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aangespast werkloosheid/invoer

*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: Fri, 19 Dec 2008 02:46:08 -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/19/t1229680073ttmdrr5rcyrxxuz.htm/, Retrieved Fri, 19 Dec 2008 10:47:58 +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/19/t1229680073ttmdrr5rcyrxxuz.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 «

15.59 13.17 11.20 13.30 10.78 11.60 15.18 15.87 12.58 11.43 10.30 11.17 11.26 11.20 9.99 11.17 10.29 10.47 14.36 16.06 14.47 13.24 13.03 14.43 13.98 13.62 12.20 12.24 12.07 12.30 16.12 18.38 14.59 12.96 14.14 13.92 14.24 14.10 12.91 13.69 14.11 13.99 17.93 21.37 16.25 14.53 15.36 14.95 15.95 15.25 12.67 13.86 14.65 12.41 17.46 18.95 15.33 15.31 14.84 14.75 15.83 14.83 13.00 13.92 13.94 12.54 18.12 17.83 14.41 15.18 12.99 13.06 12.81 12.95 10.48 13.23 11.80 11.69 15.33 14.89 12.92 11.27 10.68 11.55

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	0.577539	5.2932	0
2	0.2198	2.0145	0.023578
3	0.190972	1.7503	0.04186
4	0.07945	0.7282	0.234268
5	0.128702	1.1796	0.120751
6	0.252759	2.3166	0.011481
7	0.117624	1.078	0.14205
8	0.066813	0.6124	0.27098
9	0.107019	0.9808	0.164743
10	0.039155	0.3589	0.360298
11	0.342125	3.1356	0.001182
12	0.600961	5.5079	0
13	0.253936	2.3274	0.011176
14	-0.039244	-0.3597	0.359996
15	-0.080628	-0.739	0.230994
16	-0.147003	-1.3473	0.090752
17	-0.061085	-0.5599	0.288534
18	0.036935	0.3385	0.367911
19	-0.071468	-0.655	0.257124
20	-0.088924	-0.815	0.208688
21	-0.097322	-0.892	0.187479
22	-0.123686	-1.1336	0.130094
23	0.165241	1.5145	0.066832
24	0.338548	3.1028	0.001305
25	0.063022	0.5776	0.282538
26	-0.192519	-1.7645	0.040644
27	-0.255967	-2.346	0.010667
28	-0.285955	-2.6208	0.005205
29	-0.232136	-2.1276	0.018152
30	-0.164574	-1.5083	0.06761
31	-0.221078	-2.0262	0.022958
32	-0.237427	-2.1761	0.01618
33	-0.253248	-2.3211	0.011354
34	-0.232801	-2.1337	0.017894
35	-0.016906	-0.1549	0.438618
36	0.138479	1.2692	0.10394
37	-0.041102	-0.3767	0.35367
38	-0.256328	-2.3493	0.010578
39	-0.292915	-2.6846	0.004373
40	-0.275727	-2.5271	0.006688
41	-0.208396	-1.91	0.029774
42	-0.126114	-1.1559	0.125509
43	-0.129195	-1.1841	0.119858
44	-0.159665	-1.4634	0.073551
45	-0.147845	-1.355	0.089522
46	-0.128162	-1.1746	0.121731
47	-0.01364	-0.125	0.450405
48	0.105319	0.9653	0.168593
49	-0.01541	-0.1412	0.444013
50	-0.169539	-1.5538	0.06199
51	-0.171601	-1.5728	0.059768
52	-0.161812	-1.483	0.070904
53	-0.118804	-1.0889	0.139666
54	-0.026267	-0.2407	0.405172
55	-0.03	-0.275	0.392013
56	-0.056816	-0.5207	0.301964
57	-0.034437	-0.3156	0.376538
58	-0.021586	-0.1978	0.421824
59	0.059564	0.5459	0.293285
60	0.152164	1.3946	0.083407

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.577539	5.2932	0
2	-0.170683	-1.5643	0.06075
3	0.217821	1.9964	0.024567
4	-0.182828	-1.6756	0.048763
5	0.284922	2.6114	0.00534
6	0.041509	0.3804	0.352291
7	-0.120172	-1.1014	0.136935
8	0.108744	0.9967	0.160897
9	-0.029593	-0.2712	0.393441
10	0.010912	0.1	0.460289
11	0.562433	5.1548	1e-06
12	0.090209	0.8268	0.205353
13	-0.416999	-3.8219	0.000127
14	-0.207016	-1.8973	0.03061
15	-0.024348	-0.2231	0.411981
16	0.065967	0.6046	0.273538
17	-0.089755	-0.8226	0.206527
18	-0.114959	-1.0536	0.147539
19	-0.004664	-0.0427	0.483004
20	-0.016209	-0.1486	0.441129
21	0.001017	0.0093	0.496293
22	0.106949	0.9802	0.164899
23	0.033294	0.3051	0.380507
24	-0.06088	-0.558	0.289173
25	-0.033405	-0.3062	0.380119
26	-0.109488	-1.0035	0.159256
27	-0.006262	-0.0574	0.477185
28	-0.064972	-0.5955	0.276562
29	-0.242628	-2.2237	0.014425
30	0.003281	0.0301	0.488042
31	-0.054409	-0.4987	0.30966
32	-0.035375	-0.3242	0.373291
33	0.021343	0.1956	0.422694
34	-0.058858	-0.5394	0.295504
35	-0.10722	-0.9827	0.164291
36	0.110847	1.0159	0.15629
37	0.049974	0.458	0.324061
38	0.042219	0.3869	0.349888
39	-0.067714	-0.6206	0.268269
40	-0.014779	-0.1355	0.446288
41	0.100054	0.917	0.180882
42	0.02637	0.2417	0.404807
43	-0.020375	-0.1867	0.426158
44	-0.049253	-0.4514	0.326429
45	-0.000421	-0.0039	0.498465
46	-0.079865	-0.732	0.23311
47	-0.13924	-1.2762	0.102709
48	-0.064457	-0.5908	0.278135
49	0.039386	0.361	0.35951
50	0.089843	0.8234	0.2063
51	-0.026207	-0.2402	0.405383
52	-0.059038	-0.5411	0.294937
53	0.036081	0.3307	0.370853
54	0.043262	0.3965	0.346369
55	0.04057	0.3718	0.355477
56	0.006073	0.0557	0.477873
57	-0.090813	-0.8323	0.203795
58	0.030085	0.2757	0.391713
59	0.007582	0.0695	0.472384
60	-0.045839	-0.4201	0.337734

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229680073ttmdrr5rcyrxxuz/13ymk1229679967.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229680073ttmdrr5rcyrxxuz/13ymk1229679967.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229680073ttmdrr5rcyrxxuz/2cyl31229679967.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229680073ttmdrr5rcyrxxuz/2cyl31229679967.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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