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ACF werkloosheid

*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 06:54:30 -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/t1229694898giksgql9idg5ybo.htm/, Retrieved Fri, 19 Dec 2008 14:55:00 +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/t1229694898giksgql9idg5ybo.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 «
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
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8758997.27580
20.7011565.82420
30.5648534.6927e-06
40.4706183.90920.000107
50.4265973.54360.000357
60.3831793.18290.001094
70.3253332.70240.004329
80.2663662.21260.015118
90.2635852.18950.015972
100.3150042.61660.005451
110.3912963.25030.000892
120.4215363.50150.000408
130.2950262.45070.008399
140.1385021.15050.126959
150.0099940.0830.46704
16-0.09448-0.78480.217626
17-0.150533-1.25040.107685
18-0.202469-1.68180.048561
19-0.255955-2.12610.018537
20-0.302596-2.51360.007145
21-0.292928-2.43320.00878
22-0.237331-1.97140.026344
23-0.166559-1.38350.085479
24-0.1278-1.06160.146063
25-0.199504-1.65720.051009
26-0.298047-2.47580.007877
27-0.366123-3.04120.001665
28-0.405363-3.36720.000622
29-0.411676-3.41960.000528
30-0.421401-3.50040.000409
31-0.425298-3.53280.000369
32-0.423792-3.52030.000384
33-0.37948-3.15220.001199
34-0.308274-2.56070.006318
35-0.230925-1.91820.029612
36-0.174857-1.45250.075452
37-0.206736-1.71730.045207
38-0.260387-2.16290.017007
39-0.285874-2.37460.010176
40-0.29087-2.41610.009168
41-0.272883-2.26670.013272
42-0.253413-2.1050.019467
43-0.227998-1.89390.031216
44-0.197598-1.64140.052636
45-0.136662-1.13520.13011
46-0.064101-0.53250.298058
470.0131050.10890.456816
480.0768770.63860.262603
490.0769880.63950.262304
500.058110.48270.315419
510.0558150.46360.322184
520.0511590.4250.336096
530.0511420.42480.336145
540.0459110.38140.352052
550.0521430.43310.333134
560.0640080.53170.298323
570.08550.71020.239981
580.1111730.92350.17949
590.1370451.13840.12945
600.1593911.3240.094936


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8758997.27580
2-0.283688-2.35650.010647
30.1166430.96890.167987
40.0261250.2170.414421
50.1328871.10380.136749
6-0.08954-0.74380.229768
7-0.019784-0.16430.434971
8-0.008991-0.07470.47034
90.2425452.01470.023916
100.1234191.02520.154426
110.1466741.21840.113617
12-0.136384-1.13290.130591
13-0.554889-4.60939e-06
140.0475470.3950.347048
15-0.132438-1.10010.137553
16-0.111493-0.92610.178803
170.0117540.09760.461253
18-0.049177-0.40850.342087
190.0583120.48440.314825
20-0.034817-0.28920.386643
210.0275440.22880.409852
22-0.06806-0.56540.286834
230.0110250.09160.463648
24-0.014264-0.11850.453014
25-0.105051-0.87260.192949
26-0.053362-0.44330.329484
270.0633810.52650.300121
280.0580340.48210.315643
29-0.054157-0.44990.327109
30-0.019235-0.15980.436763
310.0476220.39560.346818
32-0.050888-0.42270.336913
33-0.022604-0.18780.425807
34-0.131025-1.08840.140109
350.010370.08610.465803
360.0074790.06210.475321
37-0.069928-0.58090.281612
38-0.017568-0.14590.442202
39-0.004149-0.03450.486302
40-0.006989-0.05810.476935
410.0089110.0740.470604
42-0.007035-0.05840.476785
43-0.022935-0.19050.424734
440.0465720.38690.350027
45-0.000288-0.00240.499048
46-0.060527-0.50280.308361
470.0751260.6240.267329
480.02590.21510.415145
490.0897940.74590.229136
50-0.02029-0.16850.433325
510.0126530.10510.4583
52-0.093772-0.77890.219342
53-0.055357-0.45980.323542
54-0.103345-0.85840.196809
550.0121920.10130.459814
56-0.051908-0.43120.333839
57-0.087256-0.72480.235511
580.0014380.01190.495253
59-0.06835-0.56780.286021
600.0038190.03170.487393
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229694898giksgql9idg5ybo/1up411229694868.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229694898giksgql9idg5ybo/1up411229694868.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229694898giksgql9idg5ybo/2eqmj1229694868.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229694898giksgql9idg5ybo/2eqmj1229694868.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')
 




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