Autocorr werkloosheid

*Unverified author*

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Wed, 10 Dec 2008 05:54:48 -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/10/t12289137306h2r49iogcwloml.htm/, Retrieved Wed, 10 Dec 2008 12:55:32 +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/10/t12289137306h2r49iogcwloml.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 «

6.4 6.8 7.5 7.5 7.6 7.6 7.4 7.3 7.1 6.9 6.8 7.5 7.6 7.8 8 8.1 8.2 8.3 8.2 8 7.9 7.6 7.6 8.2 8.3 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

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 0.864469 7.97 0 2 0.669979 6.1769 0 3 0.512866 4.7284 4e-06 4 0.438725 4.0448 5.7e-05 5 0.45136 4.1613 3.8e-05 6 0.476333 4.3916 1.6e-05 7 0.451058 4.1586 3.8e-05 8 0.401481 3.7015 0.00019 9 0.364602 3.3615 0.000582 10 0.351263 3.2385 0.000857 11 0.351213 3.238 0.000859 12 0.342337 3.1562 0.001106 13 0.241878 2.23 0.014191 14 0.12253 1.1297 0.130897 15 0.019407 0.1789 0.429211 16 -0.020265 -0.1868 0.426118 17 -0.011518 -0.1062 0.45784 18 0.003593 0.0331 0.486827 19 -0.012626 -0.1164 0.453803 20 -0.047547 -0.4384 0.331119 21 -0.073268 -0.6755 0.250597 22 -0.087758 -0.8091 0.21036 23 -0.098823 -0.9111 0.18241 24 -0.101407 -0.9349 0.176238 25 -0.159133 -1.4671 0.073015 26 -0.223613 -2.0616 0.02115 27 -0.278964 -2.5719 0.005926 28 -0.297745 -2.7451 0.00369 29 -0.283772 -2.6162 0.00526 30 -0.252219 -2.3253 0.011218 31 -0.22703 -2.0931 0.01966 32 -0.225223 -2.0764 0.020436 33 -0.250353 -2.3081 0.01171 34 -0.29086 -2.6816 0.004401 35 -0.323334 -2.981 0.001873 36 -0.302378 -2.7878 0.003273 37 -0.289542 -2.6694 0.00455 38 -0.268312 -2.4737 0.007681 39 -0.272163 -2.5092 0.006999 40 -0.280376 -2.5849 0.005723 41 -0.290692 -2.68 0.004419 42 -0.302908 -2.7927 0.003228 43 -0.32621 -3.0075 0.001732 44 -0.344055 -3.172 0.001053 45 -0.344336 -3.1746 0.001045 46 -0.327584 -3.0202 0.001668 47 -0.288846 -2.663 0.004631 48 -0.220623 -2.034 0.022533 49 -0.186493 -1.7194 0.044592 50 -0.174593 -1.6097 0.055589 51 -0.200703 -1.8504 0.033866 52 -0.230196 -2.1223 0.018361 53 -0.242109 -2.2321 0.014118 54 -0.223414 -2.0598 0.02124 55 -0.19798 -1.8253 0.035735 56 -0.166427 -1.5344 0.064325 57 -0.127978 -1.1799 0.120666 58 -0.096094 -0.8859 0.189074 59 -0.060884 -0.5613 0.288027 60 -0.016201 -0.1494 0.440811 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 0.864469 7.97 0 2 -0.30601 -2.8213 0.002977 3 0.091657 0.845 0.200232 4 0.178018 1.6412 0.052221 5 0.210168 1.9377 0.027993 6 -0.011933 -0.11 0.456327 7 -0.098337 -0.9066 0.183585 8 0.080865 0.7455 0.229001 9 0.102194 0.9422 0.174386 10 0.015982 0.1473 0.441604 11 -0.027411 -0.2527 0.400547 12 -0.004619 -0.0426 0.483066 13 -0.340063 -3.1352 0.001179 14 0.020709 0.1909 0.42452 15 -0.100506 -0.9266 0.178374 16 0.061985 0.5715 0.284595 17 -0.097412 -0.8981 0.185836 18 -0.019688 -0.1815 0.428198 19 -0.013811 -0.1273 0.449488 20 0.035016 0.3228 0.373807 21 0.03681 0.3394 0.367582 22 -0.043102 -0.3974 0.34604 23 -0.015968 -0.1472 0.441656 24 0.04839 0.4461 0.328317 25 -0.151952 -1.4009 0.082438 26 0.001003 0.0092 0.496323 27 -0.059867 -0.5519 0.291216 28 -0.024366 -0.2246 0.411396 29 -0.044996 -0.4148 0.33965 30 0.016374 0.151 0.440183 31 0.061617 0.5681 0.285739 32 -0.057641 -0.5314 0.298256 33 -0.109803 -1.0123 0.157126 34 -0.05954 -0.5489 0.292244 35 0.028598 0.2637 0.39634 36 0.125354 1.1557 0.12552 37 -0.103635 -0.9555 0.171026 38 0.053668 0.4948 0.31101 39 -0.077964 -0.7188 0.237119 40 0.019513 0.1799 0.42883 41 -0.117502 -1.0833 0.140867 42 -0.115094 -1.0611 0.145821 43 -0.138429 -1.2763 0.102671 44 -0.006195 -0.0571 0.477292 45 0.01887 0.174 0.43115 46 0.035727 0.3294 0.371336 47 0.086789 0.8002 0.212925 48 0.032552 0.3001 0.382411 49 -0.047138 -0.4346 0.332481 50 -0.023279 -0.2146 0.415287 51 -0.014399 -0.1328 0.447352 52 -0.047977 -0.4423 0.32969 53 -0.046796 -0.4314 0.333622 54 -0.004554 -0.042 0.483303 55 -0.013775 -0.127 0.449621 56 0.0317 0.2923 0.385399 57 0.015882 0.1464 0.441966 58 -0.048505 -0.4472 0.327935 59 0.028829 0.2658 0.395523 60 -0.043945 -0.4051 0.343193

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t12289137306h2r49iogcwloml/1jdac1228913687.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t12289137306h2r49iogcwloml/1jdac1228913687.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t12289137306h2r49iogcwloml/27oxp1228913687.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t12289137306h2r49iogcwloml/27oxp1228913687.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

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

• personalize online software applications according to your needs
• enforce strict security rules with respect to the data that you upload (e.g. statistical data)
• manage user sessions of online applications
• alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by