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ACF werkloosheid na aanpassing

*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 07:57:38 -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/t1229698695esb2qxyrktnnidv.htm/, Retrieved Fri, 19 Dec 2008 15:58:15 +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/t1229698695esb2qxyrktnnidv.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'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.06332-0.47380.318726
20.0443780.33210.370528
30.1129610.84530.200765
40.0533620.39930.345587
5-0.072957-0.5460.293631
60.0797160.59650.276609
70.0074480.05570.477876
80.0887690.66430.254616
9-0.0208-0.15570.438433
10-0.124908-0.93470.176972
110.1659491.24190.109734
12-0.28433-2.12770.018888
13-0.14846-1.1110.135663
140.0889080.66530.254285
15-0.054187-0.40550.343329
16-0.13763-1.02990.153735
170.0012380.00930.496319
180.0280380.20980.417286
190.0462430.34610.3653
200.0360250.26960.394233
21-0.017726-0.13270.447473
220.0268720.20110.420676
230.0221810.1660.434383
24-0.149428-1.11820.134124
25-0.035256-0.26380.39644
26-0.105741-0.79130.216057
270.0317680.23770.40648
28-0.045304-0.3390.367931
290.0899290.6730.251868
30-0.075426-0.56440.287356
31-0.041858-0.31320.377633
32-0.062924-0.47090.319777
33-0.039021-0.2920.385679
34-0.032018-0.23960.405756
35-0.017406-0.13030.448415
36-0.041471-0.31030.378727
370.0244770.18320.427664
380.1698241.27090.104518
39-0.073254-0.54820.292872
400.0215340.16110.436278
41-0.010332-0.07730.469322
42-0.039479-0.29540.384377
430.0098750.07390.470679
440.0311960.23350.408131
45-0.00497-0.03720.485231
460.0516920.38680.350174
47-0.054514-0.40790.342434
480.0194340.14540.442447
490.0563750.42190.337366
50-0.087261-0.6530.258214
510.025230.18880.425463
520.0242550.18150.428312
53-0.026648-0.19940.42133
540.0035520.02660.489445
550.0053980.04040.48396
56NANANA
57NANANA
58NANANA
59NANANA
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.06332-0.47380.318726
20.0405310.30330.38139
30.1188950.88970.18871
40.0675080.50520.307706
5-0.077122-0.57710.283083
60.0514380.38490.350874
70.0100580.07530.470134
80.1007680.75410.226981
9-0.017422-0.13040.448368
10-0.158469-1.18590.12034
110.1457131.09040.1401
12-0.283052-2.11820.019306
13-0.156877-1.1740.12269
140.0821380.61470.270633
15-0.021261-0.15910.43708
16-0.055667-0.41660.339293
17-0.075333-0.56370.28759
180.0899710.67330.251769
190.113370.84840.199919
200.0864180.64670.260237
210.0291890.21840.413942
22-0.114848-0.85940.19688
230.0951910.71230.239605
24-0.188648-1.41170.081784
25-0.223468-1.67230.050024
26-0.156375-1.17020.123437
270.0621020.46470.321965
28-0.047774-0.35750.361029
290.0358050.26790.394865
300.0139570.10440.458595
310.0227030.16990.432853
320.0693990.51930.302788
33-0.000283-0.00210.499159
34-0.062595-0.46840.320652
350.0451620.3380.368327
36-0.114526-0.8570.197539
37-0.138526-1.03660.152181
380.0653640.48910.313326
39-0.00992-0.07420.470545
40-0.071765-0.5370.296684
41-0.07594-0.56830.286057
42-0.045034-0.3370.368688
430.062640.46880.320534
440.1054950.78950.216588
450.0586990.43930.331079
46-0.014974-0.11210.455591
47-0.028221-0.21120.416755
48-0.010021-0.0750.470245
49-0.10744-0.8040.212397
50-0.079694-0.59640.276664
510.0309980.2320.408703
52-0.125022-0.93560.176754
530.0043140.03230.48718
540.0172130.12880.448985
550.0369750.27670.391517
56NANANA
57NANANA
58NANANA
59NANANA
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229698695esb2qxyrktnnidv/1f5xp1229698653.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229698695esb2qxyrktnnidv/1f5xp1229698653.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229698695esb2qxyrktnnidv/2560a1229698653.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229698695esb2qxyrktnnidv/2560a1229698653.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 1 ; par3 = 1 ; 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')
 




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