Home » date » 2008 » Dec » 14 »

Werkloosheid bij 50+ (d=0; D=1)

*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 13:39:17 -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/t12292872215k1s8zlencldmds.htm/, Retrieved Sun, 14 Dec 2008 21:40:23 +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/t12292872215k1s8zlencldmds.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:

gdm

Dataseries X:

» Textbox « » Textfile « » CSV «

88900 87280 85519 83647 81616 80100 94027 102327 104296 101593 94816 93535 93618 92330 90751 88576 86102 85494 103432 108870 109713 106960 103195 102348 102158 100431 97649 95611 93035 93579 111777 116065 116609 112934 107660 107965 107772 106201 102288 99217 96511 96456 113021 117836 118492 113922 109317 107496 105524 103824 101833 99436 96915 96072 111941 116008 117557 113445 108762 106661 102824 101912 99005 97894 96256 95606 108948 111223 113142 106078 100992 97413

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	0.901641	6.9841	0
2	0.805463	6.2391	0
3	0.728405	5.6422	0
4	0.695119	5.3844	1e-06
5	0.658157	5.0981	2e-06
6	0.618082	4.7876	6e-06
7	0.585078	4.532	1.4e-05
8	0.554487	4.295	3.2e-05
9	0.534272	4.1385	5.5e-05
10	0.506981	3.9271	0.000112
11	0.482762	3.7395	0.000207
12	0.425175	3.2934	0.000832
13	0.370216	2.8677	0.002849
14	0.32044	2.4821	0.007939
15	0.272448	2.1104	0.019502
16	0.215382	1.6683	0.050229
17	0.161002	1.2471	0.1086
18	0.104883	0.8124	0.209881
19	0.057117	0.4424	0.329886
20	0.028015	0.217	0.41447
21	0.012202	0.0945	0.462508
22	-0.008424	-0.0653	0.474094
23	-0.051944	-0.4024	0.344425
24	-0.110272	-0.8542	0.198206
25	-0.159916	-1.2387	0.11014
26	-0.18534	-1.4356	0.078149
27	-0.207871	-1.6102	0.056306
28	-0.227985	-1.766	0.041245
29	-0.266829	-2.0669	0.021536
30	-0.320311	-2.4811	0.007959
31	-0.348339	-2.6982	0.00452
32	-0.356013	-2.7577	0.003852
33	-0.364431	-2.8229	0.003224
34	-0.360487	-2.7923	0.003505
35	-0.353857	-2.741	0.00403
36	-0.350268	-2.7132	0.004343
37	-0.351776	-2.7248	0.004208
38	-0.361473	-2.8	0.003433
39	-0.364395	-2.8226	0.003226
40	-0.378978	-2.9356	0.002357
41	-0.394858	-3.0586	0.00166
42	-0.407258	-3.1546	0.001256
43	-0.374964	-2.9045	0.002572
44	-0.356525	-2.7616	0.003811
45	-0.335491	-2.5987	0.005879
46	-0.31568	-2.4452	0.008714
47	-0.290035	-2.2466	0.014179
48	-0.261762	-2.0276	0.023525
49	-0.223744	-1.7331	0.044106
50	-0.18621	-1.4424	0.077198
51	-0.189755	-1.4698	0.073416
52	-0.20554	-1.5921	0.058308
53	-0.215121	-1.6663	0.050431
54	-0.184308	-1.4276	0.07929
55	-0.147978	-1.1462	0.128124
56	-0.124488	-0.9643	0.169388
57	-0.098728	-0.7647	0.22371
58	-0.064402	-0.4989	0.309853
59	-0.031573	-0.2446	0.403815
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.901641	6.9841	0
2	-0.040065	-0.3103	0.378687
3	0.049235	0.3814	0.352137
4	0.19151	1.4834	0.071597
5	-0.028449	-0.2204	0.413169
6	4.4e-05	3e-04	0.499866
7	0.063718	0.4936	0.31171
8	-0.009844	-0.0763	0.469735
9	0.051374	0.3979	0.346042
10	-0.02213	-0.1714	0.432235
11	0.013238	0.1025	0.459334
12	-0.178136	-1.3798	0.086379
13	-0.028486	-0.2207	0.413056
14	-0.024816	-0.1922	0.424109
15	-0.098252	-0.7611	0.224803
16	-0.086332	-0.6687	0.253118
17	-0.028954	-0.2243	0.411652
18	-0.104016	-0.8057	0.211798
19	-0.026384	-0.2044	0.419379
20	0.047601	0.3687	0.35682
21	0.042886	0.3322	0.370451
22	-0.032426	-0.2512	0.401269
23	-0.075107	-0.5818	0.281448
24	-0.102993	-0.7978	0.214073
25	-0.02798	-0.2167	0.414577
26	0.059191	0.4585	0.324127
27	-0.008139	-0.063	0.474972
28	0.009305	0.0721	0.471389
29	-0.09434	-0.7308	0.233887
30	-0.153029	-1.1854	0.120275
31	0.053602	0.4152	0.339738
32	0.020642	0.1599	0.436752
33	-0.040229	-0.3116	0.378206
34	0.139183	1.0781	0.142651
35	0.029937	0.2319	0.408706
36	-0.052321	-0.4053	0.343359
37	-0.014039	-0.1087	0.456885
38	-0.034197	-0.2649	0.396001
39	0.021235	0.1645	0.434949
40	-0.066841	-0.5177	0.30327
41	-0.024191	-0.1874	0.425997
42	-0.073378	-0.5684	0.285947
43	0.141254	1.0941	0.139132
44	-0.070495	-0.5461	0.293527
45	0.026009	0.2015	0.420508
46	0.067112	0.5198	0.302542
47	0.001948	0.0151	0.494004
48	-0.017869	-0.1384	0.445189
49	0.086392	0.6692	0.252971
50	0.011846	0.0918	0.463597
51	-0.16395	-1.27	0.104502
52	-0.030763	-0.2383	0.406236
53	0.014051	0.1088	0.456848
54	0.014541	0.1126	0.455349
55	0.043418	0.3363	0.368905
56	-0.052715	-0.4083	0.342243
57	0.006049	0.0469	0.481391
58	0.05571	0.4315	0.333816
59	0.004604	0.0357	0.485836
60	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t12292872215k1s8zlencldmds/1btwu1229287155.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t12292872215k1s8zlencldmds/1btwu1229287155.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t12292872215k1s8zlencldmds/2z2km1229287155.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/14/t12292872215k1s8zlencldmds/2z2km1229287155.ps (open in new window)

Parameters (Session):

par1 = 60 ; par2 = -2.0 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -2.0 ; par3 = 0 ; 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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