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Werkloosheid

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Thu, 13 Dec 2007 13:14:28 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Dec/13/t11975763530hdw96cb1otarda.htm/, Retrieved Thu, 13 Dec 2007 21:05:55 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
7.6 7.7 7.6 8.2 8 8.1 8.3 8.2 8.1 7.7 7.6 7.7 8.2 8.4 8.4 8.6 8.4 8.5 8.7 8.7 8.6 7.4 7.3 7.4 9 9.2 9.2 8.5 8.3 8.3 8.6 8.6 8.5 8.1 8.1 8 8.6 8.7 8.7 8.6 8.4 8.4 8.7 8.7 8.5 8.3 8.3 8.3 8.1 8.2 8.1 8.1 7.9 7.7 8.1 8 7.7 7.8 7.6 7.4 7.7
 
Text written by user:
 
Output produced by software:


Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
016.92820
10.0010190.00710.497199
2-0.072251-0.50060.69052
3-0.539298-3.73640.999752
4-0.061567-0.42650.664191
50.0106080.07350.470859
60.1628591.12830.132396
7-0.027461-0.19030.575044
80.0401520.27820.391035
90.083660.57960.282444
100.0456610.31640.376554
11-0.019437-0.13470.553281
12-0.212822-1.47450.926558
13-0.022235-0.1540.560891
140.0182090.12620.450068
150.1486711.030.154082
16-0.013868-0.09610.538072
170.0112550.0780.469085
18-0.142772-0.98920.836226
190.0107730.07460.470407
20-0.026885-0.18630.573489
210.2350621.62860.054977
22-0.009255-0.06410.525429
230.0420160.29110.386117
24-0.261542-1.8120.961879
25-0.038883-0.26940.605609
26-0.003955-0.02740.510873
270.1798911.24630.109348
280.0055040.03810.48487
29-0.017446-0.12090.54785
30-0.045298-0.31380.622497
314.8e-053e-040.499867
320.0333420.2310.409147
330.0178830.12390.450958
34-0.037956-0.2630.603148
35-0.028562-0.19790.578013
360.0427280.2960.384243
370.022570.15640.4382
380.0440840.30540.380683
39-0.080527-0.55790.710251
400.0022020.01530.493947
410.0158850.11010.456412
42-0.022453-0.15560.561484
430.0170370.1180.453265
440.0156730.10860.456993
45-0.039349-0.27260.606841
460.0067470.04670.481456
470.0102850.07130.471746


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0010190.00710.497199
1-0.072252-0.50060.690523
2-0.541975-3.75490.999766
3-0.123434-0.85520.801648
4-0.113667-0.78750.782572
5-0.225616-1.56310.937702
6-0.22261-1.54230.935215
7-0.095611-0.66240.744563
80.0448790.31090.378599
9-0.059024-0.40890.657796
100.006250.04330.482822
11-0.137988-0.9560.828071
12-0.010488-0.07270.528813
13-0.018535-0.12840.550822
14-0.061452-0.42580.663904
15-0.071977-0.49870.689855
16-0.01713-0.11870.546988
17-0.170694-1.18260.878605
18-0.148899-1.03160.846286
19-0.140419-0.97290.832249
200.1387310.96120.170646
21-0.039343-0.27260.606827
220.039160.27130.393658
23-0.114051-0.79020.783343
24-0.067619-0.46850.679218
25-0.007097-0.04920.519505
26-0.027256-0.18880.574491
27-0.102745-0.71180.759994
28-0.093522-0.64790.739943
29-0.071496-0.49530.688688
30-0.151982-1.0530.851185
31-0.119347-0.82690.793797
320.0798410.55320.291362
33-0.076223-0.52810.700065
34-0.039579-0.27420.60745
35-0.007338-0.05080.520168
36-0.017817-0.12340.548862
370.036150.25050.401652
38-0.002254-0.01560.506197
390.0156520.10840.457048
400.0874270.60570.27378
41-0.170419-1.18070.878229
42-0.007463-0.05170.520511
430.0137240.09510.462324
44-0.030191-0.20920.582398
45-0.00574-0.03980.515777
460.0542760.3760.354273
47NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/13/t11975763530hdw96cb1otarda/1kibn1197576867.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/13/t11975763530hdw96cb1otarda/1kibn1197576867.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/13/t11975763530hdw96cb1otarda/26utb1197576867.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/13/t11975763530hdw96cb1otarda/26utb1197576867.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
 
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 (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')
 





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