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Werkloosheid vrouwen in belgie: stationair maken

*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: Mon, 27 Dec 2010 00:12:25 +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/27/t12934086466bv0ppzbkw62t0e.htm/, Retrieved Mon, 27 Dec 2010 01:10:48 +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/27/t12934086466bv0ppzbkw62t0e.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	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.183659	1.3987	0.083613
2	0.129415	0.9856	0.164212
3	0.314406	2.3944	0.009949
4	0.140096	1.0669	0.14521
5	0.063439	0.4831	0.31541
6	0.16829	1.2817	0.102532
7	0.048234	0.3673	0.357352
8	0.183933	1.4008	0.083302
9	-0.011213	-0.0854	0.466121
10	-0.072979	-0.5558	0.290246
11	0.169263	1.2891	0.101246
12	-0.143894	-1.0959	0.138833
13	-0.232184	-1.7683	0.041138
14	0.049474	0.3768	0.353855
15	0.001507	0.0115	0.495441
16	-0.082121	-0.6254	0.267077
17	-0.041216	-0.3139	0.377364
18	-0.087371	-0.6654	0.254218
19	-0.016426	-0.1251	0.450441
20	-0.124441	-0.9477	0.173603
21	-0.236969	-1.8047	0.038157
22	-0.066099	-0.5034	0.308297
23	-0.154968	-1.1802	0.121368
24	-0.211201	-1.6085	0.056583
25	-0.044722	-0.3406	0.367322
26	-0.168924	-1.2865	0.101692
27	-0.278024	-2.1174	0.019264
28	-0.1793	-1.3655	0.088683
29	-0.133586	-1.0174	0.156603
30	-0.108791	-0.8285	0.205384
31	-0.022645	-0.1725	0.431838
32	-0.071305	-0.543	0.294592
33	0.002592	0.0197	0.492159
34	-0.000744	-0.0057	0.497748
35	-0.001902	-0.0145	0.494246
36	-0.027639	-0.2105	0.417009
37	-0.013904	-0.1059	0.458018
38	0.021309	0.1623	0.435822
39	0.027399	0.2087	0.417719
40	0.088555	0.6744	0.251364
41	0.09533	0.726	0.235376
42	0.092483	0.7043	0.242023
43	0.038225	0.2911	0.386001
44	0.02731	0.208	0.417985
45	-0.008343	-0.0635	0.474777
46	-0.013154	-0.1002	0.460273
47	0.043574	0.3319	0.370598
48	0.044084	0.3357	0.369142
49	0.069335	0.528	0.299742
50	0.036202	0.2757	0.391876
51	0.005582	0.0425	0.483118
52	-0.007084	-0.0539	0.478581
53	-0.003172	-0.0242	0.490405
54	-0.008602	-0.0655	0.473997
55	0.000972	0.0074	0.49706
56	0.020136	0.1533	0.439327
57	0.008117	0.0618	0.475459
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.183659	1.3987	0.083613
2	0.099025	0.7542	0.226905
3	0.287214	2.1874	0.016381
4	0.04283	0.3262	0.372731
5	-0.01576	-0.12	0.452438
6	0.069865	0.5321	0.298354
7	-0.040825	-0.3109	0.37849
8	0.172572	1.3143	0.096964
9	-0.143028	-1.0893	0.140271
10	-0.10439	-0.795	0.214924
11	0.136067	1.0363	0.152192
12	-0.218277	-1.6623	0.050919
13	-0.160639	-1.2234	0.113065
14	0.039331	0.2995	0.382802
15	0.116744	0.8891	0.188811
16	0.036583	0.2786	0.39077
17	-0.076071	-0.5793	0.282303
18	-0.044974	-0.3425	0.366602
19	0.01545	0.1177	0.453371
20	-0.049806	-0.3793	0.352922
21	-0.165972	-1.264	0.105643
22	-0.103055	-0.7848	0.217869
23	-0.061159	-0.4658	0.321562
24	-0.006855	-0.0522	0.479273
25	-0.01878	-0.143	0.443383
26	-0.160985	-1.226	0.112572
27	-0.143407	-1.0922	0.13964
28	-0.034695	-0.2642	0.396269
29	0.068187	0.5193	0.302765
30	-0.007392	-0.0563	0.477649
31	0.095215	0.7251	0.235642
32	0.065472	0.4986	0.309966
33	-0.013106	-0.0998	0.460419
34	-0.044452	-0.3385	0.36809
35	0.027423	0.2088	0.41765
36	-0.09373	-0.7138	0.239099
37	-0.053434	-0.4069	0.342774
38	0.039931	0.3041	0.381067
39	-0.091376	-0.6959	0.244636
40	0.024397	0.1858	0.426625
41	0.056102	0.4273	0.335386
42	0.079541	0.6058	0.273517
43	-0.014173	-0.1079	0.457209
44	-0.061574	-0.4689	0.320437
45	-0.074562	-0.5678	0.286165
46	-0.110328	-0.8402	0.202115
47	0.033979	0.2588	0.398363
48	-0.054523	-0.4152	0.339751
49	-0.058202	-0.4433	0.329616
50	-0.07486	-0.5701	0.285399
51	-0.048166	-0.3668	0.357544
52	-0.011883	-0.0905	0.464101
53	-0.042202	-0.3214	0.374531
54	-0.000556	-0.0042	0.498319
55	-0.011176	-0.0851	0.466231
56	0.03335	0.254	0.400202
57	-0.035493	-0.2703	0.393941
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/27/t12934086466bv0ppzbkw62t0e/1rkwj1293408742.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/27/t12934086466bv0ppzbkw62t0e/1rkwj1293408742.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/27/t12934086466bv0ppzbkw62t0e/2rkwj1293408742.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/27/t12934086466bv0ppzbkw62t0e/2rkwj1293408742.ps (open in new window)

Parameters (Session):

par1 = 1 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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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