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(Partial) Autocorrelation Function Totaal # niet-werkende werkzoekende mannen in het Vlaams 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: Sat, 13 Dec 2008 07:53:48 -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/13/t1229180297hj56tl15d6t1fp5.htm/, Retrieved Sat, 13 Dec 2008 15:58:17 +0100

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/13/t1229180297hj56tl15d6t1fp5.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},
}

Original text written by user:

Time lags: 60 Lambda: 1 D: 1 d: 1 Seizoenale periode: 12

IsPrivate?

No (this computation is public)

User-defined keywords:

(Partial) Autocorrelation Function Totaal niet-werkende werkzoekende mannen Vlaams gewest

Dataseries X:

» Textbox « » Textfile « » CSV «

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 80651 78192 76844 76335 71415 73899 86822 86371 83469 82662

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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.254502	-1.7815	0.040513
2	0.233254	1.6328	0.054463
3	-0.272329	-1.9063	0.031242
4	0.227261	1.5908	0.05904
5	0.038098	0.2667	0.395414
6	0.052316	0.3662	0.357891
7	0.151711	1.062	0.146726
8	-0.222348	-1.5564	0.06302
9	0.281075	1.9675	0.027398
10	-0.106265	-0.7439	0.230259
11	0.313862	2.197	0.016389
12	-0.372709	-2.609	0.006004
13	0.098552	0.6899	0.246767
14	-0.018835	-0.1318	0.447823
15	0.106724	0.7471	0.229296
16	-0.133493	-0.9344	0.177328
17	-0.096727	-0.6771	0.250767
18	-0.036274	-0.2539	0.400311
19	-0.050926	-0.3565	0.361505
20	0.093334	0.6533	0.258296
21	0.008076	0.0565	0.477573
22	-0.027828	-0.1948	0.423178
23	-0.140751	-0.9853	0.164668
24	-0.014256	-0.0998	0.460457
25	0.007228	0.0506	0.479927
26	-0.102845	-0.7199	0.2375
27	-0.072686	-0.5088	0.306588
28	-0.004637	-0.0325	0.487119
29	-0.015889	-0.1112	0.455948
30	0.008926	0.0625	0.475216
31	0.020362	0.1425	0.443622
32	-0.055275	-0.3869	0.350244
33	-0.04197	-0.2938	0.38508
34	-0.035835	-0.2508	0.401493
35	-0.009495	-0.0665	0.47364
36	0.029807	0.2086	0.417794
37	-0.037726	-0.2641	0.396413
38	-0.026239	-0.1837	0.427514
39	-0.016929	-0.1185	0.453078
40	0.001088	0.0076	0.496977
41	0.002646	0.0185	0.492648
42	0.022576	0.158	0.437539
43	-0.011622	-0.0814	0.467747
44	-0.013371	-0.0936	0.462905
45	-0.013929	-0.0975	0.461362
46	-0.002979	-0.0209	0.491723
47	0.006886	0.0482	0.480876
48	0.004885	0.0342	0.486429
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.254502	-1.7815	0.040513
2	0.180151	1.2611	0.10663
3	-0.196503	-1.3755	0.087613
4	0.112205	0.7854	0.217989
5	0.204848	1.4339	0.078971
6	-0.016696	-0.1169	0.45372
7	0.230447	1.6131	0.05657
8	-0.179326	-1.2553	0.107666
9	0.171157	1.1981	0.118321
10	0.095309	0.6672	0.253899
11	0.105674	0.7397	0.2315
12	-0.230245	-1.6117	0.056724
13	-0.135552	-0.9489	0.173673
14	0.135541	0.9488	0.173693
15	-0.048296	-0.3381	0.368377
16	-0.256084	-1.7926	0.039607
17	-0.052157	-0.3651	0.358305
18	-0.114035	-0.7982	0.21429
19	0.039627	0.2774	0.391324
20	-0.062739	-0.4392	0.331234
21	0.145173	1.0162	0.15726
22	0.082623	0.5784	0.282835
23	-0.003352	-0.0235	0.490688
24	-0.106668	-0.7467	0.229414
25	-0.011726	-0.0821	0.467458
26	-0.076314	-0.5342	0.297811
27	-0.035342	-0.2474	0.402818
28	-0.079122	-0.5539	0.291098
29	-0.049437	-0.3461	0.36539
30	-0.007596	-0.0532	0.478904
31	0.106878	0.7481	0.228974
32	-0.110297	-0.7721	0.221887
33	0.082922	0.5805	0.282135
34	-0.016007	-0.112	0.455621
35	-0.074211	-0.5195	0.302883
36	0.047847	0.3349	0.369555
37	0.067172	0.4702	0.320147
38	-0.067426	-0.472	0.319518
39	-0.027739	-0.1942	0.423423
40	-0.080976	-0.5668	0.286708
41	-0.001067	-0.0075	0.497035
42	-0.082483	-0.5774	0.283162
43	0.020564	0.1439	0.443065
44	-0.03276	-0.2293	0.409787
45	0.003704	0.0259	0.48971
46	-0.013881	-0.0972	0.461495
47	0.021354	0.1495	0.440896
48	0.058921	0.4124	0.340905
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229180297hj56tl15d6t1fp5/1q9wq1229180022.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229180297hj56tl15d6t1fp5/1q9wq1229180022.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229180297hj56tl15d6t1fp5/2b9cw1229180022.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t1229180297hj56tl15d6t1fp5/2b9cw1229180022.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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