Home » date » 2008 » Dec » 14 »

ACF werkloosheid laatste 20 jaar bij D=0 en d=0

*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: Sun, 14 Dec 2008 04:29:56 -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/14/t1229254239iieoxkp08l20xz6.htm/, Retrieved Sun, 14 Dec 2008 12:30:41 +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/14/t1229254239iieoxkp08l20xz6.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:

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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.956746	14.8527	0
2	0.887584	13.779	0
3	0.835552	12.9713	0
4	0.808112	12.5453	0
5	0.800106	12.421	0
6	0.787586	12.2266	0
7	0.76248	11.8369	0
8	0.735011	11.4104	0
9	0.730194	11.3357	0
10	0.750315	11.648	0
11	0.786475	12.2094	0
12	0.796296	12.3618	0
13	0.732411	11.3701	0
14	0.64514	10.0153	0
15	0.573942	8.91	0
16	0.528212	8.2001	0
17	0.502213	7.7964	0
18	0.473087	7.3443	0
19	0.433628	6.7317	0
20	0.392666	6.0958	0
21	0.374351	5.8115	0
22	0.380006	5.8993	0
23	0.401468	6.2325	0
24	0.398392	6.1847	0
25	0.327947	5.0911	0
26	0.23582	3.6609	0.000154
27	0.160338	2.4891	0.006741
28	0.111562	1.7319	0.042285
29	0.082909	1.2871	0.099648
30	0.052428	0.8139	0.208252
31	0.013279	0.2061	0.418426
32	-0.026926	-0.418	0.338157
33	-0.045378	-0.7045	0.240916
34	-0.040553	-0.6296	0.26479
35	-0.020194	-0.3135	0.377089
36	-0.021217	-0.3294	0.371079
37	-0.085329	-1.3247	0.093268
38	-0.169702	-2.6345	0.004486
39	-0.237127	-3.6812	0.000143
40	-0.277029	-4.3007	1.2e-05
41	-0.296093	-4.5966	3e-06
42	-0.315175	-4.8928	1e-06
43	-0.34272	-5.3204	0
44	-0.371022	-5.7598	0
45	-0.377797	-5.865	0
46	-0.362347	-5.6251	0
47	-0.331778	-5.1506	0
48	-0.321005	-4.9833	1e-06
49	-0.369005	-5.7285	0
50	-0.43526	-6.757	0
51	-0.484589	-7.5229	0
52	-0.507148	-7.8731	0
53	-0.509244	-7.9056	0
54	-0.50976	-7.9136	0
55	-0.518548	-8.05	0
56	-0.528169	-8.1994	0
57	-0.517513	-8.034	0
58	-0.485862	-7.5426	0
59	-0.43924	-6.8188	0
60	-0.411942	-6.3951	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.956746	14.8527	0
2	-0.328209	-5.0952	0
3	0.286803	4.4524	6e-06
4	0.116554	1.8094	0.035817
5	0.1545	2.3985	0.008612
6	-0.108711	-1.6876	0.046387
7	0.012461	0.1934	0.423387
8	0.048818	0.7579	0.224639
9	0.289471	4.4938	5e-06
10	0.121286	1.8829	0.030462
11	0.250333	3.8862	6.6e-05
12	-0.337368	-5.2374	0
13	-0.756174	-11.739	0
14	-0.013458	-0.2089	0.417344
15	-0.103942	-1.6136	0.053959
16	0.029347	0.4556	0.324546
17	0.102978	1.5986	0.055605
18	0.094425	1.4659	0.071994
19	0.098766	1.5333	0.063262
20	-0.077134	-1.1974	0.116154
21	-0.092447	-1.4352	0.076269
22	-0.127718	-1.9827	0.024267
23	-0.002035	-0.0316	0.487414
24	0.02181	0.3386	0.367612
25	-0.16709	-2.5939	0.005035
26	0.03116	0.4837	0.314508
27	0.039454	0.6125	0.270394
28	0.013665	0.2121	0.416088
29	0.028171	0.4373	0.331132
30	-0.007805	-0.1212	0.451827
31	0.017381	0.2698	0.393761
32	-0.070123	-1.0886	0.13871
33	-0.087189	-1.3535	0.088577
34	-0.049885	-0.7744	0.219719
35	-0.005696	-0.0884	0.464806
36	0.122696	1.9047	0.029002
37	-0.098329	-1.5265	0.0641
38	0.046814	0.7268	0.234042
39	-0.00341	-0.0529	0.478915
40	-0.027715	-0.4302	0.3337
41	0.003537	0.0549	0.478131
42	0.006165	0.0957	0.461916
43	-0.030103	-0.4673	0.320343
44	0.024214	0.3759	0.353661
45	-0.009881	-0.1534	0.43911
46	-0.007183	-0.1115	0.455653
47	-0.010176	-0.158	0.437305
48	0.031151	0.4836	0.314556
49	-0.014032	-0.2178	0.41387
50	0.052379	0.8131	0.208471
51	0.008353	0.1297	0.448467
52	-0.049235	-0.7643	0.222709
53	-0.01853	-0.2877	0.386928
54	0.037196	0.5774	0.282091
55	-0.025213	-0.3914	0.347918
56	0.039414	0.6119	0.270599
57	-0.005911	-0.0918	0.463481
58	0.04684	0.7272	0.233918
59	0.026197	0.4067	0.342301
60	-0.01984	-0.308	0.379172

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t1229254239iieoxkp08l20xz6/123c31229254194.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t1229254239iieoxkp08l20xz6/123c31229254194.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t1229254239iieoxkp08l20xz6/2s2nu1229254194.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t1229254239iieoxkp08l20xz6/2s2nu1229254194.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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