520.04113
36-0.0322-0.32360.373454
370.0492860.49530.310727
380.0196280.19730.422012
39-0.001713-0.01720.493148
40-0.014985-0.15060.440295
41-0.001617-0.01630.493533
42-0.147262-1.480.070998
430.0048710.0490.480525
44-0.09376-0.94230.174149
45-0.031025-0.31180.377918
460.0352290.3540.36202
47-0.088404-0.88850.188204
480.0039390.03960.484251
490.0022450.02260.491021
500.0802290.80630.210985
510.0207320.20840.417685
52-0.160205-1.610.055255
53-0.003335-0.03350.486666
540.0475330.47770.316948
55-0.106812-1.07350.142813
56-0.075141-0.75520.225956
57-0.051039-0.51290.304558
58-0.081633-0.82040.206961
590.009370.09420.462582
60-0.022873-0.22990.40933
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228576594clp721r7qexl50p/1bk8k1228576536.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228576594clp721r7qexl50p/1bk8k1228576536.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228576594clp721r7qexl50p/2t7bq1228576536.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228576594clp721r7qexl50p/2t7bq1228576536.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 = 1 ; 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')
 




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