Home » date » 2008 » Dec » 21 »

Werkloosheid - Jongeren < 25 jaar - ACF 3

*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, 21 Dec 2008 04:28:19 -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/21/t1229859176olbggj410t6f2t7.htm/, Retrieved Sun, 21 Dec 2008 12:32:58 +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/21/t1229859176olbggj410t6f2t7.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 «

21.1 21 20.4 19.5 18.6 18.8 23.7 24.8 25 23.6 22.3 21.8 20.8 19.7 18.3 17.4 17 18.1 23.9 25.6 25.3 23.6 21.9 21.4 20.6 20.5 20.2 20.6 19.7 19.3 22.8 23.5 23.8 22.6 22 21.7 20.7 20.2 19.1 19.5 18.7 18.6 22.2 23.2 23.5 21.3 20 18.7 18.9 18.3 18.4 19.9 19.2 18.5 20.9 20.5 19.4 18.1 17 17

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	0.485046	3.3253	0.00086
2	0.093499	0.641	0.26232
3	-0.477112	-3.2709	0.001006
4	-0.633469	-4.3428	3.7e-05
5	-0.479986	-3.2906	0.00095
6	-0.131088	-0.8987	0.186698
7	0.287919	1.9739	0.027145
8	0.409436	2.807	0.003629
9	0.446925	3.064	0.001805
10	0.068253	0.4679	0.321003
11	-0.156569	-1.0734	0.14429
12	-0.43552	-2.9858	0.00224
13	-0.380114	-2.6059	0.006117
14	-0.114817	-0.7871	0.217574
15	0.178137	1.2212	0.114042
16	0.416346	2.8543	0.003199
17	0.335493	2.3	0.012967
18	0.085758	0.5879	0.279698
19	-0.178472	-1.2235	0.113612
20	-0.350558	-2.4033	0.010123
21	-0.325737	-2.2331	0.01517
22	-0.158291	-1.0852	0.141686
23	0.135665	0.9301	0.178543
24	0.292509	2.0053	0.025352
25	0.394038	2.7014	0.004787
26	0.179501	1.2306	0.112299
27	-0.056174	-0.3851	0.350948
28	-0.279957	-1.9193	0.030516
29	-0.311837	-2.1378	0.01888
30	-0.158911	-1.0894	0.140758
31	0.018722	0.1283	0.44921
32	0.201786	1.3834	0.086542
33	0.191739	1.3145	0.097529
34	0.124453	0.8532	0.198936
35	-0.019175	-0.1315	0.447987
36	-0.083584	-0.573	0.284681
37	-0.188928	-1.2952	0.100784
38	-0.122432	-0.8393	0.202761
39	-0.038416	-0.2634	0.396709
40	0.074772	0.5126	0.305311
41	0.11754	0.8058	0.212203
42	0.108294	0.7424	0.230762
43	0.038044	0.2608	0.397688
44	-0.029854	-0.2047	0.419357
45	-0.035819	-0.2456	0.403545
46	-0.037055	-0.254	0.400289
47	NA	NA	NA
48	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.485046	3.3253	0.00086
2	-0.185387	-1.2709	0.105001
3	-0.59713	-4.0937	8.3e-05
4	-0.288531	-1.9781	0.0269
5	-0.033683	-0.2309	0.409189
6	-0.119264	-0.8176	0.208847
7	0.024876	0.1705	0.432659
8	-0.116077	-0.7958	0.21508
9	0.126229	0.8654	0.195613
10	-0.198279	-1.3593	0.090264
11	-0.041484	-0.2844	0.388676
12	-0.155593	-1.0667	0.145779
13	-0.126462	-0.867	0.195179
14	0.08454	0.5796	0.282484
15	0.003	0.0206	0.49184
16	0.004168	0.0286	0.488663
17	-0.020689	-0.1418	0.443907
18	-0.204999	-1.4054	0.083239
19	0.113049	0.775	0.221104
20	-0.104748	-0.7181	0.238121
21	-0.105131	-0.7207	0.237318
22	-0.111855	-0.7668	0.223507
23	0.014219	0.0975	0.46138
24	-0.020868	-0.1431	0.443426
25	0.076227	0.5226	0.301859
26	-0.108354	-0.7428	0.230638
27	0.011313	0.0776	0.469253
28	-0.028279	-0.1939	0.423557
29	0.129508	0.8879	0.189569
30	-0.032758	-0.2246	0.411642
31	-0.072017	-0.4937	0.3119
32	-0.052054	-0.3569	0.361396
33	-0.025477	-0.1747	0.431048
34	-0.089626	-0.6144	0.270943
35	0.07914	0.5426	0.294999
36	-0.006794	-0.0466	0.481523
37	-0.113821	-0.7803	0.219559
38	-0.020766	-0.1424	0.443701
39	-0.022514	-0.1544	0.438997
40	-0.104895	-0.7191	0.237813
41	-0.154112	-1.0565	0.148061
42	-0.026093	-0.1789	0.429398
43	0.034581	0.2371	0.406815
44	-0.06195	-0.4247	0.336494
45	0.046489	0.3187	0.375679
46	0.005304	0.0364	0.485575
47	NA	NA	NA
48	NA	NA	NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229859176olbggj410t6f2t7/1jy881229858897.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229859176olbggj410t6f2t7/1jy881229858897.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229859176olbggj410t6f2t7/2myu01229858897.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229859176olbggj410t6f2t7/2myu01229858897.ps (open in new window)

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; 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')

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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