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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 08:06:01 -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/t1229007998xqj66w5xfotj505.htm/, Retrieved Thu, 11 Dec 2008 15:06:40 +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/t1229007998xqj66w5xfotj505.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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1923282.09810.019008
2-0.31512-3.43750.000405
3-0.272619-2.97390.00178
4-0.126271-1.37750.085478
50.0858770.93680.175377
60.0875830.95540.170653
70.0895210.97660.165384
8-0.129911-1.41720.079524
9-0.216288-2.35940.009966
10-0.28976-3.16090.000998
110.2211212.41210.008693
120.8086138.82090
130.1592531.73720.042466
14-0.290783-3.17210.000963
15-0.241549-2.6350.004767
16-0.124392-1.3570.088681
170.0543330.59270.277253
180.0597150.65140.258017
190.0634180.69180.245202
20-0.10921-1.19130.117946
21-0.172837-1.88540.030905
22-0.273935-2.98830.001704
230.2059332.24650.013259
240.7045627.68590
250.1134921.23810.109066
26-0.26724-2.91520.002124
27-0.235142-2.56510.005779
28-0.131383-1.43320.077209
290.036290.39590.346451
300.0682770.74480.228927
310.0554070.60440.273358
32-0.108371-1.18220.119743
33-0.17059-1.86090.032612
34-0.260481-2.84150.002642
350.213752.33170.010698
360.60316.5790
370.0682440.74450.229034
38-0.222879-2.43130.008267
39-0.223828-2.44170.008045
40-0.122422-1.33550.092136
410.0289650.3160.37629
420.0549680.59960.274948
430.0507530.55370.290427
44-0.105256-1.14820.126594
45-0.166479-1.81610.035938
46-0.230041-2.50950.006718
470.1900022.07270.020181
480.5332265.81680
490.0249580.27230.392949
50-0.202504-2.20910.014543
51-0.199589-2.17730.015718
52-0.09889-1.07880.141437
530.0147470.16090.436234
540.0592960.64680.25949
550.0433240.47260.318678
56-0.075-0.81820.207452
57-0.138185-1.50740.067176
58-0.199095-2.17190.015925
590.1671931.82390.035341
600.4303864.6954e-06


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1923282.09810.019008
2-0.365635-3.98865.8e-05
3-0.143277-1.5630.060358
4-0.177146-1.93240.027841
50.0058370.06370.474667
6-0.079138-0.86330.194855
70.0739520.80670.210718
8-0.203084-2.21540.014318
9-0.123363-1.34570.090474
10-0.421936-4.60285e-06
110.2803123.05780.001377
120.6674217.28070
130.0121710.13280.447299
140.071010.77460.220047
150.1970962.15010.016787
16-0.058981-0.64340.2606
170.0080750.08810.464975
18-0.116464-1.27050.103197
19-0.04636-0.50570.30699
20-0.065105-0.71020.23948
21-0.00072-0.00790.496872
22-0.15011-1.63750.052083
23-0.017001-0.18550.426592
240.0810850.88450.189095
25-0.063565-0.69340.244702
26-0.025898-0.28250.389019
270.0031370.03420.486377
28-0.100348-1.09470.137936
290.0360420.39320.347447
300.0068630.07490.470222
310.0196260.21410.415421
32-0.068044-0.74230.229691
33-0.038157-0.41620.338991
34-0.07201-0.78550.216849
350.0207160.2260.410802
36-0.108481-1.18340.119507
37-0.049021-0.53480.296909
380.0494270.53920.295383
39-0.017419-0.190.424807
40-0.004727-0.05160.479479
410.057120.62310.267205
42-0.090295-0.9850.16331
430.06890.75160.226885
44-0.074792-0.81590.208098
45-0.04775-0.52090.301706
46-0.004584-0.050.480099
47-0.102556-1.11880.13275
480.0141140.1540.438951
49-0.078971-0.86150.195356
50-0.100896-1.10060.136637
510.0009110.00990.496044
52-0.01878-0.20490.419015
53-0.062579-0.68270.248074
540.0319820.34890.363897
55-0.029963-0.32690.372176
560.0866270.9450.173291
570.0666470.7270.234318
580.0690130.75280.226515
59-0.066488-0.72530.234848
60-0.039144-0.4270.33507
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229007998xqj66w5xfotj505/1nc361229007960.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229007998xqj66w5xfotj505/1nc361229007960.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229007998xqj66w5xfotj505/26s5g1229007960.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229007998xqj66w5xfotj505/26s5g1229007960.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 1 ; par3 = 1 ; 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')
 





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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.