ACF PACF werkloosheid
| Summary of compuational 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 |
| 0 | 1 | 9.6437 | 0 |
| 1 | 0.051343 | 0.4951 | 0.310838 |
| 2 | -0.029015 | -0.2798 | 0.60988 |
| 3 | -0.052013 | -0.5016 | 0.69143 |
| 4 | 0.061564 | 0.5937 | 0.277075 |
| 5 | 0.158814 | 1.5316 | 0.064514 |
| 6 | 0.09071 | 0.8748 | 0.191974 |
| 7 | 0.063414 | 0.6115 | 0.271167 |
| 8 | 0.132082 | 1.2738 | 0.102962 |
| 9 | 0.235898 | 2.2749 | 0.012604 |
| 10 | -0.062273 | -0.6005 | 0.725196 |
| 11 | -0.095916 | -0.925 | 0.821316 |
| 12 | -0.152198 | -1.4677 | 0.927227 |
| 13 | 0.147657 | 1.424 | 0.078904 |
| 14 | 0.313261 | 3.021 | 0.001627 |
| 15 | 0.022442 | 0.2164 | 0.414565 |
| 16 | 0.039126 | 0.3773 | 0.353398 |
| 17 | -0.058133 | -0.5606 | 0.711795 |
| 18 | 0.103753 | 1.0006 | 0.159819 |
| 19 | 0.027722 | 0.2673 | 0.394898 |
| 20 | 0.099139 | 0.9561 | 0.170759 |
| 21 | 0.093277 | 0.8995 | 0.185347 |
| 22 | 0.084708 | 0.8169 | 0.208037 |
| 23 | 0.194305 | 1.8738 | 0.032048 |
| 24 | -0.090054 | -0.8685 | 0.806308 |
| 25 | -0.160163 | -1.5446 | 0.937075 |
| 26 | -0.151632 | -1.4623 | 0.926483 |
| 27 | 0.183286 | 1.7675 | 0.040208 |
| 28 | -0.011369 | -0.1096 | 0.543535 |
| 29 | 0.149532 | 1.442 | 0.076326 |
| 30 | -0.092717 | -0.8941 | 0.813219 |
| 31 | -0.109027 | -1.0514 | 0.852105 |
| 32 | 0.054835 | 0.5288 | 0.299099 |
| 33 | -0.122509 | -1.1814 | 0.879778 |
| 34 | -0.034333 | -0.3311 | 0.62934 |
| 35 | -0.00837 | -0.0807 | 0.532078 |
| 36 | 0.045474 | 0.4385 | 0.331009 |
| 37 | 0.102037 | 0.984 | 0.163833 |
| 38 | 0.027969 | 0.2697 | 0.393987 |
| 39 | -0.156111 | -1.5055 | 0.932205 |
| 40 | -0.086699 | -0.8361 | 0.797377 |
| 41 | 0.041151 | 0.3968 | 0.346195 |
| 42 | -0.025302 | -0.244 | 0.596119 |
| 43 | 0.078918 | 0.7611 | 0.224275 |
| 44 | -0.108173 | -1.0432 | 0.850215 |
| 45 | -0.069403 | -0.6693 | 0.747518 |
| 46 | -0.06168 | -0.5948 | 0.723295 |
| 47 | -0.123635 | -1.1923 | 0.88191 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 0 | 0.051343 | 0.4951 | 0.310838 |
| 1 | -0.031735 | -0.306 | 0.619872 |
| 2 | -0.049025 | -0.4728 | 0.68126 |
| 3 | 0.066311 | 0.6395 | 0.262043 |
| 4 | 0.150676 | 1.4531 | 0.074786 |
| 5 | 0.07883 | 0.7602 | 0.224526 |
| 6 | 0.073139 | 0.7053 | 0.241186 |
| 7 | 0.150225 | 1.4487 | 0.075389 |
| 8 | 0.239301 | 2.3077 | 0.011616 |
| 9 | -0.088239 | -0.8509 | 0.801507 |
| 10 | -0.10339 | -0.9971 | 0.839338 |
| 11 | -0.195122 | -1.8817 | 0.968497 |
| 12 | 0.058168 | 0.561 | 0.288089 |
| 13 | 0.23225 | 2.2397 | 0.013745 |
| 14 | -0.010697 | -0.1032 | 0.540972 |
| 15 | 0.087634 | 0.8451 | 0.20011 |
| 16 | -0.03421 | -0.3299 | 0.628895 |
| 17 | 0.080666 | 0.7779 | 0.219298 |
| 18 | 0.019349 | 0.1866 | 0.426192 |
| 19 | 0.124896 | 1.2045 | 0.115736 |
| 20 | 0.108239 | 1.0438 | 0.149638 |
| 21 | -0.077089 | -0.7434 | 0.77045 |
| 22 | 0.069925 | 0.6743 | 0.250885 |
| 23 | -0.12354 | -1.1914 | 0.881732 |
| 24 | -0.178703 | -1.7234 | 0.955926 |
| 25 | -0.164806 | -1.5893 | 0.942311 |
| 26 | 0.042206 | 0.407 | 0.342465 |
| 27 | -0.163931 | -1.5809 | 0.941352 |
| 28 | 0.132223 | 1.2751 | 0.102723 |
| 29 | -0.051237 | -0.4941 | 0.688803 |
| 30 | -0.035579 | -0.3431 | 0.633855 |
| 31 | 0.092669 | 0.8937 | 0.186903 |
| 32 | -0.029531 | -0.2848 | 0.611779 |
| 33 | -0.032191 | -0.3104 | 0.621541 |
| 34 | -0.01951 | -0.1882 | 0.574416 |
| 35 | -0.12627 | -1.2177 | 0.886791 |
| 36 | -0.008757 | -0.0845 | 0.533561 |
| 37 | 0.046366 | 0.4471 | 0.327909 |
| 38 | -0.002637 | -0.0254 | 0.510118 |
| 39 | -0.034039 | -0.3283 | 0.628272 |
| 40 | -0.006502 | -0.0627 | 0.524933 |
| 41 | -0.003782 | -0.0365 | 0.514506 |
| 42 | -0.013108 | -0.1264 | 0.550161 |
| 43 | 0.023681 | 0.2284 | 0.409929 |
| 44 | -0.047835 | -0.4613 | 0.677172 |
| 45 | -0.063399 | -0.6114 | 0.728786 |
| 46 | -0.090197 | -0.8698 | 0.806683 |
| 47 | -0.036143 | -0.3486 | 0.635893 |
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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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')
Copyright
This work is licensed under a
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Software written by Ed van Stee & Patrick Wessa
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