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Eigen tijdreeks totaal werkzoekenden mannen ACF met aanpassing d = 2

*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 08:18:20 -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/t1228576770i4svtpu28b3xyn2.htm/, Retrieved Sat, 06 Dec 2008 15:19:30 +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/t1228576770i4svtpu28b3xyn2.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 «

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

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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.036719	-0.3672	0.357128
2	-0.195418	-1.9542	0.026736
3	-0.250068	-2.5007	0.00701
4	-0.237873	-2.3787	0.009636
5	0.04878	0.4878	0.313379
6	0.097692	0.9769	0.165483
7	0.127941	1.2794	0.101857
8	0.048773	0.4877	0.313405
9	0.024374	0.2437	0.403965
10	-0.0182	-0.182	0.427977
11	-0.036621	-0.3662	0.357491
12	-0.127865	-1.2787	0.101989
13	-0.085296	-0.853	0.197859
14	0.10365	1.0365	0.151235
15	0.10999	1.0999	0.137008
16	-0.012115	-0.1212	0.451907
17	0.012157	0.1216	0.451743
18	-0.146055	-1.4606	0.073637
19	0.012396	0.124	0.450799
20	0.116199	1.162	0.124003
21	0.078992	0.7899	0.215721
22	0.006167	0.0617	0.475473
23	-0.072879	-0.7288	0.233918
24	-0.207182	-2.0718	0.020428
25	-0.04251	-0.4251	0.335837
26	0.128261	1.2826	0.101298
27	0.177051	1.7705	0.039845
28	0.134111	1.3411	0.091462
29	-0.115953	-1.1595	0.124501
30	-0.207563	-2.0756	0.020247
31	-0.061066	-0.6107	0.271405
32	-0.02423	-0.2423	0.404521
33	0.183135	1.8313	0.035013
34	0.048831	0.4883	0.313198
35	-0.005818	-0.0582	0.476859
36	-0.042537	-0.4254	0.33574
37	-9e-05	-9e-04	0.499641
38	-0.012291	-0.1229	0.451213
39	-0.09768	-0.9768	0.165513
40	0.036253	0.3625	0.358861
41	-0.018519	-0.1852	0.426727
42	0.170671	1.7067	0.04549
43	0.079427	0.7943	0.21446
44	-0.103547	-1.0355	0.151473
45	-0.201256	-2.0126	0.023425
46	-0.116238	-1.1624	0.123924
47	0.170171	1.7017	0.045959
48	0.164191	1.6419	0.051875
49	0.017934	0.1793	0.429018
50	-0.042815	-0.4282	0.33473
51	-0.079168	-0.7917	0.21521
52	-0.060751	-0.6075	0.272443
53	0.012557	0.1256	0.450163
54	0.097697	0.977	0.165471
55	-0.006355	-0.0636	0.474727
56	-0.000381	-0.0038	0.498485
57	-0.000383	-0.0038	0.498476
58	-0.055033	-0.5503	0.29166
59	-0.048814	-0.4881	0.313258
60	0.067187	0.6719	0.251607

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.036719	-0.3672	0.357128
2	-0.197032	-1.9703	0.025783
3	-0.277005	-2.7701	0.003341
4	-0.353822	-3.5382	0.000306
5	-0.184108	-1.8411	0.034287
6	-0.193025	-1.9302	0.028205
7	-0.128892	-1.2889	0.100199
8	-0.121454	-1.2145	0.113701
9	-0.014878	-0.1488	0.441015
10	0.023721	0.2372	0.406491
11	0.067983	0.6798	0.24909
12	-0.052721	-0.5272	0.299608
13	-0.084557	-0.8456	0.199905
14	0.033212	0.3321	0.370245
15	0.035184	0.3518	0.362849
16	-0.096078	-0.9608	0.169491
17	-0.013898	-0.139	0.444873
18	-0.16063	-1.6063	0.05568
19	-0.044846	-0.4485	0.327395
20	0.045084	0.4508	0.32654
21	0.09678	0.9678	0.167739
22	0.088815	0.8881	0.188296
23	0.122548	1.2255	0.111637
24	-0.107028	-1.0703	0.143536
25	-0.095445	-0.9545	0.171078
26	-0.026771	-0.2677	0.394738
27	0.069429	0.6943	0.244556
28	0.106025	1.0603	0.145791
29	-0.005215	-0.0521	0.479258
30	-0.121757	-1.2176	0.113126
31	-0.034947	-0.3495	0.363737
32	-0.07682	-0.7682	0.222089
33	0.131817	1.3182	0.095229
34	-0.019684	-0.1968	0.422175
35	-0.009626	-0.0963	0.461754
36	-0.120626	-1.2063	0.115281
37	-0.024588	-0.2459	0.40314
38	-0.001272	-0.0127	0.494938
39	-0.021874	-0.2187	0.413647
40	0.030209	0.3021	0.381605
41	-0.077735	-0.7773	0.219394
42	0.028187	0.2819	0.389313
43	0.083392	0.8339	0.203155
44	0.069478	0.6948	0.244402
45	-0.067029	-0.6703	0.25211
46	-0.126138	-1.2614	0.105053
47	-0.010514	-0.1051	0.458238
48	-0.076678	-0.7668	0.222509
49	-0.08179	-0.8179	0.207681
50	-0.020374	-0.2037	0.419483
51	0.087593	0.8759	0.191584
52	0.035097	0.351	0.363176
53	0.004664	0.0466	0.481447
54	0.061369	0.6137	0.270405
55	0.051248	0.5125	0.304722
56	0.088815	0.8881	0.188296
57	0.054469	0.5447	0.29359
58	-0.043616	-0.4362	0.331831
59	-0.154754	-1.5475	0.062446
60	0.015228	0.1523	0.439635

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228576770i4svtpu28b3xyn2/1qrhf1228576694.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228576770i4svtpu28b3xyn2/1qrhf1228576694.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228576770i4svtpu28b3xyn2/2bgwb1228576694.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228576770i4svtpu28b3xyn2/2bgwb1228576694.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 = 2 ; 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')

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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