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(Partial) Autocorrelation voor het aantal mannelijke werklozen in het Vlaamse Gewest

*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: Thu, 11 Dec 2008 07:56:15 -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/11/t1229007525i8o0mebxjv642do.htm/, Retrieved Thu, 11 Dec 2008 14:58:46 +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/11/t1229007525i8o0mebxjv642do.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)

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

93803 90684 87251 83606 79695 75858 89756 98707 89871 84625 81979 84525 85826 82652 81514 77360 74095 71637 84186 92713 81321 76536 73038 74940 74654 71999 68611 67430 65460 63421 76226 84540 74255 70680 67409 67938 70051 68043 67383 67028 65478 65133 78443 85418 84786 83684 80369 82361 83071 81881 80767 78375 76381 76068 94619 99126 93632 91541 90445 91621 93856 91738 89952 89365 87146 88689 108165 113374 106099 103235 98857 101107 102700 101477 99639 96622 94697 95093 112885 121162 113624 111632 106707 108827 108413 106249 104861 102382 100320 100228 117089 121523 114948 112831 107605 108928 101993 102850 99925 101536 99450 98305 110159 109483 106810 96279 91982 90276 90999 86622 83117 80367 77550 77443 92844 92175 84822 81632 78872 81485

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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.912429	9.9952	0
2	0.791481	8.6702	0
3	0.726132	7.9544	0
4	0.709303	7.77	0
5	0.717388	7.8586	0
6	0.711726	7.7966	0
7	0.683262	7.4848	0
8	0.637767	6.9864	0
9	0.617063	6.7596	0
10	0.635338	6.9598	0
11	0.705012	7.723	0
12	0.737791	8.0821	0
13	0.631352	6.9161	0
14	0.498769	5.4637	0
15	0.417802	4.5768	6e-06
16	0.382718	4.1925	2.7e-05
17	0.370619	4.0599	4.4e-05
18	0.350028	3.8344	0.000101
19	0.312972	3.4284	0.000416
20	0.263907	2.891	0.00228
21	0.236417	2.5898	0.005395
22	0.238993	2.618	0.004991
23	0.290315	3.1802	0.000936
24	0.305775	3.3496	0.000541
25	0.202875	2.2224	0.014066
26	0.080674	0.8837	0.189302
27	0.00689	0.0755	0.46998
28	-0.02542	-0.2785	0.390568
29	-0.032373	-0.3546	0.361746
30	-0.046467	-0.509	0.305837
31	-0.0802	-0.8785	0.190701
32	-0.124851	-1.3677	0.086985
33	-0.148249	-1.624	0.053501
34	-0.140758	-1.5419	0.062862
35	-0.087357	-0.9569	0.170258
36	-0.069836	-0.765	0.222881
37	-0.155891	-1.7077	0.045139
38	-0.253861	-2.7809	0.003148
39	-0.311624	-3.4137	0.000437
40	-0.330056	-3.6156	0.00022
41	-0.324424	-3.5539	0.000272
42	-0.326313	-3.5746	0.000253
43	-0.346002	-3.7903	0.000118
44	-0.375768	-4.1163	3.5e-05
45	-0.386676	-4.2358	2.2e-05
46	-0.367747	-4.0285	4.9e-05
47	-0.308054	-3.3746	0.000498
48	-0.280842	-3.0765	0.001298
49	-0.345738	-3.7874	0.00012
50	-0.415412	-4.5506	6e-06
51	-0.44858	-4.9139	1e-06
52	-0.446001	-4.8857	2e-06
53	-0.423493	-4.6391	4e-06
54	-0.405107	-4.4377	1e-05
55	-0.40688	-4.4571	9e-06
56	-0.417498	-4.5735	6e-06
57	-0.41355	-4.5302	7e-06
58	-0.385348	-4.2213	2.4e-05
59	-0.322201	-3.5295	0.000296
60	-0.287255	-3.1467	0.001041

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.912429	9.9952	0
2	-0.245095	-2.6849	0.004141
3	0.321405	3.5208	0.000305
4	0.119718	1.3114	0.096105
5	0.176419	1.9326	0.027823
6	-0.015167	-0.1661	0.434163
7	0.02337	0.256	0.399194
8	-0.068786	-0.7535	0.226308
9	0.172221	1.8866	0.030816
10	0.114957	1.2593	0.105186
11	0.408815	4.4783	9e-06
12	-0.240979	-2.6398	0.004699
13	-0.667116	-7.3079	0
14	0.005403	0.0592	0.476451
15	-0.089913	-0.985	0.163315
16	-0.14366	-1.5737	0.059093
17	-0.021508	-0.2356	0.407069
18	-0.037404	-0.4097	0.341364
19	0.092232	1.0104	0.15718
20	0.038541	0.4222	0.336821
21	0.022638	0.248	0.402283
22	-0.02949	-0.323	0.373611
23	0.107387	1.1764	0.120889
24	-0.029339	-0.3214	0.374235
25	-0.106288	-1.1643	0.123302
26	-0.00226	-0.0248	0.490145
27	-0.014586	-0.1598	0.436662
28	-0.084757	-0.9285	0.177515
29	0.093144	1.0203	0.154809
30	-0.115786	-1.2684	0.10356
31	-0.070181	-0.7688	0.221762
32	-0.055131	-0.6039	0.273515
33	0.031052	0.3402	0.367164
34	0.032628	0.3574	0.360702
35	0.041656	0.4563	0.324494
36	-0.025698	-0.2815	0.389403
37	0.029161	0.3194	0.374973
38	0.052694	0.5772	0.282432
39	-0.082582	-0.9046	0.183733
40	-0.017604	-0.1928	0.423705
41	-0.02271	-0.2488	0.401981
42	-0.07981	-0.8743	0.191858
43	0.057291	0.6276	0.26573
44	-0.071242	-0.7804	0.218341
45	-0.014352	-0.1572	0.43767
46	0.015065	0.165	0.434601
47	-0.02342	-0.2566	0.398981
48	0.051273	0.5617	0.287696
49	-0.049274	-0.5398	0.29518
50	0.049819	0.5457	0.29313
51	0.065405	0.7165	0.237543
52	0.018148	0.1988	0.421378
53	0.001738	0.019	0.492422
54	0.060629	0.6642	0.25393
55	-0.056299	-0.6167	0.269293
56	0.030242	0.3313	0.370503
57	-0.079851	-0.8747	0.191736
58	-0.069639	-0.7629	0.223523
59	-0.09176	-1.0052	0.158417
60	0.064697	0.7087	0.239938

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229007525i8o0mebxjv642do/1zvix1229007370.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229007525i8o0mebxjv642do/1zvix1229007370.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229007525i8o0mebxjv642do/2466d1229007370.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229007525i8o0mebxjv642do/2466d1229007370.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')

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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Error 001_3: History of computation (impact.txt) is not saved due to a technical problem. We are sorry for this inconveniance and will correct it A.S.A.P.