Home » date » 2008 » Dec » 21 »

Werkloosheid - Jongeren < 25 jaar - ACF 4

*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 05:34:50 -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/t1229862958yk0455s8b756jix.htm/, Retrieved Sun, 21 Dec 2008 13:35:59 +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/t1229862958yk0455s8b756jix.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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.081504	-0.5528	0.291542
2	0.182534	1.238	0.110998
3	-0.326699	-2.2158	0.015847
4	-0.311639	-2.1136	0.02
5	-0.211215	-1.4325	0.079376
6	-0.105494	-0.7155	0.238959
7	0.251627	1.7066	0.047318
8	0.051461	0.349	0.364332
9	0.428561	2.9066	0.002802
10	-0.098683	-0.6693	0.253324
11	0.008249	0.0559	0.477813
12	-0.238232	-1.6158	0.056492
13	-0.228621	-1.5506	0.063927
14	-0.008779	-0.0595	0.47639
15	-0.037309	-0.253	0.400682
16	0.290904	1.973	0.027261
17	0.157636	1.0691	0.145293
18	0.042077	0.2854	0.388318
19	-0.042758	-0.29	0.386561
20	-0.207204	-1.4053	0.083321
21	-0.099213	-0.6729	0.25219
22	-0.176631	-1.198	0.118533
23	0.122976	0.8341	0.204278
24	0.033601	0.2279	0.41037
25	0.280384	1.9017	0.031745
26	0.067201	0.4558	0.325345
27	-0.016422	-0.1114	0.4559
28	-0.132133	-0.8962	0.187415
29	-0.14689	-0.9963	0.162169
30	-0.051915	-0.3521	0.363185
31	-0.05638	-0.3824	0.351968
32	0.095807	0.6498	0.259527
33	0.071969	0.4881	0.313892
34	0.070077	0.4753	0.318416
35	0.012184	0.0826	0.46725
36	0.010141	0.0688	0.472732
37	-0.127214	-0.8628	0.196361
38	-0.026184	-0.1776	0.429912
39	-0.054109	-0.367	0.357656
40	0.004541	0.0308	0.487783
41	0.018844	0.1278	0.449431
42	0.051763	0.3511	0.363567
43	0.007492	0.0508	0.479847
44	0.020433	0.1386	0.445192
45	0.004768	0.0323	0.487172
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.081504	-0.5528	0.291542
2	0.177067	1.2009	0.117964
3	-0.311807	-2.1148	0.019949
4	-0.425287	-2.8844	0.002974
5	-0.225358	-1.5285	0.066624
6	-0.194059	-1.3162	0.097319
7	0.045261	0.307	0.380124
8	-0.179813	-1.2196	0.114426
9	0.192263	1.304	0.099362
10	-0.020535	-0.1393	0.444921
11	-0.06543	-0.4438	0.329647
12	-0.023061	-0.1564	0.438199
13	-0.112832	-0.7653	0.224012
14	0.021892	0.1485	0.441306
15	-0.059299	-0.4022	0.344706
16	0.03602	0.2443	0.404042
17	0.190488	1.292	0.101413
18	-0.196046	-1.3296	0.095095
19	0.012543	0.0851	0.466287
20	-0.029946	-0.2031	0.419974
21	-3e-05	-2e-04	0.499919
22	-0.09343	-0.6337	0.264717
23	-0.0807	-0.5473	0.293399
24	-0.008133	-0.0552	0.478125
25	0.092751	0.6291	0.266208
26	-0.056501	-0.3832	0.351666
27	0.026687	0.181	0.42858
28	-0.107521	-0.7292	0.234775
29	0.130165	0.8828	0.190961
30	0.026435	0.1793	0.429249
31	-0.045438	-0.3082	0.37967
32	-0.070231	-0.4763	0.318046
33	-0.038104	-0.2584	0.398612
34	-0.099239	-0.6731	0.252134
35	-0.024454	-0.1659	0.434498
36	0.014605	0.0991	0.460761
37	-0.061437	-0.4167	0.339423
38	-0.057002	-0.3866	0.350415
39	-0.000376	-0.0025	0.498989
40	-0.080417	-0.5454	0.294051
41	-0.123414	-0.837	0.203451
42	-0.153837	-1.0434	0.151114
43	-0.037933	-0.2573	0.399056
44	-0.02677	-0.1816	0.428362
45	-0.060393	-0.4096	0.341997
46	NA	NA	NA
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/t1229862958yk0455s8b756jix/1k6zh1229862889.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229862958yk0455s8b756jix/1k6zh1229862889.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229862958yk0455s8b756jix/2ks861229862889.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/21/t1229862958yk0455s8b756jix/2ks861229862889.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 = 2 ; 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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