VAC (Partiële) autocorrelatie functie voor de uurlonen

*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: Wed, 17 Dec 2008 04:28:36 -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/17/t122951335887ddntu9v1ze300.htm/, Retrieved Wed, 17 Dec 2008 12:29:27 +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/17/t122951335887ddntu9v1ze300.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 «

188,5 188,6 191,9 193,5 194,9 194,9 196,2 196,2 198 198,6 201,3 203,5 204,1 204,8 206,5 207,8 208,6 209,7 210 211,7 212,4 213,7 214,8 216,4 217,5 218,6 220,4 221,8 222,5 223,4 225,5 226,5 227,8 228,5 229,1 229,9 230,8 231,9 236 237,5

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 'George Udny Yule' @ 72.249.76.132 Autocorrelation Function Time lag k ACF(k) T-STAT P-value 1 -0.128413 -0.8019 0.213724 2 0.00637 0.0398 0.484237 3 -0.25456 -1.5897 0.059986 4 0.03575 0.2233 0.41225 5 -0.229986 -1.4363 0.079451 6 0.065068 0.4063 0.343354 7 -0.085367 -0.5331 0.298488 8 0.228507 1.427 0.080765 9 0.002105 0.0131 0.494789 10 -0.251785 -1.5724 0.061969 11 0.108228 0.6759 0.251551 12 0.079594 0.4971 0.310967 13 0.070651 0.4412 0.330747 14 -0.157863 -0.9859 0.165141 15 0.110387 0.6894 0.247338 16 -0.00986 -0.0616 0.475607 17 0.077564 0.4844 0.31541 18 -0.15879 -0.9916 0.163742 19 0.088888 0.5551 0.290996 20 -0.06136 -0.3832 0.35183 21 -0.007666 -0.0479 0.481031 22 -0.040541 -0.2532 0.400729 23 -0.056524 -0.353 0.362997 24 0.099567 0.6218 0.268848 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 -0.128413 -0.8019 0.213724 2 -0.01029 -0.0643 0.474545 3 -0.259359 -1.6197 0.056679 4 -0.033774 -0.2109 0.417023 5 -0.26103 -1.6301 0.055562 6 -0.080334 -0.5017 0.309354 7 -0.141556 -0.884 0.191053 8 0.078409 0.4897 0.313558 9 0.021923 0.1369 0.445904 10 -0.389688 -2.4336 0.009816 11 0.129336 0.8077 0.212081 12 0.035391 0.221 0.413117 13 0.028107 0.1755 0.430786 14 -0.134919 -0.8426 0.202304 15 0.024612 0.1537 0.439318 16 0.108955 0.6804 0.250128 17 -0.02525 -0.1577 0.437759 18 0.05474 0.3418 0.36715 19 0.019635 0.1226 0.451518 20 -0.117217 -0.732 0.234266 21 -0.01093 -0.0683 0.472964 22 0.100796 0.6295 0.266355 23 -0.179974 -1.1239 0.133955 24 -0.034494 -0.2154 0.415284

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t122951335887ddntu9v1ze300/169ea1229513314.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t122951335887ddntu9v1ze300/169ea1229513314.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t122951335887ddntu9v1ze300/2fqbz1229513314.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t122951335887ddntu9v1ze300/2fqbz1229513314.ps (open in new window)

Parameters (Session):

par1 = 24 ; par2 = 0.3 ; par3 = 1 ; par4 = 0 ; par5 = 4 ;

Parameters (R input):

par1 = 24 ; par2 = 0.3 ; par3 = 1 ; par4 = 0 ; par5 = 4 ;

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')

Copyright

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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