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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 08:15:19 -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/11/t12290085846r8sxcsp6rir0mj.htm/, Retrieved Thu, 11 Dec 2008 15:16:24 +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/t12290085846r8sxcsp6rir0mj.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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.168379	-1.7417	0.042215
2	0.156086	1.6146	0.054674
3	-0.172847	-1.7879	0.038308
4	0.103357	1.0691	0.143707
5	0.076214	0.7884	0.216113
6	0.042911	0.4439	0.329015
7	0.101219	1.047	0.148726
8	-0.154426	-1.5974	0.056564
9	0.198524	2.0535	0.021229
10	-0.085088	-0.8802	0.190373
11	0.155892	1.6126	0.054893
12	-0.29716	-3.0738	0.001341
13	0.133747	1.3835	0.084697
14	0.024875	0.2573	0.398716
15	-0.031561	-0.3265	0.372353
16	0.036286	0.3753	0.354075
17	-0.104925	-1.0854	0.140102
18	0.02843	0.2941	0.384633
19	0.00488	0.0505	0.479917
20	0.110457	1.1426	0.127882
21	0.015479	0.1601	0.436546
22	0.022098	0.2286	0.409813
23	-0.114693	-1.1864	0.119046
24	-0.129529	-1.3399	0.091564
25	0.065379	0.6763	0.250161
26	-0.081423	-0.8422	0.200765
27	0.118545	1.2262	0.1114
28	-0.02482	-0.2567	0.398935
29	-0.020242	-0.2094	0.417275
30	-0.022745	-0.2353	0.407223
31	-0.058878	-0.609	0.271895
32	0.028857	0.2985	0.382951
33	0.009031	0.0934	0.462875
34	-0.010512	-0.1087	0.456807
35	0.121013	1.2518	0.106692
36	-0.036854	-0.3812	0.351898
37	-0.00251	-0.026	0.489668
38	-0.039036	-0.4038	0.343586
39	0.004625	0.0478	0.480967
40	-0.030072	-0.3111	0.378177
41	0.060044	0.6211	0.267927
42	-0.123529	-1.2778	0.102044
43	0.010701	0.1107	0.456033
44	-0.053828	-0.5568	0.289414
45	-0.010986	-0.1136	0.454869
46	0.049802	0.5152	0.303754
47	-0.092531	-0.9572	0.170324
48	0.01017	0.1052	0.458208
49	-0.069632	-0.7203	0.236463
50	0.094089	0.9733	0.166309
51	-0.102258	-1.0578	0.146272
52	-0.044169	-0.4569	0.324338
53	-0.021094	-0.2182	0.413846
54	0.12339	1.2764	0.102296
55	0.032743	0.3387	0.36775
56	-0.023454	-0.2426	0.404384
57	-0.064693	-0.6692	0.252407
58	-0.165074	-1.7075	0.045311
59	0.006918	0.0716	0.471542
60	0.049321	0.5102	0.305487

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.168379	-1.7417	0.042215
2	0.131462	1.3599	0.088368
3	-0.133931	-1.3854	0.084406
4	0.043839	0.4535	0.325563
5	0.144027	1.4898	0.069605
6	0.032289	0.334	0.369516
7	0.113767	1.1768	0.120941
8	-0.118005	-1.2207	0.11245
9	0.146494	1.5153	0.066317
10	0.000637	0.0066	0.497379
11	0.046373	0.4797	0.316216
12	-0.247066	-2.5557	0.006001
13	0.042503	0.4396	0.330539
14	0.123609	1.2786	0.101899
15	-0.134603	-1.3923	0.083353
16	0.009595	0.0992	0.460564
17	0.00612	0.0633	0.474822
18	-0.046698	-0.483	0.315025
19	0.097484	1.0084	0.157772
20	0.007768	0.0804	0.468053
21	0.138408	1.4317	0.077572
22	0.039097	0.4044	0.343355
23	-0.140308	-1.4514	0.074803
24	-0.24732	-2.5583	0.005959
25	0.077645	0.8032	0.211831
26	-0.040557	-0.4195	0.337835
27	-0.022646	-0.2343	0.407619
28	0.107621	1.1132	0.134049
29	-0.032632	-0.3375	0.368184
30	-0.007707	-0.0797	0.468304
31	-0.016973	-0.1756	0.430483
32	-0.022802	-0.2359	0.406994
33	0.162423	1.6801	0.047926
34	-0.052597	-0.5441	0.293762
35	0.117979	1.2204	0.112501
36	-0.091357	-0.945	0.173393
37	0.048495	0.5016	0.308478
38	-0.070172	-0.7259	0.234754
39	-0.070841	-0.7328	0.232646
40	0.009743	0.1008	0.459957
41	-0.047528	-0.4916	0.311993
42	-0.163088	-1.687	0.047259
43	0.056056	0.5799	0.281617
44	-0.021024	-0.2175	0.414126
45	0.101593	1.0509	0.147839
46	-0.020395	-0.211	0.416657
47	-0.024531	-0.2538	0.400087
48	-0.098684	-1.0208	0.154828
49	0.011525	0.1192	0.452663
50	0.061556	0.6367	0.262826
51	-0.015226	-0.1575	0.437575
52	-0.11599	-1.1998	0.116431
53	0.046191	0.4778	0.316884
54	0.031758	0.3285	0.371584
55	0.037068	0.3834	0.351079
56	-0.027176	-0.2811	0.389583
57	-0.036068	-0.3731	0.354911
58	-0.136782	-1.4149	0.080004
59	-0.039357	-0.4071	0.342369
60	-0.038536	-0.3986	0.345484

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t12290085846r8sxcsp6rir0mj/1jswj1229008514.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t12290085846r8sxcsp6rir0mj/1jswj1229008514.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t12290085846r8sxcsp6rir0mj/2ncbh1229008514.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t12290085846r8sxcsp6rir0mj/2ncbh1229008514.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 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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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.