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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 17:21:11 +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/t1293383972m7pudk7xb02806i.htm/, Retrieved Sun, 26 Dec 2010 18:19:34 +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/t1293383972m7pudk7xb02806i.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	5 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.872505	7.3519	0
2	0.670209	5.6473	0
3	0.54541	4.5957	9e-06
4	0.525312	4.4264	1.7e-05
5	0.558869	4.7091	6e-06
6	0.561066	4.7276	6e-06
7	0.490739	4.135	4.8e-05
8	0.402435	3.391	0.000571
9	0.361179	3.0433	0.00164
10	0.409828	3.4533	0.000469
11	0.524278	4.4176	1.8e-05
12	0.566613	4.7744	5e-06
13	0.424275	3.575	0.000317
14	0.228829	1.9281	0.028918
15	0.109142	0.9196	0.180437
16	0.077789	0.6555	0.257144
17	0.088523	0.7459	0.229093
18	0.071104	0.5991	0.275494
19	-0.008368	-0.0705	0.471994
20	-0.10005	-0.843	0.20102
21	-0.145205	-1.2235	0.11259
22	-0.109588	-0.9234	0.179462
23	-0.019739	-0.1663	0.434186
24	0.013655	0.1151	0.454363
25	-0.097323	-0.8201	0.207464
26	-0.242	-2.0391	0.02258
27	-0.316496	-2.6668	0.004738
28	-0.318168	-2.6809	0.004561
29	-0.280646	-2.3648	0.010389
30	-0.266439	-2.2451	0.01394
31	-0.307402	-2.5902	0.005816
32	-0.35675	-3.006	0.001829
33	-0.360038	-3.0337	0.001686
34	-0.30409	-2.5623	0.00626
35	-0.210892	-1.777	0.039925
36	-0.170644	-1.4379	0.077431
37	-0.234873	-1.9791	0.025843
38	-0.315602	-2.6593	0.004835
39	-0.342677	-2.8875	0.002572
40	-0.314156	-2.6471	0.004996
41	-0.257927	-2.1733	0.016546
42	-0.231971	-1.9546	0.027283
43	-0.2464	-2.0762	0.020748
44	-0.267639	-2.2552	0.013604
45	-0.254432	-2.1439	0.017734
46	-0.197329	-1.6627	0.050388
47	-0.122043	-1.0284	0.153638
48	-0.085594	-0.7212	0.236568
49	-0.115581	-0.9739	0.166706
50	-0.159832	-1.3468	0.091169
51	-0.170135	-1.4336	0.07804
52	-0.145366	-1.2249	0.112335
53	-0.101523	-0.8555	0.19759
54	-0.081656	-0.688	0.246834
55	-0.093957	-0.7917	0.215587
56	-0.114377	-0.9638	0.169219
57	-0.111884	-0.9428	0.174503
58	-0.083134	-0.7005	0.242951
59	-0.045957	-0.3872	0.349868
60	-0.029246	-0.2464	0.403029

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.872505	7.3519	0
2	-0.381414	-3.2138	0.000985
3	0.345083	2.9077	0.002428
4	0.163843	1.3806	0.085872
5	0.128502	1.0828	0.141286
6	-0.064654	-0.5448	0.293806
7	-0.09948	-0.8382	0.202355
8	0.067528	0.569	0.285576
9	0.066029	0.5564	0.289854
10	0.253399	2.1352	0.018099
11	0.232774	1.9614	0.026878
12	-0.234077	-1.9724	0.026232
13	-0.55004	-4.6347	8e-06
14	0.069628	0.5867	0.279634
15	-0.05072	-0.4274	0.3352
16	-0.192912	-1.6255	0.054243
17	-0.048345	-0.4074	0.342484
18	0.05261	0.4433	0.329449
19	-0.079828	-0.6726	0.251678
20	-0.064515	-0.5436	0.294204
21	0.042248	0.356	0.361454
22	0.001237	0.0104	0.495856
23	-0.042638	-0.3593	0.360227
24	0.080854	0.6813	0.248954
25	-0.085088	-0.717	0.237874
26	0.040262	0.3393	0.36771
27	-0.001497	-0.0126	0.494985
28	-0.021266	-0.1792	0.429149
29	0.059862	0.5044	0.30777
30	0.020933	0.1764	0.430247
31	0.001163	0.0098	0.496105
32	0.024896	0.2098	0.417222
33	0.076661	0.646	0.260195
34	-0.109019	-0.9186	0.180705
35	-0.025722	-0.2167	0.414519
36	0.002378	0.02	0.492034
37	0.050678	0.427	0.33533
38	-0.03144	-0.2649	0.39592
39	-0.056824	-0.4788	0.316772
40	0.047389	0.3993	0.345432
41	-0.053837	-0.4536	0.325736
42	-0.115126	-0.9701	0.167653
43	0.11888	1.0017	0.159945
44	-0.084318	-0.7105	0.239869
45	-0.073725	-0.6212	0.268224
46	0.013178	0.111	0.45595
47	-0.020461	-0.1724	0.431803
48	0.022172	0.1868	0.426165
49	0.048836	0.4115	0.340973
50	-0.04647	-0.3916	0.348278
51	-0.033577	-0.2829	0.389027
52	-0.002445	-0.0206	0.491812
53	0.007373	0.0621	0.47532
54	-0.043509	-0.3666	0.357498
55	0.000396	0.0033	0.498675
56	-0.030621	-0.258	0.398569
57	-0.070797	-0.5965	0.276353
58	-0.02848	-0.24	0.405519
59	-0.023837	-0.2009	0.420692
60	0.007896	0.0665	0.473571

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/26/t1293383972m7pudk7xb02806i/1tay41293384066.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t1293383972m7pudk7xb02806i/1tay41293384066.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t1293383972m7pudk7xb02806i/23kx61293384066.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/26/t1293383972m7pudk7xb02806i/23kx61293384066.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; 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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