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Werkloosheid 20-25 jaar

*Unverified author*
R Software Module: /rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Sat, 01 May 2010 07:36:55 +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/May/01/t1272699512phzj21l27qzjd1n.htm/, Retrieved Sat, 01 May 2010 09:38:33 +0200
 
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/May/01/t1272699512phzj21l27qzjd1n.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:
KdGP2W21
 
Dataseries X:
» Textbox « » Textfile « » CSV «
43657 42811 45419 50846 54500 51035 38675 36214 38763 39486 40540 40719 40471 39947 42683 47090 51520 48823 36122 33812 36928 37737 40123 41713 42025 42169 46352 50939 56139 52713 38532 37860 40880 41988 44576 46728 46913 49357 54709 60819 63695 60109 45544 43596 44431 45575 47980 49211 51374 52954 57529 62960 64530 61008 44964 43480 45429 47616 49364 51010 53188 55317 60106 65845 67028 63617 47605 45844 47925 50156 52258 53476 54327 55214 59347 64718 66208 62744 45587 43684 45676 47088 48907 50964 51798
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8046817.41880
20.4659554.29592.3e-05
30.2024381.86640.032718
40.0832630.76770.222411
50.073550.67810.249777
60.0852680.78610.216989
70.0800110.73770.231376
80.0812850.74940.227839
90.1701131.56840.060256
100.3725983.43520.000459
110.6337285.84270
120.7707217.10570
130.582485.37020
140.2744682.53050.006617
150.0349780.32250.373939
16-0.077873-0.7180.237376
17-0.091889-0.84720.199638
18-0.084446-0.77860.219201
19-0.089764-0.82760.205112
20-0.088165-0.81280.20929
21-0.012633-0.11650.453777
220.1539721.41950.079698
230.3636573.35270.000598
240.4662064.29822.3e-05
250.3003572.76920.00345
260.0409670.37770.353299
27-0.14909-1.37450.086443
28-0.228695-2.10850.018967
29-0.227669-2.0990.019391
30-0.215034-1.98250.025326
31-0.217822-2.00820.023897
32-0.214703-1.97950.0255
33-0.150321-1.38590.084703
34-0.016705-0.1540.438982
350.1450411.33720.092361
360.2192032.02090.023216
370.0842330.77660.219777
38-0.119816-1.10460.136215
39-0.258374-2.38210.009723
40-0.302408-2.78810.003271
41-0.284914-2.62680.005112
42-0.262296-2.41830.008865
43-0.259373-2.39130.009498
44-0.257841-2.37720.009845
45-0.21538-1.98570.025145
46-0.122942-1.13350.130102
47-0.005163-0.04760.481072
480.050560.46610.321155


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8046817.41880
2-0.515072-4.74874e-06
30.1885811.73860.042861
40.0487610.44960.32709
50.0440450.40610.342852
6-0.056649-0.52230.301419
70.0322260.29710.383553
80.087530.8070.210962
90.309092.84970.002745
100.3257693.00340.001753
110.4250973.91929e-05
120.0350770.32340.373596
13-0.637909-5.88120
140.3079532.83920.002828
15-0.182971-1.68690.047644
16-0.163866-1.51080.067278
17-0.056598-0.52180.301581
18-0.124049-1.14370.127984
19-0.041261-0.38040.352297
20-0.024452-0.22540.411089
21-0.089196-0.82230.20659
22-0.004918-0.04530.48197
23-0.052934-0.4880.313395
24-0.004607-0.04250.48311
250.0085980.07930.468503
260.0378460.34890.364006
270.0674180.62160.267946
280.0079080.07290.471027
290.0046960.04330.482783
300.010790.09950.460498
31-0.013133-0.12110.451958
32-0.005825-0.05370.478648
33-0.058777-0.54190.294654
34-0.083482-0.76970.221815
35-0.064217-0.59210.277693
36-0.019491-0.17970.428909
370.0243630.22460.41141
38-0.079001-0.72840.234199
39-0.005267-0.04860.480693
400.0314890.29030.386143
41-0.037369-0.34450.365652
420.0724220.66770.253068
43-0.03708-0.34190.36665
44-0.039749-0.36650.357463
45-0.060304-0.5560.289845
46-0.038463-0.35460.36188
470.0117170.1080.457113
48-0.037852-0.3490.363984
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/May/01/t1272699512phzj21l27qzjd1n/1rw0c1272699411.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/01/t1272699512phzj21l27qzjd1n/1rw0c1272699411.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/May/01/t1272699512phzj21l27qzjd1n/2rw0c1272699411.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/01/t1272699512phzj21l27qzjd1n/2rw0c1272699411.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
 
Parameters (R input):
par1 = 48 ; 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')
 




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Creative Commons License

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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