Home » date » 2008 » Dec » 10 »

ACF werkloosheid laatste 20 jaar bij D=1 en 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: Wed, 10 Dec 2008 14:11:19 -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/t122894352255kmbzoofjezwu7.htm/, Retrieved Wed, 10 Dec 2008 21:12:05 +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/t122894352255kmbzoofjezwu7.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 «

451 450 444 429 421 400 389 384 432 446 431 423 416 416 413 399 386 374 365 365 418 428 424 421 417 423 423 419 406 398 390 391 444 460 455 456 452 459 461 451 443 439 430 436 488 506 502 501 501 515 521 520 512 509 505 511 570 592 594 586 586 592 594 586 572 563 555 554 601 622 617 606 595 599 600 592 575 567 555 555 608 631 629 624 610 616 621 604 584 574 555 545 599 620 608 590 579 580 579 572 560 551 537 541 588 607 599 578 563 566 561 554 540 526 512 505 554 584 569 540 522 526 527 516 503 489 479 475 524 552 532 511 492 492 493 481 462 457 442 439 488 521 501 485 464 460 467 460 448 443 436 431 484 510 513 503 471 471 476 475 470 461 455 456 517 525 523 519 509 512 519 517 510 509 501 507 569 580 578 565 547 555 562 561 555 544 537 543 594 611 613 611 594 595 591 589 584 573 567 569 621 629 628 612 595 597 593 590 580 574 573 573 620 626 620 588 566 557 561 549 532 526 511 499 555 565 542 527 510 514 517 508 493 490 469 478 528 534 518 506 502

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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.059207	0.894	0.186129
2	0.064004	0.9664	0.167426
3	0.134743	2.0346	0.021526
4	0.136494	2.061	0.020218
5	0.11221	1.6943	0.045783
6	0.103247	1.559	0.060191
7	0.052061	0.7861	0.216313
8	0.069507	1.0495	0.147523
9	0.065096	0.9829	0.163343
10	-0.035495	-0.536	0.296255
11	0.027553	0.416	0.338886
12	-0.250591	-3.7838	9.9e-05
13	0.015239	0.2301	0.409106
14	0.114428	1.7278	0.042687
15	-0.010686	-0.1614	0.435979
16	-0.062056	-0.937	0.17487
17	-0.003729	-0.0563	0.477576
18	0.018261	0.2757	0.391502
19	0.00165	0.0249	0.490072
20	0.058971	0.8904	0.187082
21	0.065587	0.9903	0.161527
22	0.049403	0.746	0.228229
23	0.182091	2.7495	0.003223
24	-0.039391	-0.5948	0.276287
25	-0.038908	-0.5875	0.278724
26	-0.02819	-0.4257	0.335377
27	0.061613	0.9303	0.176592
28	0.023417	0.3536	0.361987
29	0.113337	1.7114	0.044188
30	-0.069541	-1.0501	0.147403
31	-0.032007	-0.4833	0.314673
32	0.026319	0.3974	0.345719
33	-0.095158	-1.4369	0.076064
34	-0.072476	-1.0944	0.137475
35	-0.099694	-1.5053	0.06681
36	-0.038606	-0.5829	0.280255
37	0.014302	0.216	0.414606
38	0.023673	0.3574	0.360544
39	-0.223579	-3.376	0.000432
40	-0.092164	-1.3916	0.082693
41	-0.035859	-0.5415	0.294358
42	-0.042747	-0.6455	0.259636
43	0.041406	0.6252	0.266229
44	-0.118945	-1.796	0.036907
45	-0.068833	-1.0394	0.14987
46	-0.013071	-0.1974	0.42186
47	-0.066472	-1.0037	0.158293
48	-0.064378	-0.9721	0.16602
49	-0.078068	-1.1788	0.119854
50	-0.022488	-0.3396	0.367249
51	0.051825	0.7825	0.217357
52	0.017917	0.2705	0.393495
53	-0.185329	-2.7984	0.002788
54	-0.014888	-0.2248	0.411168
55	-0.073184	-1.105	0.135152
56	-0.033903	-0.5119	0.3046
57	-0.02504	-0.3781	0.352856
58	-0.022734	-0.3433	0.365852
59	-0.043211	-0.6525	0.257375
60	-0.036833	-0.5562	0.289323

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.059207	0.894	0.186129
2	0.060711	0.9167	0.18013
3	0.128511	1.9405	0.026777
4	0.121888	1.8405	0.0335
5	0.089837	1.3565	0.088139
6	0.070278	1.0612	0.144866
7	0.007246	0.1094	0.456485
8	0.022246	0.3359	0.368623
9	0.017048	0.2574	0.398546
10	-0.081325	-1.228	0.110361
11	-0.007231	-0.1092	0.456575
12	-0.29704	-4.4852	6e-06
13	0.013853	0.2092	0.417247
14	0.137696	2.0792	0.01936
15	0.052797	0.7972	0.213076
16	-1.9e-05	-3e-04	0.499887
17	0.01923	0.2904	0.385902
18	0.046503	0.7022	0.24164
19	0.008144	0.123	0.451119
20	0.07418	1.1201	0.131927
21	0.08857	1.3374	0.091217
22	-0.014988	-0.2263	0.41058
23	0.172452	2.604	0.00491
24	-0.179258	-2.7067	0.003655
25	-0.100208	-1.5131	0.065819
26	-0.049176	-0.7425	0.229262
27	0.024556	0.3708	0.355571
28	-0.027133	-0.4097	0.341207
29	0.128593	1.9417	0.026702
30	-0.046307	-0.6992	0.242562
31	-0.044759	-0.6758	0.249913
32	0.051032	0.7706	0.220881
33	-0.033489	-0.5057	0.306787
34	-0.103639	-1.5649	0.059495
35	-0.007927	-0.1197	0.452413
36	-0.106524	-1.6085	0.054557
37	-0.020427	-0.3084	0.379012
38	0.090019	1.3593	0.087703
39	-0.13516	-2.0409	0.021208
40	-0.100743	-1.5212	0.064799
41	0.070076	1.0581	0.14556
42	-0.033084	-0.4996	0.308933
43	0.055293	0.8349	0.202324
44	-0.037935	-0.5728	0.283672
45	-0.04584	-0.6922	0.244768
46	-0.079573	-1.2015	0.115398
47	0.017247	0.2604	0.397386
48	-0.026583	-0.4014	0.344251
49	-0.099556	-1.5033	0.067078
50	0.057267	0.8647	0.194053
51	0.002142	0.0323	0.487114
52	-0.050798	-0.767	0.221927
53	-0.037475	-0.5659	0.286024
54	0.036124	0.5455	0.292983
55	-0.056099	-0.8471	0.19892
56	0.007871	0.1189	0.452749
57	0.021654	0.327	0.371996
58	-0.03826	-0.5777	0.282016
59	-0.001129	-0.0171	0.493204
60	0.00157	0.0237	0.490553

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t122894352255kmbzoofjezwu7/1bwg61228943477.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t122894352255kmbzoofjezwu7/1bwg61228943477.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t122894352255kmbzoofjezwu7/2eak81228943477.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t122894352255kmbzoofjezwu7/2eak81228943477.ps (open in new window)

Parameters (Session):

par1 = 60 ; par2 = 1.1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1.1 ; par3 = 1 ; 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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