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Werkloosheid vrouwen in belgie

*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, 26 Dec 2010 17:16:29 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/26/t12933837644p555ji0x1892ud.htm/, Retrieved Sun, 26 Dec 2010 18:16:05 +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/2010/Dec/26/t12933837644p555ji0x1892ud.htm/},
    year = {2010},
}
@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 = {2010},
    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 «

313.737 312.276 309.391 302.950 300.316 304.035 333.476 337.698 335.932 323.931 313.927 314.485 313.218 309.664 302.963 298.989 298.423 301.631 329.765 335.083 327.616 309.119 295.916 291.413 291.542 284.678 276.475 272.566 264.981 263.290 296.806 303.598 286.994 276.427 266.424 267.153 268.381 262.522 255.542 253.158 243.803 250.741 280.445 285.257 270.976 261.076 255.603 260.376 263.903 264.291 263.276 262.572 256.167 264.221 293.860 300.713 287.224 275.902 271.115 277.509 279.681 276.239 271.037 266.148 259.497 266.795 298.305 303.725 289.742 276.444 268.606

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	2 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.346047	2.8952	0.002525
2	-0.306828	-2.5671	0.006197
3	-0.412925	-3.4548	0.00047
4	-0.238984	-1.9995	0.02472
5	0.060936	0.5098	0.305888
6	0.210388	1.7602	0.041368
7	0.074172	0.6206	0.268449
8	-0.196659	-1.6454	0.052189
9	-0.352508	-2.9493	0.002164
10	-0.25518	-2.135	0.018132
11	0.307698	2.5744	0.00608
12	0.798862	6.6838	0
13	0.250522	2.096	0.019849
14	-0.29198	-2.4429	0.008548
15	-0.349876	-2.9273	0.002305
16	-0.197936	-1.6561	0.051094
17	0.051542	0.4312	0.333811
18	0.166262	1.391	0.084308
19	0.044449	0.3719	0.35555
20	-0.186159	-1.5575	0.061929
21	-0.301621	-2.5235	0.006945
22	-0.202801	-1.6968	0.047093
23	0.251221	2.1019	0.019582
24	0.620737	5.1935	1e-06
25	0.176697	1.4784	0.071899
26	-0.265633	-2.2224	0.014743
27	-0.28011	-2.3436	0.010973
28	-0.159272	-1.3326	0.093499
29	0.046056	0.3853	0.35058
30	0.123042	1.0294	0.153408
31	0.030131	0.2521	0.400854
32	-0.1516	-1.2684	0.104432
33	-0.217209	-1.8173	0.036726
34	-0.123444	-1.0328	0.152625
35	0.226396	1.8942	0.031167
36	0.4521	3.7825	0.000162
37	0.109274	0.9143	0.181861
38	-0.193266	-1.617	0.055191
39	-0.202223	-1.6919	0.047555
40	-0.105323	-0.8812	0.190614
41	0.044419	0.3716	0.355644
42	0.088828	0.7432	0.229926
43	0.027749	0.2322	0.408544
44	-0.102412	-0.8568	0.197228
45	-0.14724	-1.2319	0.111054
46	-0.049372	-0.4131	0.340406
47	0.156139	1.3063	0.097855
48	0.290379	2.4295	0.008845
49	0.088776	0.7428	0.230058
50	-0.106948	-0.8948	0.186983
51	-0.134272	-1.1234	0.132552
52	-0.072369	-0.6055	0.273408
53	0.025359	0.2122	0.416296
54	0.044033	0.3684	0.356842
55	0.013626	0.114	0.454782
56	-0.053806	-0.4502	0.326988
57	-0.068308	-0.5715	0.284743
58	-0.015272	-0.1278	0.449346
59	0.073225	0.6126	0.271047
60	0.144413	1.2082	0.11551

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.346047	2.8952	0.002525
2	-0.484607	-4.0545	6.4e-05
3	-0.130057	-1.0881	0.140134
4	-0.205479	-1.7192	0.045002
5	0.021942	0.1836	0.427438
6	-0.031994	-0.2677	0.394866
7	-0.10249	-0.8575	0.197049
8	-0.226994	-1.8992	0.030832
9	-0.301962	-2.5264	0.006894
10	-0.338464	-2.8318	0.00302
11	0.250664	2.0972	0.019795
12	0.574597	4.8074	4e-06
13	-0.280017	-2.3428	0.010994
14	0.171147	1.4319	0.078309
15	0.112492	0.9412	0.174926
16	0.013451	0.1125	0.455357
17	-0.03023	-0.2529	0.400535
18	-0.058325	-0.488	0.313545
19	-0.042824	-0.3583	0.360602
20	-0.091129	-0.7624	0.22418
21	-0.043356	-0.3627	0.358944
22	-0.076383	-0.6391	0.262432
23	-0.152198	-1.2734	0.103547
24	-0.069518	-0.5816	0.281342
25	-0.070277	-0.588	0.279219
26	-0.102271	-0.8557	0.197552
27	-0.042062	-0.3519	0.362981
28	-0.10794	-0.9031	0.184788
29	-0.035478	-0.2968	0.383738
30	-0.122931	-1.0285	0.153625
31	-0.009593	-0.0803	0.46813
32	-0.054384	-0.455	0.325255
33	0.034875	0.2918	0.385657
34	0.014671	0.1227	0.45133
35	0.03605	0.3016	0.381918
36	-0.12905	-1.0797	0.14199
37	0.075342	0.6304	0.265257
38	0.087836	0.7349	0.232432
39	-0.089052	-0.7451	0.229365
40	0.06165	0.5158	0.30381
41	-0.019273	-0.1613	0.43618
42	0.000653	0.0055	0.497829
43	0.013867	0.116	0.453984
44	0.015702	0.1314	0.44793
45	-0.040169	-0.3361	0.36891
46	0.044431	0.3717	0.355605
47	-0.209608	-1.7537	0.041929
48	0.007711	0.0645	0.474371
49	0.010598	0.0887	0.464799
50	-0.067447	-0.5643	0.287176
51	-0.063371	-0.5302	0.298826
52	-0.00931	-0.0779	0.469069
53	-0.028996	-0.2426	0.404515
54	-0.047889	-0.4007	0.344942
55	-0.020044	-0.1677	0.433652
56	0.046438	0.3885	0.349401
57	0.044883	0.3755	0.354207
58	-0.077621	-0.6494	0.259095
59	0.052936	0.4429	0.329604
60	-0.0577	-0.4828	0.315387

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/26/t12933837644p555ji0x1892ud/1tay41293383786.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t12933837644p555ji0x1892ud/1tay41293383786.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t12933837644p555ji0x1892ud/2tay41293383786.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t12933837644p555ji0x1892ud/2tay41293383786.ps (open in new window)

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'

par7 <- as.numeric(par7)

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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))

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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