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ARMA processing Q4 werkloosheid

*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: Tue, 09 Dec 2008 02:20:47 -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/09/t12288144866mjbpjnljuj88zc.htm/, Retrieved Tue, 09 Dec 2008 09:21:28 +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/09/t12288144866mjbpjnljuj88zc.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:

(P)ACF

Dataseries X:

» Textbox « » Textfile « » CSV «

8.4 8.4 8.4 8.6 8.9 8.8 8.3 7.5 7.2 7.5 8.8 9.3 9.3 8.7 8.2 8.3 8.5 8.6 8.6 8.2 8.1 8 8.6 8.7 8.8 8.5 8.4 8.5 8.7 8.7 8.6 8.5 8.3 8.1 8.2 8.1 8.1 7.9 7.9 7.9 8 8 7.9 8 7.7 7.2 7.5 7.3 7 7 7 7.2 7.3 7.1 6.8 6.6 6.2 6.2 6.8 6.9 6.8

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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.041267	-0.2829	0.389243
2	-0.097296	-0.667	0.254007
3	-0.182648	-1.2522	0.108351
4	-0.399355	-2.7378	0.004353
5	0.081822	0.5609	0.28875
6	0.135853	0.9314	0.178214
7	0.024921	0.1708	0.432538
8	0.156532	1.0731	0.144346
9	-0.177195	-1.2148	0.115257
10	-0.102383	-0.7019	0.2431
11	0.191499	1.3129	0.097804
12	-0.033052	-0.2266	0.41086
13	0.104543	0.7167	0.238551
14	-0.024031	-0.1648	0.434923
15	-0.076792	-0.5265	0.300522
16	-0.024329	-0.1668	0.434126
17	-0.151143	-1.0362	0.152709
18	0.137834	0.9449	0.174761
19	-0.07303	-0.5007	0.309471
20	0.105293	0.7218	0.236982
21	0.010061	0.069	0.472651
22	-0.037028	-0.2538	0.40036
23	0.022073	0.1513	0.440185
24	-0.077224	-0.5294	0.299503
25	-0.018216	-0.1249	0.450573
26	0.19963	1.3686	0.088817
27	-0.075295	-0.5162	0.304069
28	-0.022813	-0.1564	0.438194
29	-0.099748	-0.6838	0.248718
30	-0.182853	-1.2536	0.108098
31	0.160422	1.0998	0.138511
32	0.090257	0.6188	0.269528
33	0.098318	0.674	0.251796
34	0.078567	0.5386	0.296342
35	-0.152964	-1.0487	0.149847
36	-0.118747	-0.8141	0.209851

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.041267	-0.2829	0.389243
2	-0.099168	-0.6799	0.249963
3	-0.193382	-1.3258	0.095664
4	-0.451517	-3.0954	0.001654
5	-0.062995	-0.4319	0.333905
6	-0.0099	-0.0679	0.473087
7	-0.160543	-1.1006	0.138332
8	-0.021304	-0.1461	0.442252
9	-0.168548	-1.1555	0.126862
10	-0.131012	-0.8982	0.186835
11	0.151238	1.0368	0.152559
12	-0.006488	-0.0445	0.482356
13	-0.001005	-0.0069	0.497267
14	-0.003435	-0.0235	0.490657
15	0.139208	0.9544	0.172392
16	-0.008858	-0.0607	0.475917
17	-0.159537	-1.0937	0.139824
18	0.146365	1.0034	0.160396
19	-0.207506	-1.4226	0.080729
20	0.092593	0.6348	0.264324
21	-0.075891	-0.5203	0.302655
22	-0.032759	-0.2246	0.411639
23	-0.046676	-0.32	0.375195
24	-0.084816	-0.5815	0.281852
25	0.001388	0.0095	0.496225
26	0.112603	0.772	0.222
27	-0.009493	-0.0651	0.474194
28	-0.023089	-0.1583	0.437454
29	-0.158716	-1.0881	0.141049
30	-0.029288	-0.2008	0.420865
31	-0.01454	-0.0997	0.460511
32	0.03383	0.2319	0.4088
33	-0.021625	-0.1483	0.441388
34	-0.030064	-0.2061	0.418798
35	0.104102	0.7137	0.239475
36	-0.12663	-0.8681	0.194867

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t12288144866mjbpjnljuj88zc/1glls1228814445.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t12288144866mjbpjnljuj88zc/1glls1228814445.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t12288144866mjbpjnljuj88zc/25qcv1228814445.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t12288144866mjbpjnljuj88zc/25qcv1228814445.ps (open in new window)

Parameters (Session):

par1 = 36 ; par2 = 0.8 ; par3 = 2 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 0.8 ; par3 = 2 ; 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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